  This study introduces PV-RNN, a novel variational RNN inspired by the
predictive-coding ideas. The model learns to extract the probabilistic
structures hidden in fluctuating temporal patterns by dynamically changing the
stochasticity of its latent states. Its architecture attempts to address two
major concerns of variational Bayes RNNs: how can latent variables learn
meaningful representations and how can the inference model transfer future
observations to the latent variables. PV-RNN does both by introducing adaptive
vectors mirroring the training data, whose values can then be adapted
differently during evaluation. Moreover, prediction errors during
backpropagation, rather than external inputs during the forward computation,
are used to convey information to the network about the external data. For
testing, we introduce error regression for predicting unseen sequences as
inspired by predictive coding that leverages those mechanisms. The model
introduces a weighting parameter, the meta-prior, to balance the optimization
pressure placed on two terms of a lower bound on the marginal likelihood of the
sequential data. We test the model on two datasets with probabilistic
structures and show that with high values of the meta-prior the network
develops deterministic chaos through which the data's randomness is imitated.
For low values, the model behaves as a random process. The network performs
best on intermediate values, and is able to capture the latent probabilistic
structure with good generalization. Analyzing the meta-prior's impact on the
network allows to precisely study the theoretical value and practical benefits
of incorporating stochastic dynamics in our model. We demonstrate better
prediction performance on a robot imitation task with our model using error
regression compared to a standard variational Bayes model lacking such a
procedure.
