Despite all the impressive advances of recurrent neural networks, sequential data is still in need of better modelling. Truncated backpropagation through time (TBPTT), the learning algorithm most widely used in practice, suffers from the truncation bias, which drastically limits its ability to learn long-term dependencies.The Real Time Recurrent Learning algorithm (RTRL) addresses this issue, but its high computational requirements make it infeasible in practice. The Unbiased Online Recurrent Optimization algorithm (UORO) approximates RTRL with a smaller runtime and memory cost, but with the disadvantage of obtaining noisy gradients that also limit its practical applicability. In this paper we propose the Kronecker Factored RTRL (KF-RTRL) algorithm that uses a Kronecker product decomposition to approximate the gradients for a large class of RNNs. We show that KF-RTRL is an unbiased and memory efficient online learning algorithm. Our theoretical analysis shows that, under reasonable assumptions, the noise introduced by our algorithm is not only stable over time but also asymptotically much smaller than the one of the UORO algorithm. We also confirm these theoretical results experimentally. Further, we show empirically that the KF-RTRL algorithm captures long-term dependencies and almost matches the performance of TBPTT on real world tasks by training Recurrent Highway Networks on a synthetic string memorization task and on the Penn TreeBank task, respectively. These results indicate that RTRL based approaches might be a promising future alternative to TBPTT.

Summary: This paper investigates Real-Time Recurrent Learning (RTRL) for training recurrent neural networks. As RTRL has a high-computational/memory costs, authors propose to approximate RTRL using the Kronecker Factorization. For a subclass of RNN, authors demonstrate that their approximation, KF-RTRL, is an unbiased estimate of the true gradient and has lower variance than previously proposed RTRL approximation such as UORO (relying on a low-rank approximation). KF-RTRL is empirically evaluated on a copy and language modeling task. Authors validate that KF-RTRL is a competitive alternative to UORO, also it underperforms truncated Backpropagation through time.

Despite all the impressive advances of recurrent neural networks, sequential data is still in need of better modelling. Truncated backpropagation through time (TBPTT), the learning algorithm most widely used in practice, suffers from the truncation bias, which drastically limits its ability to learn long-term dependencies.The Real Time Recurrent Learning algorithm (RTRL) addresses this issue, but its high computational requirements make it infeasible in practice. The Unbiased Online Recurrent Optimization algorithm (UORO) approximates RTRL with a smaller runtime and memory cost, but with the disadvantage of obtaining noisy gradients that also limit its practical applicability. In this paper we propose the Kronecker Factored RTRL (KF-RTRL) algorithm that uses a Kronecker product decomposition to approximate the gradients for a large class of RNNs. We show that KF-RTRL is an unbiased and memory efficient online learning algorithm.