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From Gradients to Riccati Geometry: Kalman World Models for Single-Pass Learning

Andrew Kiruluta

Abstract

Backpropagation dominates modern machine learning, yet it is not the only principled method for optimizing dynamical systems. We propose Kalman World Models (KWM), a class of learned state-space models trained via recursive Bayesian filtering rather than reverse-mode automatic differentiation. Instead of gradient descent updates, we replace parameter learning with Kalman-style gain adaptation. Training becomes online filtering; error signals become innovations. We further extend this framework to transformer-based large language models (LLMs), where internal activations are treated as latent dynamical states corrected via innovation terms. This yields a gradient-free training and adaptation paradigm grounded in control theory. We derive stability conditions, analyze computational complexity, and provide empirical results on sequence modeling tasks demonstrating competitive performance with improved robustness and continual adaptation properties.

From Gradients to Riccati Geometry: Kalman World Models for Single-Pass Learning

Abstract

Backpropagation dominates modern machine learning, yet it is not the only principled method for optimizing dynamical systems. We propose Kalman World Models (KWM), a class of learned state-space models trained via recursive Bayesian filtering rather than reverse-mode automatic differentiation. Instead of gradient descent updates, we replace parameter learning with Kalman-style gain adaptation. Training becomes online filtering; error signals become innovations. We further extend this framework to transformer-based large language models (LLMs), where internal activations are treated as latent dynamical states corrected via innovation terms. This yields a gradient-free training and adaptation paradigm grounded in control theory. We derive stability conditions, analyze computational complexity, and provide empirical results on sequence modeling tasks demonstrating competitive performance with improved robustness and continual adaptation properties.
Paper Structure (45 sections, 4 theorems, 153 equations, 1 table)

This paper contains 45 sections, 4 theorems, 153 equations, 1 table.

Key Result

Theorem 1

Under a locally linear Gaussian observation model with covariance $R$, if the parameter covariance $P_t$ equals the inverse Fisher information $F^{-1}(\theta_t)$, then the Kalman parameter update coincides with a natural gradient step. The equivalence becomes exact in the limit of small observation

Theorems & Definitions (8)

  • Theorem 1: Kalman–Natural Gradient Equivalence
  • proof
  • Theorem 2: Global Convergence for Strongly Convex Objectives
  • proof
  • Theorem 3: Windowed Exponential Stability for Time-Varying Jacobians
  • proof : Proof sketch
  • Theorem 4: Robust Stability with Low-Rank Covariance
  • proof : Proof sketch