Meta-iLaD: Identifiable Latent Dynamics via Meta-Learning of Dynamics Environments
Organizations: Department of Computing and Information Sciences, Rochester Institute of Technology, Rochester, New York, USA · Department of Computer Science, Rowan University, Glassboro, New Jersey, USA
Abstract
Learning latent dynamics is central to assessing the current states and forecasting the future trajectories of high-dimensional time series. For locally-stationary latent dynamics with latent dynamics state and environment variable , prior identifiability results have largely focused on when conditioned on predefined label of dynamics environments. This leaves two limitations: reliance on predefined labels that hinder generalization to unseen environments, and a limited understanding of the identifiability of and which -- although offering important structural properties for the identifiability of -- are learned jointly with . We address these limitations with Meta-iLaD, a novel identifiable latent dynamics framework attained by meta-learning across dynamics environments. Meta-iLaD introduces a novel conditional prior of , modeled as a feedforward meta-learner to rapidly extract from few-shot examples. Meta-iLaD further establishes identifiability for , , and simultaneously, for a general formulation of without restricting the dimension of or how it modulates . On synthetic and real data, we provide strong empirical evidence that 1) conditioning on few-shot examples enables generalization to out-of-distribution environments, and 2) identifiability for and is critical for accurate forecasting beyond reconstructing observed trajectories. Code is available at https://github.com/GoForIt-YYB/Meta-iLaD.
Figures & tables
| Dataset | Method | Reconstruction | Prediction | OOD Generalization | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| MSE | MCC( ) | MCC( ) | MSE | MCC( ) | MCC( ) | MSE | MCC( ) | MCC( ) | ||
| Pendulum | Meta-iLaD | 3.58(0.27)e-1 | 1.00(0.00) | 0.98(0.01) | 3.56(0.35)e-1 | 1.00(0.00) | 0.98(0.01) | 5.89(0.29)e-1 | 1.00(0.00) | 0.97(0.00) |
| ODE2VAE | / | / | / | 7.26(0.10)e0 | 0.88(0.01) | / | 7.97(0.13)e0 | 0.86(0.01) | / | |
| MoNODE | 3.67(0.06)e0 | 0.23(0.06) | 0.24(0.07) | 4.62(0.26)e0 | 0.23(0.06) | 0.30(0.11) | 5.83(0.81)e0 | 0.19(0.07) | 0.26(0.05) | |
| TDRL | 3.98(0.27)e-1 | 0.97(0.02) | 0.14(0.01) | / | / | / | / | / | / | |
| IDF | 3.78(0.34)e-1 | 0.98(0.01) | 0.04(0.01) | 1.26(0.47)e1 | 0.78(0.00) | 0.02(0.01) | / | / | / | |
| Models | ID | OOD | ||
|---|---|---|---|---|
| 0-75 | 75-125 | 0-75 | 75-125 | |
| ODE2VAE | 2.56(0.00)e4 | 2.55(0.00)e4 | 2.74(0.00)e4 | 2.73(0.00)e4 |
| MONODE | 1.40(0.23)e1 | 3.87(0.46)e1 | 5.34(0.43)e1 | 1.08(0.04)e2 |
| IDF | 6.12(0.42)e0 | 3.21(0.18)e1 | 7.65(1.09)e1 | 1.18(0.06)e2 |
| Meta-iLaD | 2.80(0.49)e0 | 1.95(0.11)e1 | 3.29(1.23)e1 | 7.87(1.25)e1 |
| Prediction | OOD Generalization | |||
|---|---|---|---|---|
| MSE(xt) | MCC(c) | MSE(xt) | MCC(c) | |
| Context Samples | 3.49(0.40)e-1 | 0.98(0.00) | 6.16(0.08)e-1 | 0.96(0.00) |
| Query Samples | 5.06(0.50)e-1 | 0.91(0.00) | 8.88(2.75)e-1 | 0.88(0.01) |
| Predefined Index | 3.45(0.22)e-1 | 0.97(0.00) | / | / |
| True Param Value | 3.23(0.10)e-1 | 0.99(0.00) | 5.06(0.20)e-1 | 0.98(0.00) |
| Prediction | ||||
|---|---|---|---|---|
| MSE(xt) | MCC(zt) | MCC(c) | ||
| ✗ | ✗ | 3.87(0.30)e0 | 0.20(0.10) | 0.86(0.06) |
| ✓ | ✗ | 3.58(0.27)e0 | 0.26(0.08) | 0.95(0.01) |
| ✗ | ✓ | 4.82(0.22)e-1 | 1.00(0.00) | 0.88(0.02) |
| ✓ | ✓ | 3.49(0.40)e-1 | 1.00(0.00) | 0.98(0.00) |
Appendix figures & tables8 assets
Supplementary material from the paper’s appendix.
Appendix
| Double Pendulum | Reconstruction | Prediction | OOD Generalization | ||||||
|---|---|---|---|---|---|---|---|---|---|
| MSE | MCC( ) | MCC( ) | MSE | MCC( ) | MCC( ) | MSE | MCC( ) | MCC( ) | |
| Meta-iLaD | 6.01(0.03)e-1 | 0.98(0.01) | 0.98(0.01) | 6.06(0.02)e-1 | 0.98(0.01) | 0.98(0.01) | 9.18(0.02)e-1 | 0.98(0.01) | 0.98(0.01) |
| ODE2VAE | / | / | / | 8.88(0.07)e0 | 0.60(0.03) | / | 9.94(0.38)e0 | 0.60(0.07) | / |
| MoNODE | 1.51(0.24)e0 | 0.85(0.01) | 0.02(0.00) | 5.43(0.16)e0 | 0.70(0.02) | 0.12(0.01) | 6.54(0.30)e0 | 0.75(0.07) | 0.08(0.06) |
| TDRL | 8.41(0.04)e-1 | 0.90(0.04) | 0.13(0.02) | / | / | / | / | / | / |
| IDF | 8.04(0.03)e-1 | 0.94(0.00) | 0.04(0.02) | 1.61(0.18)e0 | 0.94(0.00) | 0.08(0.04) | / | / | / |
| VAE Encoder (for ) | VAE Decoder (for ) |
|---|---|
| Input: , window size | Input: |
| Conv2d( , 32, 4, stride=2) + ReLU | FC( , ), Unflatten |
| Conv2d(32, 64, 4, stride=2) + ReLU | ConvTranspose2d(128, 64, 4, stride=2) + ReLU |
| Conv2d(64, 128, 4, stride=2) + ReLU | ConvTranspose2d(64, 32, 4, stride=2) + ReLU |
| Flatten | ConvTranspose2d(32, 1, 4, stride=2) |
| FC to , (dim= ) | Output: |
Latent Dynamics Modeling
Latent dynamics modeling learns compact hidden-state representations and transition rules to predict, explain, and control evolving systems.
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