Recurrent Neural Network

Content for this page was copied verbatim from Herberg, Evelyn (2023). "Lecture Notes: Neural Network Architectures". arXiv:2304.05133 [cs.LG].

The Neural Networks we introduced so far rely on the assumption of independence among the training and test examples. They process one data point at a time, which is no problem for data sets, in which every data point is generated independently. However, for sequential data that occurs in machine translation, speech recognition, sentiment classification, etc., the dependence is highly relevant to the task.

Recurrent Neural Networks (RNNs), cf. e.g. and , are connectionist models that capture the dynamics of sequences via cycles in the network of nodes. Unlike standard FNNs, recurrent neural networks retain a state that can represent information from an arbitrarily long context window.

Example

Translate a given english input sentence [math]u[/math], consisting of [math]T_{\operatorname{in}}[/math] words [math]u^{\lt t \gt}, t=1,\ldots,T_{\operatorname{in}}[/math], e.g.

[[math]] \begin{align*} \hspace{3cm} &\text{The } &&\text{sun } &&\text{is } &&\text{shining } &&\text{today } \hspace{3cm}\\ &u^{\lt1\gt} &&u^{\lt2\gt} &&u^{\lt3\gt} &&u^{\lt4\gt} &&u^{\lt5\gt} \end{align*} [[/math]]

to a german output sentence [math]y[/math], consisting of [math]T_{\operatorname{out}}[/math] words [math]y^{\lt t \gt}, t=1,\ldots,T_{\operatorname{out}}[/math]. Hopefully, the output will be something like

[[math]] \begin{align*} \hspace{3.5cm} &\text{Heute } &&\text{scheint } &&\text{die } &&\text{Sonne } \hspace{3.5cm}\\ &y^{\lt1\gt} &&y^{\lt2\gt} &&y^{\lt3\gt} &&y^{\lt4\gt} \end{align*} [[/math]]

A comparison of FNN and RNN architecture can be seen in Figure. For simplicity of notation we condense all hidden layers of the FNN into a representative computation node [math]h[/math].

Feedforward Neural Network compared to Recurrent Neural Network with input [math]u[/math], output [math]y[/math] and hidden computation nodes [math]h[/math]. The index is understood as time instance.

In RNNs the computation nodes [math]h[/math] are often called RNN cells, cf. . A RNN cell for a time instance [math]t[/math] takes as an input [math]u^{\lt t \gt}[/math] and [math]h^{\lt t-1\gt}[/math], and computes the outputs [math]h^{\lt t \gt}[/math] and [math]y^{\lt t \gt}[/math], cf. Figure. More specifically for all [math]t=1,\ldots,T_{\operatorname{out}}[/math]

[[math]] \begin{align} \label{eq:RNN1} h^{\lt t \gt} &= \sigma \left( W_{\operatorname{in}} \cdot [h^{\lt t-1\gt};u^{\lt t \gt}] + b \right), \\ y^{\lt t \gt} &= W_{\operatorname{out}}\cdot h^{\lt t \gt}.\label{eq:RNN2} \end{align} [[/math]]

Architecture of a RNN cell.

The equations \eqref{eq:RNN1} and \eqref{eq:RNN2} describe the forward propagation in RNNs. Here, [math][h^{\lt t-1\gt} ; u^{\lt t \gt}][/math] denotes the concatenation of the vectors, and [math]h^{\lt0\gt}[/math] is set to a vector of zeros, so that we do not need to formulate a special case for [math]t=1[/math]. Depending on the application, a softmax function may be applied to [math]W_{\operatorname{out}} h^{\lt t \gt}[/math] to get the output [math]y^{\lt t \gt}[/math].

It may happen that input and output have different lengths [math]T_{\operatorname{in}} \neq T_{\operatorname{out}}[/math], see e.g. Example. Depending on the task and the structure of the data, there exist various types of RNN architectures, cf. and Figure:

• one to many, e.g. image description (image to sentence),
• many to one, e.g. sentiment analysis (video to word),
• many to many, e.g. machine translation (sentence to sentence), like Example,
• many to many, e.g. object tracking (video to object location per frame).

Illustration of different types of RNN architectures.

We note that the weights [math]W_{\operatorname{in}}, W_{\operatorname{out}}[/math] and bias [math]b[/math] in \eqref{eq:RNN1} and \eqref{eq:RNN2} do not change over time, but coincide for all temporal layers of the RNN. Sharing the variables allows the RNN to model variable length sequences, whereas if we had specific parameters for each value of the order parameter, we could not generalize to sequence lengths not seen during training. Typically, [math]\sigma = \tanh[/math] is chosen in RNNs, and this does also not vary between the layers. To obtain a complete optimization problem, we still need a loss function [math]\mathscr{L}[/math], since the RNN represents only the network [math]\mathcal{F}[/math]. To this end, each output [math]y^{\lt t \gt}[/math] is evaluated with a loss function [math]\mathscr{L}^{\lt t \gt}[/math] and the final loss is computed by taking the sum over all time instances

[[math]]\mathscr{L}(\theta) = \sum_{t=1}^{T_{\operatorname{out}}} \mathscr{L}^{\lt t \gt}(y^{\lt t \gt}(\theta)). [[/math]]

Here, as usual, [math]\theta[/math] contains the weights [math]W_{\operatorname{in}},W_{\operatorname{out}}[/math], and bias [math]b[/math].

Variants of RNNs

We briefly introduce two popular variants of RNNs.

In many applications the output at time [math]t[/math] should be a prediction depending on the whole input sequence, not only the "earlier" inputs [math]u^{\lt i \gt}[/math] with [math]i \leq t[/math]. E.g., in speech recognition, the correct interpretation of the current sound as a phoneme may depend on the next few phonemes because of co-articulation and potentially may even depend on the next few words because of the linguistic dependencies between nearby words. As a remedy, we can combine a forward-going RNN and a backward-going RNN, which is then called a Bidirectional RNN, . This architecture allows to compute an output [math]y^{\lt t \gt}[/math] that depends on both the past and the future inputs, but is most sensitive to the input values around time [math]t[/math]. Figure (left) illustrates the typical bidirectional RNN, with [math]h^{\lt t \gt}[/math] and [math]g^{\lt t \gt}[/math] representing the states of the sub-RNNs that move forward and backward through time, respectively.

Another variant of RNNs is the Deep RNN, . As seen in FNNs, Section Feedforward Neural Network , multiple hidden layers allow the network to have a higher expressiveness. Similarly, a RNN can be made deep by stacking RNN cells, see Figure (right).

Examples of Bidirectional RNNs and Deep RNNs. Here, the inputs are denoted by [math]x[/math] instead of [math]u[/math]. Image source: [1].

Long term dependencies

In this section we investigate one of the main challenges, that a RNN can encounter, cf. . Consider the following illustrative example.

Example

Predict the next word in the sequence:

• The cat, which ..., was ...
• The cats, which ..., were ...

Here, depending on whether we are talking about one cat or multiple cats the verb has to be adjusted. The "..." part in the sentence can be very extensive, so that the dependence becomes long.

The gradient from the output [math]y^{\lt t \gt}[/math] with large [math]t[/math] has to propagate back through many layers to affect weights in early layers. Here, the vanishing gradient and exploding gradient problems (cf. Section ResNet ) may occur and hinder training. The exploding gradient problem can be solved relatively robust by gradient clipping, see e.g. . The idea is quite simple. If a gradient [math]\partial_{\theta_i}{\mathscr{L}}[/math], with respect to some variable [math]\theta_i[/math] gets too large, we rescale it. I.e. if [math]\| \partial_{\theta_i}{\mathscr{L}}\| \geq C \in \mathbb{R}[/math] for a hyperparameter [math]C[/math], we set

[[math]] \begin{equation*} \partial_{\theta_i}{\mathscr{L}} \leftarrow C \cdot \frac{ \partial_{\theta_i}{\mathscr{L}}}{\|\partial_{\theta_i}{\mathscr{L}} \|}. \end{equation*} [[/math]]

Let us remark that this is a heuristic approach. In contrast, the vanishing gradient problem is more difficult to solve.

Illustration of vanishing gradient problem for RNNs. The shading of the nodes indicates the sensitivity over time of the network nodes to the input [math]u^{\lt1\gt}[/math] (the darker the shade, the greater the sensitivity). The sensitivity decays over time.

A common remedy is to modify the RNN cell so that it can capture long term dependencies better, and avoids vanishing gradients. Two popular options are Gated Recurrent Unit (GRU) from 2014 , and the cell architecture as suggested already in 1997 in Long Short Term Memory (LSTM) networks . The core idea in both cell architectures is to add gating mechanisms. These gates have a significant influence on whether, and how severely, the input and previous hidden state influence the output and new hidden state. Additionally, the gating mechanism helps to solve the vanishing gradient problem.

Gated Recurrent Unit

The gated recurrent unit has a reset (or relevance) gate [math]\Gamma_r[/math] and an update gate [math]\Gamma_u[/math]. The computations for one unit are as follows

[[math]] \begin{align*} \Gamma_r &= \sigma\left( W_r \cdot[h^{\lt t-1\gt};u^{\lt t \gt}] + b_r \right), &&\textit{reset gate}\\ \Gamma_u &= \sigma\left( W_u\cdot [h^{\lt t-1\gt};u^{\lt t \gt}] + b_u \right), &&\textit{update gate}\\ \widetilde{h}^{\lt t \gt} &= \tanh \left( W_{\operatorname{in}} \cdot[\Gamma_r \odot h^{\lt t-1\gt} ; u^{\lt t \gt}] + b \right), &&\textit{hidden state candidate} \\ h^{\lt t \gt} &= \Gamma_u \odot \widetilde{h}^{\lt t \gt} + (1-\Gamma_u) \odot h^{\lt t-1\gt}, &&\textit{hidden state}\\ y^{\lt t \gt} &= W_{\operatorname{out}} \cdot h^{\lt t \gt}. &&\textit{output} \end{align*} [[/math]]

The computations of the hidden state candidate [math]\widetilde{h}^{\lt t \gt}[/math] and the output [math]y^{\lt t \gt}[/math] resemble the computations in the RNN cell \eqref{eq:RNN1} and \eqref{eq:RNN2}, respectively. However, e.g. if [math]\Gamma_u = 0[/math], then the new hidden state will coincide with the previous hidden state and the candidate will not be taken into account. Also, the GRU has significantly more variables per cell, in comparison with the standard RNN cell.

Architecture of a gated recurrent unit. Weights are omitted in this illustration. A white circle illustrates concatenation, while a circle with a dot represents the Hadamard product and a circle with a plus indicates an addition.

Long Short Term Memory

The key to LSTM networks is that in addition to the hidden state, there also exists a cell state [math]c^{\lt t \gt}[/math], which is propagated through the network. It can be understood like a conveyor belt, which only has minor interactions and runs down the entire chain of LSTM cells, see Figure. This allows information to flow through the network easily. In contrast to GRU, the LSTM cell contains three gates: the forget gate [math]\Gamma_f[/math], input gate [math]\Gamma_i[/math] and output gate [math]\Gamma_o[/math].

[[math]] \begin{align*} \Gamma_f &= \sigma\left( W_f \cdot[h^{\lt t-1\gt};u^{\lt t \gt}] + b_f \right), &&\textit{forget gate}\\ \Gamma_i &= \sigma\left( W_i\cdot [h^{\lt t-1\gt};u^{\lt t \gt}] + b_i \right), &&\textit{input gate}\\ \Gamma_o &= \sigma\left( W_o\cdot [h^{\lt t-1\gt};u^{\lt t \gt}] + b_o \right), &&\textit{output gate}\\ \widetilde{c}^{\lt t \gt} &= \tanh \left( W_c \cdot[h^{\lt t-1\gt} ; u^{\lt t \gt}] + b_c \right), &&\textit{cell state candidate} \\ c^{\lt t \gt} &= \Gamma_f \odot \widetilde{c}^{\lt t-1\gt} + \Gamma_i \odot \widetilde{c}^{\lt t \gt}, && \textit{cell state}\\ h^{\lt t \gt} &= \Gamma_o \odot \tanh(c^{\lt t \gt}), &&\textit{hidden state}\\ y^{\lt t \gt} &= W_{\operatorname{out}} \cdot h^{\lt t \gt}. && \textit{output} \end{align*} [[/math]]

Architecture of a LSTM cell. Weights are omitted in this illustration. A white circle illustrates concatenation, while a circle with a dot represents the Hadamard product and a circle with a plus indicates an addition.

Without gates, i.e. [math]\Gamma_f = \Gamma_i = \Gamma_o = 1[/math], the LSTM network has a certain similarity with the ResNet structure, which was developed later than the LSTM, in 2016 in . This is not so surprising, since both networks aim at solving the vanishing gradient problem. In fact, propagating the cell state has similar effects on the gradients as introducing skip connections.

Language processing

An important application of RNNs is language processing, e.g. machine translation, see Example. In such tasks the words need to be represented, so that the RNN can work with them. Furthermore, we need a way to deal with punctuation marks, and an indicator for the end of a sentence.

To represent the words, we form a dictionary. For the english language we will end up with a vector containing more than 10000 words. Intuitively, we sort the words alphabetically and to simplify computations we use a one-hot representation. E.g., if "the" is the 8367th word in the english dictionary vector, we represent the first input

[[math]] \begin{equation*} u^{\lt1\gt} = \begin{pmatrix} 0 & \ldots & 0 & 1 & 0 & \ldots & 0 \end{pmatrix}^{\top} = e_{8367}, \end{equation*} [[/math]]

with the 8367th unit vector. This allows for an easy way to measure correctness in supervised learning and later on we can use the dictionary to recover the words. Additionally, it is common to create a token for unknown words, which are not in the dictionary. Punctuation marks can either be ignored, or we also create tokens for them. However, the dictionary should at least contain an "end of sentence" token to separate sentences from each other.

General references

Herberg, Evelyn (2023). "Lecture Notes: Neural Network Architectures". arXiv:2304.05133 [cs.LG].