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RNN Models #20

Description

@jramapuram

Once we have an implementation of the Layer Class #17 , the Optimizer class and the DataSet class we can go about creating RNN flavors. There are 3 models that should be implemented:

  • Vanilla RNN
  • LSTM
  • GRU

These will require the implementation of their derivatives and their forward prop values.
Certain details to consider:

  • RNN's have a stack of weight matrices and bias' (not just 1 per Layer, thus the Layer needs to be general enough to handle this)
  • The optimization needs to be handled via two methods:
    • RTRL (real time recurrent learning) &
    • BPTT (backprop through time)

To enable the above two methods of learning we should consider inheriting from Layer and implementing a Recurrent Layer.

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