Summary
Long short-term memory (LSTM) network is a recurrent neural network (RNN), aimed to deal with the vanishing gradient problem present in traditional RNNs. Its relative insensitivity to gap length is its advantage over other RNNs, hidden Markov models and other sequence learning methods. It aims to provide a short-term memory for RNN that can last thousands of timesteps, thus "long short-term memory". It is applicable to classification, processing and predicting data based on time series, such as in handwriting, speech recognition, machine translation, speech activity detection, robot control, video games, and healthcare. A common LSTM unit is composed of a cell, an input gate, an output gate and a forget gate. The cell remembers values over arbitrary time intervals and the three gates regulate the flow of information into and out of the cell. Forget gates decide what information to discard from a previous state by assigning a previous state, compared to a current input, a value between 0 and 1. A (rounded) value of 1 means to keep the information, and a value of 0 means to discard it. Input gates decide which pieces of new information to store in the current state, using the same system as forget gates. Output gates control which pieces of information in the current state to output by assigning a value from 0 to 1 to the information, considering the previous and current states. Selectively outputting relevant information from the current state allows the LSTM network to maintain useful, long-term dependencies to make predictions, both in current and future time-steps. In theory, classic (or "vanilla") RNNs can keep track of arbitrary long-term dependencies in the input sequences. The problem with vanilla RNNs is computational (or practical) in nature: when training a vanilla RNN using back-propagation, the long-term gradients which are back-propagated can "vanish" (that is, they can tend to zero) or "explode" (that is, they can tend to infinity), because of the computations involved in the process, which use finite-precision numbers.
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