Based on work described in Chung, J., Kastner, K., Dinh, L., Goel, K., Courville, A., & Bengio, Y. (2015). A Recurrent Latent Variable Model for Sequential Data. http://arxiv.org/abs/1506.02216 and Girin, L., Leglaive, S., Bie, X., Diard, J., Hueber, T., & Alameda-Pineda, X. (2021). Dynamical variational autoencoders: A comprehensive review. In Foundations and Trends in Machine Learning (Vol. 15, Issues 1–2, pp. 1–175). Now Publishers Inc. https://doi.org/10.1561/2200000089 and the Bie Xiaoyu implementation https://github.com/XiaoyuBIE1994/DVAE. Generalized loss function based upon Coupled Statistics Nelson, K. P., & Umarov, S. (2010). Nonlinear statistical coupling. Physica A: Statistical Mechanics and Its Applications, 389(11), 2157–2163. https://doi.org/10.1016/j.physa.2010.01.044
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View Code? Open in Web Editor NEWVariational Recurrent Neural Network based on Chung and the Girin/Xiaoyu implementation with Coupling Approach