A recurrent neural network reads a sequence one step at a time and carries a hidden state, . A long short-term memory network (LSTM) adds a cell state updated through gates (input, forget and output, each a sigmoid of and ), which lets gradients flow over long sequences (Hochreiter and Schmidhuber, 1997).
Quantitative Finance · Glossaire
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Aussi appelé : recurrent neural network · long short-term memory