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用python實現LSTM

import numpy as np


# 定義一個LSTM類(input_width是輸入資料的張量大小,state_width是狀態向量的維度,learning_rate是學習率)
class LstmLayer(object):
    def __init__(self, input_width, state_width, learning_rate):
        self.input_width = input_width
        self.state_width = state_width
        self.learning_rate = learning_rate
        # 門的啟用函式
self.gate_activator = SigmoidActivator() # 輸出的啟用函式 self.output_activator = TanhActivator() # 當前時刻初始化為t0 self.times = 0 # 各個時刻的單元狀態向量c self.c_list = self.init_state_vec() # 各個時刻的輸出向量h self.h_list = self.init_state_vec() # 各個時刻的遺忘門f
self.f_list = self.init_state_vec() # 各個時刻的輸入門i self.i_list = self.init_state_vec() # 各個時刻的輸出門o self.o_list = self.init_state_vec() # 各個時刻的即時狀態c~ self.ct_list = self.init_state_vec() # 遺忘門權重矩陣Wfh, Wfx, 偏置項bf self.Wfh, self.Wfx,
self.bf = (self.init_weight_mat()) # 輸入門權重矩陣Wfh, Wfx, 偏置項bf self.Wih, self.Wix, self.bi = (self.init_weight_mat()) # 輸出門權重矩陣Wfh, Wfx, 偏置項bf self.Woh, self.Wox, self.bo = (self.init_weight_mat()) # 單元狀態權重矩陣Wfh, Wfx, 偏置項bf self.Wch, self.Wcx, self.bc = (self.init_weight_mat()) def init_state_vec(self): # 初始化儲存狀態的向量為0 state_vec_list = [] state_vec_list.append(np.zeros((self.state_width, 1))) return state_vec_list def init_weight_mat(self): # 初始化權重矩陣 Wh = np.random.uniform(-1e-4, 1e-4, (self.state_width, self.state_width)) Wx = np.random.uniform(-1e-4, 1e-4, (self.state_width, self.input_width)) b = np.zeros((self.state_width, 1)) return Wh, Wx, b def forward(self, x): # 根據公式1-式6進行前向計算 self.times += 1 # 遺忘門 fg = self.calc_gate(x, self.Wfx, self.Wfh, self.bf, self.gate_activator) self.f_list.append(fg) # 輸入門 ig = self.calc_gate(x, self.Wix, self.Wih, self.bi, self.gate_activator) self.i_list.append(ig) # 輸出門 og = self.calc_gate(x, self.Wox, self.Woh, self.bo, self.gate_activator) self.o_list.append(og) # 即時狀態 ct = self.calc_gate(x, self.Wcx, self.Wch, self.bc, self.output_activator) self.ct_list.append(ct) # 單元狀態 c = fg * self.c_list[self.times - 1] + ig * ct self.c_list.append(c) # 輸出 h = og * self.output_activator.forward(c) self.h_list.append(h) def calc_gate(self, x, Wx, Wh, b, activator): # 計算門 h = self.h_list[self.times - 1] # 上次的LSTM輸出 net = np.dot(Wh, h) + np.dot(Wx, x) + b gate = activator.forward(net) return gate def backward(self, x, delta_h, activator): # 實現LSTM訓練演算法 self.calc_delta(delta_h, activator) self.calc_gradient(x) def update(self): # 按照梯度下降,更新權重 self.Wfh -= self.learning_rate * self.Whf_grad self.Wfx -= self.learning_rate * self.Whx_grad self.bf -= self.learning_rate * self.bf_grad self.Wih -= self.learning_rate * self.Whi_grad self.Wix -= self.learning_rate * self.Whi_grad self.bi -= self.learning_rate * self.bi_grad self.Woh -= self.learning_rate * self.Wof_grad self.Wox -= self.learning_rate * self.Wox_grad self.bo -= self.learning_rate * self.bo_grad self.Wch -= self.learning_rate * self.Wcf_grad self.Wcx -= self.learning_rate * self.Wcx_grad self.bc -= self.learning_rate * self.bc_grad def calc_delta(self, delta_h, activator): # 初始化各個時刻的誤差項 self.delta_h_list = self.init_delta() # 輸出誤差項 self.delta_o_list = self.init_delta() # 輸出門誤差項 self.delta_i_list = self.init_delta() # 輸入門誤差項 self.delta_f_list = self.init_delta() # 遺忘門誤差項 self.delta_ct_list = self.init_delta() # 即時輸出誤差項 # 儲存從上一層傳遞下來的當前時刻的誤差項 self.delta_h_list[-1] = delta_h # 迭代計算每個時刻的誤差項 for k in range(self.times, 0, -1): self.calc_delta_k(k) def init_delta(self): #初始化誤差項 delta_list = [] for i in range(self.times + 1): delta_list.append(np.zeros((self.state_width, 1))) return delta_list def calc_delta_k(self, k): # 根據k時刻的delta_h,計算k時刻的delta_f、delta_i、delta_o、delta_ct,以及k-1時刻的delta_h # 獲得k時刻前向計算的值 ig = self.i_list[k] og = self.o_list[k] fg = self.f_list[k] ct = self.ct_list[k] c = self.c_list[k] c_prev = self.c_list[k - 1] tanh_c = self.output_activator.forward(c) delta_k = self.delta_h_list[k] # 根據式9計算delta_o delta_o = (delta_k * tanh_c * self.gate_activator.backward(og)) delta_f = (delta_k * og * (1 - tanh_c * tanh_c) * c_prev * self.gate_activator.backward(fg)) delta_i = (delta_k * og * (1 - tanh_c * tanh_c) * ct * self.gate_activator.backward(ig)) delta_ct = (delta_k * og * (1 - tanh_c * tanh_c) * ig * self.output_activator.backward(ct)) delta_h_prev = (np.dot(delta_o.transpose(), self.Woh) + np.dot(delta_i.transpose(), self.Wih) + np.dot(delta_f.transpose(), self.Wfh) + np.dot(delta_ct.transpose(), self.Wch)).transpose() # 儲存全部delta值 self.delta_h_list[k - 1] = delta_h_prev self.delta_f_list[k] = delta_f self.delta_i_list[k] = delta_i self.delta_o_list[k] = delta_o self.delta_ct_list[k] = delta_ct def calc_gradient(self, x): # 初始化遺忘門權重梯度矩陣和偏置項 self.Wfh_grad, self.Wfx_grad, self.bf_grad = (self.init_weight_gradient_mat()) # 初始化輸入門權重梯度矩陣和偏置項 self.Wih_grad, self.Wix_grad, self.bi_grad = (self.init_weight_gradient_mat()) # 初始化輸出門權重梯度矩陣和偏置項 self.Woh_grad, self.Wox_grad, self.bo_grad = (self.init_weight_gradient_mat()) # 初始化單元狀態權重梯度矩陣和偏置項 self.Wch_grad, self.Wcx_grad, self.bc_grad = (self.init_weight_gradient_mat()) # 計算對上一次輸出h的權重梯度 for t in range(self.times, 0, -1): # 計算各個時刻的梯度 (Wfh_grad, bf_grad, Wih_grad, bi_grad, Woh_grad, bo_grad, Wch_grad, bc_grad) = (self.calc_gradient_t(t)) # 實際梯度是各時刻梯度之和 self.Wfh_grad += Wfh_grad self.bf_grad += bf_grad self.Wih_grad += Wih_grad self.bi_grad += bi_grad self.Woh_grad += Woh_grad self.bo_grad += bo_grad self.Wch_grad += Wch_grad self.bc_grad += bc_grad # 計算對本次輸入x的權重梯度 xt = x.transpose() self.Wfx_grad = np.dot(self.delta_f_list[-1], xt) self.Wix_grad = np.dot(self.delta_i_list[-1], xt) self.Wox_grad = np.dot(self.delta_o_list[-1], xt) self.Wcx_grad = np.dot(self.delta_ct_list[-1], xt) def init_weight_gradient_mat(self): # 初始化權重矩陣 Wh_grad = np.zeros((self.state_width, self.state_width)) Wx_grad = np.zeros((self.state_width, self.input_width)) b_grad = np.zeros((self.state_width, 1)) return Wh_grad, Wx_grad, b_grad def calc_gradient_t(self, t): # 計算每個時刻t權重的梯度 h_prev = self.h_list[t - 1].transpose() Wfh_grad = np.dot(self.delta_f_list[t], h_prev) bf_grad = self.delta_f_list[t] Wih_grad = np.dot(self.delta_i_list[t], h_prev) bi_grad = self.delta_f_list[t] Woh_grad = np.dot(self.delta_o_list[t], h_prev) bo_grad = self.delta_f_list[t] Wch_grad = np.dot(self.delta_ct_list[t], h_prev) bc_grad = self.delta_ct_list[t] return Wfh_grad, bf_grad, Wih_grad, bi_grad, Woh_grad, bo_grad, Wch_grad, bc_grad def reset_state(self): # 當前時刻初始化為t0 self.times = 0 # 各個時刻的單元狀態向量c self.c_list = self.init_state_vec() # 各個時刻的輸出向量h self.h_list = self.init_state_vec() # 各個時刻的遺忘門f self.f_list = self.init_state_vec() # 各個時刻的輸入門i self.i_list = self.init_state_vec() # 各個時刻的輸出門o self.o_list = self.init_state_vec() # 各個時刻的即時狀態c~ self.ct_list = self.init_state_vec() def data_set(): x = [np.array([[1], [2], [3]]), np.array([[2], [3], [4]])] d = np.array([[1], [2]]) return x, d class IdentityActivator(): def forward(self, weight_input): return weight_input def backward(self, weighted_input): return 1.0 # 啟用函式sigmoid和tanh class SigmoidActivator(object): def forward(self, weighted_input): return 1.0 / (1.0 + np.exp(-weighted_input)) def backward(self, output): return output * (1 - output) class TanhActivator(object): def forward(self, weighted_input): return 2.0 / (1.0 + np.exp(-2 * weighted_input)) - 1.0 def backward(self, output): return 1 - output * output def gradient_check(): #梯度檢查 # 設計一個誤差函式,取所有節點輸出項之和 error_function = lambda o: o.sum() lstm = LstmLayer(3, 2, 1e-3) # 計算forward值 x, d = data_set() lstm.forward(x[0]) lstm.forward(x[1]) # 求取sensitivity map sensitivity_array = np.ones(lstm.h_list[-1].shape,dtype=np.float64) # 計算梯度 lstm.backward(x[1], sensitivity_array, IdentityActivator()) # 檢查梯度 epsilon = 10e-4 for i in range(lstm.Wfh.shape[0]): for j in range(lstm.Wfh.shape[1]): lstm.Wfh[i, j] += epsilon lstm.reset_state() lstm.forward(x[0]) lstm.forward(x[1]) err1 = error_function(lstm.h_list[-1]) lstm.Wfh[i, j] -= 2 * epsilon lstm.reset_state() lstm.forward(x[0]) lstm.forward(x[1]) err2 = error_function(lstm.h_list[-1]) expect_grad = (err1 - err2) / (2 * epsilon) lstm.Wfh[i, j] += epsilon print('weights(%d,%d): expected - actural %.4e - %.4e' % ( i, j, expect_grad, lstm.Wfh_grad[i, j])) return lstm def test(): l = LstmLayer(3, 2, 1e-3) x, d = data_set() l.forward(x[0]) l.forward(x[1]) l.backward(x[1], d, IdentityActivator()) return l gradient_check()