Variational Online Learning of Neural Dynamics

Abstract

. We developed a flexible online learning framework for latent non-linear state dynamics and filtered latent states. Using the stochastic gradient variational Bayes approach, our method jointly optimizes the parameters of the non-linear dynamical system, the observation model, and the black-box recognition model. Unlike previous approaches, our framework can incorporate non-trivial distributions of observation noise and has constant time and space complexity. These features make our approach amenable to real-time applications and the potential to automate analysis and experimental design in ways that testably track and modify behavior using stimuli designed to influence learning.

Topics & Concepts