Extracting temporal relationships over a range of scales is a hallmark of human perception and cognition -- and thus it is a critical feature of machine learning applied to real-world problems. Neural networks are either plagued by the exploding/vanishing gradient problem in recurrent neural networks (RNNs) or must adjust their parameters to learn the relevant time scales (e.g., in LSTMs). This paper introduces DeepSITH, a network comprising biologically-inspired Scale-Invariant Temporal History (SITH) modules in series with dense connections between layers. SITH modules respond to their inputs with a geometrically-spaced set of time constants, enabling the DeepSITH network to learn problems along a continuum of time-scales. We compare DeepSITH to LSTMs and other recent RNNs on several time series prediction and decoding tasks. DeepSITH achieves state-of-the-art performance on these problems.
@article{arxiv.2104.04646,
title = {DeepSITH: Efficient Learning via Decomposition of What and When Across Time Scales},
author = {Brandon Jacques and Zoran Tiganj and Marc W. Howard and Per B. Sederberg},
journal= {arXiv preprint arXiv:2104.04646},
year = {2021}
}