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Creators/Authors contains: "Lovitz, David"

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  1. ; ; ; ; ; (, Journal of Computational Physics)
    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 $L^2$ 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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