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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.

T. Konstantin Rusch, Daniela Rus• 2024

Related benchmarks

TaskDatasetResultRank
Multivariate Time Series ClassificationSelfRegSCP1
Accuracy84.5
25
Multivariate Time Series ClassificationHeartbeat UEA (test)
Accuracy78.1
11
Time-series classificationEigenWorms UEA (test)
Accuracy85
11
Multivariate Time Series ClassificationEthanolConcentration UEA (test)
Accuracy29.8
11
Multivariate Time Series ClassificationMotorImagery UEA (test)
Accuracy51.9
11
Multivariate Time Series ClassificationSelfRegulationSCP2 UEA (test)
Accuracy47.4
11
Open-loop forecastingN-body gravity 3 bodies, damped, PARTIAL regime (test)
MSE0.002
9
Q-only open-loop forecastingLennard-Jones 3-particle cluster KNOWN regime (test)
MSE3.07e-4
9
Q-only open-loop forecastingOscillator conservative
Rollout MSE1.7241
9
Q-only open-loop forecastingOscillator damped
Rollout MSE1.3927
9
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