English

HOPE for a Robust Parameterization of Long-memory State Space Models

Machine Learning 2024-10-03 v2 Machine Learning

Abstract

State-space models (SSMs) that utilize linear, time-invariant (LTI) systems are known for their effectiveness in learning long sequences. To achieve state-of-the-art performance, an SSM often needs a specifically designed initialization, and the training of state matrices is on a logarithmic scale with a very small learning rate. To understand these choices from a unified perspective, we view SSMs through the lens of Hankel operator theory. Building upon it, we develop a new parameterization scheme, called HOPE, for LTI systems that utilizes Markov parameters within Hankel operators. Our approach helps improve the initialization and training stability, leading to a more robust parameterization. We efficiently implement these innovations by nonuniformly sampling the transfer functions of LTI systems, and they require fewer parameters compared to canonical SSMs. When benchmarked against HiPPO-initialized models such as S4 and S4D, an SSM parameterized by Hankel operators demonstrates improved performance on Long-Range Arena (LRA) tasks. Moreover, our new parameterization endows the SSM with non-decaying memory within a fixed time window, which is empirically corroborated by a sequential CIFAR-10 task with padded noise.

Keywords

Cite

@article{arxiv.2405.13975,
  title  = {HOPE for a Robust Parameterization of Long-memory State Space Models},
  author = {Annan Yu and Michael W. Mahoney and N. Benjamin Erichson},
  journal= {arXiv preprint arXiv:2405.13975},
  year   = {2024}
}
R2 v1 2026-06-28T16:36:17.463Z