WaLRUS: Wavelets for Long range Representation Using State Space Methods

State-Space Models (SSMs) have proven to be powerful tools for modeling longrange dependencies in sequential data. While the recent method known as HiPPO has demonstrated strong performance, and formed the basis for machine learning models S4 and Mamba, it remains limited by its reliance on closed-form solutions for a few specific, well-behaved bases. The SaFARi framework generalized this approach, enabling the construction of SSMs from arbitrary frames, including non-orthogonal and redundant ones, thus allowing an infinite diversity of possible "species" within the SSM family. In this paper, we introduce WaLRUS (Wavelets for Long-range Representation Using SSMs).We compare WaLRUS to HiPPO-based models, and demonstrate improved accuracy and more efficient implementations for online function approximation tasks.