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<center><h1>Data Analysis and Machine Learning: Recurrent neural networks</h1></center> <!-- document title -->
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<!-- author(s): Morten Hjorth-Jensen -->
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<b>Morten Hjorth-Jensen</b> [1, 2]
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<center>[1] <b>Department of Physics, University of Oslo</b></center>
<center>[2] <b>Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University</b></center>
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<center><h4>Dec 16, 2019</h4></center> <!-- date -->
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<h2 id="___sec0">Recurrent neural networks: Overarching view </h2>
<p>
Till now our focus has been, including convolutional neural networks as well,
on feedforward neural networks. The output or the
activations flow only in one direction, from the input layer to the
output layer.
<p>
A recurrent neural network (RNN) looks very much like a feedforward
neural network, except that it also has connections pointing
backward.
<p>
RNNs are used to analyze time series data such as stock prices, and
tell you when to buy or sell. In autonomous driving systems, they can
anticipate car trajectories and help avoid accidents. More generally,
they can work on sequences of arbitrary lengths, rather than on
fixed-sized inputs like all the nets we have discussed so far. For
example, they can take sentences, documents, or audio samples as
input, making them extremely useful for natural language processing
systems such as automatic translation and speech-to-text.
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<b>The text here is under development</b>. Planned finished Jan 2020.
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<h2 id="___sec1">Set up of an RNN </h2>
<p>
The figure here displays a simple example of an RNN, with inputs \( x_t \)
at a given time \( t \) and outputs \( y_t \). Introducing time as a variable
offers an intutitive way of understanding these networks. In addition
to the inputs \( x_t \), the layer at a time \( t \) receives also as input
the output from the previous layer \( t-1 \), that is \( y_{t1} \).
<p>
This means also that we need to have weights that link both the inputs \( x_t \) to the outputs \( y_t \) as well as weights that link
the output from the previous time \( y_{t-1} \) and \( y_t \). The figure here shows an example of a simple RNN.
<p>
Add figures and bring up equations.
<p>
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<h2 id="___sec2">Solving differential equations and eigenvalue problems with RNNs </h2>
<p>
Have example with eigenvalues solvers as well.
<p>
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<h2 id="___sec3">Long-Short Time Memory </h2>
<p>
Discussions about dynamic unrolling through time. discuss memory cells, input and output
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