  We present a mathematical and computational framework for the problem of
learning a dynamical system from noisy observations of a few trajectories and
subject to side information. Side information is any knowledge we might have
about the dynamical system we would like to learn besides trajectory data. It
is typically inferred from domain-specific knowledge or basic principles of a
scientific discipline. We are interested in explicitly integrating side
information into the learning process in order to compensate for scarcity of
trajectory observations. We identify six types of side information that arise
naturally in many applications and lead to convex constraints in the learning
problem. First, we show that when our model for the unknown dynamical system is
parameterized as a polynomial, one can impose our side information constraints
computationally via semidefinite programming. We then demonstrate the added
value of side information for learning the dynamics of basic models in physics
and cell biology, as well as for learning and controlling the dynamics of a
model in epidemiology. Finally, we study how well polynomial dynamical systems
can approximate continuously-differentiable ones while satisfying side
information (either exactly or approximately). Our overall learning methodology
combines ideas from convex optimization, real algebra, dynamical systems, and
functional approximation theory, and can potentially lead to new synergies
between these areas.

Optimization and Control;Machine Learning;Systems and Control;Systems and Control;Dynamical Systems