Do RNN and LSTM have Long Memory?

Jul 12, 2020

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The LSTM network was proposed to overcome the difficulty in learning long-term dependence, and has made significant advancements in applications. With its success and drawbacks in mind, we raise the question - do RNN and LSTM have long memory? We answer it partially by proving that RNN and LSTM do not have long memory from a time series perspective. Since the term "long memory" is still not well-defined for a network, we propose a new definition for long memory network. To verify our theory, we make minimal modifications to RNN and LSTM and convert them to long memory networks, and illustrate their superiority in modeling long-term dependence of various datasets.

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The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.

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