Learning dynamical systems from noisy data with Weak-form Kernel Ridge Regression
arXiv cs.LG1mo4 min read
arXiv:2607.00257v1 Announce Type: new Abstract: Accurate prediction of complex dynamical systems from noisy measurements remains a significant challenge in scientific computing. Kernel ridge regression learning strategies are often effective when applied to clean data, but have limited success with noisy data. Recent work has observed that a weak formulation can act to filter noisy data, and different learning strategies have achieved increased noise robustness with a weak-form framework. In this manuscript, we give an overview of the filtering mechanism behind the weak formulation and provide
