Green's Function Method for Fast On-Line Learning Algorithm of Recurrent Neural Networks

The two well known learning algorithms of recurrent neural networks are the back-propagation (Rumelhart & el al., Werbos) and the forward propagation (Williams and Zipser). The main drawback of back-propagation is its off-line backward path in time for error cumulation. This violates the online requirement in many practical applications. Although the forward propagation algorithm can be used in an online manner, the annoying drawback is the heavy computation load required to update the high dimensional sensitivity matrix (0( fir) operations for each time step). Therefore, to develop a fast forward algorithm is a challenging task.