Abstract:This paper introduces an extension of generalised filtering for online applications. Generalised filtering refers to data assimilation schemes that jointly infer latent states, learn unknown model parameters, and estimate uncertainty in an integrated framework -- e.g., estimate state and observation noise -- at the same time (i.e., triple estimation). This framework appears across disciplines under different names, including variational Kalman-Bucy filtering in engineering, generalised predictive coding in neuroscience, and Dynamic Expectation Maximisation (DEM) in time-series analysis. Here, we specialise DEM for ``online'' data assimilation, through a separation of temporal scales. We describe the variational principles and procedures that allow one to assimilate data in a way that allows for a slow updating of parameters and precisions, which contextualise fast Bayesian belief updating about the dynamic hidden states. Using numerical studies, we demonstrate the validity of online DEM (ODEM) using a non-linear -- and potentially chaotic -- generative model, to show that the ODEM scheme can track the latent states of the generative process, even when its functional form differs fundamentally from the dynamics of the generative model. Framed from a neuro-mimetic predictive coding perspective, ODEM offers a biologically inspired solution to online inference, learning, and uncertainty estimation in dynamic environments.
Abstract:Deep learning has revolutionised artificial intelligence (AI) by enabling automatic feature extraction and function approximation from raw data. However, it faces challenges such as a lack of out-of-distribution generalisation, catastrophic forgetting and poor interpretability. In contrast, biological neural networks, such as those in the human brain, do not suffer from these issues, inspiring AI researchers to explore neuromimetic deep learning, which aims to replicate brain mechanisms within AI models. A foundational theory for this approach is the Free Energy Principle (FEP), which despite its potential, is often considered too complex to understand and implement in AI as it requires an interdisciplinary understanding across a variety of fields. This paper seeks to demystify the FEP and provide a comprehensive framework for designing neuromimetic models with human-like perception capabilities. We present a roadmap for implementing these models and a Pytorch code repository for applying FEP in a predictive coding network.


Abstract:Even though the brain operates in pure darkness, within the skull, it can infer the most likely causes of its sensory input. An approach to modelling this inference is to assume that the brain has a generative model of the world, which it can invert to infer the hidden causes behind its sensory stimuli, that is, perception. This assumption raises key questions: how to formulate the problem of designing brain-inspired generative models, how to invert them for the tasks of inference and learning, what is the appropriate loss function to be optimised, and, most importantly, what are the different choices of mean field approximation (MFA) and their implications for variational inference (VI).