Recurrent Neural Networks (RNNs) are powerful models that achieve unparalleled performance on several pattern recognition problems. However, training of RNNs is a computationally difficult task owing to the well-known ‘vanishing/exploding’ gradient problems. In recent years, several algorithms have been proposed for training RNNs. These algorithms either: exploit no (or limited) curvature information and have cheap per-iteration complexity; or attempt to gain significant curvature information at the cost of increased per-iteration cost. The former set includes diagonally-scaled first-order methods such as ADAM and ADAGRAD while the latter consists of second-order algorithms like Hessian-Free Newton and K-FAC. In this paper, we present an novel stochastic quasi-Newton algorithm (adaQN) for training RNNs. Our approach retains a low per-iteration cost while allowing for non-diagonal scaling through a stochastic L-BFGS updating scheme. The method is judicious in storing and retaining L-BFGS curvature pairs which is indirectly used as a means of controlling the quality of the steps. We present numerical experiments on two language modeling tasks and show that adaQN performs at par, if not better, than popular RNN training algorithms. These results suggest that quasi-Newton algorithms have the potential to be a viable alternative to first- and second-order methods for training RNNs. … adaQN google