# LSTM简单例子(MATLAB code)

1：作者在求H_t_diff时有问题，不应该乘以那么导数，因为从后面传过来的误差是输出层(不是输出门)的误差乘以权值矩阵就可以了。

2：求各个门的误差都不用成乘激活函数

3：各个门中均未加偏置

%接下来就是LSTM的Matlab代码，我也进行了注释，用英文注释的，也比较容易懂：
% implementation of LSTM
clc
% clear
close all

%% training dataset generation
binary_dim     = 8;

largest_number = 2^binary_dim - 1;
binary         = cell(largest_number, 1);

for i = 1:largest_number + 1
binary{i}      = dec2bin(i-1, binary_dim);
int2binary{i}  = binary{i};
end

%% input variables
alpha      = 0.1;
input_dim  = 2;
hidden_dim = 32;
output_dim = 1;
allErr = [];
%% initialize neural network weights
% in_gate     = sigmoid(X(t) * X_i + H(t-1) * H_i)    ------- (1)
X_i = 2 * rand(input_dim, hidden_dim) - 1;
H_i = 2 * rand(hidden_dim, hidden_dim) - 1;
X_i_update = zeros(size(X_i));
H_i_update = zeros(size(H_i));
bi = 2*rand(1,1) - 1;
bi_update = 0;

% forget_gate = sigmoid(X(t) * X_f + H(t-1) * H_f)    ------- (2)
X_f = 2 * rand(input_dim, hidden_dim) - 1;
H_f = 2 * rand(hidden_dim, hidden_dim) - 1;
X_f_update = zeros(size(X_f));
H_f_update = zeros(size(H_f));
bf = 2*rand(1,1) - 1;
bf_update = 0;
% out_gate    = sigmoid(X(t) * X_o + H(t-1) * H_o)    ------- (3)
X_o = 2 * rand(input_dim, hidden_dim) - 1;
H_o = 2 * rand(hidden_dim, hidden_dim) - 1;
X_o_update = zeros(size(X_o));
H_o_update = zeros(size(H_o));
bo = 2*rand(1,1) - 1;
bo_update = 0;
% g_gate      = tanh(X(t) * X_g + H(t-1) * H_g)       ------- (4)
X_g = 2 * rand(input_dim, hidden_dim) - 1;
H_g = 2 * rand(hidden_dim, hidden_dim) - 1;
X_g_update = zeros(size(X_g));
H_g_update = zeros(size(H_g));
bg = 2*rand(1,1) - 1;
bg_update = 0;

out_para = 2 * rand(hidden_dim, output_dim) - 1;
out_para_update = zeros(size(out_para));
% C(t) = C(t-1) .* forget_gate + g_gate .* in_gate    ------- (5)
% S(t) = tanh(C(t)) .* out_gate                       ------- (6)
% Out  = sigmoid(S(t) * out_para)                     ------- (7)
% Note: Equations (1)-(6) are cores of LSTM in forward, and equation (7) is
% used to transfer hiddent layer to predicted output, i.e., the output layer.
% (Sometimes you can use softmax for equation (7))

%% train
iter = 99999; % training iterations
for j = 1:iter
% generate a simple addition problem (a + b = c)
a_int = randi(round(largest_number/2));   % int version
a     = int2binary{a_int+1};              % binary encoding

b_int = randi(floor(largest_number/2));   % int version
b     = int2binary{b_int+1};              % binary encoding

c_int = a_int + b_int;                    % int version
c     = int2binary{c_int+1};              % binary encoding

% where we'll store our best guess (binary encoded)
d     = zeros(size(c));
if length(d)<8
pause;
end

% total error
overallError = 0;

% difference in output layer, i.e., (target - out)
output_deltas = [];

% values of hidden layer, i.e., S(t)
hidden_layer_values = [];
cell_gate_values    = [];
% initialize S(0) as a zero-vector
hidden_layer_values = [hidden_layer_values; zeros(1, hidden_dim)];
cell_gate_values    = [cell_gate_values; zeros(1, hidden_dim)];

% initialize memory gate
% hidden layer
H = [];
H = [H; zeros(1, hidden_dim)];
% cell gate
C = [];
C = [C; zeros(1, hidden_dim)];
% in gate
I = [];
% forget gate
F = [];
% out gate
O = [];
% g gate
G = [];

% start to process a sequence, i.e., a forward pass
% Note: the output of a LSTM cell is the hidden_layer, and you need to
% transfer it to predicted output
for position = 0:binary_dim-1
% X ------> input, size: 1 x input_dim
X = [a(binary_dim - position)-'0' b(binary_dim - position)-'0'];

% y ------> label, size: 1 x output_dim
y = [c(binary_dim - position)-'0']';

% use equations (1)-(7) in a forward pass. here we do not use bias
in_gate     = sigmoid(X * X_i + H(end, :) * H_i + bi);  % equation (1)
forget_gate = sigmoid(X * X_f + H(end, :) * H_f + bf);  % equation (2)
out_gate    = sigmoid(X * X_o + H(end, :) * H_o + bo);  % equation (3)
g_gate      = tan_h(X * X_g + H(end, :) * H_g + bg);    % equation (4)
C_t         = C(end, :) .* forget_gate + g_gate .* in_gate;    % equation (5)
H_t         = tan_h(C_t) .* out_gate;                          % equation (6)

% store these memory gates
I = [I; in_gate];
F = [F; forget_gate];
O = [O; out_gate];
G = [G; g_gate];
C = [C; C_t];
H = [H; H_t];

% compute predict output
pred_out = sigmoid(H_t * out_para);

% compute error in output layer
output_error = y - pred_out;

% compute difference in output layer using derivative
% output_diff = output_error * sigmoid_output_to_derivative(pred_out);
output_deltas = [output_deltas; output_error];%*sigmoid_output_to_derivative(pred_out)];
%         output_deltas = [output_deltas; output_error*(pred_out)];
% compute total error
% note that if the size of pred_out or target is 1 x n or m x n,
% you should use other approach to compute error. here the dimension
% of pred_out is 1 x 1
overallError = overallError + abs(output_error(1));

% decode estimate so we can print it out
d(binary_dim - position) = round(pred_out);
end

% from the last LSTM cell, you need a initial hidden layer difference
future_H_diff = zeros(1, hidden_dim);

% stare back-propagation, i.e., a backward pass
% the goal is to compute differences and use them to update weights
% start from the last LSTM cell
for position = 0:binary_dim-1
X = [a(position+1)-'0' b(position+1)-'0'];

% hidden layer
H_t = H(end-position, :);         % H(t)
% previous hidden layer
H_t_1 = H(end-position-1, :);     % H(t-1)
C_t = C(end-position, :);         % C(t)
C_t_1 = C(end-position-1, :);     % C(t-1)
O_t = O(end-position, :);
F_t = F(end-position, :);
G_t = G(end-position, :);
I_t = I(end-position, :);

% output layer difference
output_diff = output_deltas(end-position, :);

% hidden layer difference
% note that here we consider one hidden layer is input to both
% output layer and next LSTM cell. Thus its difference also comes
% from two sources. In some other method, only one source is taken
% into consideration.
% use the equation: delta(l) = (delta(l+1) * W(l+1)) .* f'(z) to
% compute difference in previous layers. look for more about the
% proof at http://neuralnetworksanddeeplearning.com/chap2.html
%         H_t_diff = (future_H_diff * (H_i' + H_o' + H_f' + H_g') + output_diff * out_para') ...
%                    .* sigmoid_output_to_derivative(H_t);

H_t_diff = output_diff * (out_para');% .* sigmoid_output_to_derivative(H_t);
%         H_t_diff = output_diff * (out_para') .* sigmoid_output_to_derivative(H_t);
%         future_H_diff = H_t_diff;
%         out_para_diff = output_diff * (H_t) * sigmoid_output_to_derivative(out_para);
out_para_diff =  (H_t') * output_diff;%输出层权重

% out_gate diference
O_t_diff = H_t_diff .* tan_h(C_t) .* sigmoid_output_to_derivative(O_t);

% C_t difference
C_t_diff = H_t_diff .* O_t .* tan_h_output_to_derivative(C_t);

%         % C(t-1) difference
%         C_t_1_diff = C_t_diff .* F_t;

% forget_gate_diffeence
F_t_diff = C_t_diff .* C_t_1 .* sigmoid_output_to_derivative(F_t);

% in_gate difference
I_t_diff = C_t_diff .* G_t .* sigmoid_output_to_derivative(I_t);

% g_gate difference
G_t_diff = C_t_diff .* I_t .* tan_h_output_to_derivative(G_t);

% differences of X_i and H_i
X_i_diff =  X' * I_t_diff;% .* sigmoid_output_to_derivative(X_i);
H_i_diff =  (H_t_1)' * I_t_diff;% .* sigmoid_output_to_derivative(H_i);

% differences of X_o and H_o
X_o_diff = X' * O_t_diff;% .* sigmoid_output_to_derivative(X_o);
H_o_diff = (H_t_1)' * O_t_diff;% .* sigmoid_output_to_derivative(H_o);

% differences of X_o and H_o
X_f_diff = X' * F_t_diff;% .* sigmoid_output_to_derivative(X_f);
H_f_diff = (H_t_1)' * F_t_diff;% .* sigmoid_output_to_derivative(H_f);

% differences of X_o and H_o
X_g_diff = X' * G_t_diff;% .* tan_h_output_to_derivative(X_g);
H_g_diff = (H_t_1)' * G_t_diff;% .* tan_h_output_to_derivative(H_g);

% update
X_i_update = X_i_update + X_i_diff;
H_i_update = H_i_update + H_i_diff;
X_o_update = X_o_update + X_o_diff;
H_o_update = H_o_update + H_o_diff;
X_f_update = X_f_update + X_f_diff;
H_f_update = H_f_update + H_f_diff;
X_g_update = X_g_update + X_g_diff;
H_g_update = H_g_update + H_g_diff;
bi_update = bi_update + I_t_diff;
bo_update = bo_update + O_t_diff;
bf_update = bf_update + F_t_diff;
bg_update = bg_update + G_t_diff;
out_para_update = out_para_update + out_para_diff;
end

X_i = X_i + X_i_update * alpha;
H_i = H_i + H_i_update * alpha;
X_o = X_o + X_o_update * alpha;
H_o = H_o + H_o_update * alpha;
X_f = X_f + X_f_update * alpha;
H_f = H_f + H_f_update * alpha;
X_g = X_g + X_g_update * alpha;
H_g = H_g + H_g_update * alpha;
bi = bi + bi_update * alpha;
bo = bo + bo_update * alpha;
bf = bf + bf_update * alpha;
bg = bg + bg_update * alpha;
out_para = out_para + out_para_update * alpha;

X_i_update = X_i_update * 0;
H_i_update = H_i_update * 0;
X_o_update = X_o_update * 0;
H_o_update = H_o_update * 0;
X_f_update = X_f_update * 0;
H_f_update = H_f_update * 0;
X_g_update = X_g_update * 0;
H_g_update = H_g_update * 0;
bi_update = 0;
bf_update = 0;
bo_update = 0;
bg_update = 0;
out_para_update = out_para_update * 0;

if(mod(j,1000) == 0)
if 1%overallError > 1
err = sprintf('Error:%s\n', num2str(overallError)); fprintf(err);
end
allErr = [allErr overallError];
%         try
d = bin2dec(num2str(d));
%         catch
%             disp(d);
%         end
if 1%overallError>1
pred = sprintf('Pred:%s\n',dec2bin(d,8)); fprintf(pred);
Tru = sprintf('True:%s\n', num2str(c)); fprintf(Tru);
end
out = 0;
tmp = dec2bin(d,8);
for i = 1:8
out = out + str2double(tmp(8-i+1)) * power(2,i-1);
end
if 1%overallError>1
fprintf('%d + %d = %d\n',a_int,b_int,out);
sep = sprintf('-------%d------\n', j); fprintf(sep);
end
end
end
figure;plot(allErr);
function output = sigmoid(x)
output = 1./(1+exp(-x));
end

function y = sigmoid_output_to_derivative(output)
y = output.*(1-output);
end

function y = tan_h_output_to_derivative(x)
y = (1-x.^2);
end

function y=tan_h(x)
y=(exp(x)-exp(-x))./(exp(x)+exp(-x));
end

• 广告
• 抄袭
• 版权
• 政治
• 色情
• 无意义
• 其他

120