Moderated and Drifting Linear Dynamical Systems


Jinyan Guan, Kyle Simek, Ernesto Brau, Clayton Morrison, Emily Butler, Kobus Barnard ;
Proceedings of the 32nd International Conference on Machine Learning, PMLR 37:2473-2482, 2015.


We consider linear dynamical systems, particularly coupled linear oscillators, where the parameters represent meaningful values in a domain theory and thus learning what affects them contributes to explanation. Rather than allow perturbations of latent states, we assume that temporal variation beyond noise is explained by parameter drift, and variation across coupled systems is a function of moderating variables. This change of focus reduces opportunities for efficient inference, and we propose sampling procedures to learn and fit the models. We test our approach on a real dataset of physiological measures of heterosexual couples engaged in a conversation about a potentially emotional topic, with body mass index (BMI) being considered as a moderator. We evaluate several models on their ability to predict future conversation dynamics (the last 20% of the data for each test couple), with shared parameters being learned using held out data. As proof of concept, we validate the hypothesis that BMI affects the conversation dynamic in the experimentally chosen topic.

Related Material