arXiv Machine Learning By Julian D. Schiller, Matthias A. M\"uller

Truncated backpropagation through time induces a two-sided gradient turnpike property

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Truncated backpropagation through time (TBPTT) limits gradient calculations to shorter temporal windows, creating two boundary effects: missing past information disturbs forward state evolution, and truncating backward recursion omits future information. By decoupling the interval over which gradients are averaged from the surrounding context, and assuming exponential decay of state‑transition Jacobians, the authors prove a two‑sided gradient turnpike property: the error between truncated and full‑context gradients decays exponentially from both boundaries. They provide bounds on the averaged update gradient, guaranteeing gradient alignment and approximate stationarity, and under unbiased sampling and a Polyak‑Łojasiewicz condition, they bound the optimality gap, with numerical experiments on the Wiener‑Hammerstein benchmark illustrating the trade‑off between predictive performance and computational cost.

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