We propose a recurrent neural network for a "model-free" simulation of a dynamical system with unknown parameters without prior knowledge. The deep learning model aims to jointly learn the nonlinear time marching operator and the effects of the unknown parameters from a time series dataset. We assume that the time series data set consists of an ensemble of trajectories for a range of the parameters. The learning task is formulated as a statistical inference problem by considering the unknown parameters as random variables. A latent variable is introduced to model the effects of the unknown parameters, and a variational inference method is employed to simultaneously train probabilistic models for the time marching operator and an approximate posterior distribution for the latent variable. Unlike the classical variational inference, where a factorized distribution is used to approximate the posterior, we employ a feedforward neural network supplemented by an encoder recurrent neural network to develop a more flexible probabilistic model. The approximate posterior distribution makes an inference on a trajectory to identify the effects of the unknown parameters. The time marching operator is approximated by a recurrent neural network, which takes a latent state sampled from the approximate posterior distribution as one of the input variables, to compute the time evolution of the probability distribution conditioned on the latent variable. In the numerical experiments, it is shown that the proposed variational inference model makes a more accurate simulation compared to the standard recurrent neural networks. It is found that the proposed deep learning model is capable of correctly identifying the dimensions of the random parameters and learning a representation of complex time series data.
We observe that the standard log likelihood training objective for a Recurrent Neural Network (RNN) model of time series data is equivalent to a variational Bayesian training objective, given the proper choice of generative and inference models. This perspective may motivate extensions to both RNNs and variational Bayesian models. We propose one such extension, where multiple particles are used for the hidden state of an RNN, allowing a natural representation of uncertainty or multimodality.
In this paper we propose a model that combines the strengths of RNNs and SGVB: the Variational Recurrent Auto-Encoder (VRAE). Such a model can be used for efficient, large scale unsupervised learning on time series data, mapping the time series data to a latent vector representation. The model is generative, such that data can be generated from samples of the latent space. An important contribution of this work is that the model can make use of unlabeled data in order to facilitate supervised training of RNNs by initialising the weights and network state.
This paper presents a generative approach to speech enhancement based on a recurrent variational autoencoder (RVAE). The deep generative speech model is trained using clean speech signals only, and it is combined with a nonnegative matrix factorization noise model for speech enhancement. We propose a variational expectation-maximization algorithm where the encoder of the RVAE is fine-tuned at test time, to approximate the distribution of the latent variables given the noisy speech observations. Compared with previous approaches based on feed-forward fully-connected architectures, the proposed …
University of Stuttgart（斯图加特大学）；ETAS GmbH（ETAS有限公司）
Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems, so called recurrent models are frequently used. In this paper we introduce several new Deep recurrent Gaussian process (DRGP) models based on the Sparse Spectrum Gaussian process (SSGP) and the improved version, called variational Sparse Spectrum Gaussian process (VSSGP). We follow the recurrent structure given by an existing DRGP based on a specific variational sparse Nyström approximation, the recurrent Gaussian pro…
Virginia Tech（弗吉尼亚理工学院）；Borealis AI；Simon Fraser University（西蒙弗雷泽大学）
Generating graph structures is a challenging problem due to the diverse representations and complex dependencies among nodes. In this paper, we introduce Graph Variational Recurrent Neural Network (GraphVRNN), a probabilistic autoregressive model for graph generation. Through modeling the latent variables of graph data, GraphVRNN can capture the joint distributions of graph structures and the underlying node attributes. We conduct experiments on the proposed GraphVRNN in both graph structure learning and attribute generation tasks. The evaluation results show that the variational component all…
University of Leeds（利兹大学）；Tsinghua University（清华大学）；Fujian Normal University（福建师范大学）
One stream of reinforcement learning research is exploring biologically plausible models and algorithms to simulate biological intelligence and fit neuromorphic hardware. Among them, reward-modulated spike-timing-dependent plasticity (R-STDP) is a recent branch with good potential in energy efficiency. However, current R-STDP methods rely on heuristic designs of local learning rules, thus requiring task-specific expert knowledge. In this paper, we consider a spiking recurrent winner-take-all network, and propose a new R-STDP method, spiking variational policy gradient (SVPG), whose local learn…
Parallel Scan Recurrent Neural Quantum States for Scalable Variational Monte Carlo
Department of Physics；Astronomy, University of California, Davis, California 95616, USA；Astronomy, San Jos\'e State University, San Jos\'e, California 95192, USA；Department of Applied Mathematics, University of Waterloo, Waterloo, ON N2L 3G1, Canada；Vector Institute, Toronto, Ontario, M5G 0C6, Canada
A Quantum Variational Approach to Prototypical Recurrent Unit
School of Electrical Engineering and Computer Science, University of Ottawa（渥太华大学电气工程与计算机科学学院）；School of Computer Science, Carleton University（卡尔顿大学计算机科学学院）
University of Maryland Baltimore County（马里兰大学巴尔的摩县分校）
We show how to learn a neural topic model with discrete random variables---one that explicitly models each word's assigned topic---using neural variational inference that does not rely on stochastic backpropagation to handle the discrete variables. The model we utilize combines the expressive power of neural methods for representing sequences of text with the topic model's ability to capture global, thematic coherence. Using neural variational inference, we show improved perplexity and document understanding across multiple corpora. We examine the effect of prior parameters both on the model a…
We address the problem of graph classification based only on structural information. Inspired by natural language processing techniques (NLP), our model sequentially embeds information to estimate class membership probabilities. Besides, we experiment with NLP-like variational regularization techniques, making the model predict the next node in the sequence as it reads it. We experimentally show that our model achieves state-of-the-art classification results on several standard molecular datasets. Finally, we perform a qualitative analysis and give some insights on whether the node prediction …
Recent advances in the estimation of deep directed graphical models and recurrent networks let us contribute to the removal of a blind spot in the area of probabilistc modelling of time series. The proposed methods i) can infer distributed latent state-space trajectories with nonlinear transitions, ii) scale to large data sets thanks to the use of a stochastic objective and fast, approximate inference, iii) enable the design of rich emission models which iv) will naturally lead to structured outputs. Two different paths of introducing latent state sequences are pursued, leading to the variatio…
Texas A&M University（德州农工大学）；The University of Texas at Austin（德克萨斯大学奥斯汀分校）
Representation learning over graph structured data has been mostly studied in static graph settings while efforts for modeling dynamic graphs are still scant. In this paper, we develop a novel hierarchical variational model that introduces additional latent random variables to jointly model the hidden states of a graph recurrent neural network (GRNN) to capture both topology and node attribute changes in dynamic graphs. We argue that the use of high-level latent random variables in this variational GRNN (VGRNN) can better capture potential variability observed in dynamic graphs as well as the …
Variational Adaptive Noise and Dropout towards Stable Recurrent Neural Networks
National Institute of Informatics (NII)（国家信息研究所）；The Graduate University for Advanced Studies (SOKENDAI)（高级研究大学）；Department of Electronics and Electrical Engineering, Faculty of Science and Technology, Keio University（科技学部电子电气工学科，庆应大学）
Okinawa Institute of Science and Technology（冲绳科学技术大学院大学）
In partially observable (PO) environments, deep reinforcement learning (RL) agents often suffer from unsatisfactory performance, since two problems need to be tackled together: how to extract information from the raw observations to solve the task, and how to improve the policy. In this study, we propose an RL algorithm for solving PO tasks. Our method comprises two parts: a variational recurrent model (VRM) for modeling the environment, and an RL controller that has access to both the environment and the VRM. The proposed algorithm was tested in two types of PO robotic control tasks, those in…
Texas A&M University（德州农工大学）；MIT-IBM Watson AI Lab（麻省理工学院-IBM沃森人工智能实验室）；IBM Research（IBM研究院）
We focus on the problem of streaming recommender system and explore novel collaborative filtering algorithms to handle the data dynamicity and complexity in a streaming manner. Although deep neural networks have demonstrated the effectiveness of recommendation tasks, it is lack of explorations on integrating probabilistic models and deep architectures under streaming recommendation settings. Conjoining the complementary advantages of probabilistic models and deep neural networks could enhance both model effectiveness and the understanding of inference uncertainties. To bridge the gap, in this …
Cyprus University of Technology（塞浦路斯理工大学）；University of Patras（帕特雷大学）；Rutgers University（罗格斯大学）
Memory-efficient continuous Sign Language Translation is a significant challenge for the development of assisted technologies with real-time applicability for the deaf. In this work, we introduce a paradigm of designing recurrent deep networks whereby the output of the recurrent layer is derived from appropriate arguments from nonparametric statistics. A novel variational Bayesian sequence-to-sequence network architecture is proposed that consists of a) a full Gaussian posterior distribution for data-driven memory compression and b) a nonparametric Indian Buffet Process prior for regularizatio…
It has been previously observed that training Variational Recurrent Autoencoders (VRAE) for text generation suffers from serious uninformative latent variables problem. The model would collapse into a plain language model that totally ignore the latent variables and can only generate repeating and dull samples. In this paper, we explore the reason behind this issue and propose an effective regularizer based approach to address it. The proposed method directly injects extra constraints on the posteriors of latent variables into the learning process of VRAE, which can flexibly and stably control…
Hochschule Bonn-Rhein-Sieg（波恩-莱茵-锡格应用技术大学）；Fraunhofer Center for Machine Learning and SCAI（弗劳恩霍夫机器学习中心与SCAI）
Ice accumulation in the blades of wind turbines can cause them to describe anomalous rotations or no rotations at all, thus affecting the generation of electricity and power output. In this work, we investigate the problem of ice accumulation in wind turbines by framing it as anomaly detection of multi-variate time series. Our approach focuses on two main parts: first, learning low-dimensional representations of time series using a Variational Recurrent Autoencoder (VRAE), and second, using unsupervised clustering algorithms to classify the learned representations as normal (no ice accumulated…
Lawrence Berkeley National Laboratory（劳伦斯伯克利国家实验室）；Texas A&M University（得克萨斯农工大学）
Botnets are increasingly used by malicious actors, creating increasing threat to a large number of internet users. To address this growing danger, we propose to study methods to detect botnets, especially those that are hard to capture with the commonly used methods, such as the signature based ones and the existing anomaly-based ones. More specifically, we propose a novel machine learning based method, named Recurrent Variational Autoencoder (RVAE), for detecting botnets through sequential characteristics of network traffic flow data including attacks by botnets. We validate robustness of our…
Electronic health records (EHR) consist of longitudinal clinical observations portrayed with sparsity, irregularity, and high-dimensionality, which become major obstacles in drawing reliable downstream clinical outcomes. Although there exist great numbers of imputation methods to tackle these issues, most of them ignore correlated features, temporal dynamics and entirely set aside the uncertainty. Since the missing value estimates involve the risk of being inaccurate, it is appropriate for the method to handle the less certain information differently than the reliable data. In that regard, we …
In this paper, we explore the inclusion of latent random variables into the dynamic hidden state of a recurrent neural network (RNN) by combining elements of the variational autoencoder. We argue that through the use of high-level latent random variables, the variational RNN (VRNN)1 can model the kind of variability observed in highly structured sequential data such as natural speech. We empirically evaluate the proposed model against related sequential models on four speech datasets and one handwriting dataset. Our results show the important roles that latent random variables can play in the …
KAIST（韩国科学技术院）；Okinawa Institute of Science and Technology（冲绳科学技术大学院大学）
The current paper proposes a novel variational Bayes predictive coding RNN model, which can learn to generate fluctuated temporal patterns from exemplars. The model learns to maximize the lower bound of the weighted sum of the regularization and reconstruction error terms. We examined how this weighting can affect development of different types of information processing while learning fluctuated temporal patterns. Simulation results show that strong weighting of the reconstruction term causes the development of deterministic chaos for imitating the randomness observed in target sequences, whil…
National Research University Higher School of Economics（国立研究大学高等经济学院）；Kaspersky Lab（卡巴斯基实验室）；Lomonosov Moscow State University（莫斯科国立大学）；Yandex
Recurrent neural networks show state-of-the-art results in many text analysis tasks but often require a lot of memory to store their weights. Recently proposed Sparse Variational Dropout eliminates the majority of the weights in a feed-forward neural network without significant loss of quality. We apply this technique to sparsify recurrent neural networks. To account for recurrent specifics we also rely on Binary Variational Dropout for RNN. We report 99.5% sparsity level on sentiment analysis task without a quality drop and up to 87% sparsity level on language modeling task with slight loss o…
University of Florida（佛罗里达大学）；UiT - The Arctic University of Norway（挪威北极圈大学）
We propose causal recurrent variational autoencoder (CR-VAE), a novel generative model that is able to learn a Granger causal graph from a multivariate time series x and incorporates the underlying causal mechanism into its data generation process. Distinct to the classical recurrent VAEs, our CR-VAE uses a multi-head decoder, in which the $p$-th head is responsible for generating the $p$-th dimension of $\mathbf{x}$ (i.e., $\mathbf{x}^p$). By imposing a sparsity-inducing penalty on the weights (of the decoder) and encouraging specific sets of weights to be zero, our CR-VAE learns a sparse adj…
UC Santa Barbara（加州大学圣巴巴拉分校）；Lawrence Berkeley National Lab（劳伦斯伯克利国家实验室）
We summarize the model and results of PirouNet, a semi-supervised recurrent variational autoencoder. Given a small amount of dance sequences labeled with qualitative choreographic annotations, PirouNet conditionally generates dance sequences in the style of the choreographer.
Technical University of Denmark（丹麦技术大学）；Niras（尼拉斯公司）
In the digitization of energy systems, sensors and smart meters are increasingly being used to monitor production, operation and demand. Detection of anomalies based on smart meter data is crucial to identify potential risks and unusual events at an early stage, which can serve as a reference for timely initiation of appropriate actions and improving management. However, smart meter data from energy systems often lack labels and contain noise and various patterns without distinctively cyclical. Meanwhile, the vague definition of anomalies in different energy scenarios and highly complex tempor…
Variational autoencoders were proven successful in domains such as computer vision and speech processing. Their adoption for modeling user preferences is still unexplored, although recently it is starting to gain attention in the current literature. In this work, we propose a model which extends variational autoencoders by exploiting the rich information present in the past preference history. We introduce a recurrent version of the VAE, where instead of passing a subset of the whole history regardless of temporal dependencies, we rather pass the consumption sequence subset through a recurrent…
MILA, Université de Montréal（蒙特利尔大学 MILA）；MILA, École Polytechnique de Montréal（蒙特利尔理工学院 MILA）；Stanford University（斯坦福大学）
We propose a novel method to directly learn a stochastic transition operator whose repeated application provides generated samples. Traditional undirected graphical models approach this problem indirectly by learning a Markov chain model whose stationary distribution obeys detailed balance with respect to a parameterized energy function. The energy function is then modified so the model and data distributions match, with no guarantee on the number of steps required for the Markov chain to converge. Moreover, the detailed balance condition is highly restrictive: energy based models correspondin…
This paper introduces the Deep Recurrent Attentive Writer (DRAW) neural network architecture for image generation. DRAW networks combine a novel spatial attention mechanism that mimics the foveation of the human eye, with a sequential variational auto-encoding framework that allows for the iterative construction of complex images. The system substantially improves on the state of the art for generative models on MNIST, and, when trained on the Street View House Numbers dataset, it generates images that cannot be distinguished from real data with the naked eye.
Technische Universität München（慕尼黑工业大学）；Leibniz Universität Hannover（莱布尼茨汉诺威大学）
Leveraging advances in variational inference, we propose to enhance recurrent neural networks with latent variables, resulting in Stochastic Recurrent Networks (STORNs). The model i) can be trained with stochastic gradient methods, ii) allows structured and multi-modal conditionals at each time step, iii) features a reliable estimator of the marginal likelihood and iv) is a generalisation of deterministic recurrent neural networks. We evaluate the method on four polyphonic musical data sets and motion capture data.
Amirkabir University of Technology (Tehran Polytechnic)（阿米尔卡比尔理工大学（德黑兰理工大学））
Financial time series prediction, a growing research topic, has attracted considerable interest from scholars, and several approaches have been developed. Among them, decomposition-based methods have achieved promising results. Most decomposition-based methods approximate a single function, which is insufficient for obtaining accurate results. Moreover, most existing researches have concentrated on one-step-ahead forecasting that prevents stock market investors from arriving at the best decisions for the future. This study proposes two novel methods for multi-step-ahead stock price prediction …
Federal University of Ceará（塞阿拉联邦大学）；University of Sheffield（谢菲尔德大学）
We define Recurrent Gaussian Processes (RGP) models, a general family of Bayesian nonparametric models with recurrent GP priors which are able to learn dynamical patterns from sequential data. Similar to Recurrent Neural Networks (RNNs), RGPs can have different formulations for their internal states, distinct inference methods and be extended with deep structures. In such context, we propose a novel deep RGP model whose autoregressive states are latent, thereby performing representation and dynamical learning simultaneously. To fully exploit the Bayesian nature of the RGP model we develop the …
University of Cambridge（剑桥大学）；Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）
We identify a new variational inference scheme for dynamical systems whose transition function is modelled by a Gaussian process. Inference in this setting has either employed computationally intensive MCMC methods, or relied on factorisations of the variational posterior. As we demonstrate in our experiments, the factorisation between latent system states and transition function can lead to a miscalibrated posterior and to learning unnecessarily large noise terms. We eliminate this factorisation by explicitly modelling the dependence between state trajectories and the Gaussian process posteri…
Many works have been proposed in the literature to capture the dynamics of diffusion in networks. While some of them define graphical markovian models to extract temporal relationships between node infections in networks, others consider diffusion episodes as sequences of infections via recurrent neural models. In this paper we propose a model at the crossroads of these two extremes, which embeds the history of diffusion in infected nodes as hidden continuous states. Depending on the trajectory followed by the content before reaching a given node, the distribution of influence probabilities ma…
MILA, Université de Montréal（蒙特利尔大学 MILA）；Microsoft Maluuba（微软 Maluuba）；MILA, Polytechnique Montréal（蒙特利尔理工学院 MILA）
Many efforts have been devoted to training generative latent variable models with autoregressive decoders, such as recurrent neural networks (RNN). Stochastic recurrent models have been successful in capturing the variability observed in natural sequential data such as speech. We unify successful ideas from recently proposed architectures into a stochastic recurrent model: each step in the sequence is associated with a latent variable that is used to condition the recurrent dynamics for future steps. Training is performed with amortized variational inference where the approximate posterior is …
Xidian University（西安电子科技大学）；The University of Texas at Austin（德克萨斯大学奥斯汀分校）
We develop a recurrent gamma belief network (rGBN) for radar automatic target recognition (RATR) based on high-resolution range profile (HRRP), which characterizes the temporal dependence across the range cells of HRRP. The proposed rGBN adopts a hierarchy of gamma distributions to build its temporal deep generative model. For scalable training and fast out-of-sample prediction, we propose the hybrid of a stochastic-gradient Markov chain Monte Carlo (MCMC) and a recurrent variational inference model to perform posterior inference. To utilize the label information to extract more discriminative…
Swansea University（斯旺西大学）；University of Sheffield（谢菲尔德大学）
Estimating hidden processes from non-linear noisy observations is particularly difficult when the parameters of these processes are not known. This paper adopts a machine learning approach to devise variational Bayesian inference for such scenarios. In particular, a random process generated by the autoregressive moving average (ARMA) linear model is inferred from non-linearity noise observations. The posterior distribution of hidden states are approximated by a set of weighted particles generated by the sequential Monte carlo (SMC) algorithm involving sampling with importance sampling resampli…
In this paper, we use variational recurrent neural network to investigate the anomaly detection problem on graph time series. The temporal correlation is modeled by the combination of recurrent neural network (RNN) and variational inference (VI), while the spatial information is captured by the graph convolutional network. In order to incorporate external factors, we use feature extractor to augment the transition of latent variables, which can learn the influence of external factors. With the target function as accumulative ELBO, it is easy to extend this model to on-line method. The experime…
Representation learning over graph structure data has been widely studied due to its wide application prospects. However, previous methods mainly focus on static graphs while many real-world graphs evolve over time. Modeling such evolution is important for predicting properties of unseen networks. To resolve this challenge, we propose SGRNN, a novel neural architecture that applies stochastic latent variables to simultaneously capture the evolution in node attributes and topology. Specifically, deterministic states are separated from stochastic states in the iterative process to suppress mutua…
University of Campinas (Unicamp)（坎皮纳斯州立大学 (Unicamp)）
We evaluate the uncertainty quality in neural networks using anomaly detection. We extract uncertainty measures (e.g. entropy) from the predictions of candidate models, use those measures as features for an anomaly detector, and gauge how well the detector differentiates known from unknown classes. We assign higher uncertainty quality to candidate models that lead to better detectors. We also propose a novel method for sampling a variational approximation of a Bayesian neural network, called One-Sample Bayesian Approximation (OSBA). We experiment on two datasets, MNIST and CIFAR10. We compare …
In this work, we attempt to ameliorate the impact of data sparsity in the context of session-based recommendation. Specifically, we seek to devise a machine learning mechanism capable of extracting subtle and complex underlying temporal dynamics in the observed session data, so as to inform the recommendation algorithm. To this end, we improve upon systems that utilize deep learning techniques with recurrently connected units; we do so by adopting concepts from the field of Bayesian statistics, namely variational inference. Our proposed approach consists in treating the network recurrent units…
Technische Universität Darmstadt（达姆施塔特工业大学）；Max-Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）；Universität zu Lübeck（吕贝克大学）
Autonomous robots need to interact with unknown, unstructured and changing environments, constantly facing novel challenges. Therefore, continuous online adaptation for lifelong-learning and the need of sample-efficient mechanisms to adapt to changes in the environment, the constraints, the tasks, or the robot itself are crucial. In this work, we propose a novel framework for probabilistic online motion planning with online adaptation based on a bio-inspired stochastic recurrent neural network. By using learning signals which mimic the intrinsic motivation signalcognitive dissonance in additio…
University of Illinois（伊利诺伊大学）；Northeastern University（东北大学）
We consider the following learning problem: Given sample pairs of input and output signals generated by an unknown nonlinear system (which is not assumed to be causal or time-invariant), we wish to find a continuous-time recurrent neural net with hyperbolic tangent activation function that approximately reproduces the underlying i/o behavior with high confidence. Leveraging earlier work concerned with matching output derivatives up to a given finite order, we reformulate the learning problem in familiar system-theoretic language and derive quantitative guarantees on the sup-norm risk of the le…
Adaptive Neural Quantum States: A Recurrent Neural Network Perspective
Perimeter Institute for Theoretical Physics（理论物理研究所）；Artificial Intelligence and Cyber Futures Institute（人工智能与网络未来研究所）；Department of Applied Mathematics（应用数学系）；University of Waterloo（滑铁卢大学）；Vector Institute（向量研究所）
In inference, open-set classification is to either classify a sample into a known class from training or reject it as an unknown class. Existing deep open-set classifiers train explicit closed-set classifiers, in some cases disjointly utilizing reconstruction, which we find dilutes the latent representation's ability to distinguish unknown classes. In contrast, we train our model to cooperatively learn reconstruction and perform class-based clustering in the latent space. With this, our Gaussian mixture variational autoencoder (GMVAE) achieves more accurate and robust open-set classification r…
Laboratory of Biological Modeling, NIDDK/NIH（美国国立糖尿病、消化系统疾病和肾病研究所（NIDDK）/美国国立卫生研究院（NIH）生物建模实验室）
Spiking activity of neurons engaged in learning and performing a task show complex spatiotemporal dynamics. While the output of recurrent network models can learn to perform various tasks, the possible range of recurrent dynamics that emerge after learning remains unknown. Here we show that modifying the recurrent connectivity with a recursive least squares algorithm provides sufficient flexibility for synaptic and spiking rate dynamics of spiking networks to produce a wide range of spatiotemporal activity. We apply the training method to learn arbitrary firing patterns, stabilize irregular sp…
Texas A&M University（得克萨斯农工大学）；University of Texas at Austin（得克萨斯大学奥斯汀分校）
Stochastic recurrent neural networks with latent random variables of complex dependency structures have shown to be more successful in modeling sequential data than deterministic deep models. However, the majority of existing methods have limited expressive power due to the Gaussian assumption of latent variables. In this paper, we advocate learning implicit latent representations using semi-implicit variational inference to further increase model flexibility. Semi-implicit stochastic recurrent neural network(SIS-RNN) is developed to enrich inferred model posteriors that may have no analytic d…
Technische Universität München（慕尼黑工业大学）；fortiss（福蒂斯研究所）
Approximate variational inference has shown to be a powerful tool for modeling unknown complex probability distributions. Recent advances in the field allow us to learn probabilistic models of sequences that actively exploit spatial and temporal structure. We apply a Stochastic Recurrent Network (STORN) to learn robot time series data. Our evaluation demonstrates that we can robustly detect anomalies both off- and on-line.
Networks of spiking neurons and Winner-Take-All spiking circuits (WTA-SNNs) can detect information encoded in spatio-temporal multi-valued events. These are described by the timing of events of interest, e.g., clicks, as well as by categorical numerical values assigned to each event, e.g., like or dislike. Other use cases include object recognition from data collected by neuromorphic cameras, which produce, for each pixel, signed bits at the times of sufficiently large brightness variations. Existing schemes for training WTA-SNNs are limited to rate-encoding solutions, and are hence able to de…
Aalto University（阿尔托大学）；University of Tübingen（蒂宾根大学）
Recent machine learning advances have proposed black-box estimation of unknown continuous-time system dynamics directly from data. However, earlier works are based on approximative ODE solutions or point estimates. We propose a novel Bayesian nonparametric model that uses Gaussian processes to infer posteriors of unknown ODE systems directly from data. We derive sparse variational inference with decoupled functional sampling to represent vector field posteriors. We also introduce a probabilistic shooting augmentation to enable efficient inference from arbitrarily long trajectories. The method …
The design and analysis of communication systems typically rely on the development of mathematical models that describe the underlying communication channel. However, in some systems, such as molecular communication systems where chemical signals are used for transfer of information, the underlying channel models are unknown. In these scenarios, a completely new approach to design and analysis is required. In this work, we focus on one important aspect of communication systems, the detection algorithms, and demonstrate that by using tools from deep learning, it is possible to train detectors t…
Financial markets are a complex dynamical system. The complexity comes from the interaction between a market and its participants, in other words, the integrated outcome of activities of the entire participants determines the markets trend, while the markets trend affects activities of participants. These interwoven interactions make financial markets keep evolving. Inspired by stochastic recurrent models that successfully capture variability observed in natural sequential data such as speech and video, we propose CLVSA, a hybrid model that consists of stochastic recurrent networks, the sequen…
