A joint optimization approach to identifying sparse dynamics using least squares kernel collocation
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arXiv
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| Main Authors: | , , , , , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866911458001944576 |
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| author | Hsu, Alexander W. Salas, Ike Griss Stevens-Haas, Jacob M. Kutz, J. Nathan Aravkin, Aleksandr Hosseini, Bamdad |
| author_facet | Hsu, Alexander W. Salas, Ike Griss Stevens-Haas, Jacob M. Kutz, J. Nathan Aravkin, Aleksandr Hosseini, Bamdad |
| contents | We develop an all-at-once modeling framework for learning systems of ordinary differential equations (ODE) from scarce, partial, and noisy observations of the states. The proposed methodology amounts to a combination of sparse recovery strategies for the ODE over a function library combined with techniques from reproducing kernel Hilbert space (RKHS) theory for estimating the state and discretizing the ODE. Our numerical experiments reveal that the proposed strategy leads to significant gains in terms of accuracy, sample efficiency, and robustness to noise, both in terms of learning the equation and estimating the unknown states. This work demonstrates capabilities well beyond existing and widely used algorithms while extending the modeling flexibility of other recent developments in equation discovery. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_18555 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A joint optimization approach to identifying sparse dynamics using least squares kernel collocation Hsu, Alexander W. Salas, Ike Griss Stevens-Haas, Jacob M. Kutz, J. Nathan Aravkin, Aleksandr Hosseini, Bamdad Methodology Machine Learning Dynamical Systems We develop an all-at-once modeling framework for learning systems of ordinary differential equations (ODE) from scarce, partial, and noisy observations of the states. The proposed methodology amounts to a combination of sparse recovery strategies for the ODE over a function library combined with techniques from reproducing kernel Hilbert space (RKHS) theory for estimating the state and discretizing the ODE. Our numerical experiments reveal that the proposed strategy leads to significant gains in terms of accuracy, sample efficiency, and robustness to noise, both in terms of learning the equation and estimating the unknown states. This work demonstrates capabilities well beyond existing and widely used algorithms while extending the modeling flexibility of other recent developments in equation discovery. |
| title | A joint optimization approach to identifying sparse dynamics using least squares kernel collocation |
| topic | Methodology Machine Learning Dynamical Systems |
| url | https://arxiv.org/abs/2511.18555 |