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Poster
Collapsed Amortized Variational Inference for Switching Nonlinear Dynamical Systems
Zhe Dong · Bryan Seybold · Kevin Murphy · Hung Bui
Thu Jul 16 08:00 AM -- 08:45 AM & Thu Jul 16 07:00 PM -- 07:45 PM (PDT) @
We propose an efficient inference method for switching nonlinear dynamical systems. The key idea is to learn an inference network which can be used as a proposal distribution for the continuous latent variables, while performing exact marginalization of the discrete latent variables. This allows us to use the reparameterization trick, and apply end-to-end training with stochastic gradient descent. We show that the proposed method can successfully segment time series data, including videos and 3D human pose, into meaningful ``regimes'' by using the piece-wise nonlinear dynamics.
Author Information
Zhe Dong (Google)
Bryan Seybold (Google)
Kevin Murphy (Google Brain)
Hung Bui (VinAI Research)
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