5

Recently, I have been working on RNNs (LSTM specifically) to do time series prediction and I have used different frameworks such as deeplearning4j and theano (keras). As you may know, one of the hyperparameters of the model is batch_size which has an effect on the model accuracy. I found this paper which suggests that by using online learning instead of batch learning, the convergence can be reached significantly faster using on-line training than batch training, with no apparent difference in accuracy. Now I have the following questions:

  1. How can we do online learning in any of those models? Does it basically mean to set the batch_size to 1?
  2. Any ideas and thoughts about this? Is online learning really helpful?

It is worth to mention that I am trying to do time series analysis on streaming data and that is why I thought online learning might be useful in my case.

Andre Silva
  • 3,070
  • 5
  • 28
  • 55
ahajib
  • 356
  • 4
  • 14

1 Answers1

1

How can we do online learning in any of those models? Does it basically mean to set the batch_size to 1?

yes

Any ideas and thoughts about this? Is online learning really helpful?

see Tradeoff batch size vs. number of iterations to train a neural network

Franck Dernoncourt
  • 42,093
  • 30
  • 155
  • 271
  • It is a great question and I'm wondering what you think about the answer? Did you find that useful? – ahajib Jul 15 '16 at 14:01