כתבה
arXiv cs.LG ·
מודלים רקורסיביים לאורך זמן
Learning Length-Extrapolatable Recurrent Models
חוקרים מציגים שיטה חדשה לאימון מודלים רקורסיביים לאורך זמן. השיטה, Credit Stabilization through Time, משפרת את הביצועים של המודלים מעבר לאופק האימון.
תקציר מקורי באנגליתarXiv:2609.09157v1 Announce Type: new Abstract: Recurrent models provide a natural path to long-context modeling, yet models trained with backpropagation through time (BPTT) often fail beyond their training horizon. Classical analyses emphasize gradients that vanish or explode along temporal paths. However, dense per-token losses can still train a shared recurrent rule despite severe decay, showing that decay alone does not determine whether learning fails. We instead study state credit: the signal through which future losses reach earlier recurrent states before contributing to parameter updates. Accordingly, we intervene directly on state credit and propose Credit Stabilization through Time (CST). During backward propagation, CST locally rescales the state-credit signal to stabilize its
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