An important problem in time-series analysis is modeling systems with time-varying dynamics. Probabilistic models with joint continuous and discrete latent states offer interpretable, efficient, and experimentally useful descriptions of such data. Commonly used models include autoregressive hidden Markov models (ARHMMs) and switching linear dynamical systems (SLDSs), each with its own advantages and disadvantages. ARHMMs permit exact inference and easy parameter estimation, but are parameter intensive when modeling long dependencies, and hence are prone to overfitting. In contrast, SLDSs can capture long-range dependencies in a parameter efficient way through Markovian latent dynamics, but present an intractable likelihood and a challenging parameter estimation task. In this paper, we propose switching autoregressive low-rank tensor (SALT) models, which retain the advantages of both approaches while ameliorating the weaknesses. SALT parameterizes the tensor of an ARHMM with a low-rank factorization to control the number of parameters and allow longer range dependencies without overfitting. We prove theoretical and discuss practical connections between SALT, linear dynamical systems, and SLDSs. We empirically demonstrate quantitative advantages of SALT models on a range of simulated and real prediction tasks, including behavioral and neural datasets. Furthermore, the learned low-rank tensor provides novel insights into temporal dependencies within each discrete state.

Over the last several years, the use of machine learning (ML) in neuroscience has been increasing exponentially. Here, we review ML's contributions, both realized and potential, across several areas of systems neuroscience. We describe four primary roles of ML within neuroscience: 1) creating solutions to engineering problems, 2) identifying predictive variables, 3) setting benchmarks for simple models of the brain, and 4) serving itself as a model for the brain. The breadth and ease of its applicability suggests that machine learning should be in the toolbox of most systems neuroscientists.

While machine learning tools have been rapidly advancing, the majority of neural decoding approaches still use last century's methods. Improving the performance of neural decoding algorithms allows us to better understand what information is contained in the brain, and can help advance engineering applications such as brain machine interfaces. Here, we apply modern machine learning techniques, including neural networks and gradient boosting, to decode from spiking activity in 1) motor cortex, 2) somatosensory cortex, and 3) hippocampus. We compare the predictive ability of these modern methods with traditional decoding methods such as Wiener and Kalman filters. Modern methods, in particular neural networks and ensembles, significantly outperformed the traditional approaches. For instance, for all of the three brain areas, an LSTM decoder explained over 40% of the unexplained variance from a Wiener filter. These results suggest that modern machine learning techniques should become the standard methodology for neural decoding. We provide code to facilitate wider implementation of these methods.