Learning to be Smooth: An End-to-End Differentiable Particle Smoother

Fuente: arXiv
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Autores principales: Younis, Ali, Sudderth, Erik B.
Formato: Preprint
Publicado: 2025
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author Younis, Ali
Sudderth, Erik B.
author_facet Younis, Ali
Sudderth, Erik B.
contents For challenging state estimation problems arising in domains like vision and robotics, particle-based representations attractively enable temporal reasoning about multiple posterior modes. Particle smoothers offer the potential for more accurate offline data analysis by propagating information both forward and backward in time, but have classically required human-engineered dynamics and observation models. Extending recent advances in discriminative training of particle filters, we develop a framework for low-variance propagation of gradients across long time sequences when training particle smoothers. Our "two-filter'' smoother integrates particle streams that are propagated forward and backward in time, while incorporating stratification and importance weights in the resampling step to provide low-variance gradient estimates for neural network dynamics and observation models. The resulting mixture density particle smoother is substantially more accurate than state-of-the-art particle filters, as well as search-based baselines, for city-scale global vehicle localization from real-world videos and maps.
format Preprint
id arxiv_https___arxiv_org_abs_2502_10546
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Learning to be Smooth: An End-to-End Differentiable Particle Smoother
Younis, Ali
Sudderth, Erik B.
Machine Learning
Artificial Intelligence
Robotics
For challenging state estimation problems arising in domains like vision and robotics, particle-based representations attractively enable temporal reasoning about multiple posterior modes. Particle smoothers offer the potential for more accurate offline data analysis by propagating information both forward and backward in time, but have classically required human-engineered dynamics and observation models. Extending recent advances in discriminative training of particle filters, we develop a framework for low-variance propagation of gradients across long time sequences when training particle smoothers. Our "two-filter'' smoother integrates particle streams that are propagated forward and backward in time, while incorporating stratification and importance weights in the resampling step to provide low-variance gradient estimates for neural network dynamics and observation models. The resulting mixture density particle smoother is substantially more accurate than state-of-the-art particle filters, as well as search-based baselines, for city-scale global vehicle localization from real-world videos and maps.
title Learning to be Smooth: An End-to-End Differentiable Particle Smoother
topic Machine Learning
Artificial Intelligence
Robotics
url https://arxiv.org/abs/2502.10546