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In this work we propose a novel approach to utilize convolutional neural networks for time series forecasting. The time direction of the sequential data with spatial dimensions $D=1,2$ is considered democratically as the input of a spatiotemporal $(D+1)$-dimensional convolutional neural network. Latter then reduces the data stream from $D +1 to D$ dimensions followed by an incriminator cell which uses this information to forecast the subsequent time step. We empirically compare this strategy to convolutional LSTMs and LSTMs on their performance on the sequential MNIST and the JSB chorals dataset, respectively. We conclude that temporally folded convolutional neural networks (TFCs) may outperform the conventional recurrent strategies.
In active learning, sampling bias could pose a serious inconsistency problem and hinder the algorithm from finding the optimal hypothesis. However, many methods for neural networks are hypothesis space agnostic and do not address this problem. We exa
The convolutional layers are core building blocks of neural network architectures. In general, a convolutional filter applies to the entire frequency spectrum of the input data. We explore artificially constraining the frequency spectra of these filt
To address the limitations of existing magnitude-based pruning algorithms in cases where model weights or activations are of large and similar magnitude, we propose a novel perspective to discover parameter redundancy among channels and accelerate de
We show implicit filter level sparsity manifests in convolutional neural networks (CNNs) which employ Batch Normalization and ReLU activation, and are trained with adaptive gradient descent techniques and L2 regularization or weight decay. Through an
The past few years have witnessed the fast development of different regularization methods for deep learning models such as fully-connected deep neural networks (DNNs) and Convolutional Neural Networks (CNNs). Most of previous methods mainly consider