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State Space LSTM Models with Particle MCMC Inference.
arXiv: Learning, (2018)
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Abstract
Long Short-Term Memory (LSTM) is one of the most powerful sequence models. Despite the strong performance, however, it lacks the nice interpretability as in state space models. In this paper, we present a way to combine the best of both worlds by introducing State Space LSTM (SSL), which generalizes the earlier work cite{zaheer2017latent}...More
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