Slack More, Predict Better: Proximal Relaxation for Probabilistic Latent Variable Model-based Soft Sensors

Fuente: arXiv
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Main Authors: Zou, Zehua, Ma, Yiran, Zhang, Yulong, Li, Zhengnan, Yang, Zeyu, Xie, Jinhao, Jiang, Xiaoyu, Chen, Zhichao
Format: Preprint
Published: 2026
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author Zou, Zehua
Ma, Yiran
Zhang, Yulong
Li, Zhengnan
Yang, Zeyu
Xie, Jinhao
Jiang, Xiaoyu
Chen, Zhichao
author_facet Zou, Zehua
Ma, Yiran
Zhang, Yulong
Li, Zhengnan
Yang, Zeyu
Xie, Jinhao
Jiang, Xiaoyu
Chen, Zhichao
contents Nonlinear Probabilistic Latent Variable Models (NPLVMs) are a cornerstone of soft sensor modeling due to their capacity for uncertainty delineation. However, conventional NPLVMs are trained using amortized variational inference, where neural networks parameterize the variational posterior. While facilitating model implementation, this parameterization converts the distributional optimization problem within an infinite-dimensional function space to parameter optimization within a finite-dimensional parameter space, which introduces an approximation error gap, thereby degrading soft sensor modeling accuracy. To alleviate this issue, we introduce KProxNPLVM, a novel NPLVM that pivots to relaxing the objective itself and improving the NPLVM's performance. Specifically, we first prove the approximation error induced by the conventional approach. Based on this, we design the Wasserstein distance as the proximal operator to relax the learning objective, yielding a new variational inference strategy derived from solving this relaxed optimization problem. Based on this foundation, we provide a rigorous derivation of KProxNPLVM's optimization implementation, prove the convergence of our algorithm can finally sidestep the approximation error, and propose the KProxNPLVM by summarizing the abovementioned content. Finally, extensive experiments on synthetic and real-world industrial datasets are conducted to demonstrate the efficacy of the proposed KProxNPLVM.
format Preprint
id arxiv_https___arxiv_org_abs_2603_11473
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Slack More, Predict Better: Proximal Relaxation for Probabilistic Latent Variable Model-based Soft Sensors
Zou, Zehua
Ma, Yiran
Zhang, Yulong
Li, Zhengnan
Yang, Zeyu
Xie, Jinhao
Jiang, Xiaoyu
Chen, Zhichao
Machine Learning
Systems and Control
Optimization and Control
Nonlinear Probabilistic Latent Variable Models (NPLVMs) are a cornerstone of soft sensor modeling due to their capacity for uncertainty delineation. However, conventional NPLVMs are trained using amortized variational inference, where neural networks parameterize the variational posterior. While facilitating model implementation, this parameterization converts the distributional optimization problem within an infinite-dimensional function space to parameter optimization within a finite-dimensional parameter space, which introduces an approximation error gap, thereby degrading soft sensor modeling accuracy. To alleviate this issue, we introduce KProxNPLVM, a novel NPLVM that pivots to relaxing the objective itself and improving the NPLVM's performance. Specifically, we first prove the approximation error induced by the conventional approach. Based on this, we design the Wasserstein distance as the proximal operator to relax the learning objective, yielding a new variational inference strategy derived from solving this relaxed optimization problem. Based on this foundation, we provide a rigorous derivation of KProxNPLVM's optimization implementation, prove the convergence of our algorithm can finally sidestep the approximation error, and propose the KProxNPLVM by summarizing the abovementioned content. Finally, extensive experiments on synthetic and real-world industrial datasets are conducted to demonstrate the efficacy of the proposed KProxNPLVM.
title Slack More, Predict Better: Proximal Relaxation for Probabilistic Latent Variable Model-based Soft Sensors
topic Machine Learning
Systems and Control
Optimization and Control
url https://arxiv.org/abs/2603.11473