README

This repository was created by the group DeepTrading for the Deep Learning course project Fall 2017.

What is this repository for?

• This repository contains the source code for the groups attempt at reproducing the results found in the paper "Bayesian Recurrent Neural Networks" by Fortunato et al. (see link below)

• For a notebook running the Bayesian RNN on the PTB dataset, see folder "BRNN/PTB_model"

• For a notebook running the Bayesian RNN on simulated data, see folder "BRNN/Sim_data_model"

LINKS

• Bayesian Recurrent Neural Networks paper https://arxiv.org/pdf/1704.02798.pdf

• Link with Zaremba's RNN Implementation: https://www.tensorflow.org/tutorials/recurrent

• BRNN Implementation with Reparametarization Trick https://gist.github.com/windweller/500ddc19d0c3cf1eb03cf73cc6b88fe3

• Another attempt at an implementation of Bayesian RNNs https://github.com/mirceamironenco/BayesianRecurrentNN