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Recurrent Kalman Networks: Factorized Inference in High-Dimensional Deep Feature Spaces

ICML 2019 · Time series › Causal and generative time series · approach: State-space and latent dynamics forecasting · 28 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use the RKN instead of an LSTM or GRUPendulum filtering · PendulumLog Likelihood: 6.019 -> 6.182; 6.051 -> 6.182Helped
use a full covariance matrix instead of the factorized covariance (ablation)RKN · PendulumLog Likelihood: 6.182 -> 6.161; 6.248 -> 6.197No clear effect
use a full transition matrix instead of a sparse banded transition (ablation)RKN · PendulumLog Likelihood: 6.182 -> 6.248No clear effect
use RKN instead of KVAE smoothingPendulum image imputation · Pendulum image imputation (informed)Log Likelihood: -13.337 -> - 12.782Helped
use RKN instead of KVAE smoothingPendulum image imputation · Pendulum image imputation (uninformed)Log Likelihood: -38.170 -> - 12.788Helped
use RKN instead of LSTM or GRUMultiple Pendulum filtering · Multiple PendulumsLog Likelihood: 7.5224 -> 11.51; 7.541 -> 11.51Helped
use RKN instead of LSTM or GRUQuad Link filtering · Quad Link (without noise)Log Likelihood: 11.960 -> 14.534; 10.346 -> 14.534Helped
use RKN instead of LSTM or GRUQuad Link filtering · Quad Link (with noise)Log Likelihood: 5.21 -> 6.259; 4.696 -> 6.259Helped
use RKN instead of KVAE smoothingQuad Link image imputation · Quad Link image imputation (informed)Log Likelihood: -52.608 -> -44.470Helped
use RKN instead of DeepVOKITTI visual odometry · KITTI (mean)Rotation relative error (degrees): 6.12 -> 3.20Helped
use RKN instead of DeepVOKITTI visual odometry · KITTI (mean)Translation relative error (%): 5.96 -> 9.48Hurt
use RKN instead of LSTM or GRUPneumatic Brook Robot Arm prediction · Pneumatic Brook Robot ArmLog Likelihood: 0.952 -> 4.930; 1.186 -> 4.930Helped

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