Timezone: »
We present a new model, Predictive State Recurrent Neural Networks (PSRNNs), for filtering and prediction in dynamical systems. PSRNNs draw on insights from both Recurrent Neural Networks (RNNs) and Predictive State Representations (PSRs), and inherit advantages from both types of models. Like many successful RNN architectures, PSRNNs use (potentially deeply composed) bilinear transfer functions to combine information from multiple sources. We show that such bilinear functions arise naturally from state updates in Bayes filters like PSRs, in which observations can be viewed as gating belief states. We also show that PSRNNs can be learned effectively by combining Backpropogation Through Time (BPTT) with an initialization derived from a statistically consistent learning algorithm for PSRs called two-stage regression (2SR). Finally, we show that PSRNNs can be factorized using tensor decomposition, reducing model size and suggesting interesting connections to existing multiplicative architectures such as LSTMs and GRUs. We apply PSRNNs to 4 datasets, and show that we outperform several popular alternative approaches to modeling dynamical systems in all cases.
Author Information
Carlton Downey (Carnegie Mellon University)
Ahmed Hefny (Carnegie Mellon University)
Byron Boots (Georgia Tech / Google Brain)
Geoffrey Gordon (MSR Montréal & CMU)
Dr. Gordon is an Associate Research Professor in the Department of Machine Learning at Carnegie Mellon University, and co-director of the Department's Ph. D. program. He works on multi-robot systems, statistical machine learning, game theory, and planning in probabilistic, adversarial, and general-sum domains. His previous appointments include Visiting Professor at the Stanford Computer Science Department and Principal Scientist at Burning Glass Technologies in San Diego. Dr. Gordon received his B.A. in Computer Science from Cornell University in 1991, and his Ph.D. in Computer Science from Carnegie Mellon University in 1999.
Boyue Li (Carnegie Mellon University)
More from the Same Authors
-
2021 : DESTRESS: Computation-Optimal and Communication-Efficient Decentralized Nonconvex Finite-Sum Optimization »
Boyue Li · Zhize Li · Yuejie Chi -
2021 : DESTRESS: Computation-Optimal and Communication-Efficient Decentralized Nonconvex Finite-Sum Optimization »
Boyue Li · Zhize Li · Yuejie Chi -
2023 Poster: Fundamental Limits and Tradeoffs in Invariant Representation Learning »
Han Zhao · Chen Dan · Bryon Aragam · Tommi Jaakkola · Geoffrey Gordon · Pradeep Ravikumar -
2022 Poster: BEER: Fast $O(1/T)$ Rate for Decentralized Nonconvex Optimization with Communication Compression »
Haoyu Zhao · Boyue Li · Zhize Li · Peter Richtarik · Yuejie Chi -
2022 Poster: SoteriaFL: A Unified Framework for Private Federated Learning with Communication Compression »
Zhize Li · Haoyu Zhao · Boyue Li · Yuejie Chi -
2021 : Poster Session 2 (gather.town) »
Wenjie Li · Akhilesh Soni · Jinwuk Seok · Jianhao Ma · Jeffery Kline · Mathieu Tuli · Miaolan Xie · Robert Gower · Quanqi Hu · Matteo Cacciola · Yuanlu Bai · Boyue Li · Wenhao Zhan · Shentong Mo · Junhyung Lyle Kim · Sajad Fathi Hafshejani · Chris Junchi Li · Zhishuai Guo · Harshvardhan Harshvardhan · Neha Wadia · Tatjana Chavdarova · Difan Zou · Zixiang Chen · Aman Gupta · Jacques Chen · Betty Shea · Benoit Dherin · Aleksandr Beznosikov -
2021 : Contributed talks in Session 3 (Zoom) »
Oliver Hinder · Wenhao Zhan · Akhilesh Soni · Grigory Malinovsky · Boyue Li -
2020 Poster: Trade-offs and Guarantees of Adversarial Representation Learning for Information Obfuscation »
Han Zhao · Jianfeng Chi · Yuan Tian · Geoffrey Gordon -
2020 Poster: Domain Adaptation with Conditional Distribution Matching and Generalized Label Shift »
Remi Tachet des Combes · Han Zhao · Yu-Xiang Wang · Geoffrey Gordon -
2019 : Poster and Coffee Break 1 »
Aaron Sidford · Aditya Mahajan · Alejandro Ribeiro · Alex Lewandowski · Ali H Sayed · Ambuj Tewari · Angelika Steger · Anima Anandkumar · Asier Mujika · Hilbert J Kappen · Bolei Zhou · Byron Boots · Chelsea Finn · Chen-Yu Wei · Chi Jin · Ching-An Cheng · Christina Yu · Clement Gehring · Craig Boutilier · Dahua Lin · Daniel McNamee · Daniel Russo · David Brandfonbrener · Denny Zhou · Devesh Jha · Diego Romeres · Doina Precup · Dominik Thalmeier · Eduard Gorbunov · Elad Hazan · Elena Smirnova · Elvis Dohmatob · Emma Brunskill · Enrique Munoz de Cote · Ethan Waldie · Florian Meier · Florian Schaefer · Ge Liu · Gergely Neu · Haim Kaplan · Hao Sun · Hengshuai Yao · Jalaj Bhandari · James A Preiss · Jayakumar Subramanian · Jiajin Li · Jieping Ye · Jimmy Smith · Joan Bas Serrano · Joan Bruna · John Langford · Jonathan Lee · Jose A. Arjona-Medina · Kaiqing Zhang · Karan Singh · Yuping Luo · Zafarali Ahmed · Zaiwei Chen · Zhaoran Wang · Zhizhong Li · Zhuoran Yang · Ziping Xu · Ziyang Tang · Yi Mao · David Brandfonbrener · Shirli Di-Castro · Riashat Islam · Zuyue Fu · Abhishek Naik · Saurabh Kumar · Benjamin Petit · Angeliki Kamoutsi · Simone Totaro · Arvind Raghunathan · Rui Wu · Donghwan Lee · Dongsheng Ding · Alec Koppel · Hao Sun · Christian Tjandraatmadja · Mahdi Karami · Jincheng Mei · Chenjun Xiao · Junfeng Wen · Zichen Zhang · Ross Goroshin · Mohammad Pezeshki · Jiaqi Zhai · Philip Amortila · Shuo Huang · Mariya Vasileva · El houcine Bergou · Adel Ahmadyan · Haoran Sun · Sheng Zhang · Lukas Gruber · Yuanhao Wang · Tetiana Parshakova -
2019 : Lunch break and poster »
Felix Sattler · Khaoula El Mekkaoui · Neta Shoham · Cheng Hong · Florian Hartmann · Boyue Li · Daliang Li · Sebastian Caldas Rivera · Jianyu Wang · Kartikeya Bhardwaj · Tribhuvanesh Orekondy · YAN KANG · Dashan Gao · Mingshu Cong · Xin Yao · Songtao Lu · JIAHUAN LUO · Shicong Cen · Peter Kairouz · Yihan Jiang · Tzu Ming Hsu · Aleksei Triastcyn · Yang Liu · Ahmed Khaled · Zhicong Liang · Boi Faltings · Seungwhan Moon · Suyi Li · Tao Fan · Tianchi Huang · Chunyan Miao · Hang Qi · Matthew Brown · Lucas Glass · Junpu Wang · Wei Chen · Radu Marculescu · tomer avidor · Xueyang Wu · Mingyi Hong · Ce Ju · John Rush · Ruixiao Zhang · Youchi ZHOU · Françoise Beaufays · Yingxuan Zhu · Lei Xia -
2019 Poster: Learning Neural Networks with Adaptive Regularization »
Han Zhao · Yao-Hung Hubert Tsai · Russ Salakhutdinov · Geoffrey Gordon -
2019 Poster: Towards modular and programmable architecture search »
Renato Negrinho · Matthew Gormley · Geoffrey Gordon · Darshan Patil · Nghia Le · Daniel Ferreira -
2018 : Byron Boots »
Byron Boots -
2018 Poster: Differentiable MPC for End-to-end Planning and Control »
Brandon Amos · Ivan Jimenez · Jacob I Sacks · Byron Boots · J. Zico Kolter -
2018 Poster: Learning Beam Search Policies via Imitation Learning »
Renato Negrinho · Matthew Gormley · Geoffrey Gordon -
2018 Poster: Nonparametric Density Estimation under Adversarial Losses »
Shashank Singh · Ananya Uppal · Boyue Li · Chun-Liang Li · Manzil Zaheer · Barnabas Poczos -
2018 Poster: Learning and Inference in Hilbert Space with Quantum Graphical Models »
Siddarth Srinivasan · Carlton Downey · Byron Boots -
2018 Poster: Dual Policy Iteration »
Wen Sun · Geoffrey Gordon · Byron Boots · J. Bagnell -
2018 Poster: Orthogonally Decoupled Variational Gaussian Processes »
Hugh Salimbeni · Ching-An Cheng · Byron Boots · Marc Deisenroth -
2018 Poster: Adversarial Multiple Source Domain Adaptation »
Han Zhao · Shanghang Zhang · Guanhang Wu · José M. F. Moura · Joao P Costeira · Geoffrey Gordon -
2017 Poster: Linear Time Computation of Moments in Sum-Product Networks »
Han Zhao · Geoffrey Gordon -
2017 Poster: Predictive-State Decoders: Encoding the Future into Recurrent Networks »
Arun Venkatraman · Nicholas Rhinehart · Wen Sun · Lerrel Pinto · Martial Hebert · Byron Boots · Kris Kitani · J. Bagnell -
2017 Poster: Variational Inference for Gaussian Process Models with Linear Complexity »
Ching-An Cheng · Byron Boots -
2016 Poster: A Unified Approach for Learning the Parameters of Sum-Product Networks »
Han Zhao · Pascal Poupart · Geoffrey Gordon -
2016 Poster: Incremental Variational Sparse Gaussian Process Regression »
Ching-An Cheng · Byron Boots -
2015 Poster: On Variance Reduction in Stochastic Gradient Descent and its Asynchronous Variants »
Sashank J. Reddi · Ahmed Hefny · Suvrit Sra · Barnabas Poczos · Alexander Smola -
2015 Poster: Supervised Learning for Dynamical System Learning »
Ahmed Hefny · Carlton Downey · Geoffrey Gordon -
2014 Session: Oral Session 7 »
Geoffrey Gordon -
2012 Tutorial: Machine Learning for Student Learning »
Emma Brunskill · Geoffrey Gordon -
2010 Poster: Predictive State Temporal Difference Learning »
Byron Boots · Geoffrey Gordon -
2007 Oral: A Constraint Generation Approach to Learning Stable Linear Dynamical Systems »
Sajid M Siddiqi · Byron Boots · Geoffrey Gordon -
2007 Poster: A Constraint Generation Approach to Learning Stable Linear Dynamical Systems »
Sajid M Siddiqi · Byron Boots · Geoffrey Gordon -
2006 Poster: No-regret algorithms for Online Convex Programs »
Geoffrey Gordon -
2006 Talk: No-regret algorithms for Online Convex Programs »
Geoffrey Gordon -
2006 Poster: Multi-Robot Negotiation: Approximating the Set of Subgame Perfect Equilibria in General Sum Stochastic Games »
Chris D Murray · Geoffrey Gordon