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Poster
Symplectic Spectrum Gaussian Processes: Learning Hamiltonians from Noisy and Sparse Data
Yusuke Tanaka · Tomoharu Iwata · naonori ueda

Thu Dec 01 02:00 PM -- 04:00 PM (PST) @ Hall J #320
in Poster Session 6 »

Hamiltonian mechanics is a well-established theory for modeling the time evolution of systems with conserved quantities (called Hamiltonian), such as the total energy of the system. Recent works have parameterized the Hamiltonian by machine learning models (e.g., neural networks), allowing Hamiltonian dynamics to be obtained from state trajectories without explicit mathematical modeling. However, the performance of existing models is limited as we can observe only noisy and sparse trajectories in practice. This paper proposes a probabilistic model that can learn the dynamics of conservative or dissipative systems from noisy and sparse data. We introduce a Gaussian process that incorporates the symplectic geometric structure of Hamiltonian systems, which is used as a prior distribution for estimating Hamiltonian systems with additive dissipation. We then present its spectral representation, Symplectic Spectrum Gaussian Processes (SSGPs), for which we newly derive random Fourier features with symplectic structures. This allows us to construct an efficient variational inference algorithm for training the models while simulating the dynamics via ordinary differential equation solvers. Experiments on several physical systems show that SSGP offers excellent performance in predicting dynamics that follow the energy conservation or dissipation law from noisy and sparse data.

Keywords: Gaussian Processes · Variational Bayes · Hamiltonian mechanics · random Fourier features
[ Paper]  [ Poster]  [ OpenReview] 

Author Information

Yusuke Tanaka (NTT)
Tomoharu Iwata (NTT)
naonori ueda (NTT Communication Science Labs. / RIKEN AIP)

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