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Learning to Filter with Predictive State Inference Machines

ICML 2016 · Probabilistic and scientific modeling › Dynamical systems · approach: State-space inference for stochastic systems · 14 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace back-propagation (random init) with DAgger for training PSIM linear filter (ablation)PSIM-Linear · Robot Drill, Motion Capture, Beach Video1-step filter error: 2.54→2.15, 9.94→5.75, 268.73→164.23Helped
Use RFF random features instead of linear regression within PSIM-DAgger (ablation)PSIM with DAgger · Robot Drill, Motion Capture, Beach, Flag video1-step filter error: 2.15→1.80, 5.75→5.41, 164.23→130.53, 1.28e3→1.24e3Helped
Use PSIM with DAgger (linear or RFF) instead of spectral baselines N4SID and IVRPSIM with DAgger · Robot Drill, Motion Capture, Beach, Flag video1-step filter error: outperforms N4SID and IVR on all four datasetsHelped
Back-propagation refinement after DAgger initialization (ablation)PSIM-Linear · Robot Drill, Motion Capture, Beach Video1-step filter error: 2.15→2.09, 5.75→5.66, 164.23→164.08 (marginal)Helped
Use k=5 future observations in predictive state instead of k=1 (ablation)PSIM with DAgger · Robot Drill, Motion Capture, Flag, Beach Video1-step filter error: 5% robot assembly, 6% motion capture, 8% flag, 32% beach videoHelped
Use RFF-based back-propagation instead of linear back-propagation (ablation)PSIM back-propagation · Robot Drill, Motion Capture, Beach Video1-step filter error: 2.54→2.54 (RFF Bp), beach 268.73→202.10, motion 9.94→9.26Helped
Use PSIM-RFF with DAgger instead of a recurrent neural networkRNN comparison · Robot Drill, Motion Capture, Beach Video1-step filter error: 1.99→1.80, 9.6→5.41, 346.0→130.53Helped
Use predictive-state features with second moments (phi_2) instead of phi_1 with linear DAgger (ablation)PSIM-Linear with DAgger · Robot Drill, Motion Capture, Beach, Flag video1-step filter error: 2.15→2.05, 5.75→5.47, 164.23→154.02, 1.28e3→1.27e3Mixed
Forward Training instead of DAgger on the synthetic LDS (ablation)PSIM with forward training · Synthetic LDSfilter error convergence vs training trajectoriesMixed

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