HOPE for a Robust Parameterization of Long-memory State Space Models

Annan Yu, Michael W. Mahoney, N. Benjamin Erichson
5/22/2024
cs.LGstat.ML

No official code found. Best implementation: AnnanYu/HOPE-SSM (3 stars, last commit 2024-08-13).

Abstract

State-space models (SSMs) that utilize linear, time-invariant (LTI) systems are known for their effectiveness in learning long sequences. To achieve state-of-the-art performance, an SSM often needs a specifically designed initialization, and the training of state matrices is on a logarithmic scale with a very small learning rate. To understand these choices from a unified perspective, we view SSMs through the lens of Hankel operator theory. Building upon it, we develop a new parameterization scheme, called HOPE, for LTI systems that utilizes Markov parameters within Hankel operators. Our approach helps improve the initialization and training stability, leading to a more robust parameterization. We efficiently implement these innovations by nonuniformly sampling the transfer functions of LTI systems, and they require fewer parameters compared to canonical SSMs. When benchmarked against HiPPO-initialized models such as S4 and S4D, an SSM parameterized by Hankel operators demonstrates improved performance on Long-Range Arena (LRA) tasks. Moreover, our new parameterization endows the SSM with non-decaying memory within a fixed time window, which is empirically corroborated by a sequential CIFAR-10 task with padded noise.

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AnnanYu/HOPE-SSMCommunity100%
30C, C++May 20, 20242 years ago

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Cite this paper

@article{yu2024hope,
  title  = {HOPE for a Robust Parameterization of Long-memory State Space Models},
  author = {Annan Yu and Michael W. Mahoney and N. Benjamin Erichson},
  year   = {2024},
  eprint = {2405.13975},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2405.13975v2},
  journal = {ICLR 2024 2024}
}

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