Spectral State Space Models

Fuente: arXiv
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Bibliographic Details
Main Authors: Agarwal, Naman, Suo, Daniel, Chen, Xinyi, Hazan, Elad
Format: Preprint
Published: 2023
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author Agarwal, Naman
Suo, Daniel
Chen, Xinyi
Hazan, Elad
author_facet Agarwal, Naman
Suo, Daniel
Chen, Xinyi
Hazan, Elad
contents This paper studies sequence modeling for prediction tasks with long range dependencies. We propose a new formulation for state space models (SSMs) based on learning linear dynamical systems with the spectral filtering algorithm (Hazan et al. (2017)). This gives rise to a novel sequence prediction architecture we call a spectral state space model. Spectral state space models have two primary advantages. First, they have provable robustness properties as their performance depends on neither the spectrum of the underlying dynamics nor the dimensionality of the problem. Second, these models are constructed with fixed convolutional filters that do not require learning while still outperforming SSMs in both theory and practice. The resulting models are evaluated on synthetic dynamical systems and long-range prediction tasks of various modalities. These evaluations support the theoretical benefits of spectral filtering for tasks requiring very long range memory.
format Preprint
id arxiv_https___arxiv_org_abs_2312_06837
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Spectral State Space Models
Agarwal, Naman
Suo, Daniel
Chen, Xinyi
Hazan, Elad
Machine Learning
This paper studies sequence modeling for prediction tasks with long range dependencies. We propose a new formulation for state space models (SSMs) based on learning linear dynamical systems with the spectral filtering algorithm (Hazan et al. (2017)). This gives rise to a novel sequence prediction architecture we call a spectral state space model. Spectral state space models have two primary advantages. First, they have provable robustness properties as their performance depends on neither the spectrum of the underlying dynamics nor the dimensionality of the problem. Second, these models are constructed with fixed convolutional filters that do not require learning while still outperforming SSMs in both theory and practice. The resulting models are evaluated on synthetic dynamical systems and long-range prediction tasks of various modalities. These evaluations support the theoretical benefits of spectral filtering for tasks requiring very long range memory.
title Spectral State Space Models
topic Machine Learning
url https://arxiv.org/abs/2312.06837