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The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…

Computation · Statistics 2020-06-01 Tsuyoshi Ishizone , Kazuyuki Nakamura

Mechanistic accounts of in-context learning (ICL) have identified iterative algorithms for linear regression and related linear prediction tasks, often using linear or ReLU attention variants. For nonlinear ICL, prior work has related…

Machine Learning · Computer Science 2026-05-19 Mingsong Yan , Dongyang Li , Charles Kulick , Sui Tang

The Kalman filter (KF) is an optimal linear state estimator for linear systems, and numerous extensions, including the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF), have been developed for…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Shida Jiang , Junzhe Shi , Scott Moura

While linear-complexity attention mechanisms offer a promising alternative to Softmax attention for overcoming the quadratic bottleneck, training such models from scratch remains prohibitively expensive. Inheriting weights from pretrained…

Computer Vision and Pattern Recognition · Computer Science 2026-05-29 Yining Li , Dongchen Han , Zeyu Liu , Hanyi Wang , Yulin Wang , Gao Huang

UltimateKalman is a flexible linear Kalman filter and smoother implemented in three popular programming languages: MATLAB, C, and Java. UltimateKalman is a slight simplification and slight generalization of an elegant Kalman filter and…

Numerical Analysis · Mathematics 2024-10-29 Sivan Toledo

Transformers are extremely successful machine learning models whose mathematical properties remain poorly understood. Here, we rigorously characterize the behavior of transformers with hardmax self-attention and normalization sublayers as…

Computation and Language · Computer Science 2026-05-14 Albert Alcalde , Giovanni Fantuzzi , Enrique Zuazua

A novel approach for vehicle tracking using a hybrid adaptive Kalman filter is proposed. The filter utilizes recurrent neural networks to learn the vehicle's geometrical and kinematic features, which are then used in a supervised learning…

Robotics · Computer Science 2023-04-05 Barak Or , Itzik Klein

Transformers have recently revolutionized many domains in modern machine learning and one salient discovery is their remarkable in-context learning capability, where models can solve an unseen task by utilizing task-specific prompts without…

Machine Learning · Computer Science 2023-10-10 Yu Huang , Yuan Cheng , Yingbin Liang

We introduce Kalman Gradient Descent, a stochastic optimization algorithm that uses Kalman filtering to adaptively reduce gradient variance in stochastic gradient descent by filtering the gradient estimates. We present both a theoretical…

Machine Learning · Statistics 2018-10-30 James Vuckovic

The Kalman filter is ubiquitous for state space models because of its desirable statistical properties, ease of implementation, and generally good performance. However, it can perform poorly in the presence of outliers, or measurements with…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Michael J. Walsh

We propose a new algorithm for an adaptive optics system control law, based on the Linear Quadratic Gaussian approach and a Kalman Filter adaptation with localizations. It allows to handle non-stationary behaviors, to obtain performance…

Instrumentation and Methods for Astrophysics · Physics 2015-06-22 Morgan Gray , Cyril Petit , Sergey Rodionov , Marc Bocquet , Laurent Bertino , Marc Ferrari , Thierry Fusco

Transformers are deep architectures that define "in-context mappings" which enable predicting new tokens based on a given set of tokens (such as a prompt in NLP applications or a set of patches for a vision transformer). In this work, we…

Computation and Language · Computer Science 2024-10-04 Takashi Furuya , Maarten V. de Hoop , Gabriel Peyré

Dot-product attention mechanism plays a crucial role in modern deep architectures (e.g., Transformer) for sequence modeling, however, na\"ive exact computation of this model incurs quadratic time and memory complexities in sequence length,…

Machine Learning · Computer Science 2023-06-30 Amir Zandieh , Insu Han , Majid Daliri , Amin Karbasi

Transformer has shown great successes in natural language processing, computer vision, and audio processing. As one of its core components, the softmax attention helps to capture long-range dependencies yet prohibits its scale-up due to the…

Computation and Language · Computer Science 2022-02-18 Zhen Qin , Weixuan Sun , Hui Deng , Dongxu Li , Yunshen Wei , Baohong Lv , Junjie Yan , Lingpeng Kong , Yiran Zhong

Complex systems are often described with competing models. Such divergence of interpretation on the system may stem from model fidelity, mathematical simplicity, and more generally, our limited knowledge of the underlying processes.…

Numerical Analysis · Mathematics 2017-07-21 Lun Yang , Akil Narayan , Peng Wang

Transformers have transformed the field of natural language processing. This performance is largely attributed to the use of stacked self-attention layers, each of which consists of matrix multiplies as well as softmax operations. As a…

Hardware Architecture · Computer Science 2021-03-18 Jacob R. Stevens , Rangharajan Venkatesan , Steve Dai , Brucek Khailany , Anand Raghunathan

Transformers have revolutionized deep learning based computer vision with improved performance as well as robustness to natural corruptions and adversarial attacks. Transformers are used predominantly for 2D vision tasks, including image…

Computer Vision and Pattern Recognition · Computer Science 2023-12-19 Hemang Chawla , Arnav Varma , Elahe Arani , Bahram Zonooz

Transformers have supplanted recurrent models in a large number of NLP tasks. However, the differences in their abilities to model different syntactic properties remain largely unknown. Past works suggest that LSTMs generalize very well on…

Computation and Language · Computer Science 2020-10-09 Satwik Bhattamishra , Kabir Ahuja , Navin Goyal

Autonomous vehicles have gained significant attention due to technological advancements and their potential to transform transportation. A critical challenge in this domain is precise localization, particularly in LiDAR-based map matching,…

Robotics · Computer Science 2025-01-07 Minoo Dolatabadi , Fardin Ayar , Ehsan Javanmardi , Manabu Tsukada , Mahdi Javanmardi

Generative transformer models have become increasingly complex, with large numbers of parameters and the ability to process multiple input modalities. Current methods for explaining their predictions are resource-intensive. Most crucially,…

Machine Learning · Computer Science 2025-01-08 Björn Deiseroth , Mayukh Deb , Samuel Weinbach , Manuel Brack , Patrick Schramowski , Kristian Kersting