Structure-Preserving Gaussian Processes Via Discrete Euler-Lagrange Equations
- URL: http://arxiv.org/abs/2605.06246v1
- Date: Thu, 07 May 2026 13:26:47 GMT
- Title: Structure-Preserving Gaussian Processes Via Discrete Euler-Lagrange Equations
- Abstract summary: We propose Lagrangian Gaussian Processes (LGPs) for learning of dynamics via discrete Euler forced-Lagrange equations.<n>We demonstrate the data-efficiency and generalization capabilities of LGPs in various synthetic and realworld case studies.
- Score: 11.33548552323782
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In this paper, we propose Lagrangian Gaussian Processes (LGPs) for probabilistic and data-efficient learning of dynamics via discrete forced Euler-Lagrange equations. Importantly, the geometric structure of the Lagrange-d'Alembert principle, which governs the motion of dynamical systems, is preserved by construction in the absence of external forces. This allows learning physically consistent models that overcome erroneous drift in the system's energy, thereby providing stable long-term predictions. At the core of our approach lie linear operators for Gaussian process conditioning, constructed from discrete forced Euler-Lagrange equations and variational discretization schemes. Thereby and unlike prior work, the method enables learning dynamics from discrete position snapshots, i.e., without access to a system's velocities or momenta. This is particularly relevant for a large class of practical scenarios where only position measurements are available, for instance, in motion capture or visual servoing applications. We demonstrate the data-efficiency and generalization capabilities of the LGPs in various synthetic and real-world case studies, including a real-world soft robot with hysteresis. The experimental results underscore that the LGPs learn physically consistent dynamics with uncertainty quantification solely from sparse positional data and enable stable long-term predictions.
Related papers
- Factorized Neural Implicit DMD for Parametric Dynamics [18.464219890452092]
We present a data-driven, model-free approach to modeling the temporal evolution of physical systems.<n>Traditional numerical solvers are computationally expensive and ill-suited for real-time analysis and control.<n>We demonstrate the efficacy of our method on a range of dynamics problems, showcasing its ability to accurately predict complextemporal phenomena.
arXiv Detail & Related papers (2026-03-11T17:20:34Z) - Disordered Dynamics in High Dimensions: Connections to Random Matrices and Machine Learning [52.26396748560348]
We provide an overview of high dimensional dynamical systems driven by random matrices.<n>We focus on applications to simple models of learning and generalization in machine learning theory.
arXiv Detail & Related papers (2026-01-03T00:12:32Z) - Unlocking Out-of-Distribution Generalization in Dynamics through Physics-Guided Augmentation [46.40087254928057]
We present SPARK, a physics-guided quantitative augmentation plugin.<n>Experiments on diverse benchmarks demonstrate that SPARK significantly outperforms state-of-the-art baselines.
arXiv Detail & Related papers (2025-10-28T09:30:35Z) - Learning mechanical systems from real-world data using discrete forced Lagrangian dynamics [0.0]
We introduce a data-driven method for learning the equations of motion of mechanical systems directly from position measurements.<n>This is particularly relevant in system identification tasks where only positional information is available, such as motion capture, pixel data or low-resolution tracking.
arXiv Detail & Related papers (2025-05-26T12:13:00Z) - Efficient Transformed Gaussian Process State-Space Models for Non-Stationary High-Dimensional Dynamical Systems [49.819436680336786]
We propose an efficient transformed Gaussian process state-space model (ETGPSSM) for scalable and flexible modeling of high-dimensional, non-stationary dynamical systems.<n>Specifically, our ETGPSSM integrates a single shared GP with input-dependent normalizing flows, yielding an expressive implicit process prior that captures complex, non-stationary transition dynamics.<n>Our ETGPSSM outperforms existing GPSSMs and neural network-based SSMs in terms of computational efficiency and accuracy.
arXiv Detail & Related papers (2025-03-24T03:19:45Z) - EFiGP: Eigen-Fourier Physics-Informed Gaussian Process for Inference of Dynamic Systems [0.9361474110798144]
estimation and trajectory reconstruction for data-driven dynamical systems governed by ordinary differential equations (ODEs) are essential tasks in fields such as biology, engineering, and physics.<n>We propose the Eigen-Fourier Physics-Informed Gaussian Process (EFiGP), an algorithm that integrates Fourier transformation and eigen-decomposition into a physics-informed Gaussian Process framework.
arXiv Detail & Related papers (2025-01-23T21:35:02Z) - Learning Controlled Stochastic Differential Equations [61.82896036131116]
This work proposes a novel method for estimating both drift and diffusion coefficients of continuous, multidimensional, nonlinear controlled differential equations with non-uniform diffusion.
We provide strong theoretical guarantees, including finite-sample bounds for (L2), (Linfty), and risk metrics, with learning rates adaptive to coefficients' regularity.
Our method is available as an open-source Python library.
arXiv Detail & Related papers (2024-11-04T11:09:58Z) - On the Integration of Physics-Based Machine Learning with Hierarchical
Bayesian Modeling Techniques [0.0]
This paper proposes to embed mechanics-based models into the mean function of a Gaussian Process (GP) model and characterize potential discrepancies through kernel machines.
The stationarity of the kernel function is a difficult hurdle in the sequential processing of long data sets, resolved through hierarchical Bayesian techniques.
Using numerical and experimental examples, potential applications of the proposed method to structural dynamics inverse problems are demonstrated.
arXiv Detail & Related papers (2023-03-01T02:29:41Z) - NAG-GS: Semi-Implicit, Accelerated and Robust Stochastic Optimizer [45.47667026025716]
We propose a novel, robust and accelerated iteration that relies on two key elements.
The convergence and stability of the obtained method, referred to as NAG-GS, are first studied extensively.
We show that NAG-arity is competitive with state-the-art methods such as momentum SGD with weight decay and AdamW for the training of machine learning models.
arXiv Detail & Related papers (2022-09-29T16:54:53Z) - Semi-supervised Learning of Partial Differential Operators and Dynamical
Flows [68.77595310155365]
We present a novel method that combines a hyper-network solver with a Fourier Neural Operator architecture.
We test our method on various time evolution PDEs, including nonlinear fluid flows in one, two, and three spatial dimensions.
The results show that the new method improves the learning accuracy at the time point of supervision point, and is able to interpolate and the solutions to any intermediate time.
arXiv Detail & Related papers (2022-07-28T19:59:14Z) - Structure-Preserving Learning Using Gaussian Processes and Variational
Integrators [62.31425348954686]
We propose the combination of a variational integrator for the nominal dynamics of a mechanical system and learning residual dynamics with Gaussian process regression.
We extend our approach to systems with known kinematic constraints and provide formal bounds on the prediction uncertainty.
arXiv Detail & Related papers (2021-12-10T11:09:29Z) - DySMHO: Data-Driven Discovery of Governing Equations for Dynamical
Systems via Moving Horizon Optimization [77.34726150561087]
We introduce Discovery of Dynamical Systems via Moving Horizon Optimization (DySMHO), a scalable machine learning framework.
DySMHO sequentially learns the underlying governing equations from a large dictionary of basis functions.
Canonical nonlinear dynamical system examples are used to demonstrate that DySMHO can accurately recover the governing laws.
arXiv Detail & Related papers (2021-07-30T20:35:03Z) - Extracting Governing Laws from Sample Path Data of Non-Gaussian
Stochastic Dynamical Systems [4.527698247742305]
We infer equations with non-Gaussian L'evy noise from available data to reasonably predict dynamical behaviors.
We establish a theoretical framework and design a numerical algorithm to compute the asymmetric L'evy jump measure, drift and diffusion.
This method will become an effective tool in discovering the governing laws from available data sets and in understanding the mechanisms underlying complex random phenomena.
arXiv Detail & Related papers (2021-07-21T14:50:36Z) - Learning Unstable Dynamics with One Minute of Data: A
Differentiation-based Gaussian Process Approach [47.045588297201434]
We show how to exploit the differentiability of Gaussian processes to create a state-dependent linearized approximation of the true continuous dynamics.
We validate our approach by iteratively learning the system dynamics of an unstable system such as a 9-D segway.
arXiv Detail & Related papers (2021-03-08T05:08:47Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.