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Source repo for tensor-train recurrent neural network for long-term forecasting

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yuqirose/TensorRNN

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Tensor RNN

Source code for tensor recurrent neural network (RNN), improving vanilla RNN w.r.t

  1. high-order Markov process

  2. high-order interactions in hidden states

  3. dimension reduction with tensor network model

experiments

Baseline and tensor RNN models. Baselines include

  • RNN: vanilla RNN

  • LSTM: vanilla LSTM

  • PLST: phased LSTM

  • MRNN: high-order matrix RNN with first order interaction

  • TRNN: tensor RNN

  • MTRNN: multi-resolution tensor RNN

notebook

Notebooks for loading and plotting results

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Source repo for tensor-train recurrent neural network for long-term forecasting

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