Orthogonal Gated Recurrent Unit With Neumann-Cayley Transformation

In recent years, using orthogonal matrices has been shown to be a promising approach to improving recurrent neural networks (RNNs) with training, stability, and convergence, particularly to control gradients. While gated recurrent unit (GRU) and long short-term memory (LSTM) architectures address the vanishing gradient problem by using a variety of gates and memory cells, they are still prone to the exploding gradient problem. In this work, we analyze the gradients in GRU and propose the use of orthogonal matrices to prevent exploding gradient problems and enhance long-term memory. We study where to use orthogonal matrices and propose a Neumann series-based scaled Cayley transformation for training orthogonal matrices in GRU, which we call Neumann-Cayley orthogonal GRU (NC-GRU). We present detailed experiments of our model on several synthetic and real-world tasks, which show that NC-GRU significantly outperforms GRU and several other RNNs.