Andris Gerasimovics
Feature Engineering with Regularity Structures
Abstract
We investigate the use of models from the theory of regularity structure as features in machine learning tasks. A model is a multi-linear function of a space-time signal designed to well-approximate solutions to partial differential equations (PDEs), even in low regularity regimes. Models can be seen as natural multi-dimensional generalisations of signatures of paths; our work therefore aims to extend the recent use of signatures in data science beyond the context of time-ordered data. We provide a flexible definition of a model feature vector associated to a space-time signal, along with algorithms which illustrate ways in which these features can be combined with linear regression. We apply these algorithms in several numerical experiments designed to learn solutions to PDEs with a given forcing and boundary data. Our experiments include semi-linear parabolic and wave equations with forcing, and Burgers’ equation with no forcing.
This is joint work with Ilya Chevyrev and Hendrik Weber.
Our speaker
Andris is a postdoc at the University of Bath working closely with Hendrik Weber on Regularity Structures and related topics. He completed a PhD in 2020 at Imperial College London under the supervision of Martin Hairer.
