The traditional bag-of-words approach has found a wide range of applications in computer vision. The standard pipeline consists of a generation of a visual vocabulary, a quantization of the features into histograms of visual words, and a classification step for which usually a support vector machine in combination with a non-linear kernel is used. Given large amounts of data, however, the model suffers from a lack of discriminative power. This applies particularly for action recognition, where the vast amount of video features needs to be subsampled for unsupervised visual vocabulary generation. Moreover, the kernel computation can be very expensive on large datasets. In this work, we propose a recurrent neural network that is equivalent to the traditional bag-of-words approach but enables for the application of discriminative training. The model further allows to incorporate the kernel computation into the neural network directly, solving the complexity issue and allowing to represent the complete classification system within a single network. We evaluate our method on four recent action recognition benchmarks and show that the conventional model as well as sparse coding methods are outperformed.