RNN and LSTMs

ref: https://deeplearning4j.org/lstm

Feedforward networks are amnesiacs regarding their recent past; they remember nostalgically only the formative moments of training.

recurrent networks have two sources of input, the present and the recent past, which combine to determine how they respond to new data, much as we do in life.

Recurrent networks are distinguished from feedforward networks by that feedback loop, ingesting their own outputs moment after moment as input. It is often said that recurrent networks have memory.2 Adding memory to neural networks has a purpose: There is information in the sequence itself, and recurrent nets use it to perform tasks that feedforward networks can’t.

That sequential information is preserved in the recurrent network’s hidden state, which manages to span many time steps as it cascades forward to affect the processing of each new example.

Just as human memory circulates invisibly within a body, affecting our behavior without revealing its full shape, information circulates in the hidden states of recurrent nets. The English language is full of words that describe the feedback loops of memory. When we say a person is haunted by their deeds, for example, we are simply talking about the consequences that past outputs wreak on present time. The French call this “Le passé qui ne passe pas,” or “The past that does not pass away.”

We’ll describe the process of carrying memory forward mathematically:

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The hidden state at time step t is h_t. It is a function of the input at the same time step x_t, modified by a weight matrix W (like the one we used for feedforward nets) added to the hidden state of the previous time step h_t-1 multiplied by its own hidden-state-to-hidden-state matrix U, otherwise known as a transition matrix and similar to a Markov chain. The weight matrices are filters that determine how much importance to accord to both the present input and the past hidden state. The error they generate will return via backpropagation and be used to adjust their weights until error can’t go any lower.

The sum of the weight input and hidden state is squashed by the function φ – either a logistic sigmoid function or tanh, depending – which is a standard tool for condensing very large or very small values into a logistic space, as well as making gradients workable for backpropagation.

In the mid-90s, a variation of recurrent net with so-called Long Short-Term Memory units, or LSTMs, was proposed by the German researchers Sepp Hochreiter and Juergen Schmidhuber as a solution to the vanishing gradient problem.

LSTMs help preserve the error that can be backpropagated through time and layers. By maintaining a more constant error, they allow recurrent nets to continue to learn over many time steps (over 1000), thereby opening a channel to link causes and effects remotely.

LSTMs contain information outside the normal flow of the recurrent network in a gated cell. Information can be stored in, written to, or read from a cell, much like data in a computer’s memory. The cell makes decisions about what to store, and when to allow reads, writes and erasures, via gates that open and close. Unlike the digital storage on computers, however, these gates are analog, implemented with element-wise multiplication by sigmoids, which are all in the range of 0-1. Analog has the advantage over digital of being differentiable, and therefore suitable for backpropagation.

Those gates act on the signals they receive, and similar to the neural network’s nodes, they block or pass on information based on its strength and import, which they filter with their own sets of weights. Those weights, like the weights that modulate input and hidden states, are adjusted via the recurrent networks learning process. That is, the cells learn when to allow data to enter, leave or be deleted through the iterative process of making guesses, backpropagating error, and adjusting weights via gradient descent.

 

All neural networks whose parameters have been optimized have memory in a sense, because those parameters are the traces of past data. But in feedforward networks, that memory may be frozen in time. That is, after a network is trained, the model it learns may be applied to more data without further adapting itself. In addition, it is monolithic in the sense that the same memory (or set of weights) is applied to all incoming data. Recurrent networks, which also go by the name of dynamic (translation: “changing”) neural networks, are distinguished from feedforward nets not so much by having memory as by giving particular weight to events that occur in a series. While those events do not need to follow each other immediately, they are presumed to be linked, however remotely, by the same temporal thread. Feedforward nets do not make such a presumption. They treat the world as a bucket of objects without order or time. It may be helpful to map two types of neural network to two types of human knowledge. When we are children, we learn to recognize colors, and we go through the rest of our lives recognizing colors wherever we see them, in highly varied contexts and independent of time. We only had to learn the colors once. That knowledge is like memory in feedforward nets; they rely on a past without scope, undefined. Ask them what colors they were fed five minutes ago and they don’t know or care. They are short-term amnesiacs. On the other hand, we also learn as children to decipher the flow of sound called language, and the meanings we extract from sounds such as “toe” or “roe” or “z” are always highly dependent on the sounds preceding (and following) them. Each step of the sequence builds on what went before, and meaning emerges from their order. Indeed, whole sentences conspire to convey the meaning of each syllable within them, their redundant signals acting as a protection against ambient noise. That is similar to the memory of recurrent nets, which look to a particular slice of the past for help. Both types of nets bring the past, or different pasts, to bear in different ways.

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