A novel variant of the familiar backpropagation-through-time approach to training recurrent networks is described. This algorithm is intended to be used on arbitrary recurrent networks that run continually without ever being reset to an initial state, and it is specifically designed for computationally efficient computer implementation. This algorithm can be viewed as a cross between epochwise backpropagation through time , which is not appropriate for continually running networks, and the widely used on-line gradient approximation technique of truncated backpropagation through time .

The exact form of a gradient-following learning algorithm for completely recurrent networks running in continually sampled time is derived and used as the basis for practical algorithms for temporal supervised learning tasks. These algorithms have (1) the advantage that they do not require a precisely defined training interval, operating while the network runs; and (2) the disadvantage that they require nonlocal communication in the network being trained and are computationally expensive. These algorithms allow networks having recurrent connections to learn complex tasks that require the retention of information over time periods having either fixed or indefinite length.