NNDL 作业10 BPTT

习题6-1P 推导RNN反向传播算法BPTT.

注:diag的含义:

习题6-2 推导公式(6.40)和公式(6.41)中的梯度.

习题6-3 当使用公式(6.50)作为循环神经网络的状态更新公式时, 分析其可能存在梯度爆炸的原因并给出解决方法.

公式(6.50)如下

使用上式进行状态更新的优点是:使h(t),h(t-1)既有线性关系,也有非线性关系,既增强了模型的表示能力,也可以缓解梯度消失问题。

但是这种改进策略依然存在两个问题:

(1)梯度爆炸问题:

在利用(6.50)进行更新时,它与原来的更新方式实际上就是增加了一个h(t-1),来增加模型的线性关系,有了h(t-1), 模型不易发生梯度消失,但是模型的梯度爆炸问题并未解决,模型依旧可能因为计算出的误差项过大,而导致梯度过大,也就是梯度爆炸。

(2)记忆容量问题:

当激活函数g(x)为Logistic,ReLU这类输出永远为非负数的函数时,h(t)会随着时间t的增加,而变得越来越大,此时的激活函数趋于饱和值,参数更新前后无明显的差别。可以形象的说,h(t)可以储存的信息是有限的,随着记忆单元存储的内容越来越多,其丢失的信息也越来越多。

解决方法:通过引入门控机制来进一步改善模型

习题6-2P 设计简单RNN模型,分别用Numpy、Pytorch实现反向传播算子,并代入数值测试.

首先,导入软件包

import numpy as np
from rnn_utils import *

rnn_utils.py中的代码如下:

import numpy as np


def softmax(x):
    e_x = np.exp(x - np.max(x))
    return e_x / e_x.sum(axis=0)


def sigmoid(x):
    return 1 / (1 + np.exp(-x))


def initialize_adam(parameters):
    """
    Initializes v and s as two python dictionaries with:
                - keys: "dW1", "db1", ..., "dWL", "dbL"
                - values: numpy arrays of zeros of the same shape as the corresponding gradients/parameters.

    Arguments:
    parameters -- python dictionary containing your parameters.
                    parameters["W" + str(l)] = Wl
                    parameters["b" + str(l)] = bl

    Returns:
    v -- python dictionary that will contain the exponentially weighted average of the gradient.
                    v["dW" + str(l)] = ...
                    v["db" + str(l)] = ...
    s -- python dictionary that will contain the exponentially weighted average of the squared gradient.
                    s["dW" + str(l)] = ...
                    s["db" + str(l)] = ...

    """

    L = len(parameters) // 2  # number of layers in the neural networks
    v = {}
    s = {}

    # Initialize v, s. Input: "parameters". Outputs: "v, s".
    for l in range(L):
        ### START CODE HERE ### (approx. 4 lines)
        v["dW" + str(l + 1)] = np.zeros(parameters["W" + str(l + 1)].shape)
        v["db" + str(l + 1)] = np.zeros(parameters["b" + str(l + 1)].shape)
        s["dW" + str(l + 1)] = np.zeros(parameters["W" + str(l + 1)].shape)
        s["db" + str(l + 1)] = np.zeros(parameters["b" + str(l + 1)].shape)
    ### END CODE HERE ###

    return v, s


def update_parameters_with_adam(parameters, grads, v, s, t, learning_rate=0.01,
                                beta1=0.9, beta2=0.999, epsilon=1e-8):
    """
    Update parameters using Adam

    Arguments:
    parameters -- python dictionary containing your parameters:
                    parameters['W' + str(l)] = Wl
                    parameters['b' + str(l)] = bl
    grads -- python dictionary containing your gradients for each parameters:
                    grads['dW' + str(l)] = dWl
                    grads['db' + str(l)] = dbl
    v -- Adam variable, moving average of the first gradient, python dictionary
    s -- Adam variable, moving average of the squared gradient, python dictionary
    learning_rate -- the learning rate, scalar.
    beta1 -- Exponential decay hyperparameter for the first moment estimates
    beta2 -- Exponential decay hyperparameter for the second moment estimates
    epsilon -- hyperparameter preventing division by zero in Adam updates

    Returns:
    parameters -- python dictionary containing your updated parameters
    v -- Adam variable, moving average of the first gradient, python dictionary
    s -- Adam variable, moving average of the squared gradient, python dictionary
    """

    L = len(parameters) // 2  # number of layers in the neural networks
    v_corrected = {}  # Initializing first moment estimate, python dictionary
    s_corrected = {}  # Initializing second moment estimate, python dictionary

    # Perform Adam update on all parameters
    for l in range(L):
        # Moving average of the gradients. Inputs: "v, grads, beta1". Output: "v".
        ### START CODE HERE ### (approx. 2 lines)
        v["dW" + str(l + 1)] = beta1 * v["dW" + str(l + 1)] + (1 - beta1) * grads["dW" + str(l + 1)]
        v["db" + str(l + 1)] = beta1 * v["db" + str(l + 1)] + (1 - beta1) * grads["db" + str(l + 1)]
        ### END CODE HERE ###

        # Compute bias-corrected first moment estimate. Inputs: "v, beta1, t". Output: "v_corrected".
        ### START CODE HERE ### (approx. 2 lines)
        v_corrected["dW" + str(l + 1)] = v["dW" + str(l + 1)] / (1 - beta1 ** t)
        v_corrected["db" + str(l + 1)] = v["db" + str(l + 1)] / (1 - beta1 ** t)
        ### END CODE HERE ###

        # Moving average of the squared gradients. Inputs: "s, grads, beta2". Output: "s".
        ### START CODE HERE ### (approx. 2 lines)
        s["dW" + str(l + 1)] = beta2 * s["dW" + str(l + 1)] + (1 - beta2) * (grads["dW" + str(l + 1)] ** 2)
        s["db" + str(l + 1)] = beta2 * s["db" + str(l + 1)] + (1 - beta2) * (grads["db" + str(l + 1)] ** 2)
        ### END CODE HERE ###

        # Compute bias-corrected second raw moment estimate. Inputs: "s, beta2, t". Output: "s_corrected".
        ### START CODE HERE ### (approx. 2 lines)
        s_corrected["dW" + str(l + 1)] = s["dW" + str(l + 1)] / (1 - beta2 ** t)
        s_corrected["db" + str(l + 1)] = s["db" + str(l + 1)] / (1 - beta2 ** t)
        ### END CODE HERE ###

        # Update parameters. Inputs: "parameters, learning_rate, v_corrected, s_corrected, epsilon". Output: "parameters".
        ### START CODE HERE ### (approx. 2 lines)
        parameters["W" + str(l + 1)] = parameters["W" + str(l + 1)] - learning_rate * v_corrected[
            "dW" + str(l + 1)] / np.sqrt(s_corrected["dW" + str(l + 1)] + epsilon)
        parameters["b" + str(l + 1)] = parameters["b" + str(l + 1)] - learning_rate * v_corrected[
            "db" + str(l + 1)] / np.sqrt(s_corrected["db" + str(l + 1)] + epsilon)
        ### END CODE HERE ###

    return parameters, v, s

1.循环神经网络的正向传播

        RNN基本模型为N vs N

1.1RNN单元:

练习:实现图(2)中描述的RNN单元。

# GRADED FUNCTION: rnn_cell_forward

def rnn_cell_forward(xt, a_prev, parameters):
    """
    Implements a single forward step of the RNN-cell as described in Figure (2)

    Arguments:
    xt -- your input data at timestep "t", numpy array of shape (n_x, m).
    a_prev -- Hidden state at timestep "t-1", numpy array of shape (n_a, m)
    parameters -- python dictionary containing:
                        Wax -- Weight matrix multiplying the input, numpy array of shape (n_a, n_x)
                        Waa -- Weight matrix multiplying the hidden state, numpy array of shape (n_a, n_a)
                        Wya -- Weight matrix relating the hidden-state to the output, numpy array of shape (n_y, n_a)
                        ba --  Bias, numpy array of shape (n_a, 1)
                        by -- Bias relating the hidden-state to the output, numpy array of shape (n_y, 1)
    Returns:
    a_next -- next hidden state, of shape (n_a, m)
    yt_pred -- prediction at timestep "t", numpy array of shape (n_y, m)
    cache -- tuple of values needed for the backward pass, contains (a_next, a_prev, xt, parameters)
    """
    
    # Retrieve parameters from "parameters"
    Wax = parameters["Wax"]
    Waa = parameters["Waa"]
    Wya = parameters["Wya"]
    ba = parameters["ba"]
    by = parameters["by"]
    
    ### START CODE HERE ### (≈2 lines)
    # compute next activation state using the formula given above
    a_next = np.tanh(np.dot(Wax,xt)+np.dot(Waa,a_prev)+ba)
    # compute output of the current cell using the formula given above
    yt_pred = softmax(np.dot(Wya,a_next)+by)   
    ### END CODE HERE ###
    
    # store values you need for backward propagation in cache
    cache = (a_next, a_prev, xt, parameters)
    
    return a_next, yt_pred, cache
np.random.seed(1)
xt = np.random.randn(3,10)
a_prev = np.random.randn(5,10)
Waa = np.random.randn(5,5)
Wax = np.random.randn(5,3)
Wya = np.random.randn(2,5)
ba = np.random.randn(5,1)
by = np.random.randn(2,1)
parameters = {"Waa": Waa, "Wax": Wax, "Wya": Wya, "ba": ba, "by": by}

a_next, yt_pred, cache = rnn_cell_forward(xt, a_prev, parameters)
print("a_next[4] = ", a_next[4])
print("a_next.shape = ", a_next.shape)
print("yt_pred[1] =", yt_pred[1])
print("yt_pred.shape = ", yt_pred.shape)
a_next[4] =  [ 0.59584544  0.18141802  0.61311866  0.99808218  0.85016201  0.99980978
 -0.18887155  0.99815551  0.6531151   0.82872037]
a_next.shape =  (5, 10)
yt_pred[1] = [0.9888161  0.01682021 0.21140899 0.36817467 0.98988387 0.88945212
 0.36920224 0.9966312  0.9982559  0.17746526]
yt_pred.shape =  (2, 10)

输出:

1.2RNN正向传播

练习:编码实现图(3)中描述的RNN的正向传播。

# GRADED FUNCTION: rnn_forward

def rnn_forward(x, a0, parameters):
    """
    Implement the forward propagation of the recurrent neural network described in Figure (3).

    Arguments:
    x -- Input data for every time-step, of shape (n_x, m, T_x).
    a0 -- Initial hidden state, of shape (n_a, m)
    parameters -- python dictionary containing:
                        Waa -- Weight matrix multiplying the hidden state, numpy array of shape (n_a, n_a)
                        Wax -- Weight matrix multiplying the input, numpy array of shape (n_a, n_x)
                        Wya -- Weight matrix relating the hidden-state to the output, numpy array of shape (n_y, n_a)
                        ba --  Bias numpy array of shape (n_a, 1)
                        by -- Bias relating the hidden-state to the output, numpy array of shape (n_y, 1)

    Returns:
    a -- Hidden states for every time-step, numpy array of shape (n_a, m, T_x)
    y_pred -- Predictions for every time-step, numpy array of shape (n_y, m, T_x)
    caches -- tuple of values needed for the backward pass, contains (list of caches, x)
    """
    
    # Initialize "caches" which will contain the list of all caches
    caches = []
    
    # Retrieve dimensions from shapes of x and Wy
    n_x, m, T_x = x.shape
    n_y, n_a = parameters["Wya"].shape
    
    ### START CODE HERE ###
    
    # initialize "a" and "y" with zeros (≈2 lines)
    a = np.zeros((n_a,m,T_x))
    y_pred = np.zeros((n_y,m,T_x))
    
    # Initialize a_next (≈1 line)
    a_next = a0
    
    # loop over all time-steps
    for t in range(T_x):
        # Update next hidden state, compute the prediction, get the cache (≈1 line)
        a_next, yt_pred, cache = rnn_cell_forward(x[:,:,t],a_next,parameters)
        # Save the value of the new "next" hidden state in a (≈1 line)
        a[:,:,t] = a_next
        # Save the value of the prediction in y (≈1 line)
        y_pred[:,:,t] = yt_pred
        # Append "cache" to "caches" (≈1 line)
        caches.append(cache)
        
    ### END CODE HERE ###
    
    # store values needed for backward propagation in cache
    caches = (caches, x)
    
    return a, y_pred, caches
np.random.seed(1)
x = np.random.randn(3,10,4)
a0 = np.random.randn(5,10)
Waa = np.random.randn(5,5)
Wax = np.random.randn(5,3)
Wya = np.random.randn(2,5)
ba = np.random.randn(5,1)
by = np.random.randn(2,1)
parameters = {"Waa": Waa, "Wax": Wax, "Wya": Wya, "ba": ba, "by": by}

a, y_pred, caches = rnn_forward(x, a0, parameters)
print("a[4][1] = ", a[4][1])
print("a.shape = ", a.shape)
print("y_pred[1][3] =", y_pred[1][3])
print("y_pred.shape = ", y_pred.shape)
print("caches[1][1][3] =", caches[1][1][3])
print("len(caches) = ", len(caches))
a[4][1] =  [-0.99999375  0.77911235 -0.99861469 -0.99833267]
a.shape =  (5, 10, 4)
y_pred[1][3] = [0.79560373 0.86224861 0.11118257 0.81515947]
y_pred.shape =  (2, 10, 4)
caches[1][1][3] = [-1.1425182  -0.34934272 -0.20889423  0.58662319]
len(caches) =  2

2 长短期记忆网络(LSTM)

2.1 LSTM单元

练习:实现图(3)中描述的LSTM单元。

# GRADED FUNCTION: lstm_cell_forward

def lstm_cell_forward(xt, a_prev, c_prev, parameters):
    """
    Implement a single forward step of the LSTM-cell as described in Figure (4)

    Arguments:
    xt -- your input data at timestep "t", numpy array of shape (n_x, m).
    a_prev -- Hidden state at timestep "t-1", numpy array of shape (n_a, m)
    c_prev -- Memory state at timestep "t-1", numpy array of shape (n_a, m)
    parameters -- python dictionary containing:
                        Wf -- Weight matrix of the forget gate, numpy array of shape (n_a, n_a + n_x)
                        bf -- Bias of the forget gate, numpy array of shape (n_a, 1)
                        Wi -- Weight matrix of the save gate, numpy array of shape (n_a, n_a + n_x)
                        bi -- Bias of the save gate, numpy array of shape (n_a, 1)
                        Wc -- Weight matrix of the first "tanh", numpy array of shape (n_a, n_a + n_x)
                        bc --  Bias of the first "tanh", numpy array of shape (n_a, 1)
                        Wo -- Weight matrix of the focus gate, numpy array of shape (n_a, n_a + n_x)
                        bo --  Bias of the focus gate, numpy array of shape (n_a, 1)
                        Wy -- Weight matrix relating the hidden-state to the output, numpy array of shape (n_y, n_a)
                        by -- Bias relating the hidden-state to the output, numpy array of shape (n_y, 1)
                        
    Returns:
    a_next -- next hidden state, of shape (n_a, m)
    c_next -- next memory state, of shape (n_a, m)
    yt_pred -- prediction at timestep "t", numpy array of shape (n_y, m)
    cache -- tuple of values needed for the backward pass, contains (a_next, c_next, a_prev, c_prev, xt, parameters)
    
    Note: ft/it/ot stand for the forget/update/output gates, cct stands for the candidate value (c tilda),
          c stands for the memory value
    """

    # Retrieve parameters from "parameters"
    Wf = parameters["Wf"]
    bf = parameters["bf"]
    Wi = parameters["Wi"]
    bi = parameters["bi"]
    Wc = parameters["Wc"]
    bc = parameters["bc"]
    Wo = parameters["Wo"]
    bo = parameters["bo"]
    Wy = parameters["Wy"]
    by = parameters["by"]
    
    # Retrieve dimensions from shapes of xt and Wy
    n_x, m = xt.shape
    n_y, n_a = Wy.shape

    ### START CODE HERE ###
    # Concatenate a_prev and xt (≈3 lines)
    concat = np.zeros((n_x+n_a,m))
    concat[: n_a, :] = a_prev
    concat[n_a :, :] = xt

    # Compute values for ft, it, cct, c_next, ot, a_next using the formulas given figure (4) (≈6 lines)
    ft = sigmoid(np.dot(Wf,concat)+bf)
    it = sigmoid(np.dot(Wi,concat)+bi)
    cct = np.tanh(np.dot(Wc,concat)+bc)
    c_next = ft*c_prev + it*cct
    ot = sigmoid(np.dot(Wo,concat)+bo)
    a_next = ot*np.tanh(c_next)
    
    # Compute prediction of the LSTM cell (≈1 line)
    yt_pred = softmax(np.dot(Wy, a_next) + by)
    ### END CODE HERE ###

    # store values needed for backward propagation in cache
    cache = (a_next, c_next, a_prev, c_prev, ft, it, cct, ot, xt, parameters)

    return a_next, c_next, yt_pred, cache

np.random.seed(1)
xt = np.random.randn(3,10)
a_prev = np.random.randn(5,10)
c_prev = np.random.randn(5,10)
Wf = np.random.randn(5, 5+3)
bf = np.random.randn(5,1)
Wi = np.random.randn(5, 5+3)
bi = np.random.randn(5,1)
Wo = np.random.randn(5, 5+3)
bo = np.random.randn(5,1)
Wc = np.random.randn(5, 5+3)
bc = np.random.randn(5,1)
Wy = np.random.randn(2,5)
by = np.random.randn(2,1)

parameters = {"Wf": Wf, "Wi": Wi, "Wo": Wo, "Wc": Wc, "Wy": Wy, "bf": bf, "bi": bi, "bo": bo, "bc": bc, "by": by}

a_next, c_next, yt, cache = lstm_cell_forward(xt, a_prev, c_prev, parameters)
print("a_next[4] = ", a_next[4])
print("a_next.shape = ", c_next.shape)
print("c_next[2] = ", c_next[2])
print("c_next.shape = ", c_next.shape)
print("yt[1] =", yt[1])
print("yt.shape = ", yt.shape)
print("cache[1][3] =", cache[1][3])
print("len(cache) = ", len(cache))
a_next[4] =  [-0.66408471  0.0036921   0.02088357  0.22834167 -0.85575339  0.00138482
  0.76566531  0.34631421 -0.00215674  0.43827275]
a_next.shape =  (5, 10)
c_next[2] =  [ 0.63267805  1.00570849  0.35504474  0.20690913 -1.64566718  0.11832942
  0.76449811 -0.0981561  -0.74348425 -0.26810932]
c_next.shape =  (5, 10)
yt[1] = [0.79913913 0.15986619 0.22412122 0.15606108 0.97057211 0.31146381
 0.00943007 0.12666353 0.39380172 0.07828381]
yt.shape =  (2, 10)
cache[1][3] = [-0.16263996  1.03729328  0.72938082 -0.54101719  0.02752074 -0.30821874
  0.07651101 -1.03752894  1.41219977 -0.37647422]
len(cache) =  10

2.2 LSTM的正向传播

练习:实现以在lstm_forward()Tx个时间步上运行LSTM。

# GRADED FUNCTION: lstm_forward

def lstm_forward(x, a0, parameters):
    """
    Implement the forward propagation of the recurrent neural network using an LSTM-cell described in Figure (3).

    Arguments:
    x -- Input data for every time-step, of shape (n_x, m, T_x).
    a0 -- Initial hidden state, of shape (n_a, m)
    parameters -- python dictionary containing:
                        Wf -- Weight matrix of the forget gate, numpy array of shape (n_a, n_a + n_x)
                        bf -- Bias of the forget gate, numpy array of shape (n_a, 1)
                        Wi -- Weight matrix of the save gate, numpy array of shape (n_a, n_a + n_x)
                        bi -- Bias of the save gate, numpy array of shape (n_a, 1)
                        Wc -- Weight matrix of the first "tanh", numpy array of shape (n_a, n_a + n_x)
                        bc -- Bias of the first "tanh", numpy array of shape (n_a, 1)
                        Wo -- Weight matrix of the focus gate, numpy array of shape (n_a, n_a + n_x)
                        bo -- Bias of the focus gate, numpy array of shape (n_a, 1)
                        Wy -- Weight matrix relating the hidden-state to the output, numpy array of shape (n_y, n_a)
                        by -- Bias relating the hidden-state to the output, numpy array of shape (n_y, 1)
                        
    Returns:
    a -- Hidden states for every time-step, numpy array of shape (n_a, m, T_x)
    y -- Predictions for every time-step, numpy array of shape (n_y, m, T_x)
    caches -- tuple of values needed for the backward pass, contains (list of all the caches, x)
    """

    # Initialize "caches", which will track the list of all the caches
    caches = []
    
    ### START CODE HERE ###
    # Retrieve dimensions from shapes of xt and Wy (≈2 lines)
    n_x, m, T_x = x.shape
    n_y, n_a = parameters['Wy'].shape
    
    # initialize "a", "c" and "y" with zeros (≈3 lines)
    a = np.zeros((n_a, m, T_x))
    c = np.zeros((n_a, m, T_x))
    y = np.zeros((n_y, m, T_x))
    
    # Initialize a_next and c_next (≈2 lines)
    a_next = a0
    c_next = np.zeros((n_a, m))
    
    # loop over all time-steps
    for t in range(T_x):
        # Update next hidden state, next memory state, compute the prediction, get the cache (≈1 line)
        a_next, c_next, yt, cache = lstm_cell_forward(x[:, :, t], a_next, c_next, parameters)
        # Save the value of the new "next" hidden state in a (≈1 line)
        a[:,:,t] = a_next
        # Save the value of the prediction in y (≈1 line)
        y[:,:,t] = yt
        # Save the value of the next cell state (≈1 line)
        c[:,:,t]  = c_next
        # Append the cache into caches (≈1 line)
        caches.append(cache)
        
    ### END CODE HERE ###
    
    # store values needed for backward propagation in cache
    caches = (caches, x)

    return a, y, c, caches
np.random.seed(1)
x = np.random.randn(3,10,7)
a0 = np.random.randn(5,10)
Wf = np.random.randn(5, 5+3)
bf = np.random.randn(5,1)
Wi = np.random.randn(5, 5+3)
bi = np.random.randn(5,1)
Wo = np.random.randn(5, 5+3)
bo = np.random.randn(5,1)
Wc = np.random.randn(5, 5+3)
bc = np.random.randn(5,1)
Wy = np.random.randn(2,5)
by = np.random.randn(2,1)

parameters = {"Wf": Wf, "Wi": Wi, "Wo": Wo, "Wc": Wc, "Wy": Wy, "bf": bf, "bi": bi, "bo": bo, "bc": bc, "by": by}

a, y, c, caches = lstm_forward(x, a0, parameters)
print("a[4][3][6] = ", a[4][3][6])
print("a.shape = ", a.shape)
print("y[1][4][3] =", y[1][4][3])
print("y.shape = ", y.shape)
print("caches[1][1[1]] =", caches[1][1][1])
print("c[1][2][1]", c[1][2][1])
print("len(caches) = ", len(caches))
a[4][3][6] =  0.17211776753291672
a.shape =  (5, 10, 7)
y[1][4][3] = 0.9508734618501101
y.shape =  (2, 10, 7)
caches[1][1[1]] = [ 0.82797464  0.23009474  0.76201118 -0.22232814 -0.20075807  0.18656139
  0.41005165]
c[1][2][1] -0.8555449167181981
len(caches) =  2

评论 1
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值