No Arabic abstract
It is well known that it is challenging to train deep neural networks and recurrent neural networks for tasks that exhibit long term dependencies. The vanishing or exploding gradient problem is a well known issue associated with these challenges. One approach to addressing vanishing and exploding gradients is to use either soft or hard constraints on weight matrices so as to encourage or enforce orthogonality. Orthogonal matrices preserve gradient norm during backpropagation and may therefore be a desirable property. This paper explores issues with optimization convergence, speed and gradient stability when encouraging or enforcing orthogonality. To perform this analysis, we propose a weight matrix factorization and parameterization strategy through which we can bound matrix norms and therein control the degree of expansivity induced during backpropagation. We find that hard constraints on orthogonality can negatively affect the speed of convergence and model performance.
A key attribute that drives the unprecedented success of modern Recurrent Neural Networks (RNNs) on learning tasks which involve sequential data, is their ability to model intricate long-term temporal dependencies. However, a well established measure of RNNs long-term memory capacity is lacking, and thus formal understanding of the effect of depth on their ability to correlate data throughout time is limited. Specifically, existing depth efficiency results on convolutional networks do not suffice in order to account for the success of deep RNNs on data of varying lengths. In order to address this, we introduce a measure of the networks ability to support information flow across time, referred to as the Start-End separation rank, which reflects the distance of the function realized by the recurrent network from modeling no dependency between the beginning and end of the input sequence. We prove that deep recurrent networks support Start-End separation ranks which are combinatorially higher than those supported by their shallow counterparts. Thus, we establish that depth brings forth an overwhelming advantage in the ability of recurrent networks to model long-term dependencies, and provide an exemplar of quantifying this key attribute which may be readily extended to other RNN architectures of interest, e.g. variants of LSTM networks. We obtain our results by considering a class of recurrent networks referred to as Recurrent Arithmetic Circuits, which merge the hidden state with the input via the Multiplicative Integration operation, and empirically demonstrate the discussed phenomena on common RNNs. Finally, we employ the tool of quantum Tensor Networks to gain additional graphic insight regarding the complexity brought forth by depth in recurrent networks.
Circuits of biological neurons, such as in the functional parts of the brain can be modeled as networks of coupled oscillators. Inspired by the ability of these systems to express a rich set of outputs while keeping (gradients of) state variables bounded, we propose a novel architecture for recurrent neural networks. Our proposed RNN is based on a time-discretization of a system of second-order ordinary differential equations, modeling networks of controlled nonlinear oscillators. We prove precise bounds on the gradients of the hidden states, leading to the mitigation of the exploding and vanishing gradient problem for this RNN. Experiments show that the proposed RNN is comparable in performance to the state of the art on a variety of benchmarks, demonstrating the potential of this architecture to provide stable and accurate RNNs for processing complex sequential data.
Recurrent neural networks (RNNs) with continuous-time hidden states are a natural fit for modeling irregularly-sampled time series. These models, however, face difficulties when the input data possess long-term dependencies. We prove that similar to standard RNNs, the underlying reason for this issue is the vanishing or exploding of the gradient during training. This phenomenon is expressed by the ordinary differential equation (ODE) representation of the hidden state, regardless of the ODE solvers choice. We provide a solution by designing a new algorithm based on the long short-term memory (LSTM) that separates its memory from its time-continuous state. This way, we encode a continuous-time dynamical flow within the RNN, allowing it to respond to inputs arriving at arbitrary time-lags while ensuring a constant error propagation through the memory path. We call these RNN models ODE-LSTMs. We experimentally show that ODE-LSTMs outperform advanced RNN-based counterparts on non-uniformly sampled data with long-term dependencies. All code and data is available at https://github.com/mlech26l/ode-lstms.
Reservoir computing systems, a class of recurrent neural networks, have recently been exploited for model-free, data-based prediction of the state evolution of a variety of chaotic dynamical systems. The prediction horizon demonstrated has been about half dozen Lyapunov time. Is it possible to significantly extend the prediction time beyond what has been achieved so far? We articulate a scheme incorporating time-dependent but sparse data inputs into reservoir computing and demonstrate that such rare updates of the actual state practically enable an arbitrarily long prediction horizon for a variety of chaotic systems. A physical understanding based on the theory of temporal synchronization is developed.
The design of recurrent neural networks (RNNs) to accurately process sequential inputs with long-time dependencies is very challenging on account of the exploding and vanishing gradient problem. To overcome this, we propose a novel RNN architecture which is based on a structure preserving discretization of a Hamiltonian system of second-order ordinary differential equations that models networks of oscillators. The resulting RNN is fast, invertible (in time), memory efficient and we derive rigorous bounds on the hidden state gradients to prove the mitigation of the exploding and vanishing gradient problem. A suite of experiments are presented to demonstrate that the proposed RNN provides state of the art performance on a variety of learning tasks with (very) long-time dependencies.