A Statistical Investigation of Long Memory in Language and Music

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Alexander Greaves-Tunnell, Zaid Harchaoui ;
Proceedings of the 36th International Conference on Machine Learning, PMLR 97:2394-2403, 2019.

Abstract

Representation and learning of long-range dependencies is a central challenge confronted in modern applications of machine learning to sequence data. Yet despite the prominence of this issue, the basic problem of measuring long-range dependence, either in a given data source or as represented in a trained deep model, remains largely limited to heuristic tools. We contribute a statistical framework for investigating long-range dependence in current applications of deep sequence modeling, drawing on the well-developed theory of long memory stochastic processes. This framework yields testable implications concerning the relationship between long memory in real-world data and its learned representation in a deep learning architecture, which are explored through a semiparametric framework adapted to the high-dimensional setting.

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