A global structure-preserving kernel method for the learning of Poisson systems

Fuente: arXiv
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Main Authors: Hu, Jianyu, Ortega, Juan-Pablo, Yin, Daiying
Format: Preprint
Published: 2025
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author Hu, Jianyu
Ortega, Juan-Pablo
Yin, Daiying
author_facet Hu, Jianyu
Ortega, Juan-Pablo
Yin, Daiying
contents A structure-preserving kernel ridge regression method is presented that allows the recovery of globally defined, potentially high-dimensional, and nonlinear Hamiltonian functions on Poisson manifolds out of datasets made of noisy observations of Hamiltonian vector fields. The proposed method is based on finding the solution of a non-standard kernel ridge regression where the observed data is generated as the noisy image by a vector bundle map of the differential of the function that one is trying to estimate. Additionally, it is shown how a suitable regularization solves the intrinsic non-identifiability of the learning problem due to the degeneracy of the Poisson tensor and the presence of Casimir functions. A full error analysis is conducted that provides convergence rates using fixed and adaptive regularization parameters. The good performance of the proposed estimator is illustrated with several numerical experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2504_13396
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A global structure-preserving kernel method for the learning of Poisson systems
Hu, Jianyu
Ortega, Juan-Pablo
Yin, Daiying
Numerical Analysis
A structure-preserving kernel ridge regression method is presented that allows the recovery of globally defined, potentially high-dimensional, and nonlinear Hamiltonian functions on Poisson manifolds out of datasets made of noisy observations of Hamiltonian vector fields. The proposed method is based on finding the solution of a non-standard kernel ridge regression where the observed data is generated as the noisy image by a vector bundle map of the differential of the function that one is trying to estimate. Additionally, it is shown how a suitable regularization solves the intrinsic non-identifiability of the learning problem due to the degeneracy of the Poisson tensor and the presence of Casimir functions. A full error analysis is conducted that provides convergence rates using fixed and adaptive regularization parameters. The good performance of the proposed estimator is illustrated with several numerical experiments.
title A global structure-preserving kernel method for the learning of Poisson systems
topic Numerical Analysis
url https://arxiv.org/abs/2504.13396