Ecole d'ingénieur et centre de recherche en Sciences du numérique

Fast inference in nonlinear dynamical systems using gradient matching

Niu, Mu; Rogers, Simon; Filippone, Maurizio; Husmeier, Dirk

ICML 2016, 33rd International Conference on Machine Learning, June 19-24, 2016, New-York, USA

Parameter inference in mechanistic models of coupled differential equations is a topical problem. We propose a new method based on kernel ridge regression and gradient matching, and an objective function that simultaneously encourages goodness of fit and penalises inconsistencies with the differential equations. Fast minimisation is achieved by exploiting partial convexity inherent in this function, and setting up an iterative algorithm in the vein of the EM algorithm. An evaluation of the proposed method on various benchmark data suggests that it compares favourably with state-of-the-art alternatives.

Document Bibtex

Titre:Fast inference in nonlinear dynamical systems using gradient matching
Département:Data Science
Eurecom ref:5042
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Bibtex: @inproceedings{EURECOM+5042, year = {2016}, title = {{F}ast inference in nonlinear dynamical systems using gradient matching}, author = {{N}iu, {M}u and {R}ogers, {S}imon and {F}ilippone, {M}aurizio and {H}usmeier, {D}irk}, booktitle = {{ICML} 2016, 33rd {I}nternational {C}onference on {M}achine {L}earning, {J}une 19-24, 2016, {N}ew-{Y}ork, {USA}}, address = {{N}ew-{Y}ork, {\'{E}}{TATS}-{UNIS}}, month = {06}, url = {} }
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