Original Contribution
A method for improving the real-time recurrent learning algorithm

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Abstract

Williams and Zipser (1989) proposed two analogue learning algorithms for fully recurrent networks. The first method is an exact gradient-following algorithm for problems where data consists of epochs. The second method, called the Real-Time Recurrent Learning (RTRL) algorithm, uses data described by a temporal stream of inputs and outputs, without time marks or epochs. In this paper we describe a new implementation of this RTRL algorithm. This improved implementation makes it possible to increase the performance of the learning algorithm during the training phase by using some a priori knowledge about the temporal necessities of the problem. The reduction of the computational expense of the training enables the use of this algorithm for more complex problems. Some simulations of a process control task demonstrate the properties of this algorithm.

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    Citation Excerpt :

    Although the RTRL algorithm has great power and generality, it has the disadvantage of being computationally very expensive. In spite of several modifications of RTRL [4,45] to reduce the computational expense, it is still complicated when dealing with complex problems. Therefore, the partially RNNs, also called SRN, involve treating a neural network as a simple dynamical system in which previous states are made available as additional input to any layer, i.e., feedback connections are organized in strict topologies such as hidden to hidden, output to output feedback.

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