Task-Synchronized Recurrent Neural Networks

Fuente: arXiv
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Autores principales: Lukoševičius, Mantas, Uselis, Arnas
Formato: Preprint
Publicado: 2022
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author Lukoševičius, Mantas
Uselis, Arnas
author_facet Lukoševičius, Mantas
Uselis, Arnas
contents Data are often sampled irregularly in time. Dealing with this using Recurrent Neural Networks (RNNs) traditionally involved ignoring the fact, feeding the time differences as additional inputs, or resampling the data. All these methods have their shortcomings. We propose an elegant straightforward alternative approach where instead the RNN is in effect resampled in time to match the time of the data or the task at hand. We use Echo State Network (ESN) and Gated Recurrent Unit (GRU) as the basis for our solution. Such RNNs can be seen as discretizations of continuous-time dynamical systems, which gives a solid theoretical ground to our approach. Our Task-Synchronized ESN (TSESN) and GRU (TSGRU) models allow for a direct model time setting and require no additional training, parameter tuning, or computation (solving differential equations or interpolating data) compared to their regular counterparts, thus retaining their original efficiency. We confirm empirically that our models can effectively compensate for the time-non-uniformity of the data and demonstrate that they compare favorably to data resampling, classical RNN methods, and alternative RNN models proposed to deal with time irregularities on several real-world nonuniform-time datasets. We open-source the code at https://github.com/oshapio/task-synchronized-RNNs .
format Preprint
id arxiv_https___arxiv_org_abs_2204_05192
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Task-Synchronized Recurrent Neural Networks
Lukoševičius, Mantas
Uselis, Arnas
Machine Learning
Neural and Evolutionary Computing
68T07, 68T05, 37M10
I.2.6; G.1.2
Data are often sampled irregularly in time. Dealing with this using Recurrent Neural Networks (RNNs) traditionally involved ignoring the fact, feeding the time differences as additional inputs, or resampling the data. All these methods have their shortcomings. We propose an elegant straightforward alternative approach where instead the RNN is in effect resampled in time to match the time of the data or the task at hand. We use Echo State Network (ESN) and Gated Recurrent Unit (GRU) as the basis for our solution. Such RNNs can be seen as discretizations of continuous-time dynamical systems, which gives a solid theoretical ground to our approach. Our Task-Synchronized ESN (TSESN) and GRU (TSGRU) models allow for a direct model time setting and require no additional training, parameter tuning, or computation (solving differential equations or interpolating data) compared to their regular counterparts, thus retaining their original efficiency. We confirm empirically that our models can effectively compensate for the time-non-uniformity of the data and demonstrate that they compare favorably to data resampling, classical RNN methods, and alternative RNN models proposed to deal with time irregularities on several real-world nonuniform-time datasets. We open-source the code at https://github.com/oshapio/task-synchronized-RNNs .
title Task-Synchronized Recurrent Neural Networks
topic Machine Learning
Neural and Evolutionary Computing
68T07, 68T05, 37M10
I.2.6; G.1.2
url https://arxiv.org/abs/2204.05192