Linear latent force models using Gaussian processes.

Purely data-driven approaches for machine learning present difficulties when data are scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to identify and specify all the interactions in the problem at hand (which may not be feasible) and still leave the issue of how to parameterize the system. In this paper, we present a hybrid approach using Gaussian processes and differential equations to combine data-driven modeling with a physical model of the system. We show how different, physically inspired, kernel functions can be developed through sensible, simple, mechanistic assumptions about the underlying system. The versatility of our approach is illustrated with three case studies from motion capture, computational biology, and geostatistics

Latent variable analysis of causal interactions in atrial fibrillation electrograms

Multi-channel intracardiac electrocardiograms of atrial fibrillation (AF) patients are acquired at the electrophysiology laboratory in order to guide radiofrequency (RF) ablation surgery. Unfortunately, the success rate of RF ablation is still moderate, since the mechanisms underlying AF initiation and maintenance are still not precisely known. In this paper, we use an advanced machine learning model, the Gaussian process latent force model (GP-LFM), to infer the relationship between the observed signals and the unknown (latent or exogenous) sources causing them. The resulting GP-LFM provides valuable information about signal generation and propagation inside the heart, and can then be used to perform causal analysis. Results on realistic synthetic signals, generated using the FitzHugh-Nagumo model, are used to showcase the potential of the proposed approach

Latent force models for sound: Learning modal synthesis parameters and excitation functions from audio recordings

Latent force models are a Bayesian learning technique that combine physical knowledge with dimensionality reduction - sets of coupled differential equations are modelled via shared dependence on a low-dimensional latent space. Analogously, modal sound synthesis is a technique that links physical knowledge about the vibration of objects to acoustic phenomena that can be observed in data. We apply latent force modelling to sinusoidal models of audio recordings, simultaneously inferring modal synthesis parameters (stiffness and damping) and the excitation or contact force required to reproduce the behaviour of the observed vibrational modes. Exposing this latent excitation function to the user constitutes a controllable synthesis method that runs in real time and enables sound morphing through interpolation of learnt parameters

Fast Kernel Approximations for Latent Force Models and Convolved Multiple-Output Gaussian processes

A latent force model is a Gaussian process with a covariance function inspired by a differential operator. Such covariance function is obtained by performing convolution integrals between Green's functions associated to the differential operators, and covariance functions associated to latent functions. In the classical formulation of latent force models, the covariance functions are obtained analytically by solving a double integral, leading to expressions that involve numerical solutions of different types of error functions. In consequence, the covariance matrix calculation is considerably expensive, because it requires the evaluation of one or more of these error functions. In this paper, we use random Fourier features to approximate the solution of these double integrals obtaining simpler analytical expressions for such covariance functions. We show experimental results using ordinary differential operators and provide an extension to build general kernel functions for convolved multiple output Gaussian processes.Comment: 10 pages, 4 figures, accepted by UAI 201

Modeling and interpolation of the ambient magnetic field by Gaussian processes

Anomalies in the ambient magnetic field can be used as features in indoor positioning and navigation. By using Maxwell's equations, we derive and present a Bayesian non-parametric probabilistic modeling approach for interpolation and extrapolation of the magnetic field. We model the magnetic field components jointly by imposing a Gaussian process (GP) prior on the latent scalar potential of the magnetic field. By rewriting the GP model in terms of a Hilbert space representation, we circumvent the computational pitfalls associated with GP modeling and provide a computationally efficient and physically justified modeling tool for the ambient magnetic field. The model allows for sequential updating of the estimate and time-dependent changes in the magnetic field. The model is shown to work well in practice in different applications: we demonstrate mapping of the magnetic field both with an inexpensive Raspberry Pi powered robot and on foot using a standard smartphone.Comment: 17 pages, 12 figures, to appear in IEEE Transactions on Robotic