Collapsed Amortized Variational Inference for Switching Nonlinear Dynamical Systems
Zhe Dong · Bryan Seybold · Kevin Murphy · Hung Bui
Keywords:
Approximate Inference
Deep Sequence Models
Generative Models
Time Series and Sequence Models
Sequential, Network, and Time-Series Modeling
2020 Poster
Abstract
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.
Video
Chat is not available.
Successful Page Load