yuqirose / TensorRNN

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

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