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Variational latent discrete representation for time series modelling

2023/06/27 by Max Cohen, Cohen, Max, Maurice Charbit +3
Computer Science · #Advanced Neural Network Applications #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #Generative Adversarial Networks and Image Synthesis #Machine Learning (stat.ML)

paper · pdf · doi:10.48550/arxiv.2306.15282

openalex publication_date 2023/06/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Discrete latent space models have recently achieved performance on par with their continuous counterparts in deep variational inference. While they still face various implementation challenges, these models offer the opportunity for a better interpretation of latent spaces, as well as a more direct representation of naturally discrete phenomena. Most recent approaches propose to train separately very high-dimensional prior models on the discrete latent data which is a challenging task on its own. In this paper, we introduce a latent data model where the discrete state is a Markov chain, which allows fast end-to-end training. The performance of our generative model is assessed on a building management dataset and on the publicly available Electricity Transformer Dataset.

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