Oscillatory State-Space Models
About
We propose Linear Oscillatory State-Space models (LinOSS) for efficiently learning on long sequences. Inspired by cortical dynamics of biological neural networks, we base our proposed LinOSS model on a system of forced harmonic oscillators. A stable discretization, integrated over time using fast associative parallel scans, yields the proposed state-space model. We prove that LinOSS produces stable dynamics only requiring nonnegative diagonal state matrix. This is in stark contrast to many previous state-space models relying heavily on restrictive parameterizations. Moreover, we rigorously show that LinOSS is universal, i.e., it can approximate any continuous and causal operator mapping between time-varying functions, to desired accuracy. In addition, we show that an implicit-explicit discretization of LinOSS perfectly conserves the symmetry of time reversibility of the underlying dynamics. Together, these properties enable efficient modeling of long-range interactions, while ensuring stable and accurate long-horizon forecasting. Finally, our empirical results, spanning a wide range of time-series tasks from mid-range to very long-range classification and regression, as well as long-horizon forecasting, demonstrate that our proposed LinOSS model consistently outperforms state-of-the-art sequence models. Notably, LinOSS outperforms Mamba and LRU by nearly 2x on a sequence modeling task with sequences of length 50k.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Time-series classification | Heartbeat | Accuracy70.65 | 131 | |
| Time-series classification | Ethanol | Accuracy24.56 | 56 | |
| Time-series classification | Motor | Accuracy52.28 | 56 | |
| Multivariate Time Series Classification | UEA multivariate time-series archive (test) | Ethanol Concentration Score29.9 | 47 | |
| Multivariate Time Series Classification | SelfRegSCP1 | Accuracy84.5 | 25 | |
| Multivariate Time Series Classification | SelfRegulationSCP2 UEA (test) | Accuracy58.9 | 22 | |
| Multivariate Time Series Classification | Heartbeat UEA (test) | Accuracy78.4 | 22 | |
| Multivariate Time Series Classification | MotorImagery UEA (test) | Accuracy60 | 22 | |
| Multivariate Time Series Classification | EigenWorms (Worms) UEA-MTSCA (test) | Accuracy95 | 11 | |
| Multivariate Time Series Classification | SelfRegulationSCP1 UEA-MTSCA (test) | Accuracy89.9 | 11 |