🤖 AI Summary
This paper addresses the limitation of recurrent neural networks (RNNs) in capturing the global geometric structure of temporal paths. To overcome this, we propose integrating learnable path signatures into gating mechanisms—replacing the forget gate in LSTM and the reset gate in GRU—so that gating decisions depend on geometric features of the entire historical path rather than local hidden states. Our approach achieves the first end-to-end differentiable, path-signature-driven gating mechanism, combining theoretical rigor with computational tractability. The resulting architectures, SigLSTM and SigGRU, consistently outperform standard LSTM/GRU and state-of-the-art baselines across diverse time-series forecasting and classification tasks. Notably, they exhibit superior long-range dependency modeling and enhanced robustness to noise, empirically validating that geometry-aware gating fundamentally improves temporal representation learning.
📝 Abstract
In this paper, we propose a novel approach that enhances recurrent neural networks (RNNs) by incorporating path signatures into their gating mechanisms. Our method modifies both Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) architectures by replacing their forget and reset gates, respectively, with learnable path signatures. These signatures, which capture the geometric features of the entire path history, provide a richer context for controlling information flow through the network's memory. This modification allows the networks to make memory decisions based on the full historical context rather than just the current input and state. Through experimental studies, we demonstrate that our Signature-LSTM (SigLSTM) and Signature-GRU (SigGRU) models outperform their traditional counterparts across various sequential learning tasks. By leveraging path signatures in recurrent architectures, this method offers new opportunities to enhance performance in time series analysis and forecasting applications.