Maximum Likelihood Learning of Latent Dynamics Without Reconstruction

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.

Fast unsupervised ground metric learning with tree-Wasserstein distance

The performance of unsupervised methods such as clustering depends on the choice of distance metric between features, or ground metric. Commonly, ground metrics are decided with heuristics or learned via supervised algorithms. However, since many datasets are unlabelled, unsupervised ground metric learning approaches have been introduced. One recent, promising option uses Wasserstein singular vectors (WSV), which emerge when computing optimal transport distances between features and samples simultaneously. While WSV is effective, it has complexity $\mathcal{O}(n^5)$, which is prohibitively expensive in some applications. In this work, we propose to augment the WSV method by embedding samples and features on trees, on which we compute the tree-Wasserstein distance (TWD). We demonstrate theoretically and empirically that the algorithm converges to a better approximation of the full WSV approach than the best known alternatives, and does so with $\mathcal{O}(n^3)$ complexity. In addition, we prove that the initial tree structure can be chosen flexibly, since tree geometry does not constrain the richness of the approximation up to the number of edge weights. This proof suggests a fast, recursive algorithm for computing the tree parameter basis set, which we find crucial to realising the efficiency gains at scale. Finally, we employ the tree-WSV algorithm to several single-cell RNA sequencing genomics datasets, demonstrating its scalability and utility for unsupervised cell-type clustering problems. These results poise unsupervised ground metric learning with TWD as a low-rank approximation of WSV with the potential for widespread low-compute application.

A State Representation for Diminishing Rewards

A common setting in multitask reinforcement learning (RL) demands that an agent rapidly adapt to various stationary reward functions randomly sampled from a fixed distribution. In such situations, the successor representation (SR) is a popular framework which supports rapid policy evaluation by decoupling a policy's expected discounted, cumulative state occupancies from a specific reward function. However, in the natural world, sequential tasks are rarely independent, and instead reflect shifting priorities based on the availability and subjective perception of rewarding stimuli. Reflecting this disjunction, in this paper we study the phenomenon of diminishing marginal utility and introduce a novel state representation, the $\lambda$ representation ($\lambda$R) which, surprisingly, is required for policy evaluation in this setting and which generalizes the SR as well as several other state representations from the literature. We establish the $\lambda$R's formal properties and examine its normative advantages in the context of machine learning, as well as its usefulness for studying natural behaviors, particularly foraging.