Seyed Mahdi B. Azad, Jasper Hoffmann, Iman Nematollahi, Hao Zhu, Abhinav Valada, Joschka Boedecker
原文摘要
Forward-backward (FB) representations provide a powerful framework for learning the successor representation (SR) in continuous spaces by enforcing a low-rank factorization. However, a fundamental spectral mismatch often exists between the high-rank transition dynamics of continuous environments and the low-rank bottleneck of the FB architecture, making accurate low-rank representation learning difficult. In this work, we analyze temporal abstraction as a mechanism to mitigate this mismatch. By characterizing the spectral properties of the transition operator, we show that temporal abstraction acts analogously to a low-pass filter that suppresses high-frequency spectral components. This suppression reduces the effective rank of the induced SR while preserving a formal bound on the resulting value function error. Empirically, we show that this alignment is a key factor for stable FB learning, particularly at high discount factors where bootstrapping becomes error-prone. Our results identify temporal abstraction as a principled mechanism for shaping the spectral structure of the underlying MDP and enabling effective long-horizon representations in continuous control.
Multivariate time series forecasting requires capturing temporal dependencies across multiple scales while accounting for both shared and variable-specific dynamics. Compact forecasting models have emerged as an attractive alternative to increasingly large architectures, but preserving strong predictive performance within tight computational and memory budgets remains challenging. We propose a compact one-layer convolutional framework that learns a shared bank of multi-scale temporal filters of each variable. Lightweight variable-specific scalar weights determine the contribution of each temporal component, enabling the model to capture shared temporal structure while adapting to variable-specific dynamics. The learned weights and filter-output energy further provide a natural signal for structured pruning of convolutional filters, reducing computational complexity with minimal degradation in forecasting performance. We additionally introduce an amplitude-adaptive normalization mechanism that preserves variable-dependent temporal amplitudes. Experiments on multiple datasets demonstrate forecasting performance competitive with state-of-the-art methods while requiring substantially fewer parameters and inference FLOPs and achieving low per-sample latency.