Backpropagation through time

Question

Does anyone know of a library with a working implementation of backpropagation through time? Any of Java/Python/C#/VB.NET/F# (preferably the last one) will do!

Answer 1

Assuming you're already using some library for BP, it should be (TM) rather straightforward to implement BPTT using BP as a step in the process.

The Wikipedia entry for BPTT [1] includes relevant pseudo code.

My own starting point, about 18 years ago, was "The Truck Backer-Upper: An Example of Self-Learning in Neural Networks" [2].

[1] http://en.wikipedia.org/wiki/Backpropagation_through_time

[2] http://www-isl.stanford.edu/~widrow/papers/c1989thetruck.pdf