Latent Force Modelling with Gaussian Processes


at School of Mathematics and Statistics, University of Newcastle, U.K. on Oct 9, 2009 [pdf]
Neil D. Lawrence, University of Sheffield


Physics based approaches to data modeling involve constructing an accurate mechanistic model of data, often based on differential equations. Machine learning typically focuses on data driven approaches—perhaps through regularized function approximations.\ \ 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. We will show applications of these models in systems biology and modelling of human motion capture data.