arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2012.13121cs.LGq-fin.ST

Memory-Gated Recurrent Networks

JD Digits(京东数字科技);City University of Hong Kong(香港城市大学);National University of Singapore(新加坡国立大学);Chong-Qing & Suzhou Research Institutes(重庆苏州研究院)

Yaquan Zhang, Qi Wu, Nanbo Peng, Min Dai, Jing Zhang, Hu Wang

英文摘要:

The essence of multivariate sequential learning is all about how to extract dependencies in data. These data sets, such as hourly medical records in intensive care units and multi-frequency phonetic time series, often time exhibit not only strong serial dependencies in the individual components (the "marginal" memory) but also non-negligible memories in the cross-sectional dependencies (the "joint" memory). Because of the multivariate complexity in the evolution of the joint distribution that underlies the data generating process, we take a data-driven approach and construct a novel recurrent network architecture, termed Memory-Gated Recurrent Networks (mGRN), with gates explicitly regulating two distinct types of memories: the marginal memory and the joint memory. Through a combination of comprehensive simulation studies and empirical experiments on a range of public datasets, we show that our proposed mGRN architecture consistently outperforms state-of-the-art architectures targeting multivariate time series.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑