Equivariant Deep Dynamical Model for Motion Prediction
arXiv:2111.01892
Abstract
Learning representations through deep generative modeling is a powerful approach for dynamical modeling to discover the most simplified and compressed underlying description of the data, to then use it for other tasks such as prediction. Most learning tasks have intrinsic symmetries, i.e., the input transformations leave the output unchanged, or the output undergoes a similar transformation. The learning process is, however, usually uninformed of these symmetries. Therefore, the learned representations for individually transformed inputs may not be meaningfully related. In this paper, we propose an SO(3) equivariant deep dynamical model (EqDDM) for motion prediction that learns a structured representation of the input space in the sense that the embedding varies with symmetry transformations. EqDDM is equipped with equivariant networks to parameterize the state-space emission and transition models. We demonstrate the superior predictive performance of the proposed model on various motion data.
arXiv commentAccepted at AISTATS 2022
References in corpus (18)
- Auto-Encoding Variational Bayes
- Rotation-invariant convolutional neural networks for galaxy morphology prediction
- Group Equivariant Convolutional Networks
- On the Generalization of Equivariance and Convolution in Neural Networks to the Action of Compact Groups
- 3D Steerable CNNs: Learning Rotationally Equivariant Features in Volumetric Data
- Exploiting Cyclic Symmetry in Convolutional Neural Networks
- Spherical CNNs
- Universal Invariant and Equivariant Graph Neural Networks
- A Disentangled Recognition and Nonlinear Dynamics Model for Unsupervised Learning
- Equivariance Through Parameter-Sharing
- E(n) Equivariant Graph Neural Networks
- Invariant and Equivariant Graph Networks
- On Learning Sets of Symmetric Elements
- Permutation-equivariant neural networks applied to dynamics prediction
- Tree-Structured Recurrent Switching Linear Dynamical Systems for Multi-Scale Modeling
- Recurrent Kalman Networks: Factorized Inference in High-Dimensional Deep Feature Spaces
- Deep Switching Auto-Regressive Factorization:Application to Time Series Forecasting
- Circular-Symmetric Correlation Layer based on FFT