Switching dynamics: SLDS and rSLDS
Behavior is often piecewise: reach, then hold; explore, then commit. A switching linear dynamical system (SLDS) captures this by letting a discrete latent state select which of several simple linear dynamics is active at each moment. The result is a globally nonlinear model assembled from locally linear, human-readable regimes — you can literally name the states. The recurrent SLDS (rSLDS) sharpens this by letting the continuous state itself influence when switches happen, carving state space into dynamically distinct regions.
An SLDS: a discrete regime zₜ evolves as a Markov chain and indexes which linear dynamics (A, b) governs the continuous state xₜ. Simple, nameable pieces compose into rich global behavior.
Koopman and DMD: linearity, regained
There is a deep and surprising alternative to modelling nonlinearity head-on. Koopman operator theory says: leave the nonlinear system alone, but lift it into a richer space of observable functions where its evolution becomes exactly linear — at the price of that space being infinite-dimensional. In practice you learn a finite set of observables and a linear operator on them; dynamic mode decomposition (DMD) is the data-driven workhorse that estimates it, yielding modes with clean frequencies and growth rates.
The Koopman operator 𝒦 advances observables g of the state linearly, even when the underlying flow F is nonlinear. Its eigenfunctions give coherent spatiotemporal modes — the appeal is a linear-algebra handle on nonlinear dynamics.
SINDy: recovering the equations
The most ambitious interpretable method tries to write down the governing equation itself. Sparse identification of nonlinear dynamics (SINDy) builds a large library of candidate terms — polynomials, sinusoids — of the state and solves a sparse regression for the few that actually predict the derivative. When it works, the output is not a weight tensor but a short, legible system of ODEs. The catch is severe: it needs clean estimates of the state and its derivative, and the true law must lie in your chosen library.
SINDy: Θ(X) is a library of candidate functions of the state; the ℓ₁ penalty forces the coefficient matrix Ξ to be sparse, so only a handful of terms survive into an interpretable equation of motion.
Reading structure back out
Even with a black-box RNN, you are not helpless. Fixed-point analysis numerically locates the states where the learned flow vanishes and linearizes around them, revealing the attractors, line attractors, and saddles the network uses to compute — a decision, for instance, often appears as a saddle separating two stable choices. Combined with rotational (jPCA) structure and the trajectory-tangling principle, these tools let you extract mechanism from an otherwise opaque model.