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We present trellis networks, a new architecture for sequence modeling. On the one hand, a trellis network is a temporal convolutional network with special structure, characterized by weight tying across depth and direct injection of the input into deep layers. On the other hand, we show that truncated recurrent networks are equivalent to trellis networks with special sparsity structure in their weight matrices. Thus trellis networks with general weight matrices generalize truncated recurrent networks. We leverage these connections to design high-performing trellis networks that absorb structural and algorithmic elements from both recurrent and convolutional models. Experiments demonstrate that trellis networks outperform the current state of the art methods on a variety of challenging benchmarks, including word-level language modeling and character-level language modeling tasks, and stress tests designed to evaluate long-term memory retention. The code is available at https://github.com/locuslab/trellisnet .
For most deep learning practitioners, sequence modeling is synonymous with recurrent networks. Yet recent results indicate that convolutional architectures can outperform recurrent networks on tasks such as audio synthesis and machine translation. Given a new sequence modeling task or dataset, which architecture should one use? We conduct a systematic evaluation of generic convolutional and recurrent architectures for sequence modeling. The models are evaluated across a broad range of standard tasks that are commonly used to benchmark recurrent networks. Our results indicate that a simple convolutional architecture outperforms canonical recurrent networks such as LSTMs across a diverse range of tasks and datasets, while demonstrating longer effective memory. We conclude that the common association between sequence modeling and recurrent networks should be reconsidered, and convolutional networks should be regarded as a natural starting point for sequence modeling tasks. To assist related work, we have made code available at http://github.com/locuslab/TCN .
The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series forecasting. We provide the first theoretical analysis of this time series forecasting framework. We include a comparison of sequence-to-sequence modeling to classical time series models, and as such our theory can serve as a quantitative guide for practitioners choosing between different modeling methodologies.
Medical time-series datasets have unique characteristics that make prediction tasks challenging. Most notably, patient trajectories often contain longitudinal variations in their input-output relationships, generally referred to as temporal conditional shift. Designing sequence models capable of adapting to such time-varying distributions remains a prevailing problem. To address this we present Model-Attentive Ensemble learning for Sequence modeling (MAES). MAES is a mixture of time-series experts which leverages an attention-based gating mechanism to specialize the experts on different sequence dynamics and adaptively weight their predictions. We demonstrate that MAES significantly out-performs popular sequence models on datasets subject to temporal shift.
In this paper, we study the generative models of sequential discrete data. To tackle the exposure bias problem inherent in maximum likelihood estimation (MLE), generative adversarial networks (GANs) are introduced to penalize the unrealistic generated samples. To exploit the supervision signal from the discriminator, most previous models leverage REINFORCE to address the non-differentiable problem of sequential discrete data. However, because of the unstable property of the training signal during the dynamic process of adversarial training, the effectiveness of REINFORCE, in this case, is hardly guaranteed. To deal with such a problem, we propose a novel approach called Cooperative Training (CoT) to improve the training of sequence generative models. CoT transforms the min-max game of GANs into a joint maximization framework and manages to explicitly estimate and optimize Jensen-Shannon divergence. Moreover, CoT works without the necessity of pre-training via MLE, which is crucial to the success of previous methods. In the experiments, compared to existing state-of-the-art methods, CoT shows superior or at least competitive performance on sample quality, diversity, as well as training stability.
We study the problem of modeling human mobility from semantic trace data, wherein each GPS record in a trace is associated with a text message that describes the users activity. Existing methods fall short in unveiling human movement regularities, because they either do not model the text data at all or suffer from text sparsity severely. We propose SHMM, a multi-modal spherical hidden Markov model for semantics-rich human mobility modeling. Under the hidden Markov assumption, SHMM models the generation process of a given trace by jointly considering the observed location, time, and text at each step of the trace. The distinguishing characteristic of SHMM is the text modeling part. We use fixed-size vector representations to encode the semantics of the text messages, and model the generation of the l2-normalized text embeddings on a unit sphere with the von Mises-Fisher (vMF) distribution. Compared with other alternatives like multi-variate Gaussian, our choice of the vMF distribution not only incurs much fewer parameters, but also better leverages the discriminative power of text embeddings in a directional metric space. The parameter inference for the vMF distribution is non-trivial since it involves functional inversion of ratios of Bessel functions. We theoretically prove that: 1) the classical Expectation-Maximization algorithm can work with vMF distributions; and 2) while closed-form solutions are hard to be obtained for the M-step, Newtons method is guaranteed to converge to the optimal solution with quadratic convergence rate. We have performed extensive experiments on both synthetic and real-life data. The results on synthetic data verify our theoretical analysis; while the results on real-life data demonstrate that SHMM learns meaningful semantics-rich mobility models, outperforms state-of-the-art mobility models for next location prediction, and incurs lower training cost.