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arXiv 2110.04744cs.LGmath.DSstat.ML

Long Expressive Memory for Sequence Modeling

ETH Zürich(苏黎世联邦理工学院);University of Pittsburgh(匹兹堡大学);ICSI(国际计算机科学研究所);UC Berkeley(加州大学伯克利分校)

T. Konstantin Rusch, Siddhartha Mishra, N. Benjamin Erichson, Michael W. Mahoney

英文摘要:

We propose a novel method called Long Expressive Memory (LEM) for learning long-term sequential dependencies. LEM is gradient-based, it can efficiently process sequential tasks with very long-term dependencies, and it is sufficiently expressive to be able to learn complicated input-output maps. To derive LEM, we consider a system of multiscale ordinary differential equations, as well as a suitable time-discretization of this system. For LEM, we derive rigorous bounds to show the mitigation of the exploding and vanishing gradients problem, a well-known challenge for gradient-based recurrent sequential learning methods. We also prove that LEM can approximate a large class of dynamical systems to high accuracy. Our empirical results, ranging from image and time-series classification through dynamical systems prediction to speech recognition and language modeling, demonstrate that LEM outperforms state-of-the-art recurrent neural networks, gated recurrent units, and long short-term memory models.

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