Coupling LSTM neural networks and state-space models through analytically tractable inference
Bibliographic record
Abstract
Long short-term memory (LSTM) neural networks and state-space models (SSMs) are effective tools for time series forecasting. Coupling these methods to exploit their advantages is not a trivial task because their respective inference procedures rely on different mechanisms. In this paper, we present formulations that allow for analytically tractable inference in Bayesian LSTMs and the probabilistic coupling between Bayesian LSTMs and SSMs. This is enabled by using analytical Gaussian inference as a single mechanism for inferring both the LSTM’s parameters as well as the posterior for the SSM’s hidden states. We show through several experimental comparisons that the resulting hybrid model retains the interpretability feature of SSMs, while exploiting the ability of LSTMs to learn complex seasonal patterns with minimal manual setups.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.004 | 0.023 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.001 | 0.001 |
| Bibliometrics | 0.001 | 0.001 |
| Science and technology studies | 0.000 | 0.001 |
| Scholarly communication | 0.002 | 0.005 |
| Open science | 0.002 | 0.003 |
| Research integrity | 0.001 | 0.003 |
| Insufficient payload (model declined to judge) | 0.003 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".