ODIN: ODE-Informed Regression for Parameter and State Inference in Time-Continuous Dynamical Systems


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Date

2020

Publication Type

Conference Paper

ETH Bibliography

yes

Citations

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Rights / License

Abstract

Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on constrained Gaussian processes and leverage it to build a computationally and data efficient algorithm for state and parameter inference. In an extensive set of experiments, our approach outperforms the current state of the art for parameter inference both in terms of accuracy and computational cost. It also shows promising results for the much more challenging problem of model selection.

Publication status

published

Editor

Book title

Volume

34 (04)

Pages / Article No.

6364 - 6371

Publisher

AAAI

Event

34th AAAI Conference on Artificial Intelligence (AAAI 2020)

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

Organisational unit

03908 - Krause, Andreas / Krause, Andreas check_circle
09664 - Schölkopf, Bernhard / Schölkopf, Bernhard check_circle
02661 - Institut für Maschinelles Lernen / Institute for Machine Learning
02150 - Dep. Informatik / Dep. of Computer Science

Notes

Funding

815943 - Reliable Data-Driven Decision Making in Cyber-Physical Systems (EC)

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