We propose Power Slow Feature Analysis, a gradient-based method to extract temporally slow features from a high-dimensional input stream that varies on a faster time-scale, as a variant of Slow Feature Analysis (SFA) that allows end-to-end training of arbitrary differentiable architectures and thereby significantly ext…
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Derives a biologically plausible neural network for Slow Feature Analysis.
This work interprets SFA through variational inference, relaxing linearity constraints.
We develop a 2D travel time tomography method which regularizes the inversion by modeling groups of slowness pixels from discrete slowness maps, called patches, as sparse linear combinations of atoms from a dictionary. We propose to use dictionary learning during the inversion to adapt dictionaries to specific slowness…
Paper shows how SFA fits into FBM framework for time series separation.
Slow feature analysis (SFA) is an unsupervised-learning algorithm that extracts slowly varying features from a multi-dimensional time series. A supervised extension to SFA for classification and regression is graph-based SFA (GSFA). GSFA is based on the preservation of similarities, which are specified by a graph struc…
Study reveals conditions for neural networks to forget learned features.
Paper introduces slow kill for efficient large-scale variable screening.
Random feature model shows slow self-correction of generalization gap.
Inspired by the success of deep learning techniques in the physical and chemical sciences, we apply a modification of an autoencoder type deep neural network to the task of dimension reduction of molecular dynamics data. We can show that our time-lagged autoencoder reliably finds low-dimensional embeddings for high-dim…
Slow feature analysis (SFA) is a method for extracting slowly varying driving forces from quickly varying nonstationary time series. We show here that it is possible for SFA to detect a component which is even slower than the driving force itself (e.g. the envelope of a modulated sine wave). It is shown that it depends…
Extended Predictable Feature Analysis (PFAx) [Richthofer and Wiskott, 2017] is an extension of PFA [Richthofer and Wiskott, 2015] that allows generating a goal-directed control signal of an agent whose dynamics has previously been learned during a training phase in an unsupervised manner. PFAx hardly requires assumptio…
Robust ASR model removes fast-changing features to resist attacks.
Paper uses surprisal to dynamically allocate computation between fast and slow models.
Seq-U-Net improves sequence modeling efficiency with dilated U-Net.
Efficiently simulates slow dynamics of high-dimensional stochastic systems.
Anytime MiniBatch speeds up online distributed optimization by handling slow nodes.
During this last decades, several attempts to construct slow invariant manifold of the Lorenz-Krishnamurthy five-mode model of slow-fast interactions in the atmosphere have been made by various authors. Unfortunately, as in the case of many two-time scales singularly perturbed dynamical systems the various asymptotic p…
Arbitrary style transfer is an important problem in computer vision that aims to transfer style patterns from an arbitrary style image to a given content image. However, current methods either rely on slow iterative optimization or fast pre-determined feature transformation, but at the cost of compromised visual qualit…
Study on Sturm-Liouville problems with zero potential and Neumann boundary conditions.
Method learns dynamics of slow variables from stochastic data.
Time-lagged autoencoders (TAEs) have been proposed as a deep learning regression-based approach to the discovery of slow modes in dynamical systems. However, a rigorous analysis of nonlinear TAEs remains lacking. In this work, we discuss the capabilities and limitations of TAEs through both theoretical and numerical an…
Minimalistic unsupervised learning with sparse manifold transform achieves SOTA performance.
Some model reduction techniques for multiple time-scale dynamical systems make use of the identification of low dimensional slow invariant attracting manifolds (SIAM) in order to reduce the dimensionality of the phase space by restriction to the slow flow. The focus of this work is on a proposition and discussion of a …
We provide a rigorous numerical computation method to validate periodic, homoclinic and heteroclinic orbits as the continuation of singular limit orbits for the fast-slow system with one-dimensional slow variable . Our validation procedure is based on topological tools called isolatin…
Learning representations that accurately capture long-range dependencies in sequential inputs -- including text, audio, and genomic data -- is a key problem in deep learning. Feed-forward convolutional models capture only feature interactions within finite receptive fields while recurrent architectures can be slow and …
Indian Buffet Process based models are an elegant way for discovering underlying features within a data set, but inference in such models can be slow. Inferring underlying features using Markov chain Monte Carlo either relies on an uncollapsed representation, which leads to poor mixing, or on a collapsed representation…
Multirate training speeds up neural network fine-tuning.
In this article we study the dependence degree of the traded volume of the Dow Jones 30 constituent equities by using a nonextensive generalised form of the Kullback-Leibler information measure. Our results show a slow decay of the dependence degree as a function of the lag. This feature is compatible with the existenc…
We present Spectral Inference Networks, a framework for learning eigenfunctions of linear operators by stochastic optimization. Spectral Inference Networks generalize Slow Feature Analysis to generic symmetric operators, and are closely related to Variational Monte Carlo methods from computational physics. As such, the…
Study the averaging principle for non-autonomous slow-fast systems and apply it to financial local stochastic volatility models.
SignSGD outperforms SGD in linear regression with optimal scaling laws under PLRF model.
Quasiclassical generalized Weierstrass representation for highly corrugated surfaces with slow modulation in the three-dimensional space is proposed. Integrable deformations of such surfaces are described by the dispersionless Veselov-Novikov hierarchy.
New method uses tensor decompositions to overcome the curse of dimensionality for large-scale learning.
The paper studies invariant complex manifolds in holomorphic slow-fast systems.
A single slow-growing tree matches Random Forest's performance.
We propose a simple stochastic volatility model which is analytically tractable, very easy to simulate and which captures some relevant stylized facts of financial assets, including scaling properties. In particular, the model displays a crossover in the log-return distribution from power-law tails (small time) to a Ga…
Researchers reconstruct stiffness tensors from limited data in anisotropic elasticity.
This work learns effective dynamics from short-term data of stochastic systems.
Hierarchical pretraining with slow-fast ODEs
We present a signal representation framework called the sparse manifold transform that combines key ideas from sparse coding, manifold learning, and slow feature analysis. It turns non-linear transformations in the primary sensory signal space into linear interpolations in a representational embedding space while maint…
Contextual bandit learning is an increasingly popular approach to optimizing recommender systems via user feedback, but can be slow to converge in practice due to the need for exploring a large feature space. In this paper, we propose a coarse-to-fine hierarchical approach for encoding prior knowledge that drastically …
Generative framework learns effective, lower-dimensional models from high-dimensional data.
Study shows how large neural networks avoid overfitting through decoupling of feature learning and complexity growth.
SGD quickly learns a spurious XOR feature before the signal feature, revealing learning dynamics.
The paper challenges the use of decision trees for pointwise inference due to slow convergence rates.
Paper separates financial time series into fast and slow components.
We point out a new view on slow invariant manifolds (SIM) in dynamical systems which departs from a purely geometric covariant characterization implying coordinate independency. The fundamental idea is to treat the SIM as a well-defined geometric object in phase space and elucidate characterizing geometric properties t…