) + b(1) h(2) i = ReLU(W(2)h(1) i ) + b(2) μi = Sigmoid(W(2)h(2) i ) + b(3) xi ∼ Bern(xi |μi ) zi xi Emitter ൪ͷજࡏม ͔Β؍ଌσʔλ Λੜ͢Δ֬ i zi xi ͕ै͏ѻ͏σʔλʹΑͬͯҟͳΔ xi
, σi ) MLPμi (zi−1 ) = μi h(1) i = ReLU(W(1) h zi−1 ) + b(1) h μi = (1 − g(2) i ) ⊙ (Wμ zi−1 + bμ ) + g(2) i ⊙ h(2) i g(1) i = ReLU(W(1) g zi−1 ) + b(1) g g(2) i = Sigmoid(W(2) g g(a) i ) + b(2) g h(2) i = W(2) h h(1) i + b(2) h σi = Softplus(Wσ ReLU(h(2) i ) + bσ ) zi−1 zi Gated Transition ൪ͷજࡏม ͔Β ൪ͷજࡏม Λੜ͢Δ֬ i − 1 zi−1 i zi
ϕΠζਂֶश, ਢࢁ ರࢤ [3] ࣗવݴޠॲཧͷͨΊͷਂֶश, Goldberg, Yoav, ଞ [4] Structured Inference Networks for Nonlinear State Space Models, Rahul G. Krishnan, Uri Shalit, David Sontag [5] Deep Markov Model(http://pyro.ai/examples/dmm.html)