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.
Motivation
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. RNNs using LSTM units partially solve the vanishing gradient problem, because LSTM units allow gradients to also flow unchanged. However, LSTM networks can still suffer from the exploding gradient problem.
The intuition behind the LSTM architecture is to create an additional module in a neural network that learns when to remember and when to forget pertinent information. In other words, the network effectively learns which information might be needed later on in a sequence and when that information is no longer needed. For instance, in the context of natural language processing, the network can learn grammatical dependencies. An LSTM might process the sentence "Dave, as a result of his controversial claims, is now a pariah" by remembering the (statistically likely) grammatical gender and number of the subject Dave, note that this information is pertinent for the pronoun his and note that this information is no longer important after the verb is.
Variants
In the equations below, the lowercase variables represent vectors. Matrices and contain, respectively, the weights of the input and recurrent connections, where the subscript can either be the input gate , output gate , the forget gate or the memory cell , depending on the activation being calculated. In this section, we are thus using a "vector notation". So, for example, is not just one unit of one LSTM cell, but contains LSTM cell's units.
LSTM with a forget gate
The compact forms of the equations for the forward pass of an LSTM cell with a forget gate are:
where the initial values are and and the operator denotes the Hadamard product (element-wise product). The subscript indexes the time step.
Variables
: input vector to the LSTM unit
: forget gate's activation vector
: input/update gate's activation vector
: output gate's activation vector
: hidden state vector also known as output vector of the LSTM unit
: cell input activation vector
: cell state vector
, and : weight matrices and bias vector parameters which need to be learned during training
where the superscripts and refer to the number of input features and number of hidden units, respectively.
Activation functions
: sigmoid function. : hyperbolic tangent function. : hyperbolic tangent function or, as the peephole LSTM paper suggests, .