Research map / Probabilistic and scientific modeling / Variational and generative sampling
Continuous Latent Process Flows
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| add piecewise variational posterior (vs global posterior SDE, CLPF-Global) (ablation) | CLPF · synthetic GBM lambda=2 | test NLL: 0.447 -> 0.444 | No clear effect |
| add piecewise variational posterior (vs global posterior SDE, CLPF-Global) (ablation) | CLPF · synthetic LSDE lambda=2 | test NLL: -0.821 -> -0.831 | Helped |
| replace independent decoder with CTFP-style continuous decoder (ablation) | CLPF · synthetic SLC | test NLL: 7.924 -> -2.620 | Helped |
| replace independent decoder with CTFP-style continuous decoder (ablation) | CLPF · synthetic CAR lambda=2 | test NLL: 4.970 -> 1.322 | Helped |
| replace independent decoder with CTFP-style continuous decoder (ablation) | CLPF · synthetic GBM lambda=2 | test NLL: 0.800 -> 0.444 | Helped |
| use OU base process instead of Wiener process (ablation) | CLPF · synthetic SLC | test NLL: -1.885 -> -2.620 | Helped |
| use OU base process instead of Wiener process (ablation) | CLPF · synthetic CAR lambda=2 | test NLL: 1.041 -> 1.322 | Hurt |
| use OU base process instead of Wiener process (ablation) | CLPF · synthetic GBM lambda=2 | test NLL: 0.390 -> 0.444 | No clear effect |
| use piecewise posterior with CTFP decoding in latent SDE-like setting (CLPF vs Latent SDE) | CLPF · synthetic SLC lambda=20 | test NLL: 7.740 -> -2.620 | Helped |
| use CLPF instead of Latent CTFP | CLPF · synthetic CAR lambda=2 | test NLL: 249.839 -> 1.322 | Helped |
| use CLPF instead of VRNN on dense time grid (lambda=20) | CLPF · synthetic CAR lambda=20 | test NLL: 2.675 -> -0.077 | Helped |
| use VRNN instead of CLPF-ANODE for likelihood on real data | CLPF-ANODE · Mujoco-Hopper | test NLL: -14.694 -> -15.876 | Helped |
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