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Apr 3

A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality Modeling

Hybrid methods have been shown to outperform pure statistical and pure deep learning methods at forecasting tasks and quantifying the associated uncertainty with those forecasts (prediction intervals). One example is Exponential Smoothing Recurrent Neural Network (ES-RNN), a hybrid between a statistical forecasting model and a recurrent neural network variant. ES-RNN achieves a 9.4\% improvement in absolute error in the Makridakis-4 Forecasting Competition. This improvement and similar outperformance from other hybrid models have primarily been demonstrated only on univariate datasets. Difficulties with applying hybrid forecast methods to multivariate data include (i) the high computational cost involved in hyperparameter tuning for models that are not parsimonious, (ii) challenges associated with auto-correlation inherent in the data, as well as (iii) complex dependency (cross-correlation) between the covariates that may be hard to capture. This paper presents Multivariate Exponential Smoothing Long Short Term Memory (MES-LSTM), a generalized multivariate extension to ES-RNN, that overcomes these challenges. MES-LSTM utilizes a vectorized implementation. We test MES-LSTM on several aggregated coronavirus disease of 2019 (COVID-19) morbidity datasets and find our hybrid approach shows consistent, significant improvement over pure statistical and deep learning methods at forecast accuracy and prediction interval construction.

  • 2 authors
·
Dec 15, 2021

A Critical Review of Recurrent Neural Networks for Sequence Learning

Countless learning tasks require dealing with sequential data. Image captioning, speech synthesis, and music generation all require that a model produce outputs that are sequences. In other domains, such as time series prediction, video analysis, and musical information retrieval, a model must learn from inputs that are sequences. Interactive tasks, such as translating natural language, engaging in dialogue, and controlling a robot, often demand both capabilities. Recurrent neural networks (RNNs) are connectionist models that capture the dynamics of sequences via cycles in the network of nodes. Unlike standard feedforward neural networks, recurrent networks retain a state that can represent information from an arbitrarily long context window. Although recurrent neural networks have traditionally been difficult to train, and often contain millions of parameters, recent advances in network architectures, optimization techniques, and parallel computation have enabled successful large-scale learning with them. In recent years, systems based on long short-term memory (LSTM) and bidirectional (BRNN) architectures have demonstrated ground-breaking performance on tasks as varied as image captioning, language translation, and handwriting recognition. In this survey, we review and synthesize the research that over the past three decades first yielded and then made practical these powerful learning models. When appropriate, we reconcile conflicting notation and nomenclature. Our goal is to provide a self-contained explication of the state of the art together with a historical perspective and references to primary research.

  • 3 authors
·
May 29, 2015

Investigating Sparsity in Recurrent Neural Networks

In the past few years, neural networks have evolved from simple Feedforward Neural Networks to more complex neural networks, such as Convolutional Neural Networks and Recurrent Neural Networks. Where CNNs are a perfect fit for tasks where the sequence is not important such as image recognition, RNNs are useful when order is important such as machine translation. An increasing number of layers in a neural network is one way to improve its performance, but it also increases its complexity making it much more time and power-consuming to train. One way to tackle this problem is to introduce sparsity in the architecture of the neural network. Pruning is one of the many methods to make a neural network architecture sparse by clipping out weights below a certain threshold while keeping the performance near to the original. Another way is to generate arbitrary structures using random graphs and embed them between an input and output layer of an Artificial Neural Network. Many researchers in past years have focused on pruning mainly CNNs, while hardly any research is done for the same in RNNs. The same also holds in creating sparse architectures for RNNs by generating and embedding arbitrary structures. Therefore, this thesis focuses on investigating the effects of the before-mentioned two techniques on the performance of RNNs. We first describe the pruning of RNNs, its impact on the performance of RNNs, and the number of training epochs required to regain accuracy after the pruning is performed. Next, we continue with the creation and training of Sparse Recurrent Neural Networks and identify the relation between the performance and the graph properties of its underlying arbitrary structure. We perform these experiments on RNN with Tanh nonlinearity (RNN-Tanh), RNN with ReLU nonlinearity (RNN-ReLU), GRU, and LSTM. Finally, we analyze and discuss the results achieved from both the experiments.

  • 1 authors
·
Jul 30, 2024

Combining Recurrent, Convolutional, and Continuous-time Models with Linear State-Space Layers

Recurrent neural networks (RNNs), temporal convolutions, and neural differential equations (NDEs) are popular families of deep learning models for time-series data, each with unique strengths and tradeoffs in modeling power and computational efficiency. We introduce a simple sequence model inspired by control systems that generalizes these approaches while addressing their shortcomings. The Linear State-Space Layer (LSSL) maps a sequence u mapsto y by simply simulating a linear continuous-time state-space representation x = Ax + Bu, y = Cx + Du. Theoretically, we show that LSSL models are closely related to the three aforementioned families of models and inherit their strengths. For example, they generalize convolutions to continuous-time, explain common RNN heuristics, and share features of NDEs such as time-scale adaptation. We then incorporate and generalize recent theory on continuous-time memorization to introduce a trainable subset of structured matrices A that endow LSSLs with long-range memory. Empirically, stacking LSSL layers into a simple deep neural network obtains state-of-the-art results across time series benchmarks for long dependencies in sequential image classification, real-world healthcare regression tasks, and speech. On a difficult speech classification task with length-16000 sequences, LSSL outperforms prior approaches by 24 accuracy points, and even outperforms baselines that use hand-crafted features on 100x shorter sequences.

  • 7 authors
·
Oct 26, 2021

ParaRNN: Unlocking Parallel Training of Nonlinear RNNs for Large Language Models

Recurrent Neural Networks (RNNs) laid the foundation for sequence modeling, but their intrinsic sequential nature restricts parallel computation, creating a fundamental barrier to scaling. This has led to the dominance of parallelizable architectures like Transformers and, more recently, State Space Models (SSMs). While SSMs achieve efficient parallelization through structured linear recurrences, this linearity constraint limits their expressive power and precludes modeling complex, nonlinear sequence-wise dependencies. To address this, we present ParaRNN, a framework that breaks the sequence-parallelization barrier for nonlinear RNNs. Building on prior work, we cast the sequence of nonlinear recurrence relationships as a single system of equations, which we solve in parallel using Newton's iterations combined with custom parallel reductions. Our implementation achieves speedups of up to 665x over naive sequential application, allowing training nonlinear RNNs at unprecedented scales. To showcase this, we apply ParaRNN to adaptations of LSTM and GRU architectures, successfully training models of 7B parameters that attain perplexity comparable to similarly-sized Transformers and Mamba2 architectures. To accelerate research in efficient sequence modeling, we release the ParaRNN codebase as an open-source framework for automatic training-parallelization of nonlinear RNNs, enabling researchers and practitioners to explore new nonlinear RNN models at scale.

  • 5 authors
·
Oct 24, 2025

AR-Net: A simple Auto-Regressive Neural Network for time-series

In this paper we present a new framework for time-series modeling that combines the best of traditional statistical models and neural networks. We focus on time-series with long-range dependencies, needed for monitoring fine granularity data (e.g. minutes, seconds, milliseconds), prevalent in operational use-cases. Traditional models, such as auto-regression fitted with least squares (Classic-AR) can model time-series with a concise and interpretable model. When dealing with long-range dependencies, Classic-AR models can become intractably slow to fit for large data. Recently, sequence-to-sequence models, such as Recurrent Neural Networks, which were originally intended for natural language processing, have become popular for time-series. However, they can be overly complex for typical time-series data and lack interpretability. A scalable and interpretable model is needed to bridge the statistical and deep learning-based approaches. As a first step towards this goal, we propose modelling AR-process dynamics using a feed-forward neural network approach, termed AR-Net. We show that AR-Net is as interpretable as Classic-AR but also scales to long-range dependencies. Our results lead to three major conclusions: First, AR-Net learns identical AR-coefficients as Classic-AR, thus being equally interpretable. Second, the computational complexity with respect to the order of the AR process, is linear for AR-Net as compared to a quadratic for Classic-AR. This makes it possible to model long-range dependencies within fine granularity data. Third, by introducing regularization, AR-Net automatically selects and learns sparse AR-coefficients. This eliminates the need to know the exact order of the AR-process and allows to learn sparse weights for a model with long-range dependencies.

  • 3 authors
·
Nov 27, 2019

Universal Transformers

Recurrent neural networks (RNNs) sequentially process data by updating their state with each new data point, and have long been the de facto choice for sequence modeling tasks. However, their inherently sequential computation makes them slow to train. Feed-forward and convolutional architectures have recently been shown to achieve superior results on some sequence modeling tasks such as machine translation, with the added advantage that they concurrently process all inputs in the sequence, leading to easy parallelization and faster training times. Despite these successes, however, popular feed-forward sequence models like the Transformer fail to generalize in many simple tasks that recurrent models handle with ease, e.g. copying strings or even simple logical inference when the string or formula lengths exceed those observed at training time. We propose the Universal Transformer (UT), a parallel-in-time self-attentive recurrent sequence model which can be cast as a generalization of the Transformer model and which addresses these issues. UTs combine the parallelizability and global receptive field of feed-forward sequence models like the Transformer with the recurrent inductive bias of RNNs. We also add a dynamic per-position halting mechanism and find that it improves accuracy on several tasks. In contrast to the standard Transformer, under certain assumptions, UTs can be shown to be Turing-complete. Our experiments show that UTs outperform standard Transformers on a wide range of algorithmic and language understanding tasks, including the challenging LAMBADA language modeling task where UTs achieve a new state of the art, and machine translation where UTs achieve a 0.9 BLEU improvement over Transformers on the WMT14 En-De dataset.

  • 5 authors
·
Jul 10, 2018 1

Continual Learning with Dependency Preserving Hypernetworks

Humans learn continually throughout their lifespan by accumulating diverse knowledge and fine-tuning it for future tasks. When presented with a similar goal, neural networks suffer from catastrophic forgetting if data distributions across sequential tasks are not stationary over the course of learning. An effective approach to address such continual learning (CL) problems is to use hypernetworks which generate task dependent weights for a target network. However, the continual learning performance of existing hypernetwork based approaches are affected by the assumption of independence of the weights across the layers in order to maintain parameter efficiency. To address this limitation, we propose a novel approach that uses a dependency preserving hypernetwork to generate weights for the target network while also maintaining the parameter efficiency. We propose to use recurrent neural network (RNN) based hypernetwork that can generate layer weights efficiently while allowing for dependencies across them. In addition, we propose novel regularisation and network growth techniques for the RNN based hypernetwork to further improve the continual learning performance. To demonstrate the effectiveness of the proposed methods, we conducted experiments on several image classification continual learning tasks and settings. We found that the proposed methods based on the RNN hypernetworks outperformed the baselines in all these CL settings and tasks.

  • 4 authors
·
Sep 16, 2022

State-Regularized Recurrent Neural Networks to Extract Automata and Explain Predictions

Recurrent neural networks are a widely used class of neural architectures. They have, however, two shortcomings. First, they are often treated as black-box models and as such it is difficult to understand what exactly they learn as well as how they arrive at a particular prediction. Second, they tend to work poorly on sequences requiring long-term memorization, despite having this capacity in principle. We aim to address both shortcomings with a class of recurrent networks that use a stochastic state transition mechanism between cell applications. This mechanism, which we term state-regularization, makes RNNs transition between a finite set of learnable states. We evaluate state-regularized RNNs on (1) regular languages for the purpose of automata extraction; (2) non-regular languages such as balanced parentheses and palindromes where external memory is required; and (3) real-word sequence learning tasks for sentiment analysis, visual object recognition and text categorisation. We show that state-regularization (a) simplifies the extraction of finite state automata that display an RNN's state transition dynamic; (b) forces RNNs to operate more like automata with external memory and less like finite state machines, which potentiality leads to a more structural memory; (c) leads to better interpretability and explainability of RNNs by leveraging the probabilistic finite state transition mechanism over time steps.

  • 3 authors
·
Dec 9, 2022

Scale Mixtures of Neural Network Gaussian Processes

Recent works have revealed that infinitely-wide feed-forward or recurrent neural networks of any architecture correspond to Gaussian processes referred to as Neural Network Gaussian Processes (NNGPs). While these works have extended the class of neural networks converging to Gaussian processes significantly, however, there has been little focus on broadening the class of stochastic processes that such neural networks converge to. In this work, inspired by the scale mixture of Gaussian random variables, we propose the scale mixture of NNGPs for which we introduce a prior distribution on the scale of the last-layer parameters. We show that simply introducing a scale prior on the last-layer parameters can turn infinitely-wide neural networks of any architecture into a richer class of stochastic processes. With certain scale priors, we obtain heavy-tailed stochastic processes, and in the case of inverse gamma priors, we recover Student's t processes. We further analyze the distributions of the neural networks initialized with our prior setting and trained with gradient descents and obtain similar results as for NNGPs. We present a practical posterior-inference algorithm for the scale mixture of NNGPs and empirically demonstrate its usefulness on regression and classification tasks. In particular, we show that in both tasks, the heavy-tailed stochastic processes obtained from our framework are robust to out-of-distribution data.

  • 4 authors
·
Jul 3, 2021

pLSTM: parallelizable Linear Source Transition Mark networks

Modern recurrent architectures, such as xLSTM and Mamba, have recently challenged the Transformer in language modeling. However, their structure constrains their applicability to sequences only or requires processing multi-dimensional data structures, such as images or molecular graphs, in a pre-defined sequential order. In contrast, Multi-Dimensional RNNs (MDRNNs) are well suited for data with a higher level structure, like 2D grids, trees, and directed acyclic graphs (DAGs). In this work, we extend the notion of multi-dimensionality to linear RNNs. We introduce parallelizable Linear Source Transition Mark networks (pLSTMs) using Source, Transition, and Mark gates that act on the line graph of a general DAG. This enables parallelization in analogy to parallel associative scans and the chunkwise-recurrent form of sequential linear RNNs, but for DAGs. For regular grids (1D and 2D), like images, this scheme can be efficiently implemented using einsum operations, concatenations, and padding in logarithmic time. pLSTMs tackle the vanishing/exploding activation/gradient problem for long distances in DAGs via two distinct modes: a directed propagation mode (P-mode) and a diffusive distribution mode (D-mode). To showcase the long-range capabilities of pLSTM, we introduce arrow-pointing extrapolation as a synthetic computer vision task that contains long-distance directional information. We demonstrate that pLSTMs generalize well to larger image sizes, whereas Transformers struggle to extrapolate. On established molecular graph and computer vision benchmarks, pLSTMs also show strong performance. Code and Datasets are available at: https://github.com/ml-jku/plstm_experiments.

  • 5 authors
·
Jun 13, 2025 2

Combining SNNs with Filtering for Efficient Neural Decoding in Implantable Brain-Machine Interfaces

While it is important to make implantable brain-machine interfaces (iBMI) wireless to increase patient comfort and safety, the trend of increased channel count in recent neural probes poses a challenge due to the concomitant increase in the data rate. Extracting information from raw data at the source by using edge computing is a promising solution to this problem, with integrated intention decoders providing the best compression ratio. Recent benchmarking efforts have shown recurrent neural networks to be the best solution. Spiking Neural Networks (SNN) emerge as a promising solution for resource efficient neural decoding while Long Short Term Memory (LSTM) networks achieve the best accuracy. In this work, we show that combining traditional signal processing techniques, namely signal filtering, with SNNs improve their decoding performance significantly for regression tasks, closing the gap with LSTMs, at little added cost. Results with different filters are shown with Bessel filters providing best performance. Two block-bidirectional Bessel filters have been used--one for low latency and another for high accuracy. Adding the high accuracy variant of the Bessel filters to the output of ANN, SNN and variants provided statistically significant benefits with maximum gains of approx 5% and 8% in R^2 for two SNN topologies (SNN\_Streaming and SNN\_3D). Our work presents state of the art results for this dataset and paves the way for decoder-integrated-implants of the future.

  • 3 authors
·
Dec 26, 2023

Lattice-Based Pruning in Recurrent Neural Networks via Poset Modeling

Recurrent neural networks (RNNs) are central to sequence modeling tasks, yet their high computational complexity poses challenges for scalability and real-time deployment. Traditional pruning techniques, predominantly based on weight magnitudes, often overlook the intrinsic structural properties of these networks. We introduce a novel framework that models RNNs as partially ordered sets (posets) and constructs corresponding dependency lattices. By identifying meet irreducible neurons, our lattice-based pruning algorithm selectively retains critical connections while eliminating redundant ones. The method is implemented using both binary and continuous-valued adjacency matrices to capture different aspects of network connectivity. Evaluated on the MNIST dataset, our approach exhibits a clear trade-off between sparsity and classification accuracy. Moderate pruning maintains accuracy above 98%, while aggressive pruning achieves higher sparsity with only a modest performance decline. Unlike conventional magnitude-based pruning, our method leverages the structural organization of RNNs, resulting in more effective preservation of functional connectivity and improved efficiency in multilayer networks with top-down feedback. The proposed lattice-based pruning framework offers a rigorous and scalable approach for reducing RNN complexity while sustaining robust performance, paving the way for more efficient hierarchical models in both machine learning and computational neuroscience.

  • 1 authors
·
Feb 23, 2025

Long-term Recurrent Convolutional Networks for Visual Recognition and Description

Models based on deep convolutional networks have dominated recent image interpretation tasks; we investigate whether models which are also recurrent, or "temporally deep", are effective for tasks involving sequences, visual and otherwise. We develop a novel recurrent convolutional architecture suitable for large-scale visual learning which is end-to-end trainable, and demonstrate the value of these models on benchmark video recognition tasks, image description and retrieval problems, and video narration challenges. In contrast to current models which assume a fixed spatio-temporal receptive field or simple temporal averaging for sequential processing, recurrent convolutional models are "doubly deep"' in that they can be compositional in spatial and temporal "layers". Such models may have advantages when target concepts are complex and/or training data are limited. Learning long-term dependencies is possible when nonlinearities are incorporated into the network state updates. Long-term RNN models are appealing in that they directly can map variable-length inputs (e.g., video frames) to variable length outputs (e.g., natural language text) and can model complex temporal dynamics; yet they can be optimized with backpropagation. Our recurrent long-term models are directly connected to modern visual convnet models and can be jointly trained to simultaneously learn temporal dynamics and convolutional perceptual representations. Our results show such models have distinct advantages over state-of-the-art models for recognition or generation which are separately defined and/or optimized.

  • 7 authors
·
Nov 17, 2014

MossFormer2: Combining Transformer and RNN-Free Recurrent Network for Enhanced Time-Domain Monaural Speech Separation

Our previously proposed MossFormer has achieved promising performance in monaural speech separation. However, it predominantly adopts a self-attention-based MossFormer module, which tends to emphasize longer-range, coarser-scale dependencies, with a deficiency in effectively modelling finer-scale recurrent patterns. In this paper, we introduce a novel hybrid model that provides the capabilities to model both long-range, coarse-scale dependencies and fine-scale recurrent patterns by integrating a recurrent module into the MossFormer framework. Instead of applying the recurrent neural networks (RNNs) that use traditional recurrent connections, we present a recurrent module based on a feedforward sequential memory network (FSMN), which is considered "RNN-free" recurrent network due to the ability to capture recurrent patterns without using recurrent connections. Our recurrent module mainly comprises an enhanced dilated FSMN block by using gated convolutional units (GCU) and dense connections. In addition, a bottleneck layer and an output layer are also added for controlling information flow. The recurrent module relies on linear projections and convolutions for seamless, parallel processing of the entire sequence. The integrated MossFormer2 hybrid model demonstrates remarkable enhancements over MossFormer and surpasses other state-of-the-art methods in WSJ0-2/3mix, Libri2Mix, and WHAM!/WHAMR! benchmarks.

  • 10 authors
·
Dec 18, 2023

DeltaProduct: Improving State-Tracking in Linear RNNs via Householder Products

Linear Recurrent Neural Networks (linear RNNs) have emerged as competitive alternatives to Transformers for sequence modeling, offering efficient training and linear-time inference. However, existing architectures face a fundamental trade-off between expressivity and efficiency, dictated by the structure of their state-transition matrices. Diagonal matrices, used in models such as Mamba, GLA, or mLSTM, yield fast runtime but have limited expressivity. To address this, recent architectures such as DeltaNet and RWKV-7 adopted a diagonal plus rank-1 structure, which allows simultaneous token and channel mixing, improving associative recall and, as recently shown, state-tracking when allowing negative eigenvalues in the state-transition matrices. Building on the interpretation of DeltaNet's recurrence as performing one step of online gradient descent per token on an associative recall loss, we introduce DeltaProduct, which instead takes multiple (n_h) steps per token. This naturally leads to diagonal plus rank-n_h state-transition matrices, formed as products of n_h generalized Householder transformations, providing a tunable mechanism to balance expressivity and efficiency. We provide a detailed theoretical characterization of the state-tracking capability of DeltaProduct in finite precision, showing how it improves by increasing n_h. Our extensive experiments demonstrate that DeltaProduct outperforms DeltaNet in both state-tracking and language modeling, while also showing significantly improved length extrapolation capabilities.

  • 6 authors
·
Feb 14, 2025

Almost-Linear RNNs Yield Highly Interpretable Symbolic Codes in Dynamical Systems Reconstruction

Dynamical systems (DS) theory is fundamental for many areas of science and engineering. It can provide deep insights into the behavior of systems evolving in time, as typically described by differential or recursive equations. A common approach to facilitate mathematical tractability and interpretability of DS models involves decomposing nonlinear DS into multiple linear DS separated by switching manifolds, i.e. piecewise linear (PWL) systems. PWL models are popular in engineering and a frequent choice in mathematics for analyzing the topological properties of DS. However, hand-crafting such models is tedious and only possible for very low-dimensional scenarios, while inferring them from data usually gives rise to unnecessarily complex representations with very many linear subregions. Here we introduce Almost-Linear Recurrent Neural Networks (AL-RNNs) which automatically and robustly produce most parsimonious PWL representations of DS from time series data, using as few PWL nonlinearities as possible. AL-RNNs can be efficiently trained with any SOTA algorithm for dynamical systems reconstruction (DSR), and naturally give rise to a symbolic encoding of the underlying DS that provably preserves important topological properties. We show that for the Lorenz and R\"ossler systems, AL-RNNs discover, in a purely data-driven way, the known topologically minimal PWL representations of the corresponding chaotic attractors. We further illustrate on two challenging empirical datasets that interpretable symbolic encodings of the dynamics can be achieved, tremendously facilitating mathematical and computational analysis of the underlying systems.

  • 4 authors
·
Oct 18, 2024

Attention as an RNN

The advent of Transformers marked a significant breakthrough in sequence modelling, providing a highly performant architecture capable of leveraging GPU parallelism. However, Transformers are computationally expensive at inference time, limiting their applications, particularly in low-resource settings (e.g., mobile and embedded devices). Addressing this, we (1) begin by showing that attention can be viewed as a special Recurrent Neural Network (RNN) with the ability to compute its many-to-one RNN output efficiently. We then (2) show that popular attention-based models such as Transformers can be viewed as RNN variants. However, unlike traditional RNNs (e.g., LSTMs), these models cannot be updated efficiently with new tokens, an important property in sequence modelling. Tackling this, we (3) introduce a new efficient method of computing attention's many-to-many RNN output based on the parallel prefix scan algorithm. Building on the new attention formulation, we (4) introduce Aaren, an attention-based module that can not only (i) be trained in parallel (like Transformers) but also (ii) be updated efficiently with new tokens, requiring only constant memory for inferences (like traditional RNNs). Empirically, we show Aarens achieve comparable performance to Transformers on 38 datasets spread across four popular sequential problem settings: reinforcement learning, event forecasting, time series classification, and time series forecasting tasks while being more time and memory-efficient.

  • 6 authors
·
May 22, 2024 1

Flow Equivariant Recurrent Neural Networks

Data arrives at our senses as a continuous stream, smoothly transforming from one instant to the next. These smooth transformations can be viewed as continuous symmetries of the environment that we inhabit, defining equivalence relations between stimuli over time. In machine learning, neural network architectures that respect symmetries of their data are called equivariant and have provable benefits in terms of generalization ability and sample efficiency. To date, however, equivariance has been considered only for static transformations and feed-forward networks, limiting its applicability to sequence models, such as recurrent neural networks (RNNs), and corresponding time-parameterized sequence transformations. In this work, we extend equivariant network theory to this regime of `flows' -- one-parameter Lie subgroups capturing natural transformations over time, such as visual motion. We begin by showing that standard RNNs are generally not flow equivariant: their hidden states fail to transform in a geometrically structured manner for moving stimuli. We then show how flow equivariance can be introduced, and demonstrate that these models significantly outperform their non-equivariant counterparts in terms of training speed, length generalization, and velocity generalization, on both next step prediction and sequence classification. We present this work as a first step towards building sequence models that respect the time-parameterized symmetries which govern the world around us.

  • 1 authors
·
Jul 19, 2025 1

Stuffed Mamba: State Collapse and State Capacity of RNN-Based Long-Context Modeling

One essential advantage of recurrent neural networks (RNNs) over transformer-based language models is their linear computational complexity concerning the sequence length, which makes them much faster in handling long sequences during inference. However, most publicly available RNNs (e.g., Mamba and RWKV) are trained on sequences with less than 10K tokens, and their effectiveness in longer contexts remains largely unsatisfying so far. In this paper, we study the cause of the inability to process long context for RNNs and suggest critical mitigations. We examine two practical concerns when applying state-of-the-art RNNs to long contexts: (1) the inability to extrapolate to inputs longer than the training length and (2) the upper bound of memory capacity. Addressing the first concern, we first investigate *state collapse* (SC), a phenomenon that causes severe performance degradation on sequence lengths not encountered during training. With controlled experiments, we attribute this to overfitting due to the recurrent state being overparameterized for the training length. For the second concern, we train a series of Mamba-2 models on long documents to empirically estimate the recurrent state capacity in language modeling and passkey retrieval. Then, three SC mitigation methods are proposed to improve Mamba-2's length generalizability, allowing the model to process more than 1M tokens without SC. We also find that the recurrent state capacity in passkey retrieval scales exponentially to the state size, and we empirically train a Mamba-2 370M with near-perfect passkey retrieval accuracy on 256K context length. This suggests a promising future for RNN-based long-context modeling.

  • 6 authors
·
Oct 9, 2024 3

Recurrent Quantum Neural Networks

Recurrent neural networks are the foundation of many sequence-to-sequence models in machine learning, such as machine translation and speech synthesis. In contrast, applied quantum computing is in its infancy. Nevertheless there already exist quantum machine learning models such as variational quantum eigensolvers which have been used successfully e.g. in the context of energy minimization tasks. In this work we construct a quantum recurrent neural network (QRNN) with demonstrable performance on non-trivial tasks such as sequence learning and integer digit classification. The QRNN cell is built from parametrized quantum neurons, which, in conjunction with amplitude amplification, create a nonlinear activation of polynomials of its inputs and cell state, and allow the extraction of a probability distribution over predicted classes at each step. To study the model's performance, we provide an implementation in pytorch, which allows the relatively efficient optimization of parametrized quantum circuits with thousands of parameters. We establish a QRNN training setup by benchmarking optimization hyperparameters, and analyse suitable network topologies for simple memorisation and sequence prediction tasks from Elman's seminal paper (1990) on temporal structure learning. We then proceed to evaluate the QRNN on MNIST classification, both by feeding the QRNN each image pixel-by-pixel; and by utilising modern data augmentation as preprocessing step. Finally, we analyse to what extent the unitary nature of the network counteracts the vanishing gradient problem that plagues many existing quantum classifiers and classical RNNs.

  • 1 authors
·
Jun 25, 2020

Unlocking State-Tracking in Linear RNNs Through Negative Eigenvalues

Linear Recurrent Neural Networks (LRNNs) such as Mamba, RWKV, GLA, mLSTM, and DeltaNet have emerged as efficient alternatives to Transformers for long sequences. However, both Transformers and LRNNs struggle to perform state-tracking, which may impair performance in tasks such as code evaluation. In one forward pass, current architectures are unable to solve even parity, the simplest state-tracking task, which non-linear RNNs can handle effectively. Recently, Sarrof et al. (2024) demonstrated that the failure of LRNNs like Mamba to solve parity stems from restricting the value range of their diagonal state-transition matrices to [0, 1] and that incorporating negative values can resolve this issue. We extend this result to non-diagonal LRNNs such as DeltaNet. We prove that finite precision LRNNs with state-transition matrices having only positive eigenvalues cannot solve parity, while non-triangular matrices are needed to count modulo 3. Notably, we also prove that LRNNs can learn any regular language when their state-transition matrices are products of identity minus vector outer product matrices, each with eigenvalues in the range [-1, 1]. Our experiments confirm that extending the eigenvalue range of Mamba and DeltaNet to include negative values not only enables them to solve parity but consistently improves their performance on state-tracking tasks. We also show that state-tracking enabled LRNNs can be pretrained stably and efficiently at scale (1.3B parameters), achieving competitive performance on language modeling and showing promise on code and math tasks.

  • 6 authors
·
Nov 19, 2024

Unfolding AIS transmission behavior for vessel movement modeling on noisy data leveraging machine learning

The oceans are a source of an impressive mixture of complex data that could be used to uncover relationships yet to be discovered. Such data comes from the oceans and their surface, such as Automatic Identification System (AIS) messages used for tracking vessels' trajectories. AIS messages are transmitted over radio or satellite at ideally periodic time intervals but vary irregularly over time. As such, this paper aims to model the AIS message transmission behavior through neural networks for forecasting upcoming AIS messages' content from multiple vessels, particularly in a simultaneous approach despite messages' temporal irregularities as outliers. We present a set of experiments comprising multiple algorithms for forecasting tasks with horizon sizes of varying lengths. Deep learning models (e.g., neural networks) revealed themselves to adequately preserve vessels' spatial awareness regardless of temporal irregularity. We show how convolutional layers, feed-forward networks, and recurrent neural networks can improve such tasks by working together. Experimenting with short, medium, and large-sized sequences of messages, our model achieved 36/37/38% of the Relative Percentage Difference - the lower, the better, whereas we observed 92/45/96% on the Elman's RNN, 51/52/40% on the GRU, and 129/98/61% on the LSTM. These results support our model as a driver for improving the prediction of vessel routes when analyzing multiple vessels of diverging types simultaneously under temporally noise data.

  • 4 authors
·
Feb 24, 2022

Bilevel Optimization under Unbounded Smoothness: A New Algorithm and Convergence Analysis

Bilevel optimization is an important formulation for many machine learning problems. Current bilevel optimization algorithms assume that the gradient of the upper-level function is Lipschitz. However, recent studies reveal that certain neural networks such as recurrent neural networks (RNNs) and long-short-term memory networks (LSTMs) exhibit potential unbounded smoothness, rendering conventional bilevel optimization algorithms unsuitable. In this paper, we design a new bilevel optimization algorithm, namely BO-REP, to address this challenge. This algorithm updates the upper-level variable using normalized momentum and incorporates two novel techniques for updating the lower-level variable: initialization refinement and periodic updates. Specifically, once the upper-level variable is initialized, a subroutine is invoked to obtain a refined estimate of the corresponding optimal lower-level variable, and the lower-level variable is updated only after every specific period instead of each iteration. When the upper-level problem is nonconvex and unbounded smooth, and the lower-level problem is strongly convex, we prove that our algorithm requires mathcal{O}(1/epsilon^4) iterations to find an epsilon-stationary point in the stochastic setting, where each iteration involves calling a stochastic gradient or Hessian-vector product oracle. Notably, this result matches the state-of-the-art complexity results under the bounded smoothness setting and without mean-squared smoothness of the stochastic gradient, up to logarithmic factors. Our proof relies on novel technical lemmas for the periodically updated lower-level variable, which are of independent interest. Our experiments on hyper-representation learning, hyperparameter optimization, and data hyper-cleaning for text classification tasks demonstrate the effectiveness of our proposed algorithm.

  • 3 authors
·
Jan 17, 2024

Pay Attention to Evolution: Time Series Forecasting with Deep Graph-Evolution Learning

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among multiple variables and adjusting the model's intrinsic hyperparameters. A still open gap in that literature is that statistical and ensemble learning approaches systematically present lower predictive performance than deep learning methods. They generally disregard the data sequence aspect entangled with multivariate data represented in more than one time series. Conversely, this work presents a novel neural network architecture for time-series forecasting that combines the power of graph evolution with deep recurrent learning on distinct data distributions; we named our method Recurrent Graph Evolution Neural Network (ReGENN). The idea is to infer multiple multivariate relationships between co-occurring time-series by assuming that the temporal data depends not only on inner variables and intra-temporal relationships (i.e., observations from itself) but also on outer variables and inter-temporal relationships (i.e., observations from other-selves). An extensive set of experiments was conducted comparing ReGENN with dozens of ensemble methods and classical statistical ones, showing sound improvement of up to 64.87% over the competing algorithms. Furthermore, we present an analysis of the intermediate weights arising from ReGENN, showing that by looking at inter and intra-temporal relationships simultaneously, time-series forecasting is majorly improved if paying attention to how multiple multivariate data synchronously evolve.

  • 6 authors
·
Aug 28, 2020

PGN: The RNN's New Successor is Effective for Long-Range Time Series Forecasting

Due to the recurrent structure of RNN, the long information propagation path poses limitations in capturing long-term dependencies, gradient explosion/vanishing issues, and inefficient sequential execution. Based on this, we propose a novel paradigm called Parallel Gated Network (PGN) as the new successor to RNN. PGN directly captures information from previous time steps through the designed Historical Information Extraction (HIE) layer and leverages gated mechanisms to select and fuse it with the current time step information. This reduces the information propagation path to O(1), effectively addressing the limitations of RNN. To enhance PGN's performance in long-range time series forecasting tasks, we propose a novel temporal modeling framework called Temporal PGN (TPGN). TPGN incorporates two branches to comprehensively capture the semantic information of time series. One branch utilizes PGN to capture long-term periodic patterns while preserving their local characteristics. The other branch employs patches to capture short-term information and aggregate the global representation of the series. TPGN achieves a theoretical complexity of O(L), ensuring efficiency in its operations. Experimental results on five benchmark datasets demonstrate the state-of-the-art (SOTA) performance and high efficiency of TPGN, further confirming the effectiveness of PGN as the new successor to RNN in long-range time series forecasting. The code is available in this repository: https://github.com/Water2sea/TPGN.

  • 6 authors
·
Sep 26, 2024

A Survey on Structured State Space Sequence (S4) Models

Recent advancements in sequence modeling have led to the emergence of Structured State Space Models (SSMs) as an efficient alternative to Recurrent Neural Networks (RNNs) and Transformers, addressing challenges in long-range dependency modeling and computational efficiency. While RNNs suffer from vanishing gradients and sequential inefficiencies, and Transformers face quadratic complexity, SSMs leverage structured recurrence and state-space representations to achieve superior long-sequence processing with linear or near-linear complexity. This survey provides a comprehensive review of SSMs, tracing their evolution from the foundational S4 model to its successors like Mamba, Simplified Structured State Space Sequence Model (S5), and Jamba, highlighting their improvements in computational efficiency, memory optimization, and inference speed. By comparing SSMs with traditional sequence models across domains such as natural language processing (NLP), speech recognition, vision, and time-series forecasting, we demonstrate their advantages in handling long-range dependencies while reducing computational overhead. Despite their potential, challenges remain in areas such as training optimization, hybrid modeling, and interpretability. This survey serves as a structured guide for researchers and practitioners, detailing the advancements, trade-offs, and future directions of SSM-based architectures in AI and deep learning.

  • 6 authors
·
Mar 21, 2025 1

A Novel Predictive-Coding-Inspired Variational RNN Model for Online Prediction and Recognition

This study introduces PV-RNN, a novel variational RNN inspired by the predictive-coding ideas. The model learns to extract the probabilistic structures hidden in fluctuating temporal patterns by dynamically changing the stochasticity of its latent states. Its architecture attempts to address two major concerns of variational Bayes RNNs: how can latent variables learn meaningful representations and how can the inference model transfer future observations to the latent variables. PV-RNN does both by introducing adaptive vectors mirroring the training data, whose values can then be adapted differently during evaluation. Moreover, prediction errors during backpropagation, rather than external inputs during the forward computation, are used to convey information to the network about the external data. For testing, we introduce error regression for predicting unseen sequences as inspired by predictive coding that leverages those mechanisms. The model introduces a weighting parameter, the meta-prior, to balance the optimization pressure placed on two terms of a lower bound on the marginal likelihood of the sequential data. We test the model on two datasets with probabilistic structures and show that with high values of the meta-prior the network develops deterministic chaos through which the data's randomness is imitated. For low values, the model behaves as a random process. The network performs best on intermediate values, and is able to capture the latent probabilistic structure with good generalization. Analyzing the meta-prior's impact on the network allows to precisely study the theoretical value and practical benefits of incorporating stochastic dynamics in our model. We demonstrate better prediction performance on a robot imitation task with our model using error regression compared to a standard variational Bayes model lacking such a procedure.

  • 2 authors
·
Nov 4, 2018

AutoTimes: Autoregressive Time Series Forecasters via Large Language Models

Foundation models of time series have not been fully developed due to the limited availability of time series corpora and the underexploration of scalable pre-training. Based on the similar sequential formulation of time series and natural language, increasing research demonstrates the feasibility of leveraging large language models (LLM) for time series. Nevertheless, the inherent autoregressive property and decoder-only architecture of LLMs have not been fully considered, resulting in insufficient utilization of LLM abilities. To fully revitalize the general-purpose token transition and multi-step generation capability of large language models, we propose AutoTimes to repurpose LLMs as autoregressive time series forecasters, which projects time series into the embedding space of language tokens and autoregressively generates future predictions with arbitrary lengths. Compatible with any decoder-only LLMs, the consequent forecaster exhibits the flexibility of the lookback length and scalability with larger LLMs. Further, we formulate time series as prompts, extending the context for prediction beyond the lookback window, termed in-context forecasting. By introducing LLM-embedded textual timestamps, AutoTimes can utilize chronological information to align multivariate time series. Empirically, AutoTimes achieves state-of-the-art with 0.1% trainable parameters and over 5times training/inference speedup compared to advanced LLM-based forecasters. Code is available at this repository: https://github.com/thuml/AutoTimes.

  • 5 authors
·
Feb 4, 2024

Generative Pre-Trained Diffusion Paradigm for Zero-Shot Time Series Forecasting

In recent years, generative pre-trained paradigms such as Large Language Models (LLMs) and Large Vision Models (LVMs) have achieved revolutionary advancements and widespread real-world applications. Particularly, the emergence of pre-trained LLMs-based temporal works, compared to previous deep model approaches, has demonstrated superior generalization and robustness, showcasing the potential of generative pre-trained paradigms as foundation models for time series. However, those LLMs-based works mainly focus on cross-modal research, i.e., leveraging the language capabilities of LLMs in time series contexts. Although they have achieved impressive performance, there still exist the issues of concept drift caused by differences in data distribution and inflexibility caused by misalignment of dimensions. To this end, inspired by recent work on LVMs, we reconsider the paradigm of time series modeling. In this paper, we comprehensively explore, for the first time, the effectiveness and superiority of the Generative Pre-trained Diffusion (GPD) paradigm in real-world multivariate time series forecasting (TSF). Specifically, to mitigate performance bias introduced by sophisticated networks, we propose a straightforward MLP diffusion network for unconditional modeling of time series. Then we employ a zero-shot and tuning-free method to predict (generate) future data using historical data as prompts. The GPD paradigm is established on the time series modality, effectively preventing the phenomenon of concept drift, and enabling flexible forecasting of arbitrary lengths. We demonstrate that the GPD paradigm achieves comprehensive performance and generalization comparable to current SOTA LLM-based and deep model paradigms on mainstream benchmarks and various TSF tasks. Extensive experiments validate the potential of the GPD paradigm and its assistance in future related research.

  • 9 authors
·
Jun 4, 2024

TCNCA: Temporal Convolution Network with Chunked Attention for Scalable Sequence Processing

MEGA is a recent transformer-based architecture, which utilizes a linear recurrent operator whose parallel computation, based on the FFT, scales as O(LlogL), with L being the sequence length. We build upon their approach by replacing the linear recurrence with a special temporal convolutional network which permits larger receptive field size with shallower networks, and reduces the computational complexity to O(L). The resulting model is called TCNCA, a Temporal Convolutional Network with Chunked Attention. We evaluate TCNCA on EnWik8 language modeling, long-range-arena (LRA) sequence classification, as well as a synthetic reasoning benchmark associative recall. On EnWik8, TCNCA outperforms MEGA, reaching a lower loss with 1.37times/1.24times faster forward/backward pass during training. The dilated convolutions used in TCNCA are consistently and significantly faster operations than the FFT-based parallelized recurrence in GPUs, making them a scalable candidate for handling very large sequence lengths: they are up to 7.07times/2.86times faster in the forward/backward pass for sequences up to 131k. Further on LRA, TCNCA achieves, on average, 1.28times speed-up during inference with similar accuracy to what MEGA achieves. On associative recall, we find that even a simplified version of TCNCA, without excessive multiplicative and additive interactions, remains superior or competitive to MEGA on a range of sequence lengths and vocabulary sizes.

  • 6 authors
·
Dec 9, 2023

A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the wealth of information implicit in available data. With the recent advancements in graph neural networks (GNNs), there has been a surge in GNN-based approaches for time series analysis. These approaches can explicitly model inter-temporal and inter-variable relationships, which traditional and other deep neural network-based methods struggle to do. In this survey, we provide a comprehensive review of graph neural networks for time series analysis (GNN4TS), encompassing four fundamental dimensions: forecasting, classification, anomaly detection, and imputation. Our aim is to guide designers and practitioners to understand, build applications, and advance research of GNN4TS. At first, we provide a comprehensive task-oriented taxonomy of GNN4TS. Then, we present and discuss representative research works and introduce mainstream applications of GNN4TS. A comprehensive discussion of potential future research directions completes the survey. This survey, for the first time, brings together a vast array of knowledge on GNN-based time series research, highlighting foundations, practical applications, and opportunities of graph neural networks for time series analysis.

  • 8 authors
·
Jul 7, 2023

Continuous online sequence learning with an unsupervised neural network model

The ability to recognize and predict temporal sequences of sensory inputs is vital for survival in natural environments. Based on many known properties of cortical neurons, hierarchical temporal memory (HTM) sequence memory is recently proposed as a theoretical framework for sequence learning in the cortex. In this paper, we analyze properties of HTM sequence memory and apply it to sequence learning and prediction problems with streaming data. We show the model is able to continuously learn a large number of variable-order temporal sequences using an unsupervised Hebbian-like learning rule. The sparse temporal codes formed by the model can robustly handle branching temporal sequences by maintaining multiple predictions until there is sufficient disambiguating evidence. We compare the HTM sequence memory with other sequence learning algorithms, including statistical methods: autoregressive integrated moving average (ARIMA), feedforward neural networks: online sequential extreme learning machine (ELM), and recurrent neural networks: long short-term memory (LSTM) and echo-state networks (ESN), on sequence prediction problems with both artificial and real-world data. The HTM model achieves comparable accuracy to other state-of-the-art algorithms. The model also exhibits properties that are critical for sequence learning, including continuous online learning, the ability to handle multiple predictions and branching sequences with high order statistics, robustness to sensor noise and fault tolerance, and good performance without task-specific hyper- parameters tuning. Therefore the HTM sequence memory not only advances our understanding of how the brain may solve the sequence learning problem, but is also applicable to a wide range of real-world problems such as discrete and continuous sequence prediction, anomaly detection, and sequence classification.

  • 3 authors
·
Dec 16, 2015

Just read twice: closing the recall gap for recurrent language models

Recurrent large language models that compete with Transformers in language modeling perplexity are emerging at a rapid rate (e.g., Mamba, RWKV). Excitingly, these architectures use a constant amount of memory during inference. However, due to the limited memory, recurrent LMs cannot recall and use all the information in long contexts leading to brittle in-context learning (ICL) quality. A key challenge for efficient LMs is selecting what information to store versus discard. In this work, we observe the order in which information is shown to the LM impacts the selection difficulty. To formalize this, we show that the hardness of information recall reduces to the hardness of a problem called set disjointness (SD), a quintessential problem in communication complexity that requires a streaming algorithm (e.g., recurrent model) to decide whether inputted sets are disjoint. We empirically and theoretically show that the recurrent memory required to solve SD changes with set order, i.e., whether the smaller set appears first in-context. Our analysis suggests, to mitigate the reliance on data order, we can put information in the right order in-context or process prompts non-causally. Towards that end, we propose: (1) JRT-Prompt, where context gets repeated multiple times in the prompt, effectively showing the model all data orders. This gives 11.0 pm 1.3 points of improvement, averaged across 16 recurrent LMs and the 6 ICL tasks, with 11.9times higher throughput than FlashAttention-2 for generation prefill (length 32k, batch size 16, NVidia H100). We then propose (2) JRT-RNN, which uses non-causal prefix-linear-attention to process prompts and provides 99% of Transformer quality at 360M params., 30B tokens and 96% at 1.3B params., 50B tokens on average across the tasks, with 19.2times higher throughput for prefill than FA2.

  • 9 authors
·
Jul 7, 2024