LSTMs for Time Series in PyTorch

Jessica YungMachine Learning, UncategorizedLeave a Comment

I can’t believe how long it took me to get an LSTM to work in PyTorch! There are many ways it can fail. Sometimes you get a network that predicts values way too close to zero. In this post, we’re going to walk through implementing an LSTM for time series prediction in PyTorch. We’re going to use pytorch’s nn module … Read More

RNNs as State-space Systems

Jessica YungEngineering, Machine LearningLeave a Comment

It’s fantastic how you can often use concepts from one field to investigate ideas in another area and improve your understanding of both areas. That’s one of the things I enjoy most. We’ve just started studying state-space models in 3F2 Systems and Control (a third-year Engineering course at Cambridge). It’s reminded me strongly of recurrent neural networks (RNNs). Look at … Read More