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For recurrent neural networks trained on time series with target and exogenous variables, in addition to accurate prediction, it is also desired to provide interpretable insights into the data. In this paper, we explore the structure of…

Machine Learning · Computer Science 2019-05-30 Tian Guo , Tao Lin , Nino Antulov-Fantulin

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the…

Machine Learning · Statistics 2024-12-17 Jiahe Lin , George Michailidis

Deep latent variable models learn condensed representations of data that, hopefully, reflect the inner workings of the studied phenomena. Unfortunately, these latent representations are not statistically identifiable, meaning they cannot be…

Machine Learning · Statistics 2025-06-02 Stas Syrota , Yevgen Zainchkovskyy , Johnny Xi , Benjamin Bloem-Reddy , Søren Hauberg

Extracting time-varying latent variables from computational cognitive models is a key step in model-based neural analysis, which aims to understand the neural correlates of cognitive processes. However, existing methods only allow…

Machine Learning · Computer Science 2025-09-01 Ti-Fen Pan , Jing-Jing Li , Bill Thompson , Anne Collins

Latent variable models provide a powerful framework for incorporating and inferring unobserved factors in observational data. In causal inference, they help account for hidden factors influencing treatment or outcome, thereby addressing…

Machine Learning · Computer Science 2025-08-29 Tetsuro Morimura , Tatsushi Oka , Yugo Suzuki , Daisuke Moriwaki

Deep generative models like VAEs and diffusion models have advanced various generation tasks by leveraging latent variables to learn data distributions and generate high-quality samples. Despite the field of explainable AI making strides in…

Machine Learning · Computer Science 2025-12-22 Mengdan Zhu , Raasikh Kanjiani , Jiahui Lu , Andrew Choi , Qirui Ye , Liang Zhao

Time series forecasting is prevalent in various real-world applications. Despite the promising results of deep learning models in time series forecasting, especially the Recurrent Neural Networks (RNNs), the explanations of time series…

Machine Learning · Computer Science 2023-08-29 Chaoqun Wang , Yijun Li , Xiangqian Sun , Qi Wu , Dongdong Wang , Zhixiang Huang

Sparse linear models are one of several core tools for interpretable machine learning, a field of emerging importance as predictive models permeate decision-making in many domains. Unfortunately, sparse linear models are far less flexible…

Machine Learning · Statistics 2024-01-03 Ryan Thompson , Amir Dezfouli , Robert Kohn

Learning identifiable representations and models from low-level observations is helpful for an intelligent spacecraft to complete downstream tasks reliably. For temporal observations, to ensure that the data generating process is provably…

Machine Learning · Computer Science 2024-12-05 Congxi Zhang , Yongchun Xie

Despite the high performance of neural network-based time series forecasting methods, the inherent challenge in explaining their predictions has limited their applicability in certain application areas. Due to the difficulty in identifying…

Machine Learning · Computer Science 2023-01-09 Ozan Ozyegen , Juyoung Wang , Mucahit Cevik

A deep latent variable model is a powerful method for capturing complex distributions. These models assume that underlying structures, but unobserved, are present within the data. In this dissertation, we explore high-dimensional problems…

Machine Learning · Computer Science 2024-06-13 Khuong Vo

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Machine Learning · Statistics 2016-11-21 Viktoriya Krakovna , Finale Doshi-Velez

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

In this paper, we propose an interpretable LSTM recurrent neural network, i.e., multi-variable LSTM for time series with exogenous variables. Currently, widely used attention mechanism in recurrent neural networks mostly focuses on the…

Machine Learning · Computer Science 2018-04-17 Tian Guo , Tao Lin , Yao Lu

To generate coherent responses, language models infer unobserved meaning from their input text sequence. One potential explanation for this capability arises from theories of delay embeddings in dynamical systems, which prove that…

Machine Learning · Computer Science 2024-06-19 Mitchell Ostrow , Adam Eisen , Ila Fiete

Experimental data is often affected by uncontrolled variables that make analysis and interpretation difficult. For spatiotemporal systems, this problem is further exacerbated by their intricate dynamics. Modern machine learning methods are…

Computational Physics · Physics 2020-09-16 Peter Y. Lu , Samuel Kim , Marin Soljačić

The identification and modeling of time-varying systems is a fundamental challenge in signal processing and system identification. To address this challenge, we propose a class of time-varying state-space model (SSM) based neural networks…

Machine Learning · Computer Science 2026-05-18 Sanja Karilanova , Subhrakanti Dey , Ayça Özçelikkale

Identifiability is central to the interpretability of deep latent variable models, ensuring parameterisations are uniquely determined by the data-generating distribution. However, it remains underexplored for deep regime-switching time…

Machine Learning · Statistics 2026-01-08 Carles Balsells-Rodas , Toshiko Matsui , Pedro A. M. Mediano , Yixin Wang , Yingzhen Li

Machine learning enables extracting clinical insights from large temporal datasets. The applications of such machine learning models include identifying disease patterns and predicting patient outcomes. However, limited interpretability…

Machine Learning · Computer Science 2023-11-30 Yu Chen , Nivedita Bijlani , Samaneh Kouchaki , Payam Barnaghi
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