Many loss functions in representation learning are invariant under a continuous symmetry transformation. For example, the loss function of word embeddings (Mikolov et al., 2013b) remains unchanged if we simultaneously rotate all word and context embedding vectors. We show that representation learning models for time series possess an approximate continuous symmetry that leads to slow convergence of gradient descent. We propose a new optimization algorithm that speeds up convergence using ideas from gauge theory in physics. Our algorithm leads to orders of magnitude faster convergence and to more interpretable representations, as we show for dynamic extensions of matrix factorization and word embedding models. We further present an example application of our proposed algorithm that translates modern words into their historic equivalents.
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