Layer Flexible Adaptive Computational Time for Recurrent Neural Networks

Deep recurrent neural networks perform well on sequence data and are the model of choice. It is a daunting task to decide the number of layers, especially considering different computational needs for tasks within a sequence of different difficulties. We propose a layer flexible recurrent neural network with adaptive computational time, and expand it to a sequence to sequence model. Contrary to the adaptive computational time model, our model has a dynamic number of transmission states which vary by step and sequence. We evaluate the model on a financial dataset. Experimental results show the performance improvement and indicate the model's ability to dynamically change the number of layers.