On the Stochastic Stability of Deep Markov ModelsDownload PDF

21 May 2021, 20:48 (modified: 25 Jan 2022, 01:11)NeurIPS 2021 PosterReaders: Everyone
Keywords: markov models, deep neural networks, stochastic stability, dynamical systems
TL;DR: The paper presents a novel stability analysis method for deep Markov models and provide sufficient conditions of DMM's stochastic stability.
Abstract: Deep Markov models (DMM) are generative models which are scalable and expressive generalization of Markov models for representation, learning, and inference problems. However, the fundamental stochastic stability guarantees of such models have not been thoroughly investigated. In this paper, we present a novel stability analysis method and provide sufficient conditions of DMM's stochastic stability. The proposed stability analysis is based on the contraction of probabilistic maps modeled by deep neural networks. We make connections between the spectral properties of neural network's weights and different types of used activation function on the stability and overall dynamic behavior of DMMs with Gaussian distributions. Based on the theory, we propose a few practical methods for designing constrained DMMs with guaranteed stability. We empirically substantiate our theoretical results via intuitive numerical experiments using the proposed stability constraints.
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Code: https://github.com/pnnl/slim
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