Machine Learning Methods For Estimating Operator Equations
We consider the problem of fitting a linear operator induced equation to point sampled data. In order to do so we systematically exploit the duality between minimizing a regularization functional derived from an operator and kernel regression methods. Standard machine learning model selection algorithms can then be interpreted as a search of the equation best fitting given data points. For many kernels this operator induced equation is a linear differential equation. Thus, we link a continuous-time system identification task with common machine learning methods. The presented link opens up a wide variety of methods to be applied to this system identification problem. In a series of experiments we demonstrate an example algorithm working on non-uniformly spaced data, giving special focus to the problem of identifying one system from multiple data recordings.
Author(s): | Steinke, F. and Schölkopf, B. |
Book Title: | Proceedings of the 14th IFAC Symposium on System Identification (SYSID 2006) |
Journal: | Proceedings of the 14th IFAC Symposium on System Identification (SYSID 2006) |
Pages: | 6 |
Year: | 2006 |
Month: | March |
Day: | 0 |
Editors: | B Ninness and H Hjalmarsson |
Publisher: | Elsevier |
Bibtex Type: | Conference Paper (inproceedings) |
Address: | Oxford, United Kingdom |
Event Name: | 14th IFAC Symposium on System Identification (SYSID 2006) |
Event Place: | Newcastle, Australia |
Digital: | 0 |
Electronic Archiving: | grant_archive |
Institution: | International Federation of Automatic Control (IFAC) |
Language: | en |
Organization: | Max-Planck-Gesellschaft |
School: | Biologische Kybernetik |
Links: |
BibTex
@inproceedings{3640, title = {Machine Learning Methods For Estimating Operator Equations}, journal = {Proceedings of the 14th IFAC Symposium on System Identification (SYSID 2006)}, booktitle = {Proceedings of the 14th IFAC Symposium on System Identification (SYSID 2006)}, abstract = {We consider the problem of fitting a linear operator induced equation to point sampled data. In order to do so we systematically exploit the duality between minimizing a regularization functional derived from an operator and kernel regression methods. Standard machine learning model selection algorithms can then be interpreted as a search of the equation best fitting given data points. For many kernels this operator induced equation is a linear differential equation. Thus, we link a continuous-time system identification task with common machine learning methods. The presented link opens up a wide variety of methods to be applied to this system identification problem. In a series of experiments we demonstrate an example algorithm working on non-uniformly spaced data, giving special focus to the problem of identifying one system from multiple data recordings.}, pages = {6}, editors = {B Ninness and H Hjalmarsson}, publisher = {Elsevier}, organization = {Max-Planck-Gesellschaft}, institution = {International Federation of Automatic Control (IFAC)}, school = {Biologische Kybernetik}, address = {Oxford, United Kingdom}, month = mar, year = {2006}, slug = {3640}, author = {Steinke, F. and Sch{\"o}lkopf, B.}, month_numeric = {3} }