A central problem in dynamical system modeling is state discovery--that is, finding a compact summary of the past that captures the information needed to predict the future. Predictive State Representations (PSRs) enable clever spectral methods for state discovery; however, while consistent in the limit of infinite data, these methods often suffer from poor performance in the low data regime. In this paper we develop a novel algorithm for incorporating domain knowledge, in the form of an imperfect state representation, as side information to speed spectral learning for PSRs. We prove theoretical results characterizing the relevance of a user-provided state representation, and design spectral algorithms that can take advantage of a relevant representation. Our algorithm utilizes principal angles to extract the relevant components of the representation, and is robust to misspecification. Empirical evaluation on synthetic HMMs, an aircraft identification domain, and a gene splice dataset shows that, even with weak domain knowledge, the algorithm can significantly outperform standard PSR learning.

It is common to assess a model's merit for scientific discovery, and thus novel insights, by how well it aligns with already available domain

Code for feature engineering Interpreter: Executes generated code T abular Prediction Model: Performs cross-validation.

As the field of automated machine learning (AutoML) advances, it becomes increasingly important to incorporate domain knowledge into these systems.

Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

SSL based on persistent homology (PH), a mathematical tool for modeling topological features of data that persist across multiple scales.

Neural Information Processing Systems http://nips.cc/