Learning nonparametric ordinary differential equations from noisy data
Learning nonparametric systems of Ordinary Differential Equations (ODEs) x˙=f(t,x) from noisy data is an emerging machine learning topic. We use the well-developed theory of Reproducing Kernel Hilbert Spaces (RKHS) to define candidates for f for which the solution of the ODE exists and is unique. Le...
| Veröffentlicht in: | Journal of computational physics. - 1986. - 507(2024) vom: 15. Mai |
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| 1. Verfasser: | |
| Weitere Verfasser: | , , , , |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2024
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| Zugriff auf das übergeordnete Werk: | Journal of computational physics |
| Schlagworte: | Journal Article |
| Zusammenfassung: | Learning nonparametric systems of Ordinary Differential Equations (ODEs) x˙=f(t,x) from noisy data is an emerging machine learning topic. We use the well-developed theory of Reproducing Kernel Hilbert Spaces (RKHS) to define candidates for f for which the solution of the ODE exists and is unique. Learning f consists of solving a constrained optimization problem in an RKHS. We propose a penalty method that iteratively uses the Representer theorem and Euler approximations to provide a numerical solution. We prove a generalization bound for the L2 distance between x and its estimator. Experiments are provided for the FitzHugh-Nagumo oscillator, the Lorenz system, and for predicting the Amyloid level in the cortex of aging subjects. In all cases, we show competitive results compared with the state-of-the-art |
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| Beschreibung: | Date Revised 17.05.2024 published: Print-Electronic Citation Status PubMed-not-MEDLINE |
| ISSN: | 0021-9991 |
| DOI: | 10.1016/j.jcp.2024.112971 |