代码参考了零基础入门深度学习(6) - 长短时记忆网络(LSTM)这篇文章,我只对代码里可能存在的一些小错误进行了更改。至于LSTM的原理以及代码里不清楚的地方可以结合该文章理解,十分浅显易懂。

import numpy as np
class SigmoidActivator():
    def forward(self,weighted_input):
        return 1 / (1 + np.exp(-weighted_input))

    def backward(self,output):
        return output*(1 - output)

class TanhActivator():
    def forward(self,weighted_input):
        return 2 / (1 + np.exp(-2 * weighted_input)) - 1

    def backward(self,output):
        return 1 - output * output

class LstmLayer():
    def __init__(self,input_width,state_width,learning_rate):
        self.input_width = input_width
        self.state_width = state_width
        self.learning_rate = learning_rate
        # 门的激活函数
        self.gate_activator = SigmoidActivator()
        # 输出的激活函数
        self.output_activator = TanhActivator()
        # 当前时刻初始化为0
        self.times = 0
        # 各个时刻的单元状态向量c
        self.c_list = self.init_state_vec()
        # 各个时刻的输出向量h
        self.h_list = self.init_state_vec()
        # 各个时刻的遗忘门f
        self.f_list = self.init_state_vec()
        # 各个时刻的输入门i
        self.i_list = self.init_state_vec()
        # 各个时刻的输出门o
        self.o_list = self.init_state_vec()
        # 各个时刻的即时状态c~
        self.ct_list = self.init_state_vec()
        # 遗忘门权重矩阵wfh,wfx,偏置项bf
        self.wfh,self.wfx,self.bf = (self.init_weight_mat())
        # 输入门权重矩阵wih,wix,偏置项bi
        self.wih,self.wix,self.bi = (self.init_weight_mat())
        # 输出门权重矩阵woh,wox,偏置项bo
        self.woh,self.wox,self.bo = (self.init_weight_mat())
        # 单元状态权重矩阵wch,wcx,偏置项bc
        self.wch,self.wcx,self.bc = (self.init_weight_mat())

    def init_state_vec(self):
        '''
        初始化保存状态的向量
        '''
        state_vec_list = []
        state_vec_list.append(np.zeros(self.state_width,1))
        return state_vec_list

    def init_weight_mat(self):
        '''
        初始化权重矩阵
        '''
        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):
        '''
        根据式1-式6进行前向计算
        '''
        self.times += 1
        # 遗忘门
        fg = self.calc_gate(x,self.wfx,self.wfh,self.bf,self.gate_activator)
        self.f_list.append(fg)
        # 输入门
        ig = self.calc_gate(x,self.wix,self.wih,self.bi,self.gate_activator)
        self.i_list.append(ig)
        # 输出门
        og = self.calc_gate(x,self.wox,self.woh,self.bo,self.gate_activator)
        self.o_list.append(og)
        # 即时状态
        ct = self.calc_gate(x,self.wcx,self.wch,self.bc,self.output_activator)
        self.ct_list.append(ct)
        # 单元状态
        c = fg * self.c_list[self.times-1] + ig * ct
        self.c_list.append(ct)
        # 输出
        h = og * self.output_activator.forward(c)
        self.h_list.append(h)

    def calc_gate(self, x, wx, wh, b, activator):
        '''
        计算门
        '''
        # 上次LSTM的输出
        h = self.h_list[self.times-1]
        net = np.dot(wh,h) + np.dot(wx,x) + b
        gate = activator.forward(net)
        return gate

    def backward(self,x,delta_h,activator):
        '''
        实现LSTM训练算法
        '''
        self.calc_delta(delta_h,activator)
        self.calc_gradient(x)

    def calc_delta(self, delta_h, activator):
        # 初始化各个时刻的误差项
        self.delta_h_list = self.init_delta() # 输出误差项
        self.delta_o_list = self.init_delta() # 输出门误差项
        self.delta_i_list = self.init_delta() # 输入门误差项
        self.delta_f_list = self.init_delta() # 遗忘门误差项
        self.delta_ct_list = self.init_delta() # 即时输出误差项

        # 保存从上一层传递下来的当前时刻的误差项
        self.delta_h_list[-1] = delta_h

        # 迭代计算每个时刻的误差项
        for k in range(self.times,0,-1):
            self.calc_delta_k(k)

    def init_delta(self):
        '''
        初始化误差项
        '''
        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):
        '''
        根据k时刻的delta_h,计算k时刻的delta_f,delta_i,delta_o,delta_ct以及k-1时刻的delta_h
        '''
        # 获得k时刻前向计算的值
        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]

        # 根据式9计算delta_o
        delta_o = (delta_k * tanh_c * self.gate_activator.backward(og))
        # 根据式10计算delta_f
        delta_f = (delta_k * og * (1 - tanh_c * tanh_c) * c_prev * self.gate_activator.backward(fg))
        # 根据式11计算delta_i
        delta_i = (delta_k * og * (1 - tanh_c * tanh_c) * ct * self.gate_activator.backward(ig))
        # 根据式12计算delta_ct
        delta_ct = (delta_k * og * (1 - tanh_c * tanh_c) * ig * self.output_activator.backward(ct))
        # 根据式8计算delta_h_pre
        delta_h_pre = (np.dot(delta_o.T,self.woh)+np.dot(delta_i.T,self.wih)
                       +np.dot(delta_f.T,self.wfh)+np.dot(delta_ct.T,self.wch)).T
        # 保存全部delta值
        self.delta_h_list[k-1] = delta_h_pre
        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

    # 计算梯度
    def calc_gradient(self, x):
        # 初始化遗忘门权重梯度矩阵和偏置项
        self.wfh_grad,self.wfx_grad,self.bf_gard = (self.init_weight_gradient_mat())
        # 初始化输入门权重梯度矩阵和偏置项
        self.wih_grad,self.wix_grad,self.bi_grad = (self.init_weight_gradient_mat())
        # 初始化输出门权重梯度矩阵和偏置项
        self.woh_grad,self.wox_grad,self.bo_grad = (self.init_weight_gradient_mat())
        # 初始化单元状态权重梯度矩阵和偏置项
        self.wch_grad,self.wcx_grad,self.bc_grad = (self.init_weight_gradient_mat())

        # 计算对上一次输出h的权重矩阵
        for t in range(self.times,0,-1):
            # 计算各个时刻的梯度
            (wfh_grad,bf_grad,wih_grad,bi_grad,woh_grad,bo_grad,wch_grad,bc_grad) = (self.calc_gradient_t(t))
            # 实际梯度是各个时刻梯度之和
            self.wfh_grad += wfh_grad
            self.bf_gard += 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

        # 计算对本次输入x的权重梯度
        xt = x.T
        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):
        '''
        初始化权重矩阵
        '''
        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):
        '''
        计算每个时刻t权重的梯度
        '''
        h_pre = self.h_list[t-1].T
        wfh_grad = np.dot(self.delta_f_list[t],h_pre)
        bf_grad = self.delta_f_list[t]
        wih_grad = np.dot(self.delta_i_list[t],h_pre)
        bi_grad = self.delta_i_list[t]
        woh_grad = np.dot(self.delta_o_list[t],h_pre)
        bo_grad = self.delta_o_list[t]
        wch_grad = np.dot(self.delta_ct_list[t],h_pre)
        bc_grad = self.delta_ct_list[t]
        return wfh_grad,bf_grad,wih_grad,bi_grad,woh_grad,bo_grad,wch_grad,bc_grad

    # 用梯度下降算法来更新权重
    def update(self):
        self.wfh -= self.learning_rate * self.wfh_grad
        self.wfx -= self.learning_rate * self.wfx_grad
        self.bf -= self.learning_rate * self.bf_gard
        self.wih -= self.learning_rate * self.wih_grad
        self.wix -= self.learning_rate * self.wih_grad
        self.bi -= self.learning_rate * self.bi_grad
        self.woh -= self.learning_rate * self.woh_grad
        self.wox -= self.learning_rate * self.wox_grad
        self.bo -= self.learning_rate * self.bo_grad
        self.wch -= self.learning_rate * self.wch_grad
        self.wcx -= self.learning_rate * self.wcx_grad
        self.bc -= self.learning_rate * self.bc_grad

    # 梯度检查重置内部状态
    def reset_state(self):
        # 当前时刻初始化为0
        self.times = 0
        # 各个时刻的单元状态向量c
        self.c_list = self.init_state_vec()
        # 各个时刻的输出向量h
        self.h_list = self.init_state_vec()
        # 各个时刻的遗忘门f
        self.f_list = self.init_state_vec()
        # 各个时刻的输入门i
        self.i_list = self.init_state_vec()
        # 各个时刻的输出门o
        self.o_list = self.init_state_vec()
        # 各个时刻的即时状态c~
        self.ct_list = self.init_state_vec()

# 梯度检查
def data_set():
    x = [np.array([[1],[2],[3]]),np.array([[2],[3],[4]])]
    d = np.array([[1],[2]])
    return x,d

def gradient_check():
    '''
    梯度检查
    '''
    # 设计一个误差函数,取所有节点输出项之和
    error_function = lambda o:o.sum()

    lstm = LstmLayer(3,2,1e-3)

    # 计算forward的值
    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)

    # 计算梯度
    from DL.cnn import IdentityActivator
    lstm.backward(x[1],sensitivity_array,IdentityActivator())

    # 检查梯度
    epsilon = 1e-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