Learning Energy Conserving Dynamics Efficiently with Hamiltonian Gaussian Processes

Abstract: Hamiltonian mechanics is one of the cornerstones of natural sciences. Recently there has been significant interest in learning Hamiltonian systems in a free-form way directly from trajectory data. Previous methods have tackled the problem of learning from many short, low-noise trajectories, but learning from a small number of long, noisy trajectories, whilst accounting for model uncertainty has not been addressed. In this work, we present a Gaussian process model for Hamiltonian systems with efficient decoupled parameterisation, and introduce an energy-conserving shooting method that allows robust inference from both short and long trajectories. We demonstrate the method's success in learning Hamiltonian systems in various data settings.