Learning nonparametric differential equations with operator-valued kernels and gradient matching
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Abstract (arXiv)
Modeling dynamical systems with ordinary differential equations implies a mechanistic view of the process underlying the dynamics. However in many cases, this knowledge is not available. To overcome this issue, we introduce a general framework for nonparametric ODE models using penalized regression in Reproducing Kernel Hilbert Spaces (RKHS) based on operator-valued kernels. Moreover, we extend the scope of gradient matching approaches to nonparametric ODE. A smooth estimate of the solution ODE is built to provide an approximation of the derivative of the ODE solution which is in turn used to learn the nonparametric ODE model. This approach benefits from the flexibility of penalized regression in RKHS allowing for ridge or (structured) sparse regression as well. Very good results are shown on 3 different ODE systems.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). First posted on arXiv 19 Nov 2014.
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Citing papers per year: 2021: 3; 2022: 0; 2023: 1.
4 papers.
- 2021Variational multiple shooting for Bayesian ODEs with Gaussian processescited by 15
- 2021Structure-preserving Gaussian Process Dynamicscited by 9
- 2023Exact Inference for Continuous-Time Gaussian Process Dynamicscited by 3
- 2021MAGI-X: Manifold-Constrained Gaussian Process Inference for Unknown System Dynamicscited by 0
- 2023Exact Inference for Continuous-Time Gaussian Process Dynamics5 Sep 2023
- 2021Variational multiple shooting for Bayesian ODEs with Gaussian processes21 Jun 2021
- 2021MAGI-X: Manifold-Constrained Gaussian Process Inference for Unknown System Dynamics27 May 2021
- 2021Structure-preserving Gaussian Process Dynamics2 Feb 2021