# Backward Coherence and Hidden-State Stability in Recurrent Neural Networks: A Quasi-Reverse-Martingale Theory

arXiv: https://arxiv.org/abs/2606.08934 · HTML: https://mlsanity.com/paper/2606.08934/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 12 of its 48 references that are in the map.
- First posted on arXiv 8 Jun 2026.

## Builds on (most cited first, 12 of 12)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation](https://mlsanity.com/paper/1406.1078/) (2014)
- [Spectral Normalization for Generative Adversarial Networks](https://mlsanity.com/paper/1802.05957/) (2018)
- [Variational Inference: A Review for Statisticians](https://mlsanity.com/paper/1601.00670/) (2016)
- [A Recurrent Latent Variable Model for Sequential Data](https://mlsanity.com/paper/1506.02216/) (2015)
- [Time-uniform, nonparametric, nonasymptotic confidence sequences](https://mlsanity.com/paper/1810.08240/) (2018)
- [Estimating means of bounded random variables by betting](https://mlsanity.com/paper/2010.09686/) (2020)
- [Sequential Neural Models with Stochastic Layers](https://mlsanity.com/paper/1605.07571/) (2016)
- [Lipschitz Recurrent Neural Networks](https://mlsanity.com/paper/2006.12070/) (2020)
- [Stable Recurrent Models](https://mlsanity.com/paper/1805.10369/) (2018)
- [Zoneout: Regularizing RNNs by Randomly Preserving Hidden Activations](https://mlsanity.com/paper/1606.01305/) (2016)

## Abstract (arXiv)

Recurrent neural networks maintain a hidden state ht, but its probabilistic meaning is often unclear. We study hidden-state stability through backward coherence: the extent to which ht can be reconstructed from ht+1 by a learned backward projector gφ. Under contraction and summable backward drift, the hidden-state sequence forms a quasi-reverse-martingale. This yields almost-sure convergence, rates under mixing, an interpretable limiting representation, finite pathwise stopping times, and a theoretical framework for time-uniform confidence sequences. Simulations support the theory. Backward-coherence regularisation reduces the empirical quasi-martingale total hat Q by 43--58%, reaches stability 28--44% earlier than an unregularised RNN, and gives tracking-error recovery consistent with geometric bounds. Additional tests confirm echo-state forgetting rates bounded by ρ and verify the increment-sum tube Rt with 100% simultaneous coverage, although Rt is conservative; in practice, the defect-tail proxy hat Qt is the more useful monitor. The backward-coherence loss is also equivalent to minimising a Kullback--Leibler divergence in a Gaussian backward model, linking the method to variational inference. Extensions cover φ-mixing inputs, change-point tracking, and finite-sample concentration. Three real-data studies further validate the approach. On PhysioNet 2012 ICU data, the Reverse Martingale RNN (RMRNN) matches RNN mortality-prediction AUC while reaching stable representations 13 hours earlier. On FRED-MD, it reduces one-month-ahead forecast error by about fourfold under concept drift. On UCI Human Activity Recognition, it maintains lower post-transition tracking error with geometric decay. The guarantees apply under the stated assumptions; universality is not claimed.
