A new unsupervised learning method called recognition-parametrized Gaussian state space model (RP-GSSM) has been introduced for time series data with latent dynamical structure.
RP-GSSM is a probabilistic model that learns Markovian Gaussian latents to explain statistical dependence between observations at different time steps, combining contrastive methods with probabilistic generative models.
Unlike contrastive approaches, RP-GSSM is learned via maximum likelihood, and unlike generative approaches, it does not need an explicit network mapping from latents to observations.
The RP-GSSM allows for exact inference, maintains expressivity with a nonlinear neural network link between observations and latents, and demonstrates superior performance on tasks like learning nonlinear stochastic dynamics from video.