通过Sin预测Cos------Pytorch举例

import torch
import torch.nn as nn
from torch.nn import functional as F
from torch import optim
import numpy as np
from matplotlib import pyplot as plt
import matplotlib.animation
import math, random

TIME_STEP = 10 # rnn 时序步长数
INPUT_SIZE = 1 # rnn 的输入维度
DEVICE = torch.device("cuda" if torch.cuda.is_available() else "cpu") 
H_SIZE = 64 # of rnn 隐藏单元个数
EPOCHS=300 # 总共训练次数
h_state = None # 隐藏层状态

# 生成数据
steps = np.linspace(0, np.pi*2, 256, dtype=np.float32)
x_np = np.sin(steps) 
y_np = np.cos(steps)

# 可视化数据
plt.figure(1)
plt.suptitle('Sin and Cos',fontsize='18')
plt.plot(steps, y_np, 'r-', label='target (cos)')
plt.plot(steps, x_np, 'b-', label='input (sin)')
plt.legend(loc='best')
plt.show()

class RNN(nn.Module):
    def __init__(self):
        super(RNN, self).__init__()
        self.rnn = nn.RNN(
        input_size=INPUT_SIZE,
        hidden_size=H_SIZE, 
        num_layers=1, 
        batch_first=True,
        )
        self.out = nn.Linear(H_SIZE, 1)
    def forward(self, x, h_state):
         # x (batch, time_step, input_size)
         # h_state (n_layers, batch, hidden_size)
         # r_out (batch, time_step, hidden_size)
        r_out, h_state = self.rnn(x, h_state)
        outs = [] # 保存所有的预测值
        for time_step in range(r_out.size(1)): # 计算每一步长的预测值
            outs.append(self.out(r_out[:, time_step, :]))
        return torch.stack(outs, dim=1), h_state
         # 也可使用以下这样的返回值
         # r_out = r_out.view(-1, 32)
         # outs = self.out(r_out)
         # return outs, h_state

rnn = RNN().to(DEVICE)
optimizer = torch.optim.Adam(rnn.parameters()) # Adam优化，几乎不用调参
criterion = nn.MSELoss() # 因为最终的结果是一个数值，所以损失函数用均方误差

# 由于没有测试集，所以我们训练和测试写在一起了
rnn.train()
plt.figure(2)
for step in range(EPOCHS):
    start, end = step * np.pi, (step+1)*np.pi # 一个时间周期
    steps = np.linspace(start, end, TIME_STEP, dtype=np.float32)
    x_np = np.sin(steps) 
    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])
    prediction, h_state = rnn(x, h_state) # rnn output
    # 这一步非常重要
    h_state = h_state.data # 重置隐藏层的状态, 切断和前一次迭代的链接
    loss = criterion(prediction, y) 
    # 这三行写在一起就可以
    optimizer.zero_grad() 
    loss.backward() 
    optimizer.step() 
    if (step+1)%20==0: #每训练20个批次可视化一下效果，并打印一下loss
        print("EPOCHS: {},Loss:{:4f}".format(step,loss))
        plt.plot(steps, y_np.flatten(), 'r-')
        plt.plot(steps, prediction.data.numpy().flatten(), 'b-')
        plt.draw()
        plt.pause(0.01)