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Learning a model of dynamics from high-dimensional images can be a core ingredient for success in many applications across different domains, especially in sequential decision making. However, currently prevailing methods based on latent-variable models are limited to working with low resolution images only. In this work, we show that some of the issues with using high-dimensional observations arise from the discrepancy between the dimensionality of the latent and observable space, and propose solutions to overcome them.
Gaussian process (GP) regression with 1D inputs can often be performed in linear time via a stochastic differential equation formulation. However, for non-Gaussian likelihoods, this requires application of approximate inference methods which can make
We introduce a method by which a generative model learning the joint distribution between actions and future states can be used to automatically infer a control scheme for any desired reward function, which may be altered on the fly without retrainin
Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time series forecas
In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are particularly cha
Unsupervised meta-learning approaches rely on synthetic meta-tasks that are created using techniques such as random selection, clustering and/or augmentation. Unfortunately, clustering and augmentation are domain-dependent, and thus they require eith