The Toronto-Dominion Bank
REGULARIZATION OF RECURRENT MACHINE-LEARNED ARCHITECTURES

Abstract:

A modeling system trains a recurrent machine-learned model by determining a latent distribution and a prior distribution for a latent state. The parameters of the model are trained based on a divergence loss that penalizes significant deviations between the latent distribution the prior distribution. The latent distribution for a current observation is a distribution for the latent state given a value of the current observation and the latent state for the previous observation. The prior distribution for a current observation is a distribution for the latent state given the latent state for the previous observation independent of the value of the current observation, and represents a belief about the latent state before input evidence is taken into account.