Sparse Gaussian Conditional Random Fields on Top of Recurrent Neural Networks

Authors

  • Xishun Wang University of Wollongong
  • Minjie Zhang University of Wollongong
  • Fenghui Ren University of Wollongong

Keywords:

gaussian conditional random fields, recurrent neural networks, time-series prediction

Abstract

Predictions of time-series are widely used in different disciplines. We propose CoR, Sparse Gaussian Conditional Random Fields (SGCRF) on top of Recurrent Neural Networks (RNN), for problems of this kind. CoR gains advantages from both RNN and SGCRF. It can not only effectively represent the temporal correlations in observed data, but can also learn the structured information of the output. CoR is challenging to train because it is a hybrid of deep neural networks and densely-connected graphical models. Alternative training can be a tractable way to train CoR, and furthermore, an end-to-end training method is proposed to train CoR more efficiently. CoR is evaluated by both synthetic data and real-world data, and it shows a significant improvement in performance over state-of-the-art methods.

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Published

2018-04-29

How to Cite

Wang, X., Zhang, M., & Ren, F. (2018). Sparse Gaussian Conditional Random Fields on Top of Recurrent Neural Networks. Proceedings of the AAAI Conference on Artificial Intelligence, 32(1). Retrieved from https://ojs.aaai.org/index.php/AAAI/article/view/11633