Learning to predict complex time-series data is a fundamental challenge in a range of disciplines including Machine Learning, Robotics, and Natural Language Processing. Predictive State Recurrent Neural Networks (PSRNNs) (Downey et al.) are a state-of-the-art approach for modeling time-series data which combine the benefits of probabilistic filters and Recurrent Neural Networks into a single model. PSRNNs leverage the concept of Hilbert Space Embeddings of distributions (Smola et al.) to embed predictive states into a Reproducing Kernel Hilbert Space, then estimate, predict, and update these embedded states using Kernel Bayes Rule. Practical implementations of PSRNNs are made possible by the machinery of Random Features, where input features are mapped into a new space where dot products approximate the kernel well. Unfortunately PSRNNs often require a large number of RFs to obtain good results, resulting in large models which are slow to execute and slow to train. Orthogonal Random Features (ORFs) (Choromanski et al.) is an improvement on RFs which has been shown to decrease the number of RFs required for pointwise kernel approximation. Unfortunately, it is not clear that ORFs can be applied to PSRNNs, as PSRNNs rely on Kernel Ridge Regression as a core component of their learning algorithm, and the theoretical guarantees of ORF do not apply in this setting. In this paper, we extend the theory of ORFs to Kernel Ridge Regression and show that ORFs can be used to obtain Orthogonal PSRNNs (OPSRNNs), which are smaller and faster than PSRNNs. In particular, we show that OPSRNN models clearly outperform LSTMs and furthermore, can achieve accuracy similar to PSRNNs with an order of magnitude smaller number of features needed.
Improving Predictive State Recurrent Neural Networks via Orthogonal Random Features Proposes improving the performances of Predicitve State Recurrent Neural Networks by considering Orthogonal Random Features. The paper tackles the problem of training predictive state recurrent neural networks and makes two contributions.