Show that the forget bias bf=ln(m−1), with all forget weights zero, gives
1/(1−f)=m exactly. Show that bi=−bf then makes each cell coordinate an
exponential moving average of its candidates. Give bf for m=2, 10 and
100, and say what goes wrong at m=1.
Hint
σ(lna)=a/(1+a) and σ(−a)=1−σ(a).
Solution
With bf=ln(m−1), f=σ(ln(m−1))=(m−1)/m, so 1−f=1/m and
1/(1−f)=m. Equivalently, (I.10.5) gives 1+eln(m−1)=m.
With bi=−bf, i=σ(−bf)=1−f, so
ct=fct−1+(1−f)c~t,
a weighted average whose weights sum to one: an exponential moving average
of the candidates, with horizon set by m.
The biases are ln1=0, ln9=2.197225 and ln99=4.595120. At m=1 the
formula needs ln0: a horizon of one step would require f=0, which no
finite bias produces.
Tallec and Ollivier draw bf=lnu with u uniform between 1 and
Tmax−1, so the initial horizons spread from two steps up to the longest
dependency the task is expected to need.