SigGate: Enhancing Recurrent Neural Networks with Signature-Based Gating Mechanisms

Fuente: arXiv
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Autori principali: Genet, Rémi, Inzirillo, Hugo
Natura: Preprint
Pubblicazione: 2025
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author Genet, Rémi
Inzirillo, Hugo
author_facet Genet, Rémi
Inzirillo, Hugo
contents In this paper, we propose a novel approach that enhances recurrent neural networks (RNNs) by incorporating path signatures into their gating mechanisms. Our method modifies both Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) architectures by replacing their forget and reset gates, respectively, with learnable path signatures. These signatures, which capture the geometric features of the entire path history, provide a richer context for controlling information flow through the network's memory. This modification allows the networks to make memory decisions based on the full historical context rather than just the current input and state. Through experimental studies, we demonstrate that our Signature-LSTM (SigLSTM) and Signature-GRU (SigGRU) models outperform their traditional counterparts across various sequential learning tasks. By leveraging path signatures in recurrent architectures, this method offers new opportunities to enhance performance in time series analysis and forecasting applications.
format Preprint
id arxiv_https___arxiv_org_abs_2502_09318
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle SigGate: Enhancing Recurrent Neural Networks with Signature-Based Gating Mechanisms
Genet, Rémi
Inzirillo, Hugo
Machine Learning
In this paper, we propose a novel approach that enhances recurrent neural networks (RNNs) by incorporating path signatures into their gating mechanisms. Our method modifies both Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) architectures by replacing their forget and reset gates, respectively, with learnable path signatures. These signatures, which capture the geometric features of the entire path history, provide a richer context for controlling information flow through the network's memory. This modification allows the networks to make memory decisions based on the full historical context rather than just the current input and state. Through experimental studies, we demonstrate that our Signature-LSTM (SigLSTM) and Signature-GRU (SigGRU) models outperform their traditional counterparts across various sequential learning tasks. By leveraging path signatures in recurrent architectures, this method offers new opportunities to enhance performance in time series analysis and forecasting applications.
title SigGate: Enhancing Recurrent Neural Networks with Signature-Based Gating Mechanisms
topic Machine Learning
url https://arxiv.org/abs/2502.09318