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README.md

Memory-augmented Recurrent Networks (mRNN+mLSTM)

News

本版本为preview版,后续正式版本会在 https://github.com/huawei-noah/noah-research/tree/master/mRNN-mLSTM 上发布。

This is a preview version. The official version will be available at https://github.com/huawei-noah/noah-research/tree/master/mRNN-mLSTM at a later stage.


Paper

Do RNN and LSTM have Long Memory? ICML 2020. [arXiv]

By Jingyu Zhao, Feiqing Huang, Jia Lv, Yanjie Duan, Zhen Qin, Guodong Li and Guangjian Tian.

Please refer to the paper for an introduction to datasets and the required references.

Requirements

  • python 3

  • pytorch >= 1.0.0

  • Gensim

  • sklearn

  • numpy

  • json

  • pandas

  • math

Usage

Time series prediction

For example, you can run the following code to train an mLSTM model on the tree7 dataset.

python train.py --dataset 'tree7' --algorithm 'mLSTM'

Available datasets

  • ARFIMA series: arfima
  • Dow Jones Industrial Average (DJI): DJI
  • Metro interstate traffic volume: traffic
  • Tree ring: tree7

Available algorithms

  • vanilla RNN: RNN
  • vanilla LSTM: LSTM
  • Memory-augmented RNN with homogeneous memory parameter d: mRNN_fixD
  • Memory-augmented RNN with dynamic d: mRNN
  • Memory-augmented LSTM with homogeneous d: mLSTM_fixD
  • Memory-augmented LSTM: mLSTM

Review classification

  • You can use word2vec to embed each word to a vector with Gensim. The parameter vec_size is used for setting the embedding dimension.

    python preprocess.py --vec_size 16
    

    Here, we have already embedded each word to a 16-dimension vector and saved the embeddings in data.json in data\review_classification.

  • You can select and test different models through the algorithm parameter. For example, you can test the model mLSTM_fixD using the code below.

    python train.py --algorithm 'mLSTM_fixD'
    

Available algorithms

  • vanilla RNN: RNN
  • vanilla LSTM: LSTM
  • Memory-augmented RNN with homogeneous memory parameter d: mRNN_fixD
  • Memory-augmented LSTM with homogeneous d: mLSTM_fixD

License

© Contributors, 2020. Licensed under a BSD 3-Clause license.

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Code for ICML 2020 paper: Do RNN and LSTM have Long Memory?

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