  We investigate recurrent neural network architectures for event-sequence
processing. Event sequences, characterized by discrete observations stamped
with continuous-valued times of occurrence, are challenging due to the
potentially wide dynamic range of relevant time scales as well as interactions
between time scales. We describe four forms of inductive bias that should
benefit architectures for event sequences: temporal locality, position and
scale homogeneity, and scale interdependence. We extend the popular gated
recurrent unit (GRU) architecture to incorporate these biases via intrinsic
temporal dynamics, obtaining a continuous-time GRU. The CT-GRU arises by
interpreting the gates of a GRU as selecting a time scale of memory, and the
CT-GRU generalizes the GRU by incorporating multiple time scales of memory and
performing context-dependent selection of time scales for information storage
and retrieval. Event time-stamps drive decay dynamics of the CT-GRU, whereas
they serve as generic additional inputs to the GRU. Despite the very different
manner in which the two models consider time, their performance on eleven data
sets we examined is essentially identical. Our surprising results point both to
the robustness of GRU and LSTM architectures for handling continuous time, and
to the potency of incorporating continuous dynamics into neural architectures.
