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Particle Filter Recurrent Neural Networks

AAAI 2020 · Architectures and efficiency › RNNs and normalization · approach: RNN training dynamics and gradients · 84 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
increase particles from 1 to 30 (ablation)PF-LSTM · Avg classificationaccuracy (%): 85.88 -> 93.28Helped
increase particles from 1 to 30 (ablation)PF-LSTM · Avg regressionscaled regression error: 0.81 -> 0.51Helped
add soft resampling (ablation)PF-LSTM · Avg classificationaccuracy (%): 89.92 -> 93.28Helped
add soft resampling (ablation)PF-LSTM · Avg regressionscaled regression error: 0.76 -> 0.51Helped
use ReLU with batch normalization instead of tanh (ablation)PF-LSTM · Avg classificationaccuracy (%): 88.55 -> 93.28Helped
add ELBO loss to prediction loss (ablation)PF-LSTM · Avg classificationaccuracy (%): 90.70 -> 93.28Helped
add prediction loss to ELBO-only training (ablation)PF-LSTM · Avg classificationaccuracy (%): 88.60 -> 93.28Helped
add ReLU+BN to plain LSTM (no particles)LSTM · Avg classificationaccuracy (%): 86.28 vs PF-LSTM 93.28No clear effect
replace LSTM with PF-LSTM (30 particles, similar params)LSTM · NASDAQregression loss: 37.33 -> 4.65Helped
replace GRU with PF-GRUGRU · AIRregression loss: 17.7 -> 19.32Hurt
replace GRU with PF-GRUGRU · GASaccuracy (%): 76.8 -> 83.3Helped
replace LSTM with PF-LSTMLSTM · R52accuracy (%): 81.1 -> 89.1Helped

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