Md. Asif Uddin
    I.10.X08

    Chrono initialisation

    symbolic▲▲△

    Show that the forget bias bf=ln⁡(m−1)b_f=\ln(m-1), with all forget weights zero, gives 1/(1−f)=m1/(1-f)=m exactly. Show that bi=−bfb_i=-b_f then makes each cell coordinate an exponential moving average of its candidates. Give bfb_f for m=2m=2, 1010 and 100100, and say what goes wrong at m=1m=1.

    Hint

    σ(ln⁡a)=a/(1+a)\sigma(\ln a)=a/(1+a) and σ(−a)=1−σ(a)\sigma(-a)=1-\sigma(a).

    Solution

    With bf=ln⁡(m−1)b_f=\ln(m-1), f=σ(ln⁡(m−1))=(m−1)/mf=\sigma(\ln(m-1))=(m-1)/m, so 1−f=1/m1-f=1/m and 1/(1−f)=m1/(1-f)=m. Equivalently, (I.10.5) gives 1+eln⁡(m−1)=m1+e^{\ln(m-1)}=m.

    With bi=−bfb_i=-b_f, i=σ(−bf)=1−fi=\sigma(-b_f)=1-f, so

    ct=f ct−1+(1−f) c~t,c_t=f\,c_{t-1}+(1-f)\,\tilde c_t,

    a weighted average whose weights sum to one: an exponential moving average of the candidates, with horizon set by mm.

    The biases are ln⁡1=0\ln1=0, ln⁡9=2.197225\ln9=2.197225 and ln⁡99=4.595120\ln99=4.595120. At m=1m=1 the formula needs ln⁡0\ln0: a horizon of one step would require f=0f=0, which no finite bias produces.

    Tallec and Ollivier draw bf=ln⁡ub_f=\ln u with uu uniform between 11 and Tmax⁡−1T_{\max}-1, so the initial horizons spread from two steps up to the longest dependency the task is expected to need.

    Draws on