An information processing apparatus includes a first recurrent neural network
(RNN) for performing processing which corresponds to a time-series and a second
RNN for processing another correlated time-series. The difference between a context
set output by the first RNN and a context set output by the second RNN is computed
by a subtractor, and the obtained difference is used as a prediction error. Backpropagation
is performed based on the prediction error, thus determining a coefficient for
each neuron of an output layer, an intermediate layer, and an input layer.
