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Main Authors: Cai, Yuxi, Li, Lan, Huang, Feiqing, Li, Guodong
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2605.02692
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author Cai, Yuxi
Li, Lan
Huang, Feiqing
Li, Guodong
author_facet Cai, Yuxi
Li, Lan
Huang, Feiqing
Li, Guodong
contents The proliferation of large-scale and structurally complex data has spurred the integration of machine learning methods into statistical modeling. Recurrent neural networks (RNNs), a foundational class of models for time-dependent data, can be viewed as nonlinear extensions of classical autoregressive moving average models. Despite their flexibility and empirical success in machine learning, RNNs often suffer from limited interpretability and slow training, which hinders their use in statistics. This paper proposes the Parallelized RNN (ParaRNN), a novel model composed of multiple small recurrent units. ParaRNN admits an additive representation that decouples recurrent dynamics into interpretable components, whose behavior can be characterized through recurrence features. This interpretability enables its applications in nonparametric regression for time-dependent data, while the design also allows efficient parallelization. The approximation capacity and non-asymptotic prediction error bounds in a nonparametric regression setting are established for ParaRNN. Empirical results on three sequential modeling tasks further demonstrate that ParaRNN achieves performance comparable to vanilla RNNs while offering improved interpretability and efficiency.
format Preprint
id arxiv_https___arxiv_org_abs_2605_02692
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle ParaRNN: An Interpretable and Parallelizable Recurrent Neural Network for Time-Dependent Data
Cai, Yuxi
Li, Lan
Huang, Feiqing
Li, Guodong
Machine Learning
The proliferation of large-scale and structurally complex data has spurred the integration of machine learning methods into statistical modeling. Recurrent neural networks (RNNs), a foundational class of models for time-dependent data, can be viewed as nonlinear extensions of classical autoregressive moving average models. Despite their flexibility and empirical success in machine learning, RNNs often suffer from limited interpretability and slow training, which hinders their use in statistics. This paper proposes the Parallelized RNN (ParaRNN), a novel model composed of multiple small recurrent units. ParaRNN admits an additive representation that decouples recurrent dynamics into interpretable components, whose behavior can be characterized through recurrence features. This interpretability enables its applications in nonparametric regression for time-dependent data, while the design also allows efficient parallelization. The approximation capacity and non-asymptotic prediction error bounds in a nonparametric regression setting are established for ParaRNN. Empirical results on three sequential modeling tasks further demonstrate that ParaRNN achieves performance comparable to vanilla RNNs while offering improved interpretability and efficiency.
title ParaRNN: An Interpretable and Parallelizable Recurrent Neural Network for Time-Dependent Data
topic Machine Learning
url https://arxiv.org/abs/2605.02692