深度学习作业L5W1（1）：Building your Recurrent Neural Network - Step by Step

利用numpy实现RNN、LSTM的前向传播和反向传播。主要是为了熟悉基本单元的流程

RNN

基本单元：

# 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(Wax.dot(xt) + Waa.dot(a_prev) + ba)
    # compute output of the current cell using the formula given above
    yt_pred = softmax(Wya.dot(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

输入：一个时间节点的X，状态a
输出：新的状态a和输出y
numpy矩阵乘法基本操作

前向传播流程

# 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 parameters["Wya"]
    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

将初始状态设置成0，依次按时间节点顺序调用cell

LSTM

基本单元：

# 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 update gate, numpy array of shape (n_a, n_a + n_x)
                        bi -- Bias of the update 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 output gate, numpy array of shape (n_a, n_a + n_x)
                        bo --  Bias of the output 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 tilde),
          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[&#