Explain My Surprise: Learning Efficient Long-Term Memory by Predicting Uncertain Outcomes

In many sequential tasks, a model needs to remember relevant events from the distant past to make correct predictions. Unfortunately, a straightforward application of gradient based training requires intermediate computations to be stored for every element of a sequence. This requires prohibitively large computing memory if a sequence consists of thousands or even millions elements, and as a result, makes learning of very long-term dependencies infeasible. However, the majority of sequence elements can usually be predicted by taking into account only temporally local information. On the other hand, predictions affected by long-term dependencies are sparse and characterized by high uncertainty given only local information. We propose MemUP, a new training method that allows to learn long-term dependencies without backpropagating gradients through the whole sequence at a time. This method can be potentially applied to any gradient based sequence learning. MemUP implementation for recurrent architectures shows performances better or comparable to baselines while requiring significantly less computing memory.