Latent Force Models: Bridging the Divide between Mechanistic and Data Modelling Paradigms

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at Computer Science Department, University of Liverpool, U.K. on May 2, 2012 [pdf]
Neil D. Lawrence, University of Sheffield

Abstract

Physics based approaches to data modeling involve constructing an accurate mechanistic model of data, often based on differential equations. Machine learning and statistical approaches are typically data driven—perhaps through regularized function approximation. These two approaches to data modeling are often seen as polar opposites, but in reality they are two different ends to a spectrum of approaches we might take. In this talk we introduce latent force models. Latent force models are a new approach to data representation that model data through unknown forcing functions that drive differential equation models. By treating the unknown forcing functions with Gaussian process priors we can create probabilistic models that exhibit particular physical characteristics of interest, for example, in dynamical systems resonance and inertia. This allows us to perform a synthesis of the data driven and physical modeling paradigms.

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