A Pretrained Model for Bayesian Filtering in Heterogeneous Dynamical Systems
Ke Fan, Wen Wu, Haitao Su, Yilin Wang, Yuan Zhou, Chao Zhang
AI 速览：提出首个面向贝叶斯滤波的预训练模型 FilterFM，用单一检查点跨异构动力系统估计隐状态，并报告零样本滤波与缩放行为。
Filtering has not yet had its foundation-model moment: state estimation is still dominated either by online Bayesian filtering algorithms that require known dy- namics as inputs, or by learning-based neural filters trained from scratch for a single system or parametric family. The core challenge is structural heterogene- ity: dynamical systems differ in their governing dynamics, physical scales, and noise levels, precluding a shared representation space for a reusable filter. To bridge this gap, we introduce FilterFM, the first pretrained model for Bayesian filtering that estimates latent states across heterogeneous dynamical systems with a single checkpoint. FilterFM employs a hierarchical two-level observation se- quence encoder and a prior-to-posterior state-reconstruction module that together handle varying observation and state dimensions across heterogeneous systems, while modeling state uncertainty via quantile prediction. Trained on a mixture of heterogeneous filtering tasks, FilterFM exhibits superior in-domain performance, delivering significant gains in estimation accuracy, runtime efficiency, and noise robustness compared to existing baselines. Beyond in-domain performance, it marks the first model to successfully enable zero-shot filtering on unseen dynamics, bridging the generalization gap in state estimation. Furthermore, we uncover clear scaling behaviors in foundation-model-based Bayesian filtering, which combined with comprehensive component ablation studies, validate the structural optimality of our design and broaden the generalization scope for this research field.
AI 速览：PORTAL 是一个决定何时部署测试时干预、标注哪些输入以及何时停止查询的控制器，用少量标签在候选预测规则间做选择。
Test-time adaptation helps a deployed model respond to changing inputs, but the same intervention can rescue one batch and damage the next. Updating normalization statistics, for example, can improve corrupted images yet fail when a batch contains mostly one class. Average accuracy hides these failures and cannot tell a model when to use an intervention. Target labels can guide this decision, but they are scarce and some choices are already clear. We introduce PORTAL, a controller that chooses when to deploy an intervention, which inputs to label, and when to stop querying. Each available prediction rule is a candidate, and its predictions are fixed before current feedback arrives. Every acquired label therefore evaluates all candidates on the same input. PORTAL combines these shared comparisons and directs queries toward candidates that can still overtake the current leader. It stops when the remaining labels cannot change the choice or when the possible accuracy gain no longer justifies another query. Our analysis links the required feedback to accuracy gaps and shared mistakes, explaining why some choices need much less evidence. Experiments show that this control turns an intervention that loses accuracy overall into a useful choice on selected batches. It prevents severe failures caused by changes in arrival order and preserves gains across complete corruption streams. When a fixed rule already works well, PORTAL uses little feedback to retain its performance. Periodic label checks reveal when past evidence needs refreshing and help the controller recover as conditions change. The acquired labels also train stronger candidates for future batches, and selection brings nearly all of their accuracy gains into deployment. The same feedback therefore improves both the choice made now and the predictions available to later batches.