Relational State-Space Model for Stochastic Multi-Object Systems

01/13/2020
by   Fan Yang, et al.
0

Real-world dynamical systems often consist of multiple stochastic subsystems that interact with each other. Modeling and forecasting the behavior of such dynamics are generally not easy, due to the inherent hardness in understanding the complicated interactions and evolutions of their constituents. This paper introduces the relational state-space model (R-SSM), a sequential hierarchical latent variable model that makes use of graph neural networks (GNNs) to simulate the joint state transitions of multiple correlated objects. By letting GNNs cooperate with SSM, R-SSM provides a flexible way to incorporate relational information into the modeling of multi-object dynamics. We further suggest augmenting the model with normalizing flows instantiated for vertex-indexed random variables and propose two auxiliary contrastive objectives to facilitate the learning. The utility of R-SSM is empirically evaluated on synthetic and real time-series datasets.

READ FULL TEXT
research
06/29/2022

Hidden Parameter Recurrent State Space Models For Changing Dynamics Scenarios

Recurrent State-space models (RSSMs) are highly expressive models for le...
research
05/24/2022

Ensemble Multi-Relational Graph Neural Networks

It is well established that graph neural networks (GNNs) can be interpre...
research
06/09/2023

A Dynamical Graph Prior for Relational Inference

Relational inference aims to identify interactions between parts of a dy...
research
01/04/2023

Graph state-space models

State-space models constitute an effective modeling tool to describe mul...
research
05/26/2022

Sparse Graph Learning for Spatiotemporal Time Series

Outstanding achievements of graph neural networks for spatiotemporal tim...
research
07/06/2023

Sparse Graphical Linear Dynamical Systems

Time-series datasets are central in numerous fields of science and engin...
research
04/10/2020

Seq2VAR: Multivariate Time Series Representation with Relational Neural Networks and Linear Autoregressive Model

Finding understandable and meaningful feature representation of multivar...

Please sign up or login with your details

Forgot password? Click here to reset