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Spectral Learning of Shared Dynamics Between Generalized-Linear Processes

NeurIPS 2024 · Time series › Causal and generative time series · approach: Dynamical system reconstruction · 0 citations (OpenAlex)

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Proposes PGLDM, a multi-stage covariance-based subspace identification method that learns a generalized-linear dynamical model dissociating shared from private dynamics between two generalized-linear time series, and shows better decoding with lower-dimensional latents in simulations and two NHP datasets.

Problem

Existing generalized-linear dynamical model (GLDM) learning methods model a single time series and cannot jointly model two generalized-linear observation sources while dissociating their shared and private dynamics.

Approach

Extends covariance-based subspace identification with a prioritized multi-stage procedure: first learn shared latent dynamics from a cross-covariance Hankel matrix between secondary and primary observations, then private primary dynamics from a residual Hankel matrix, and optionally private secondary dynamics; moment conversions (e.g., log-link for Poisson) make it applicable to non-Gaussian obser

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use PGLDM instead of PSIDGaussian/Gaussian simulation · Gaussian/Gaussian simulationshared mode identification error (log10): -2.985 ± 0.102 -> -2.757 ± 0.070Hurt
Use PGLDM instead of PLDSIDPoisson/Gaussian simulation · Poisson/Gaussian simulationshared mode identification error (log10): -1.319 ± 0.132 -> -2.707 ± 0.091Helped
Use PGLDM instead of PLDSIDPoisson/Poisson simulation · Poisson/Poisson simulationshared mode identification error (log10): -1.203 ± 0.112 -> -1.969 ± 0.079Helped
Use PGLDM instead of bestLDSBernoulli/Gaussian simulation · Bernoulli/Gaussian simulationshared mode identification error (log10): -1.209 ± 0.117 -> -2.864 ± 0.072Helped
Prioritize shared latent dynamicsPGLDM · Poisson-to-Gaussian simulation, low-dimensional regimesGaussian observation prediction CCHelped
Add stage 2 to model private Poisson dynamics (ablation)PGLDM · Sabes lab NHP neural dataneural self-prediction AUCHelped
Use PGLDM instead of PLDSID and Laplace-EMNHP movement decoding from population spiking · Sabes lab NHP datasetkinematic prediction CCHelped
Use PGLDM instead of PLDSID and Laplace-EMV1 activity decoding from V2 spiking · Zandvakili and Kohn NHP datasetV1 decoding AUCHelped

Limitations

Experimental setup

Datasets: Sabes lab NHP cursor movement dataset Zandvakili and Kohn V1/V2 population recordings

Benchmarks: Sabes NHP cursor decoding Zandvakili and Kohn V1/V2 decoding simulated GLDMs

Metrics: normalized eigenvalue identification error correlation coefficient AUC Wilcoxon signed-rank test

Baselines: PLDSID Laplace-EM PSID Covariance SSID bestLDS

Builds on: PSID PLDSID covariance-based SSID

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