The application of neural networks to non-linear dynamic system identification tasks has a long history, which consists mostly of autoregressive approaches. Autoregression, the usage of the model outputs of previous time steps, is a method of transferring a system state between time steps, which is not necessary for modeling dynamic systems with modern neural network structures, such as gated recurrent units (GRUs) and Temporal Convolutional Networks (TCNs). We compare the accuracy and execution performance of autoregressive and non-autoregressive implementations of a GRU and TCN on the simulation task of three publicly available system identification benchmarks. Our results show, that the non-autoregressive neural networks are significantly faster and at least as accurate as their autoregressive counterparts. Comparisons with other state-of-the-art black-box system identification methods show, that our implementation of the non-autoregressive GRU is the best performing neural network-based system identification method, and in the benchmarks without extrapolation, the best performing black-box method.
Symbolic Relational Deep Reinforcement Learning based on Graph Neural Networks and Autoregressive Policy Decomposition
Czech Technical University in Prague（布拉格捷克技术大学）；Artificial Intelligence Center, Department of Computer Science, Faculty of Electrical Engineering（电气工程学院计算机科学系人工智能中心）
University College London（伦敦大学学院）；Biomediq A/S（Biomediq公司）；University of Copenhagen（哥本哈根大学）；Cerebriu A/S（Cerebriu公司）
Learning temporal patterns from multivariate longitudinal data is challenging especially in cases when data is sporadic, as often seen in, e.g., healthcare applications where the data can suffer from irregularity and asynchronicity as the time between consecutive data points can vary across features and samples, hindering the application of existing deep learning models that are constructed for complete, evenly spaced data with fixed sequence lengths. In this paper, a novel deep learning-based model is developed for modeling multiple temporal features in sporadic data using an integrated deep …
Online Bayesian system identification in multivariate autoregressive models via message passing
Eindhoven Artificial Intelligence Systems Institute（埃因霍温人工智能系统研究所）；Department of Electrical Engineering, Eindhoven University of Technology（电子工程系，埃因霍温理工大学）
A system identification approach to clustering vector autoregressive time series
School of Artificial Intelligence and Automation, Huazhong University of Science and Technology, China（华中科技大学人工智能与自动化学院）；School of Electrical Engineering and Telecommunications, UNSW Sydney, NSW, Australia（新南威尔士大学悉尼分校电子与电信工程学院）
California Institute of Technology（加州理工学院）；Purdue University（普渡大学）
Autoregressive exogenous (ARX) systems are the general class of input-output dynamical systems used for modeling stochastic linear dynamical systems (LDS) including partially observable LDS such as LQG systems. In this work, we study the problem of system identification and adaptive control of unknown ARX systems. We provide finite-time learning guarantees for the ARX systems under both open-loop and closed-loop data collection. Using these guarantees, we design adaptive control algorithms for unknown ARX systems with arbitrary strongly convex or convex quadratic regulating costs. Under strong…
University of Notre Dame（圣母大学）；Nanjing University（南京大学）
Identification of a groundwater contaminant source simultaneously with the hydraulic conductivity in highly-heterogeneous media often results in a high-dimensional inverse problem. In this study, a deep autoregressive neural network-based surrogate method is developed for the forward model to allow us to solve efficiently such high-dimensional inverse problems. The surrogate is trained using limited evaluations of the forward model. Since the relationship between the time-varying inputs and outputs of the forward transport model is complex, we propose an autoregressive strategy, which treats t…
Eindhoven University of Technology（埃因霍温理工大学）；Philips Engineering Solutions（飞利浦工程解决方案公司）；ASML（阿斯麦）；Delft University of Technology（代尔夫特理工大学）
Unknown nonlinear dynamics often limit the tracking performance of feedforward control. The aim of this paper is to develop a feedforward control framework that can compensate these unknown nonlinear dynamics using universal function approximators. The feedforward controller is parametrized as a parallel combination of a physics-based model and a neural network, where both share the same linear autoregressive (AR) dynamics. This parametrization allows for efficient output-error optimization through Sanathanan-Koerner (SK) iterations. Within each SK-iteration, the output of the neural network i…
PhaseMatcher: Autoregressive Phase-Set Identification with Spectral Decomposition
Institute of Physics, Chinese Academy of Sciences（中国科学院物理研究所）；University of the Chinese Academy of Sciences（中国科学院大学）；Xi’an Jiaotong University（西安交通大学）；Beijing University of Posts and Telecommunications（北京邮电大学）
Ionic Polymer Metal Composites (IPMCs) are one of the most preferred choices among biocompatible materials for industrial and biomedical applications. Despite their advantages, some of their drawbacks include non-linear and hysteretic behavior, which complicates the modeling process. In previous works, usually autoregressive models were used to predict the behavior of an IPMC actuator. The main drawback of using an autoregressive model is that it cannot be used in mobile and real-time applications. In this study, we proposed a hybrid analytical intelligent model for an IPMC actuator. The most …
We propose a conditional non-autoregressive neural sequence model based on iterative refinement. The proposed model is designed based on the principles of latent variable models and denoising autoencoders, and is generally applicable to any sequence generation task. We extensively evaluate the proposed model on machine translation (En-De and En-Ro) and image caption generation, and observe that it significantly speeds up decoding while maintaining the generation quality comparable to the autoregressive counterpart.
MILA（蒙特利尔学习算法研究所）；University of Montreal（蒙特利尔大学）；Element AI（元素人工智能公司）
Normalizing flows and autoregressive models have been successfully combined to produce state-of-the-art results in density estimation, via Masked Autoregressive Flows (MAF), and to accelerate state-of-the-art WaveNet-based speech synthesis to 20x faster than real-time, via Inverse Autoregressive Flows (IAF). We unify and generalize these approaches, replacing the (conditionally) affine univariate transformations of MAF/IAF with a more general class of invertible univariate transformations expressed as monotonic neural networks. We demonstrate that the proposed neural autoregressive flows (NAF)…
Google DeepMind（谷歌DeepMind）；Université de Sherbrooke（舍布鲁克大学）；University of Edinburgh（爱丁堡大学）；Twitter Cortex（推特Cortex）
We present Neural Autoregressive Distribution Estimation (NADE) models, which are neural network architectures applied to the problem of unsupervised distribution and density estimation. They leverage the probability product rule and a weight sharing scheme inspired from restricted Boltzmann machines, to yield an estimator that is both tractable and has good generalization performance. We discuss how they achieve competitive performance in modeling both binary and real-valued observations. We also present how deep NADE models can be trained to be agnostic to the ordering of input dimensions us…
The autoregressive Hilbertian model (ARH) was introduced in the early 90's by Denis Bosq. It was the subject of a vast literature and gave birth to numerous extensions. The model generalizes the classical multidimensional autoregressive model, widely used in Time Series Analysis. It was successfully applied in numerous fields such as finance, industry, biology. We propose here to compare the classical prediction methodology based on the estimation of the autocorrelation operator with a neural network learning approach. The latter is based on a popular version of Recurrent Neural Networks : the…
Estimation of causal effects is fundamental in situations were the underlying system will be subject to active interventions. Part of building a causal inference engine is defining how variables relate to each other, that is, defining the functional relationship between variables given conditional dependencies. In this paper, we deviate from the common assumption of linear relationships in causal models by making use of neural autoregressive density estimators and use them to estimate causal effects within the Pearl's do-calculus framework. Using synthetic data, we show that the approach can r…
Siemens AG（西门子股份公司）；University of Munich (LMU)（慕尼黑大学）
We address two challenges in topic models: (1) Context information around words helps in determining their actual meaning, e.g., "networks" used in the contexts "artificial neural networks" vs. "biological neuron networks". Generative topic models infer topic-word distributions, taking no or only little context into account. Here, we extend a neural autoregressive topic model to exploit the full context information around words in a document in a language modeling fashion. The proposed model is named as iDocNADE. (2) Due to the small number of word occurrences (i.e., lack of context) in short …
Imperial College London（帝国理工学院）；Hellebore Capital Limited（Hellebore Capital有限公司）；Ecole Polytechnique（巴黎综合理工学院）
We propose Significance-Offset Convolutional Neural Network, a deep convolutional network architecture for regression of multivariate asynchronous time series. The model is inspired by standard autoregressive (AR) models and gating mechanisms used in recurrent neural networks. It involves an AR-like weighting system, where the final predictor is obtained as a weighted sum of adjusted regressors, while the weights are datadependent functions learnt through a convolutional network. The architecture was designed for applications on asynchronous time series and is evaluated on such datasets: a hed…
We introduce Hyper-Conditioned Neural Autoregressive Flow (HCNAF); a powerful universal distribution approximator designed to model arbitrarily complex conditional probability density functions. HCNAF consists of a neural-net based conditional autoregressive flow (AF) and a hyper-network that can take large conditions in non-autoregressive fashion and outputs the network parameters of the AF. Like other flow models, HCNAF performs exact likelihood inference. We conduct a number of density estimation tasks on toy experiments and MNIST to demonstrate the effectiveness and attributes of HCNAF, in…
ANTN: Bridging Autoregressive Neural Networks and Tensor Networks for Quantum Many-Body Simulation
Massachusetts Institute of Technology（麻省理工学院）；NSF AI Institute for Artificial Intelligence and Fundamental Interactions（NSF人工智能与基础相互作用AI研究所）；Harvard University（哈佛大学）
In reasoning about sequential events it is natural to pose probabilistic queries such as "when will event A occur next" or "what is the probability of A occurring before B", with applications in areas such as user modeling, medicine, and finance. However, with machine learning shifting towards neural autoregressive models such as RNNs and transformers, probabilistic querying has been largely restricted to simple cases such as next-event prediction. This is in part due to the fact that future querying involves marginalization over large path spaces, which is not straightforward to do efficientl…
We present Sequential Neural Likelihood (SNL), a new method for Bayesian inference in simulator models, where the likelihood is intractable but simulating data from the model is possible. SNL trains an autoregressive flow on simulated data in order to learn a model of the likelihood in the region of high posterior density. A sequential training procedure guides simulations and reduces simulation cost by orders of magnitude. We show that SNL is more robust, more accurate and requires less tuning than related neural-based methods, and we discuss diagnostics for assessing calibration, convergence…
University of Edinburgh（爱丁堡大学）；University of Amsterdam（阿姆斯特丹大学）
Normalising flows (NFS) map two density functions via a differentiable bijection whose Jacobian determinant can be computed efficiently. Recently, as an alternative to hand-crafted bijections, Huang et al. (2018) proposed neural autoregressive flow (NAF) which is a universal approximator for density functions. Their flow is a neural network (NN) whose parameters are predicted by another NN. The latter grows quadratically with the size of the former and thus an efficient technique for parametrization is needed. We propose block neural autoregressive flow (B-NAF), a much more compact universal a…
Non-autoregressive (NAR) neural machine translation is usually done via knowledge distillation from an autoregressive (AR) model. Under this framework, we leverage large monolingual corpora to improve the NAR model's performance, with the goal of transferring the AR model's generalization ability while preventing overfitting. On top of a strong NAR baseline, our experimental results on the WMT14 En-De and WMT16 En-Ro news translation tasks confirm that monolingual data augmentation consistently improves the performance of the NAR model to approach the teacher AR model's performance, yields com…
Salesforce Research（Salesforce研究院）；The University of Hong Kong（香港大学）
Existing approaches to neural machine translation condition each output word on previously generated outputs. We introduce a model that avoids this autoregressive property and produces its outputs in parallel, allowing an order of magnitude lower latency during inference. Through knowledge distillation, the use of input token fertilities as a latent variable, and policy gradient fine-tuning, we achieve this at a cost of as little as 2.0 BLEU points relative to the autoregressive Transformer network used as a teacher. We demonstrate substantial cumulative improvements associated with each of th…
École Polytechnique Fédérale de Lausanne (EPFL)（洛桑联邦理工学院）
Efficient sampling of complex high-dimensional probability distributions is a central task in computational science. Machine learning methods like autoregressive neural networks, used with Markov chain Monte Carlo sampling, provide good approximations to such distributions, but suffer from either intrinsic bias or high variance. In this Letter, we propose a way to make this approximation unbiased and with low variance. Our method uses physical symmetries and variable-size cluster updates which utilize the structure of autoregressive factorization. We test our method for first- and second-order…
University of Chinese Academy of Sciences（中国科学院大学）；Institute of Computing Technology, Chinese Academy of Sciences（中国科学院计算技术研究所）；Tencent Inc（腾讯公司）
Non-Autoregressive Transformer (NAT) aims to accelerate the Transformer model through discarding the autoregressive mechanism and generating target words independently, which fails to exploit the target sequential information. Over-translation and under-translation errors often occur for the above reason, especially in the long sentence translation scenario. In this paper, we propose two approaches to retrieve the target sequential information for NAT to enhance its translation ability while preserving the fast-decoding property. Firstly, we propose a sequence-level training method based on a …
This paper proposes CF-NADE, a neural autoregressive architecture for collaborative filtering (CF) tasks, which is inspired by the Restricted Boltzmann Machine (RBM) based CF model and the Neural Autoregressive Distribution Estimator (NADE). We first describe the basic CF-NADE model for CF tasks. Then we propose to improve the model by sharing parameters between different ratings. A factored version of CF-NADE is also proposed for better scalability. Furthermore, we take the ordinal nature of the preferences into consideration and propose an ordinal cost to optimize CF-NADE, which shows superi…
Probabilistic Prediction of Neural Dynamics via Autoregressive Flow Matching
Department of Machine Learning and Neural Computing, Donders Institute for Brain, Cognition and Behaviour, Radboud University, Nijmegen, the Netherlands（荷兰奈梅亨拉德堡德大学唐德斯脑、认知与行为研究所机器学习和神经计算系）；Department of Cognitive Neuroscience, Maastricht University, Maastricht, the Netherlands（荷兰马斯特里赫特大学认知神经科学系）；Maastricht Brain Imaging Center, Maastricht University, Maastricht, the Netherlands（荷兰马斯特里赫特大学马斯特里赫特脑成像中心）
Neural autoregressive models are explicit density estimators that achieve state-of-the-art likelihoods for generative modeling. The D-dimensional data distribution is factorized into an autoregressive product of one-dimensional conditional distributions according to the chain rule. Data completion is a more involved task than data generation: the model must infer missing variables for any partially observed input vector. Previous work introduced an order-agnostic training procedure for data completion with autoregressive models. Missing variables in any partially observed input vector can be i…
In this work, we propose ParaNet, a non-autoregressive seq2seq model that converts text to spectrogram. It is fully convolutional and brings 46.7 times speed-up over the lightweight Deep Voice 3 at synthesis, while obtaining reasonably good speech quality. ParaNet also produces stable alignment between text and speech on the challenging test sentences by iteratively improving the attention in a layer-by-layer manner. Furthermore, we build the parallel text-to-speech system and test various parallel neural vocoders, which can synthesize speech from text through a single feed-forward pass. We al…
The University of Tokyo（东京大学）；New York University（纽约大学）；Facebook AI Research（脸书人工智能研究院）
Although neural machine translation models reached high translation quality, the autoregressive nature makes inference difficult to parallelize and leads to high translation latency. Inspired by recent refinement-based approaches, we propose LaNMT, a latent-variable non-autoregressive model with continuous latent variables and deterministic inference procedure. In contrast to existing approaches, we use a deterministic inference algorithm to find the target sequence that maximizes the lowerbound to the log-probability. During inference, the length of translation automatically adapts itself. Ou…
Université de Sherbrooke（舍布鲁克大学）；Hulu LLC.（Hulu有限责任公司）；LIMSI-CNRS（法国国家科学研究中心LIMSI实验室）；Université Paris Sud（巴黎南大学）
We present an approach based on feed-forward neural networks for learning the distribution of textual documents. This approach is inspired by the Neural Autoregressive Distribution Estimator(NADE) model, which has been shown to be a good estimator of the distribution of discrete-valued igh-dimensional vectors. In this paper, we present how NADE can successfully be adapted to the case of textual data, retaining from NADE the property that sampling or computing the probability of observations can be done exactly and efficiently. The approach can also be used to learn deep representations of docu…
Non-autoregressive approaches aim to improve the inference speed of translation models by only requiring a single forward pass to generate the output sequence instead of iteratively producing each predicted token. Consequently, their translation quality still tends to be inferior to their autoregressive counterparts due to several issues involving output token interdependence. In this work, we take a step back and revisit several techniques that have been proposed for improving non-autoregressive translation models and compare their combined translation quality and speed implications under thi…
We propose Neural GARCH, a class of methods to model conditional heteroskedasticity in financial time series. Neural GARCH is a neural network adaptation of the GARCH 1,1 model in the univariate case, and the diagonal BEKK 1,1 model in the multivariate case. We allow the coefficients of a GARCH model to be time varying in order to reflect the constantly changing dynamics of financial markets. The time varying coefficients are parameterised by a recurrent neural network that is trained with stochastic gradient variational Bayes. We propose two variants of our model, one with normal innovations …
Siemens AG（西门子股份公司）；University of Munich (LMU)（慕尼黑大学（LMU））
Context information around words helps in determining their actual meaning, for example "networks" used in contexts of artificial neural networks or biological neuron networks. Generative topic models infer topic-word distributions, taking no or only little context into account. Here, we extend a neural autoregressive topic model to exploit the full context information around words in a document in a language modeling fashion. This results in an improved performance in terms of generalization, interpretability and applicability. We apply our modeling approach to seven data sets from various do…
Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for timeseries prediction that utilizes convolutional layers for feature extraction, a recurrent encoder and a linear autoregressive component. We motivate the model and we test and compare it against a baseline of widely used existing architectures for univariate and multivariate timeseries. The proposed model appears to outperform the baselines in almost every cas…
Autoregressive convolutional neural networks (CNNs) have been widely exploited for sequence generation tasks such as audio synthesis, language modeling and neural machine translation. WaveNet is a deep autoregressive CNN composed of several stacked layers of dilated convolution that is used for sequence generation. While WaveNet produces state-of-the art audio generation results, the naive inference implementation is quite slow; it takes a few minutes to generate just one second of audio on a high-end GPU. In this work, we develop the first accelerator platform~\textit{FastWave} for autoregres…
Diffusion-corrected Autoregressive Fourier Neural Operator for Droplet Evolution Prediction
New Jersey Institute of Technology（新泽西理工学院）；University of Georgia（佐治亚大学）；University at Buffalo（纽约州立大学布法罗分校）；Hanyang University（汉阳大学）；Northeastern University（东北大学）
Microsoft Research AI4Science（微软研究院AI4Science）；University of Cambridge（剑桥大学）；British Antarctic Survey（英国南极调查局）；The Alan Turing Institute（艾伦·图灵研究所）
Conditional neural processes (CNPs; Garnelo et al., 2018a) are attractive meta-learning models which produce well-calibrated predictions and are trainable via a simple maximum likelihood procedure. Although CNPs have many advantages, they are unable to model dependencies in their predictions. Various works propose solutions to this, but these come at the cost of either requiring approximate inference or being limited to Gaussian predictions. In this work, we instead propose to change how CNPs are deployed at test time, without any modifications to the model or training procedure. Instead of ma…
University of Science and Technology of China（中国科学技术大学）；Microsoft Research（微软研究院）
Non-autoregressive translation (NAT) models remove the dependence on previous target tokens and generate all target tokens in parallel, resulting in significant inference speedup but at the cost of inferior translation accuracy compared to autoregressive translation (AT) models. Considering that AT models have higher accuracy and are easier to train than NAT models, and both of them share the same model configurations, a natural idea to improve the accuracy of NAT models is to transfer a well-trained AT model to an NAT model through fine-tuning. However, since AT and NAT models differ greatly …
Aalto University（阿尔托大学）；Université de Montréal（蒙特利尔大学）
Training of the neural autoregressive density estimator (NADE) can be viewed as doing one step of probabilistic inference on missing values in data. We propose a new model that extends this inference scheme to multiple steps, arguing that it is easier to learn to improve a reconstruction in $k$ steps rather than to learn to reconstruct in a single inference step. The proposed model is an unsupervised building block for deep learning that combines the desirable properties of NADE and multi-predictive training: (1) Its test likelihood can be computed analytically, (2) it is easy to generate inde…
University of Science and Technology of China（中国科学技术大学）
This paper presents a method of using autoregressive neural networks for the acoustic modeling of singing voice synthesis (SVS). Singing voice differs from speech and it contains more local dynamic movements of acoustic features, e.g., vibratos. Therefore, our method adopts deep autoregressive (DAR) models to predict the F0 and spectral features of singing voice in order to better describe the dependencies among the acoustic features of consecutive frames. For F0 modeling, discretized F0 values are used and the influences of the history length in DAR are analyzed by experiments. An F0 post-pro…
Institute of Computing Technology, Chinese Academy of Sciences（中国科学院计算技术研究所）；University of Chinese Academy of Sciences（中国科学院大学）；Tencent Inc（腾讯公司）
Non-Autoregressive Neural Machine Translation (NAT) achieves significant decoding speedup through generating target words independently and simultaneously. However, in the context of non-autoregressive translation, the word-level cross-entropy loss cannot model the target-side sequential dependency properly, leading to its weak correlation with the translation quality. As a result, NAT tends to generate influent translations with over-translation and under-translation errors. In this paper, we propose to train NAT to minimize the Bag-of-Ngrams (BoN) difference between the model output and the …
Cornell Tech and Cornell University（康奈尔科技校区和康奈尔大学）
Numerous applications of machine learning involve representing probability distributions over high-dimensional data. We propose autoregressive quantile flows, a flexible class of normalizing flow models trained using a novel objective based on proper scoring rules. Our objective does not require calculating computationally expensive determinants of Jacobians during training and supports new types of neural architectures, such as neural autoregressive flows from which it is easy to sample. We leverage these models in quantile flow regression, an approach that parameterizes predictive conditiona…
Deep neural networks have shown promise in collaborative filtering (CF). However, existing neural approaches are either user-based or item-based, which cannot leverage all the underlying information explicitly. We propose CF-UIcA, a neural co-autoregressive model for CF tasks, which exploits the structural correlation in the domains of both users and items. The co-autoregression allows extra desired properties to be incorporated for different tasks. Furthermore, we develop an efficient stochastic learning algorithm to handle large scale datasets. We evaluate CF-UIcA on two popular benchmarks: …
Next-word predictions from autoregressive neural language models show remarkable sensitivity to syntax. This work evaluates the extent to which this behavior arises as a result of a learned ability to maintain implicit representations of incremental syntactic structures. We extend work in syntactic probing to the incremental setting and present several probes for extracting incomplete syntactic structure (operationalized through parse states from a stack-based parser) from autoregressive language models. We find that our probes can be used to predict model preferences on ambiguous sentence pre…
ETH Zurich（苏黎世联邦理工学院）；EPFL Lausanne（洛桑联邦理工学院）；TalkingData Co., Ltd.（北京腾云天下科技有限公司）
In this paper, we propose an interpretable LSTM recurrent neural network, i.e., multi-variable LSTM for time series with exogenous variables. Currently, widely used attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To this end, our multi-variable LSTM equipped with tensorized hidden states is developed to learn variable specific representations, which give rise to both temporal and variable level attention. Preliminary experiments demonstrate comparable prediction performance of multi-variable L…
