Learning nonparametric ordinary differential equations from noisy data
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Abstract (arXiv)
Learning nonparametric systems of Ordinary Differential Equations (ODEs) dot 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 and provide experimental comparisons with the state-of-the-art.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 11 of its 44 references that are in the map. First posted on arXiv 30 Jun 2022.
Builds on
11 of 44 references.
References · 11
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- 2020Kernel Analog Forecasting: Multiscale Test Problemscited by 11
- 2018Diffeomorphic Learningcited by 5
- 2020Kernel Ordinary Differential Equationscited by 5
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Citing papers per year: 2025: 4.
4 papers.
- 2025Data-Efficient Kernel Methods for Learning Differential Equations and Their Solution Operators: Algorithms and Error Analysiscited by 6
- 2025The Stochastic Occupation Kernel (SOCK) Method for Learning Stochastic Differential Equationscited by 0
- 2025Discovering Interpretable Ordinary Differential Equations from Noisy Datacited by 0
- 2025A joint optimization approach to identifying sparse dynamics using least squares kernel collocationcited by 0
- 2025A joint optimization approach to identifying sparse dynamics using least squares kernel collocation23 Nov 2025
- 2025Discovering Interpretable Ordinary Differential Equations from Noisy Data29 Jul 2025
- 2025The Stochastic Occupation Kernel (SOCK) Method for Learning Stochastic Differential Equations16 May 2025
- 2025Data-Efficient Kernel Methods for Learning Differential Equations and Their Solution Operators: Algorithms and Error Analysis2 Mar 2025