Machine Learning Coffee seminar: "Learning and Stochastic Control in Gaussian Process Driven Physical Systems" Simo Särkkä

2018-02-19 09:15:00 2018-02-19 10:00:00 Europe/Helsinki Machine Learning Coffee seminar: "Learning and Stochastic Control in Gaussian Process Driven Physical Systems" Simo Särkkä Weekly seminars held jointly by Aalto University and the University of Helsinki. http://sci.aalto.fi/en/midcom-permalink-1e810ba8559b49410ba11e8b083f371f27d01bb01bb Gustaf Hällströmin katu 2B, Helsinki

Weekly seminars held jointly by Aalto University and the University of Helsinki.

19.02.2018 / 09:15 - 10:00
seminar room Exactum D123, Gustaf Hällströmin katu 2B, Helsinki, FI

Helsinki region machine learning researchers will start our week by an exciting machine learning talk. The aim is to gather people from different fields of science with interest in machine learning. Porridge and coffee is served at 9:00 and the talk will begin at 9:15.

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Learning and Stochastic Control in Gaussian Process Driven Physical Systems

Abstract:

Traditional machine learning is often overemphasising problems, where we wish to automatically learn everything from the problem at hand solely using a set of training data. However, in many physical systems we already know much about the physics, typically in form of partial differential equations. For efficient learning in this kind of systems, it is beneficial to use gray-box models where only the unknown parts are modeled with data-trained machine learning models. This talk is concerned with learning and stochastic control in physical systems which contain unknown input or force signals that we wish to learn from data. These unknown signals are modeled using Gaussian processes (GP) from machine learning. The resulting latent force models (LFMs) can be seen as hybrid models that contain a first-principles physical model part and a non-parametric GP model part. We present and discuss methods for learning and stochastic control in this kind of models.

Simo Särkkä
Professor of Electrical Engineering and Automation, Aalto University

Simo Särkkä is an Associate Professor and Academy Research Fellow with Aalto University, Technical Advisor of IndoorAtlas Ltd., and an Adjunct Professor with Tampere University of Technology and Lappeenranta University of Technology. His research interests are in multi-sensor data processing systems with applications in artificial intelligence, machine learning, inverse problems, location sensing, health technology, and brain imaging. He has authored or coauthored around 100 peer-reviewed scientific articles and his book "Bayesian Filtering and Smoothing" along with its Chinese translation were published via the Cambridge University Press in 2013 and 2015, respectively. He is a Senior Member of IEEE and serving as an Associate Editor of IEEE Signal Processing Letters.

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