基于多头注意力机制的双向长短记忆神经网络实现风电预测LSTM-Multihead-Attention附matlab代码

基于多头注意力机制的双向长短记忆神经网络（LSTM-Multihead-Attention）是一种用于风电预测的模型。下面是一个示例的Matlab代码，用于实现这个模型。

matlab

% 加载风电数据
load(‘wind_power_data.mat’);

% 数据预处理
% …

% 设置模型参数
input_size = 24; % 输入序列长度
hidden_size = 64; % LSTM隐藏单元数量
output_size = 1; % 输出数量
num_heads = 4; % 多头注意力机制中的头数
num_layers = 2; % LSTM层数
learning_rate = 0.001; % 学习率
num_epochs = 100; % 训练轮数

% 创建LSTM-Multihead-Attention模型
model = create_model(input_size, hidden_size, output_size, num_heads, num_layers);

% 定义损失函数和优化器
loss_function = @(pred, target) mse(pred, target);
optimizer = adam(‘lr’, learning_rate);

% 训练模型
for epoch = 1:num_epochs
% 随机打乱数据集
shuffled_indices = randperm(size(wind_power_data, 1));
shuffled_data = wind_power_data(shuffled_indices, 😃;

% 分割数据集为输入和目标序列
input_seq = shuffled_data(:, 1:input_size);
target_seq = shuffled_data(:, input_size+1);

% 初始化梯度
model = initgrads(model);

% 前向传播
model = forward(model, input_seq);

% 计算损失
loss = loss_function(model.output, target_seq);

% 反向传播
model = backward(model, loss);

% 更新模型参数
model = update(model, optimizer);

% 输出当前轮数和损失
fprintf('Epoch %d/%d, Loss: %.4f\n', epoch, num_epochs, loss);

end

% 使用模型进行预测
% …

% 创建LSTM-Multihead-Attention模型函数
function model = create_model(input_size, hidden_size, output_size, num_heads, num_layers)
model = struct();

% 创建LSTM层
model.lstm = struct();
model.lstm.input_size = input_size;
model.lstm.hidden_size = hidden_size;
model.lstm.num_layers = num_layers;
model.lstm.output = [];

% 创建多头注意力机制层
model.attention = struct();
model.attention.input_size = hidden_size;
model.attention.output_size = hidden_size;
model.attention.num_heads = num_heads;
model.attention.output = [];

% 创建输出层
model.output = struct();
model.output.input_size = hidden_size;
model.output.output_size = output_size;
model.output.weights = randn(output_size, hidden_size);
model.output.bias = randn(output_size, 1);
model.output.output = [];

end

% 初始化梯度函数
function model = initgrads(model)
model.lstm.dWf = zeros(size(model.lstm.Wf));
model.lstm.dWi = zeros(size(model.lstm.Wi));
model.lstm.dWc = zeros(size(model.lstm.Wc));
model.lstm.dWo = zeros(size(model.lstm.Wo));
model.lstm.dWhf = zeros(size(model.lstm.Whf));
model.lstm.dWhi = zeros(size(model.lstm.Whi));
model.lstm.dWhc = zeros(size(model.lstm.Whc));
model.lstm.dWho = zeros(size(model.lstm.Who));
model.lstm.dbf = zeros(size(model.lstm.bf));
model.lstm.dbi = zeros(size(model.lstm.bi));
model.lstm.dbc = zeros(size(model.lstm.bc));
model.lstm.dbo = zeros(size(model.lstm.bo));

model.attention.dWq = zeros(size(model.attention.Wq));
model.attention.dWk = zeros(size(model.attention.Wk));
model.attention.dWv = zeros(size(model.attention.Wv));
model.attention.dbq = zeros(size(model.attention.bq));
model.attention.dbk = zeros(size(model.attention.bk));
model.attention.dbv = zeros(size(model.attention.bv));

model.output.dW = zeros(size(model.output.weights));
model.output.db = zeros(size(model.output.bias));

end

% 前向传播函数
function model = forward(model, input_seq)
T = size(input_seq, 2); % 输入序列长度

% LSTM前向传播
h = zeros(model.lstm.hidden_size, 1);
c = zeros(model.lstm.hidden_size, 1);
model.lstm.h = [h];
model.lstm.c = [c];

for t = 1:T
    x = input_seq(:, t);
    
    % 输入门
    model.lstm.zi = model.lstm.Wi * x + model.lstm.Whi * h + model.lstm.bi;
    model.lstm.i = sigmoid(model.lstm.zi);
    
    % 遗忘门
    model.lstm.zf = model.lstm.Wf * x + model.lstm.Whf * h + model.lstm.bf;
    model.lstm.f = sigmoid(model.lstm.zf);
    
    % 候选细胞状态
    model.lstm.zc = model.lstm.Wc * x + model.lstm.Whc * h + model.lstm.bc;
    model.lstm.c_tilde = tanh(model.lstm.zc);
    
    % 更新细胞状态
    c = model.lstm.f .* c + model.lstm.i .* model.lstm.c_tilde;
    
    % 输出门
    model.lstm.zo = model.lstm.Wo * x + model.lstm.Who * h + model.lstm.bo;
    model.lstm.o = sigmoid(model.lstm.zo);
    
    % 隐藏状态
    h = model.lstm.o .* tanh(c);
    
    % 保存隐藏状态和细胞状态
    model.lstm.h = [model.lstm.h, h];
    model.lstm.c = [model.lstm.c, c];
end

% 多头注意力机制前向传播
model.attention.h = model.lstm.h(:, 2:end); % 去除初始状态
model.attention.output = multihead_attention(model.attention.h, model.attention.num_heads);

% 输出层前向传播
model.output.input = model.attention.output;
model.output.output = model.output.weights * model.output.input + model.output.bias;

end

% 多头注意力机制前向传播函数
function output = multihead_attention(input, num_heads)
d_model = size(input, 1);
d_k = d_model / num_heads;

% 线性变换
Wq = randn(d_model, d_k);
Wk = randn(d_model, d_k);
Wv = randn(d_model, d_k);
bq = randn(d_k, 1);
bk = randn(d_k, 1);
bv = randn(d_k, 1);

% 多头注意力计算
outputs = [];
for head = 1:num_heads
    q = Wq * input + bq;
    k = Wk * input + bk;
    v = Wv * input + bv;
    
    attention_scores = softmax(q' * k / sqrt(d_k));
    output = attention_scores * v';
    
    outputs = [outputs; output];
end

% 合并多个注意力头的输出
output = reshape(outputs, d_model, []);

end

% 反向传播函数
function model = backward(model, loss)
T = size(model.lstm.h, 2) - 1; % 输入序列长度

% 输出层反向传播
dL_dz = 2 * (model.output.output - target_seq);
dL_dW = dL_dz * model.output.input';
dL_db = sum(dL_dz, 2);

model.output.dW = dL_dW;
model.output.db = dL_db;

% 多头注意力机制反向传播
dL_dh_attention = model.output.weights' * dL_dz;
dL_dh_attention = reshape(dL_dh_attention, size(model.attention.output));

model.attention = backward_multihead_attention(model.attention, dL_dh_attention);

% LSTM反向传播
dL_dh = zeros(size(model.lstm.h));
dL_dc = zeros(size(model.lstm.c));

for t = T:-1:1
    x = input_seq(:, t);
    
    % 输出层梯度传播到隐藏状态
    dL_dh(:, t) = model.output.weights' * dL_dz(:, t);
    
    % 输出