Initializing LSTM internal states via manifold learning

Felix P. Kemeth, Tom Bertalan, Nikolaos Evangelou, Tianqi Cui, Saurabh Malani, Ioannis G. Kevrekidis. Chaos 093133 (2021). doi:10.1063/5.0050433

We present an approach, based on learning an intrinsic data manifold, for the initialization of the internal state values of long short-term memory (LSTM) recurrent neural networks, ensuring consistency with the initial observed input data. Exploiting the generalized synchronization concept, we argue that the converged, mature internal states constitute a function on this learned manifold. The dimension of this manifold then dictates the length of observed input time series data required for consistent initialization. We illustrate our approach through a partially observed chemical model system, where initializing the internal LSTM states in this fashion yields visibly improved performance. Finally, we show that learning this data manifold enables the transformation of partially observed dynamics into fully observed ones, facilitating alternative identification paths for nonlinear dynamical systems.