In this paper we propose a model that combines the strengths of RNNs and SGVB: the Variational Recurrent Auto-Encoder (VRAE). Such a model can be used for efficient, large scale unsupervised learning on time series data, mapping the time series data to a latent vector representation. The model is generative, such that …
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19 results for “variational-recurrent”
Generating graph structures is a challenging problem due to the diverse representations and complex dependencies among nodes. In this paper, we introduce Graph Variational Recurrent Neural Network (GraphVRNN), a probabilistic autoregressive model for graph generation. Through modeling the latent variables of graph data…
We focus on the problem of streaming recommender system and explore novel collaborative filtering algorithms to handle the data dynamicity and complexity in a streaming manner. Although deep neural networks have demonstrated the effectiveness of recommendation tasks, it is lack of explorations on integrating probabilis…
RVRAE combines deep learning and dynamic factor models for better stock returns prediction.
problem Improving stock returns prediction in volatile markets.
method Combines dynamic factor modeling with variational recurrent autoencoder (VRAE). Uses prior-posterior learning for optimal factor model.
result RVRAE outperforms traditional methods in predicting stock returns and estimating variances.
Proposes a novel imputation network for clinical time series data.
problem Missing value imputation in clinical time series data with sparsity, irregularity, and high-dimensionality.
method Variational-recurrent imputation network that considers correlated features, temporal dynamics, and uncertainty.
result The proposed method outperformed state-of-the-art methods on real-world EHR datasets.
In partially observable (PO) environments, deep reinforcement learning (RL) agents often suffer from unsatisfactory performance, since two problems need to be tackled together: how to extract information from the raw observations to solve the task, and how to improve the policy. In this study, we propose an RL algorith…
We address the problem of graph classification based only on structural information. Inspired by natural language processing techniques (NLP), our model sequentially embeds information to estimate class membership probabilities. Besides, we experiment with NLP-like variational regularization techniques, making the mode…
We present a method that learns to integrate temporal information, from a learned dynamics model, with ambiguous visual information, from a learned vision model, in the context of interacting agents. Our method is based on a graph-structured variational recurrent neural network (Graph-VRNN), which is trained end-to-end…
In this paper, we use variational recurrent neural network to investigate the anomaly detection problem on graph time series. The temporal correlation is modeled by the combination of recurrent neural network (RNN) and variational inference (VI), while the spatial information is captured by the graph convolutional netw…
A new model predicts in-hospital mortality from EHR data, handling missing values with uncertainty.
problem Handling missing values in non-stationary, noisy EHR data for accurate mortality prediction.
method Uncertainty-Gated Stochastic Sequential Model using variational recurrent networks.
result The model outperforms state-of-the-art methods in predicting in-hospital mortality.
Recent advances in the estimation of deep directed graphical models and recurrent networks let us contribute to the removal of a blind spot in the area of probabilistc modelling of time series. The proposed methods i) can infer distributed latent state-space trajectories with nonlinear transitions, ii) scale to large d…
A new model integrates LSTM and copulas for high-dimensional financial data.
problem Modeling high-dimensional dependencies across financial markets.
method Variational LSTM with regular vine copulas.
result Outperforms benchmarks in cross-market portfolio forecasting.
We propose a method to model multi-agent behaviors with limited observation and mechanical constraints.
problem Modeling real-world multi-agent behaviors with limited observation and mechanical constraints.
method Decentralized generative models with partial observation and mechanical constraints based on hierarchical variational recurrent neural networks.
result Our method effectively models and predicts biologically plausible behaviors with minimal constraint violations.
Bayesian meta-reinforcement learning improves over point estimates with Laplace approximation.
problem Improving meta-reinforcement learning by providing full posterior distributions.
method Augmenting point estimates with Laplace approximation for full posterior distributions.
result Our method performs similarly to variational baselines with fewer parameters.
Synergetic Learning of Heterogeneous Temporal Sequences for Multi-Horizon Probabilistic Forecastingcs.LG
Proposes a model for multi-horizon probabilistic forecasting of time series influenced by asynchronous events.
problem Forecasting time series influenced by asynchronous events is challenging.
method Introduces Variational Synergetic Multi-Horizon Network (VSMHN), a deep conditional generative model combining deep point processes and variational recurrent neural networks.
result Produces accurate, sharp, and realistic probabilistic forecasts.
A primary goal of computational phenotype research is to conduct medical diagnosis. In hospital, physicians rely on massive clinical data to make diagnosis decisions, among which laboratory tests are one of the most important resources. However, the longitudinal and incomplete nature of laboratory test data casts a sig…
Proposes a model to estimate treatment effects in complex multiagent systems over time.
problem Challenges in evaluating interventions in multiagent systems, especially with time-varying relationships and covariates.
method Interpretable counterfactual recurrent network leveraging graph variational recurrent neural networks and domain knowledge.
result Achieved lower estimation errors and more effective treatment timing than baselines in simulated and real-world scenarios.
AI benchmarks evaluate football team performance using generative models.
problem Evaluating human performance in complex interactive tasks is error-prone and unreliable.
method Trained Conditional VRNN Model on player and ball tracking data to imitate and predict team interactions.
result Trained model as a useful benchmark for evaluating team performance in football.
mmFall detects falls using mmWave radar and a hybrid VRAE, achieving high accuracy.
problem Detecting falls accurately and privately using mmWave radar.
method Uses mmWave radar for body point cloud and centroid, combined with a hybrid VRAE for anomaly detection.
result Achieves 98% fall detection with 2 false alarms out of 50 falls.