This paper introduces alternators, a novel family of non-Markovian dynamical models for sequences. An alternator features two neural networks: the observation trajectory network (OTN) and the feature trajectory network (FTN). The OTN and the FTN work in conjunction, alternating between outputting samples in the observation space and some feature space, respectively, over a cycle. The parameters of the OTN and the FTN are not time-dependent and are learned via a minimum cross-entropy criterion over the trajectories. Alternators are versatile. They can be used as dynamical latent-variable generative models or as sequence-to-sequence predictors. Alternators can uncover the latent dynamics underlying complex sequential data, accurately forecast and impute missing data, and sample new trajectories. We showcase the capabilities of alternators in three applications. We first used alternators to model the Lorenz equations, often used to describe chaotic behavior. We then applied alternators to Neuroscience, to map brain activity to physical activity. Finally, we applied alternators to Climate Science, focusing on sea-surface temperature forecasting. In all our experiments, we found alternators are stable to train, fast to sample from, yield high-quality generated samples and latent variables, and often outperform strong baselines such as Mambas, neural ODEs, and diffusion models in the domains we studied.
翻译:本文提出交替器——一种用于序列建模的新型非马尔可夫动态模型族。交替器包含两个神经网络:观测轨迹网络(OTN)与特征轨迹网络(FTN)。OTN与FTN协同工作,在一个周期内交替地分别在观测空间与特征空间中输出样本。OTN与FTN的参数不依赖于时间,通过轨迹的最小交叉熵准则进行学习。交替器具有多功能性:既可作为动态隐变量生成模型,也可作为序列到序列预测器。该模型能够揭示复杂序列数据背后的潜在动力学机制,精确预测与填补缺失数据,并生成新轨迹。我们在三个应用中展示了交替器的能力:首先将其用于描述混沌行为的洛伦兹方程建模;随后应用于神经科学领域,实现大脑活动到躯体活动的映射;最后应用于气候科学中的海表温度预测任务。在所有实验中,我们发现交替器具有训练稳定、采样快速、生成样本与隐变量质量高等特点,并在所研究领域中常优于Mamba、神经ODE及扩散模型等强基线方法。