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2019-12-17 16:29:09 +01:00

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"<!-- dom:TITLE: Data Analysis and Machine Learning: Recurrent neural networks -->\n",
"# Data Analysis and Machine Learning: Recurrent neural networks\n",
"<!-- dom:AUTHOR: Morten Hjorth-Jensen at Department of Physics, University of Oslo & Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University -->\n",
"<!-- Author: --> \n",
"**Morten Hjorth-Jensen**, Department of Physics, University of Oslo and Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University\n",
"\n",
"Date: **Dec 17, 2019**\n",
"\n",
"Copyright 1999-2019, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license\n",
"\n",
"\n",
"\n",
"\n",
"## Recurrent neural networks: Overarching view\n",
"\n",
"Till now our focus has been, including convolutional neural networks\n",
"as well, on feedforward neural networks. The output or the activations\n",
"flow only in one direction, from the input layer to the output layer.\n",
"\n",
"A recurrent neural network (RNN) looks very much like a feedforward\n",
"neural network, except that it also has connections pointing\n",
"backward. \n",
"\n",
"RNNs are used to analyze time series data such as stock prices, and\n",
"tell you when to buy or sell. In autonomous driving systems, they can\n",
"anticipate car trajectories and help avoid accidents. More generally,\n",
"they can work on sequences of arbitrary lengths, rather than on\n",
"fixed-sized inputs like all the nets we have discussed so far. For\n",
"example, they can take sentences, documents, or audio samples as\n",
"input, making them extremely useful for natural language processing\n",
"systems such as automatic translation and speech-to-text.\n",
"\n",
"**The text here is under development**. Planned finished mid Jan 2020.\n",
"\n",
"\n",
"## Set up of an RNN\n",
"\n",
"The figure here displays a simple example of an RNN, with inputs $x_t$\n",
"at a given time $t$ and outputs $y_t$. Introducing time as a variable\n",
"offers an intutitive way of understanding these networks. In addition\n",
"to the inputs $x_t$, the layer at a time $t$ receives also as input\n",
"the output from the previous layer $t-1$, that is $y_{t1}$.\n",
"\n",
"This means also that we need to have weights that link both the inputs\n",
"$x_t$ to the outputs $y_t$ as well as weights that link the output\n",
"from the previous time $y_{t-1}$ and $y_t$. The figure here shows an\n",
"example of a simple RNN.\n",
"\n",
"\n",
"\n",
"## Solving differential equations and eigenvalue problems with RNNs\n",
"\n",
"\n",
"\n",
"In our discussions of ordinary differential equations and partial\n",
"differential equations using neural networks. Here we will discuss how\n",
"we can solve say ordinary differential equations and eigenvalue\n",
"problems using RNNs. Eigenvalue problems can be solved using RNNs by\n",
"rewriting such a problems as a non-linear differential equation.\n",
"\n",
"Instead of starting with a well-known ordinary differential equation,\n",
"we start directly with an eigenvaule problem.\n",
"\n",
"\n",
"\n",
"## Long-Short Time Memory\n",
"\n",
"Discussions about dynamic unrolling through time. discuss memory cells, input and output"
]
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