Gated Recurrent Neural Networks with Weighted Time-Delay Feedback

N. Benjamin Erichson, Soon Hoe Lim, Michael W. Mahoney

TL;DR: We introduce a gated recurrent unit (GRU) with a weighted time-delay feedback mechanism in order to improve the modeling of long-term dependencies in sequential data.

Abstract: In this paper, we present a novel approach to modeling long-term dependencies in sequential data by introducing a gated recurrent unit (GRU) with a weighted time-delay feedback mechanism. Our proposed model, named $\tau$-GRU, is a discretized version of a continuous-time formulation of a recurrent unit, where the dynamics are governed by delay differential equations (DDEs). We prove the existence and uniqueness of solutions for the continuous-time model and show that the proposed feedback mechanism can significantly improve the modeling of long-term dependencies. Our empirical results indicate that $\tau$-GRU outperforms state-of-the-art recurrent units and gated recurrent architectures on a range of tasks, achieving faster convergence and better generalization.

Submission Number: 1363