Symplectic Spectrum Gaussian Processes: Learning Hamiltonians from Noisy and Sparse Data

Hamiltonian mechanics is a well-established theory for modeling the time evolution of systems with conserved quantities (called Hamiltonian), such as the total energy of the system. Recent works have parameterized the Hamiltonian by machine learning models (e.g., neural networks), allowing Hamiltonian dynamics to be obtained from state trajectories without explicit mathematical modeling. However, the performance of existing models is limited as we can observe only noisy and sparse trajectories in practice. This paper proposes a probabilistic model that can learn the dynamics of conservative or dissipative systems from noisy and sparse data. We introduce a Gaussian process that incorporates the symplectic geometric structure of Hamiltonian systems, which is used as a prior distribution for estimating Hamiltonian systems with additive dissipation.