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HHD-GP: Incorporating Helmholtz-Hodge Decomposition into Gaussian Processes for Learning Dynamical Systems

NeurIPS 2024 · Probabilistic and scientific modeling › Dynamical systems · approach: State-space inference for stochastic systems · 0 citations (OpenAlex)

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Builds a Gaussian process model that learns a dynamical system's vector field as a sum of curl-free and div-free GP components via Helmholtz-Hodge decomposition, and adds symmetry-preserving kernels (SPHHD-GP) to make the decomposition identifiable.

Problem

Learning dynamical systems from sparse, noisy observations with physics-agnostic models that lack interpretability and data efficiency; div-free-only models cannot represent dissipative dynamics, and HHD decompositions are non-identifiable.

Approach

Place separate GP priors on curl-free (gradient of scalar potential) and div-free (curl of vector potential) components, sum them into an additive HHD-form GP, and impose Euclidean symmetry (via Haar-integration and GIM kernels) on each component to remove the harmonic non-identifiability.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
add symmetry-preserving curl-free and divergence-free GP priors (ablation)HHD-GP · Damped Mass SpringRMSE (×10−2): 4.83 ± 1.60 -> 2.02 ± 1.75Helped
add symmetry-preserving curl-free and divergence-free GP priors (ablation)HHD-GP · Damped Mass SpringVPT: 2.92 ± 0.90 -> 8.52 ± 5.11Helped
add symmetry-preserving curl-free and divergence-free GP priors (ablation)HHD-GP · Damped Mass SpringMNLL: -2.20 ± 0.29 -> -3.16 ± 0.85Helped
add symmetry-preserving curl-free and divergence-free GP priors (ablation)HHD-GP · Damped PendulumRMSE (×10−2): 34.64 ± 15.68 -> 13.34 ± 6.89Helped
add symmetry-preserving curl-free and divergence-free GP priors (ablation)HHD-GP · Damped PendulumVPT: 1.83 ± 0.42 -> 3.18 ± 1.37Helped
add symmetry-preserving curl-free and divergence-free GP priors (ablation)HHD-GP · Damped PendulumMNLL: -0.79 ± 0.26 -> -1.56 ± 0.21Helped
add symmetry-preserving curl-free and divergence-free GP priors (ablation)HHD-GP · Chua circuitRMSEder: 12.0 ± 11.1 -> 4.1 ± 1.8Helped
add symmetry-preserving curl-free and divergence-free GP priors (ablation)HHD-GP · Chua circuitVPT: 5.1 ± 1.4 -> 13.0 ± 5.6Helped
add symmetry-preserving curl-free and divergence-free GP priors (ablation)HHD-GP · Chua circuitRMSEen: 7.4 ± 3.6 -> 0.7 ± 1.5Helped
add a curl-free GP component to a divergence-free GPHHD-GP · Damped Mass SpringRMSE (×10−2): 21.48 ± 38.11 -> 4.83 ± 1.60Helped

Surprising findings

Limitations

Experimental setup

Datasets: simulated damped mass-spring data simulated damped pendulum data Chua circuit simulated data ocean current buoy velocity dataset from Helmholtz-GP work

Benchmarks: damped mass-spring damped pendulum Chua circuit ocean current field

Metrics: RMSE valid prediction time (VPT) mean negative log likelihood (MNLL) energy RMSE

Baselines: D-HNN Div-GP Ind-GP GIM-GP Helmholtz-GP

Builds on: Helmholtz-Hodge decomposition Gaussian processes with linear operators Group Integration Matrix kernel Haar-integration kernel Div-free GP for Hamiltonian dynamics

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