A PyTorch implementation of the Multimodal Deep Markov Model (MDMM) and associated inference methods described in Factorized Inference in Deep Markov Models for Incomplete Multimodal Time Series. Please cite this paper if you use or modify any of this code.

Generalizes the Multimodal Variational Auto-Encoder (MVAE) by Wu & Goodman and the Deep Markov Model by Krishnan et al.

After creating a virtual environment with virtualenv or conda, one can simply install the dependencies in requirements.txt. Compatible with both Python 2.7 and Python 3.

virtualenv venv
source venv/bin/activate
pip install -r requirements.txt

Alternatively, one can install the following packages directly through pip:

# For basic functionality
pip install torch==1.1.0 pandas pyyaml matplotlib

# To download and pre-process the Weizmann video dataset
sudo apt-get install ffmpeg
pip install scipy scikit-video scikit-image requests tqdm opencv-python

# To run the experiment scripts using Ray Tune
pip install ray psutil

Before training, the datasets need to be generated or downloaded.

To generate the Spirals dataset, make datasets the current directory, then run python spirals.py. For a list of options, run python spirals.py -h.

To automatically download and preprocess the Weizmann video dataset of human actions, again make sure that datasets is the current directory, then run python weizmann.py.

If automated download fails, create a directory called weizmann in datasets, and download the zip files and segmentation masks from the Weizmann dataset website.

The models subdirectory contains three different inference methods that can be used with MDMM (or MDMM-like) architectures:

• dmm.py implements the MDMM with Bidirectional Factorized Variational Inference, a.k.a. Backward Forward Variational Inference (BFVI), as described in our paper. Refer to the included docstrings for a full list of options.

• dks.py implements the MDMM with the RNN-based structured inference networks described by Krishnan et al. By providing different options to the constructor, one can use either forward or backward RNN networks, and toggle different methods for handling missing data. Refer to the docstrings for details.

• vrnn.py implements a multimodal version of the Variational Recurrent Neural Network (VRNN) described by Chung et al. This is similar to using dks.py with a forward RNN.

The training code for the Spirals dataset can be run by calling: python spirals.py Default hyper-parameters are used, run python spirals.py -h for a full list of options.

The training code for the Weizmann dataset can be run by calling: python weizmann.py Again, default hyper-parameters are used, run python weizmann.py -h for a full list of options.

To specify which inference method to use, use the --model flag with either dmm or dks. To specify which modalities to load and train on, use the --modalities flag. To visualize predictions while training, add the --visualize flag. Pretrained models can be evaluated by adding --load PATH/TO/MODEL.

An abstract Trainer class can be found in trainer.py, allowing training code to easily written for other multimodal sequential datasets.

Ray Tune can be used to easily run experiments across multiple sets of hyper-parameters over multiple trials. Make sure ray is installed for this to work. Install tensorboard and tensorflow as well if you would like to visualize the loss curves via Tensorboard.

For the Spirals dataset: python -m experiments.spirals_suite --trial_cpus N --trial_gpus N

For the Weizmann dataset: python -m experiments.weizmann_suite --trial_cpus N --trial_gpus N

For the Spirals dataset: python -m experiments.spirals_partial --trial_cpus N --trial_gpus N

For the Weizmann dataset: python -m experiments.weizmann_partial --trial_cpus N --trial_gpus N

Semi-supervised learning refers to learning where some sequences have entire modalities removed.

For the Spirals dataset: python -m experiments.spirals_semisup --trial_cpus N --trial_gpus N

For the Weizmann dataset: python -m experiments.weizmann_semisup --trial_cpus N --trial_gpus N

Refer to the paper for example results.

Feel free to raise issues, or email xuan [at] mit [dot] edu with questions.