Recently researchers have derived formal complexity analysis of analog computation in the setting of discrete-time dynamical systems. As an empirical constrast, training recurrent neural networks (RNNs) produces self -organized systems that are realizations of analog mechanisms. Previous workshowed that a RNN can learn to process a simple context-free language (CFL) by counting. Herein, we extend that work to show that a RNN can learn a harder CFL, a simple palindrome, by organizing its resources intoa symbol-sensitive counting solution, and we provide a dynamical systemsanalysis which demonstrates how the network: can not only count, but also copy and store counting infonnation. 1 INTRODUCTION Several researchers have recently derived results in analog computation theory in the setting ofdiscrete-time dynamical systems(Siegelmann, 1994; Maass & Opren, 1997; Moore, 1996; Casey, 1996). For example, a dynamical recognizer (DR) is a discrete-time continuous dynamicalsystem with a given initial starting point and a finite set of Boolean output decision functions(pollack.

Recently researchers have derived formal complexity analysis of analog computation in the setting of discrete-time dynamical systems. As an empirical constrast, training recurrent neural networks (RNNs) produces self -organized systems that are realizations of analog mechanisms. Previous work showed that a RNN can learn to process a simple context-free language (CFL) by counting. Herein, we extend that work to show that a RNN can learn a harder CFL, a simple palindrome, by organizing its resources into a symbol-sensitive counting solution, and we provide a dynamical systems analysis which demonstrates how the network: can not only count, but also copy and store counting infonnation. 1 INTRODUCTION Several researchers have recently derived results in analog computation theory in the setting of discrete-time dynamical systems(Siegelmann, 1994; Maass & Opren, 1997; Moore, 1996; Casey, 1996). For example, a dynamical recognizer (DR) is a discrete-time continuous dynamical system with a given initial starting point and a finite set of Boolean output decision functions(pollack.

We consider neural network models for stochastic nonlinear dynamical systems where measurements of the variable of interest are only available at irregular intervals i.e. most realizations are missing. Difficulties arise since the solutions for prediction and maximum likelihood learning with missing data lead to complex integrals, which even for simple cases cannot be solved analytically. In this paper we propose a specific combination of a nonlinear recurrent neural predictive model and a linear error model which leads to tractable prediction and maximum likelihood adaptation rules. In particular, the recurrent neural network can be trained using the real-time recurrent learning rule and the linear error model can be trained by an EM adaptation rule, implemented using forward-backward Kalman filter equations. The model is applied to predict the glucose/insulin metabolism of a diabetic patient where blood glucose measurements are only available a few times a day at irregular intervals.

We consider neural network models for stochastic nonlinear dynamical systems where measurements of the variable of interest are only available at irregular intervals i.e. most realizations are missing. Difficulties arise since the solutions for prediction and maximum likelihood learning with missing data lead to complex integrals, which even for simple cases cannot be solved analytically. In this paper we propose a specific combination of a nonlinear recurrent neural predictive model and a linear error model which leads to tractable prediction and maximum likelihood adaptation rules. In particular, the recurrent neural network can be trained using the real-time recurrent learning rule and the linear error model can be trained by an EM adaptation rule, implemented using forward-backward Kalman filter equations. The model is applied to predict the glucose/insulin metabolism of a diabetic patient where blood glucose measurements are only available a few times a day at irregular intervals.

Recently researchers have derived formal complexity analysis of analog computation in the setting of discrete-time dynamical systems. As an empirical constrast, training recurrent neural networks (RNNs) produces self -organized systems that are realizations of analog mechanisms. Previous work showed that a RNN can learn to process a simple context-free language (CFL) by counting. Herein, we extend that work to show that a RNN can learn a harder CFL, a simple palindrome, by organizing its resources into a symbol-sensitive counting solution, and we provide a dynamical systems analysis which demonstrates how the network: can not only count, but also copy and store counting infonnation. 1 INTRODUCTION Several researchers have recently derived results in analog computation theory in the setting of discrete-time dynamical systems(Siegelmann, 1994; Maass & Opren, 1997; Moore, 1996; Casey, 1996). For example, a dynamical recognizer (DR) is a discrete-time continuous dynamical system with a given initial starting point and a finite set of Boolean output decision functions(pollack.

Volker Tresp and Thomas Briegel * Siemens AG Corporate Technology Otto-Hahn-Ring 6 81730 Miinchen, Germany Abstract We consider neural network models for stochastic nonlinear dynamical systems where measurements of the variable of interest are only available atirregular intervals i.e. most realizations are missing. Difficulties arise since the solutions for prediction and maximum likelihood learning withmissing data lead to complex integrals, which even for simple cases cannot be solved analytically. In this paper we propose a specific combinationof a nonlinear recurrent neural predictive model and a linear error model which leads to tractable prediction and maximum likelihood adaptation rules. In particular, the recurrent neural network can be trained using the real-time recurrent learning rule and the linear error model can be trained by an EM adaptation rule, implemented using forward-backwardKalman filter equations. The model is applied to predict the glucose/insulin metabolism of a diabetic patient where blood glucose measurements are only available a few times a day at irregular intervals.

Standard recurrent nets cannot deal with long minimal time lags between relevant signals. Several recent NIPS papers propose alternative methods. We first show: problems used to promote various previous algorithms can be solved more quickly by random weight guessing than by the proposed algorithms. We then use LSTM, our own recent algorithm, to solve a hard problem that can neither be quickly solved by random search nor by any other recurrent net algorithm we are aware of.

Standard recurrent nets cannot deal with long minimal time lags between relevant signals. Several recent NIPS papers propose alternative methods. We first show: problems used to promote various previous algorithms can be solved more quickly by random weight guessing than by the proposed algorithms. We then use LSTM, our own recent algorithm, to solve a hard problem that can neither be quickly solved by random search nor by any other recurrent net algorithm we are aware of.

Standard recurrent nets cannot deal with long minimal time lags between relevant signals. Several recent NIPS papers propose alternative methods.We first show: problems used to promote various previous algorithms can be solved more quickly by random weight guessing than by the proposed algorithms. We then use LSTM, our own recent algorithm, to solve a hard problem that can neither be quickly solved by random search nor by any other recurrent net algorithm we are aware of. 1 TRIVIAL PREVIOUS LONG TIME LAG PROBLEMS Traditional recurrent nets fail in case'of long minimal time lags between input signals andcorresponding error signals [7, 3]. Many recent papers propose alternative methods, e.g., [16, 12, 1,5,9]. For instance, Bengio et ale investigate methods such as simulated annealing, multi-grid random search, time-weighted pseudo-Newton optimization, and discrete error propagation [3].

We describe the use of modern analytical techniques in solving the dynamics of symmetric and nonsymmetric recurrent neural networks nearsaturation. These explicitly take into account the correlations betweenthe post-synaptic potentials, and thereby allow for a reliable prediction of transients. 1 INTRODUCTION Recurrent neural networks have been rather popular in the physics community, because they lend themselves so naturally to analysis with tools from equilibrium statistical mechanics. This was the main theme of physicists between, say, 1985 and 1990. Less familiar to the neural network community is a subsequent wave of theoretical physical studies, dealing with the dynamics of symmetric and nonsymmetric recurrentnetworks. The strategy here is to try to describe the processes at a reduced level of an appropriate small set of dynamic macroscopic observables.