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Liquid Time-constant Networks (2006.04439v4)

Published 8 Jun 2020 in cs.LG, cs.NE, and stat.ML

Abstract: We introduce a new class of time-continuous recurrent neural network models. Instead of declaring a learning system's dynamics by implicit nonlinearities, we construct networks of linear first-order dynamical systems modulated via nonlinear interlinked gates. The resulting models represent dynamical systems with varying (i.e., liquid) time-constants coupled to their hidden state, with outputs being computed by numerical differential equation solvers. These neural networks exhibit stable and bounded behavior, yield superior expressivity within the family of neural ordinary differential equations, and give rise to improved performance on time-series prediction tasks. To demonstrate these properties, we first take a theoretical approach to find bounds over their dynamics and compute their expressive power by the trajectory length measure in latent trajectory space. We then conduct a series of time-series prediction experiments to manifest the approximation capability of Liquid Time-Constant Networks (LTCs) compared to classical and modern RNNs. Code and data are available at https://github.com/raminmh/liquid_time_constant_networks

Citations (180)

Summary

  • The paper introduces LTCs that dynamically modulate time-constants to boost RNN performance and capture complex temporal patterns.
  • It utilizes a system of linear ODEs to ensure stable, bounded dynamics while quantifying expressivity through latent space trajectory lengths.
  • Time-series experiments demonstrate that LTCs outperform models like LSTM and neural ODEs, suggesting a promising direction for robust RNN architectures.

Exploring the Dynamics of Liquid Time-Constant Networks for Improved Recurrent Neural Network Performance

Introduction

Recurrent Neural Networks (RNNs), particularly those modeled in continuous-time using Ordinary Differential Equations (ODEs), have shown promise in dealing with temporal data across diverse applications. Recent advancements have led to the development of models that can potentially enhance the stability, expressivity, and performance of RNNs through dynamic adjustments to their internal configurations based on the input stream. This paper introduces Liquid Time-Constant Networks (LTCs), a novel class of time-continuous RNN models that dynamically alter their time-constants in response to input data, aiming to improve upon the limitations of traditional RNNs and neural ODE models.

Methodology

LTCs are constructed by integrating a system of linear ODEs, wherein the hidden state dynamics are influenced by a time-constant that changes according to incoming inputs. This approach allows the model to adapt its internal dynamics in a fine-grained manner, enhancing its ability to capture complex temporal patterns in data. The formulation of LTCs borrows insights from biological neural dynamics and seeks to achieve a balance between expressivity and stability by ensuring bounded output dynamics. Furthermore, LTCs are designed to be compatible with existing ODE solvers, enabling efficient computation.

Expressivity and Bounded Dynamics

A significant part of the analysis focuses on demonstrating the stable behavior of LTCs under continuous inputs and their superior expressivity compared to traditional models. Theoretical bounds are derived to confirm the stability of LTCs, ensuring that their outputs remain finite even when inputs increase indefinitely. Additionally, the paper introduces a novel metric, the trajectory length in latent space, to quantitatively measure expressivity. The experiments reveal that LTCs exhibit longer trajectory lengths than other models, indicating higher expressivity without compromising stability.

Time-Series Prediction Experiments

The practical utility of LTCs is evaluated through a series of time-series prediction tasks across various domains. The experiments compare LTCs with state-of-the-art RNN models, including LSTM, continuous-time RNNs, and neural ODEs. The results highlight the superior performance of LTCs in the majority of these experiments, attributed to their enhanced expressivity and adaptability to temporal dynamics.

Discussion on Uniqueness and Practical Implications

The uniqueness of LTCs lies in their ability to modulate their time-constants dynamically, a feature inspired by biological neural networks. This property allows LTCs to construct internal representations that are highly sensitive to the temporal structure of inputs, enabling better predictive performance. From a practical standpoint, LTCs present a promising direction for developing more effective and robust RNN architectures for time-series analysis.

Conclusion and Future Directions

Liquid Time-Constant Networks represent a significant step forward in the design of recurrent neural network models. By integrating dynamic time-constants that adjust to incoming data, LTCs achieve a high level of expressivity while ensuring stability. The promising results in time-series forecasting tasks underscore the potential of LTCs to enhance the performance of RNNs across various applications. Looking ahead, further research is warranted to explore the scalability of LTCs, their applicability to long-term dependency modeling, and the optimization of computational efficiency for broader adoption.

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