Switching Linear Dynamics for Variational Bayes Filtering

Philip Becker-Ehmck, Jan Peters, Patrick van der Smagt

Sep 27, 2018 ICLR 2019 Conference Blind Submission readers: everyone Show Bibtex
  • Abstract: System identification of complex and nonlinear systems is a central problem for model predictive control and model-based reinforcement learning. Despite their complexity, such systems can often be approximated well by a set of linear dynamical systems if broken into appropriate subsequences. This mechanism not only helps us find good approximations of dynamics, but also gives us deeper insight into the underlying system. Leveraging Bayesian inference and Variational Autoencoders, we show how to learn a richer and more meaningful state space, e.g. encoding joint constraints and collisions with walls in a maze, from partial and high-dimensional observations. This representation translates into a gain of accuracy of the learned dynamics which we showcase on various simulated tasks.
  • Keywords: sequence model, switching linear dynamical systems, variational bayes, filter, variational inference, stochastic recurrent neural network
  • TL;DR: A recurrent variational autoencoder with a latent transition function modeled by switching linear dynamical systems.
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