Papers › Particle Filter Recurrent Neural Networks

Particle Filter Recurrent Neural Networks

30 May 2019arXiv:1905.12885archive 2025-07-28

Xiao Ma, Peter Karkus, David Hsu, Wee Sun Lee

Recurrent neural networks (RNNs) have been extraordinarily successful for prediction with sequential data. To tackle highly variable and noisy real-world data, we introduce Particle Filter Recurrent Neural Networks (PF-RNNs), a new RNN family that explicitly models uncertainty in its internal structure: while an RNN relies on a long, deterministic latent state vector, a PF-RNN maintains a latent state distribution, approximated as a set of particles. For effective learning, we provide a fully differentiable particle filter algorithm that updates the PF-RNN latent state distribution according to the Bayes rule. Experiments demonstrate that the proposed PF-RNNs outperform the corresponding standard gated RNNs on a synthetic robot localization dataset and 10 real-world sequence prediction datasets for text classification, stock price prediction, etc.

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Yusufma03/pfrnns officialmentioned in papermentioned on GitHubpytorchGPL-3.0 report

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General ClassificationPredictionStock Price PredictionText Classificationtext-classification

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