On the Stochastic Stability of Deep Markov Models

Part of Advances in Neural Information Processing Systems 34 pre-proceedings (NeurIPS 2021)

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Authors

Jan Drgona, Sayak Mukherjee, Jiaxin Zhang, Frank Liu, Mahantesh Halappanavar

Abstract

Deep Markov models (DMM) are generative models which are scalable and expressive generalization of Markov models for representation, learning, and inference problems. However, the fundamental stochastic stability guarantees of such models have not been thoroughly investigated. In this paper, we present a novel stability analysis method and provide sufficient conditions of DMM's stochastic stability. The proposed stability analysis is based on the contraction of probabilistic maps modeled by deep neural networks. We make connections between the spectral properties of neural network's weights and different types of used activation function on the stability and overall dynamic behavior of DMMs with Gaussian distributions. Based on the theory, we propose a few practical methods for designing constrained DMMs with guaranteed stability. We empirically substantiate our theoretical results via intuitive numerical experiments using the proposed stability constraints.