pytorch 学习（八） RNN回归

#coding=utf-8
import torch
from torch import nn
import numpy as np
import matplotlib.pyplot as plt
from torch.autograd import Variable

torch.manual_seed(1)    # reproducible

# Hyper Parameters
TIME_STEP = 10      # rnn time step / image height
INPUT_SIZE = 1      # rnn input size / image width
LR = 0.02           # learning rate
DOWNLOAD_MNIST = False  # set to True if haven't download the data

class RNN(nn.Module):
    def __init__(self):
        super(RNN, self).__init__()

        self.rnn = nn.RNN(  # 这回一个普通的 RNN 就能胜任
            input_size=1,
            hidden_size=32,     # rnn hidden unit
            num_layers=1,       # 有几层 RNN layers
            batch_first=True,   # input & output 会是以 batch size 为第一维度的特征集 e.g. (batch, time_step, input_size)
        )
        self.out = nn.Linear(32, 1)

    def forward(self, x, h_state):  # 因为 hidden state 是连续的, 所以我们要一直传递这一个 state
        # x (batch, time_step, input_size)
        # h_state (n_layers, batch, hidden_size)
        # r_out (batch, time_step, output_size)
        r_out, h_state = self.rnn(x, h_state)   # h_state 也要作为 RNN 的一个输入

        outs = []    # 保存所有时间点的预测值
        for time_step in range(r_out.size(1)):    # 对每一个时间点计算 output
            outs.append(self.out(r_out[:, time_step, :]))
        return torch.stack(outs, dim=1), h_state


rnn = RNN()
print(rnn)

optimizer = torch.optim.Adam(rnn.parameters(), lr=LR)   # optimize all rnn parameters
loss_func = nn.MSELoss()

h_state = None   # 要使用初始 hidden state, 可以设成 None

plt.figure(1, figsize=(12, 5))
plt.ion()

for step in range(100):
    start, end = step * np.pi, (step+1)*np.pi   # time steps
    # sin 预测 cos
    steps = np.linspace(start, end, 10, dtype=np.float32)
    x_np = np.sin(steps)    # float32 for converting torch FloatTensor
    y_np = np.cos(steps)

    x = torch.from_numpy(x_np[np.newaxis, :, np.newaxis])    # shape (batch, time_step, input_size)
    y = torch.from_numpy(y_np[np.newaxis, :, np.newaxis])

    x = Variable(x)
    y = Variable(y)

    prediction, h_state = rnn(x, h_state)   # rnn 对于每个 step 的 prediction, 还有最后一个 step 的 h_state
    # !!  下一步十分重要 !!
    h_state = Variable(h_state.data)  # 要把 h_state 重新包装一下才能放入下一个 iteration, 不然会报错

    loss = loss_func(prediction, y)     # cross entropy loss
    optimizer.zero_grad()               # clear gradients for this training step
    loss.backward()                     # backpropagation, compute gradients
    optimizer.step()                    # apply gradients

    # plotting
    plt.plot(steps, y_np.flatten(), 'r-')
    plt.plot(steps, prediction.data.numpy().flatten(), 'b-')
plt.draw()
plt.pause(0)

结果：

RNN (
  (rnn): RNN(1, 32, batch_first=True)
  (out): Linear (32 -> 1)
)