On the Curse of Memory in Recurrent Neural Networks: Approximation and Optimization Analysis

Zhong Li · Jiequn Han · Weinan E · Qianxiao Li

Keywords: [ curse of memory ] [ universal approximation ] [ dynamical system ] [ recurrent neural network ] [ optimization ]

[ Abstract ]
[ Paper ]
Thu 6 May 5 p.m. PDT — 7 p.m. PDT


We study the approximation properties and optimization dynamics of recurrent neural networks (RNNs) when applied to learn input-output relationships in temporal data. We consider the simple but representative setting of using continuous-time linear RNNs to learn from data generated by linear relationships. Mathematically, the latter can be understood as a sequence of linear functionals. We prove a universal approximation theorem of such linear functionals and characterize the approximation rate. Moreover, we perform a fine-grained dynamical analysis of training linear RNNs by gradient methods. A unifying theme uncovered is the non-trivial effect of memory, a notion that can be made precise in our framework, on both approximation and optimization: when there is long-term memory in the target, it takes a large number of neurons to approximate it. Moreover, the training process will suffer from slow downs. In particular, both of these effects become exponentially more pronounced with increasing memory - a phenomenon we call the “curse of memory”. These analyses represent a basic step towards a concrete mathematical understanding of new phenomenons that may arise in learning temporal relationships using recurrent architectures.

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