Abstract:A central aim of unsupervised learning is to uncover latent factors that explain dependencies among observations. Probabilistic models typically achieve this by introducing multiple latent variables linked through a graph of conditional relationships, with distributional parameters and their dependence learnt from data. Learning relies either on distributional choices that allow tractable belief propagation, or on approximations that scale poorly with model size and complexity. We build on the recently developed recognition-parametrised modelling paradigm to propose an alternative approach: RAMP, a method that implicitly defines latent structure by learning a flexible, nonlinear, amortised message-passing framework. We show that RAMP enables efficient likelihood-based recovery of latent-variable distributions within expressive nonlinear models acting on complex high-dimensional data.
Abstract:We introduce a novel unsupervised learning method for time series data with latent dynamical structure: the recognition-parametrized Gaussian state space model (RP-GSSM). The RP-GSSM is a probabilistic model that learns Markovian Gaussian latents explaining statistical dependence between observations at different time steps, combining the intuition of contrastive methods with the flexible tools of probabilistic generative models. Unlike contrastive approaches, the RP-GSSM is a valid probabilistic model learned via maximum likelihood. Unlike generative approaches, the RP-GSSM has no need for an explicit network mapping from latents to observations, allowing it to focus model capacity on inference of latents. The model is both tractable and expressive: it admits exact inference thanks to its jointly Gaussian latent prior, while maintaining expressivity with an arbitrarily nonlinear neural network link between observations and latents. These qualities allow the RP-GSSM to learn task-relevant latents without ad-hoc regularization, auxiliary losses, or optimizer scheduling. We show how this approach outperforms alternatives on problems that include learning nonlinear stochastic dynamics from video, with or without background distractors. Our results position the RP-GSSM as a useful foundation model for a variety of downstream applications.