Probabilistic Recurrent State-Space Models

Andreas Doerr, Christian Daniel, Martin Schiegg, Duy Nguyen-Tuong, Stefan Schaal, Marc Toussaint, Sebastian Trimpe

Abstract: State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g., LSTMs) proved extremely ...