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On the choice of parameters of the cost function in nested modular RNN's.
1School of Information Systems, University of East Anglia, Norwich, NR4 7TJ, UK. d.mandic@uea.ac.uk
IEEE Transactions on Neural Networks
|February 6, 2008
Summary
This study introduces a novel cost function for pipelined recurrent neural networks (PRNNs) to improve time series prediction. The new approach enhances memory management and module contribution, outperforming existing PRNN methods.
Area of Science:
- Artificial Intelligence
- Machine Learning
- Deep Learning
Background:
- Recurrent Neural Networks (RNNs) face vanishing gradient issues in predictions.
- Pipelined Recurrent Neural Networks (PRNNs) offer a modular architecture to mitigate this.
- Existing PRNN cost functions utilize a forgetting factor from recursive least squares (RLS).
Purpose of the Study:
- To propose novel cost function coefficient choices for PRNNs.
- To develop a cost function that provides module output forgetting based on network architecture.
- To enhance PRNN performance in time series prediction.
Main Methods:
- Designing a new cost function for PRNNs with unit norm constraints on coefficients.
- Implementing the modified cost function within the PRNN architecture.
- Evaluating the PRNN's performance on time series prediction tasks.
Main Results:
- The proposed cost function enables forgetting of adjacent module outputs based on PRNN architecture.
- Unit norm constraints ensure each module contributes fully while managing memory.
- The modified PRNN demonstrated superior performance compared to existing PRNN schemes in simulations.
Conclusions:
- The novel cost function effectively addresses memory management in PRNNs.
- This approach enhances the learning process by balancing module contribution and forgetting.
- The modified PRNN shows significant improvements in time series prediction accuracy.
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