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Probabilistic Recurrent State-Space Models

ICML 2018 · Time series › Causal and generative time series · approach: Dynamical system reconstruction · 8 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use PR-SSM instead of SS-GP-SSMMarkovian state-space model learning · Ballbeam testRMSE: 411.6 (273.0) -> 0.073 (0.007)Helped
Use PR-SSM instead of SS-GP-SSMMarkovian state-space model learning · Drives testRMSE: 0.718 (0.009) -> 0.492 (0.038)Helped
Use PR-SSM instead of SS-GP-SSMMarkovian state-space model learning · Actuator testRMSE: 0.696 (0.034) -> 0.502 (0.031)Helped
Use PR-SSM instead of SS-GP-SSMMarkovian state-space model learning · Furnace testRMSE: 1.318 (0.027) -> 1.249 (0.029)Helped
Use PR-SSM instead of SS-GP-SSMMarkovian state-space model learning · Dryer testRMSE: 0.152 (0.006) -> 0.140 (0.018)Helped
Use PR-SSM instead of GP-NARXSarcos forward dynamics · Sarcos testRMSE: 0.169 (-) -> 0.049 (-)Helped
Train with stochastic minibatched ELBO gradients and an initial-state recognition model rather than full-trajectory gradients (ablation)PR-SSM · DrivesRMSENo clear effect
Train with stochastic minibatched ELBO gradients and an initial-state recognition model rather than full-trajectory gradients (ablation)PR-SSM · Drivesnegative log likelihoodHelped

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