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  • Sequence Model-week1编程题1(一步步实现RNN与LSTM)

    一步步搭建循环神经网络

    将在numpy中实现一个循环神经网络

    Recurrent Neural Networks (RNN) are very effective for Natural Language Processing and other sequence tasks because they have "memory". 他们可以读取一个输入 (x^{langle t angle}) (such as words) one at a time, 并且通过隐藏层激活 从一个 time-step 传递到下一个 time-step 来记住一些信息(information/context). 这允许单向RNN(uni-directional RNN)从过去获取信息来处理后面的输入,双向RNN(A bidirection RNN) 可以从过去和未来中获取上下文。

    Notation:

    • 上标(Superscript) ([l]) 表示 (l^{th}) layer.

      • Example: (a^{[4]}) is the (4^{th}) layer activation. (W^{[5]}) and (b^{[5]}) are the (5^{th}) layer parameters.
    • Superscript ((i)) 表示 (i^{th}) example.

      • Example: (x^{(i)}) is the (i^{th}) training example input.
    • Superscript (langle t angle) 表示 (t^{th}) time-step.

      • Example: (x^{langle t angle}) 表示输入(x)(t^{th}) time-step. (x^{(i)langle t angle}) 表示输入(x) 的 第(i)个样本 的(t^{th}) timestep.
    • 下标(Lowerscript) (i) 表示 (i^{th}) entry of a vector.

      • Example: (a^{[l]}_i) 表示 (l) 层中的 (i^{th}) entry of the activations.

    Example:

    • (a^{(2)[3]<4>}_5) denotes the activation of the 2nd training example (2), 3rd layer [3], 4th time step <4>, and 5th entry in the vector.
    import numpy as np
    from rnn_utils import *
    

    1. Forward propagation for the basic Recurrent Neural Network

    实现一个基本的RNN结构,这里,(T_x = T_y).

    Figure 1: Basic RNN model

    3D Tensor of shape ((n_{x},m,T_{x}))

    • The 3-dimensional tensor (x) of shape ((n_x,m,T_x)) represents the input (x) that is fed into the RNN.

    Taking a 2D slice for each time step: (x^{langle t angle})

    • At each time step, we'll use a mini-batches of training examples (not just a single example).
    • So, for each time step (t), we'll use a 2D slice of shape ((n_x,m)).
    • We're referring to this 2D slice as (x^{langle t angle}). The variable name in the code is xt.

    Definition of hidden state (a)

    • The activation (a^{langle t angle}) that is passed to the RNN from one time step to another is called a "hidden state."

    Dimensions of hidden state (a)

    • Similar to the input tensor (x), the hidden state for a single training example is a vector of length (n_{a}).
    • If we include a mini-batch of (m) training examples, the shape of a mini-batch is ((n_{a},m)).
    • When we include the time step dimension, the shape of the hidden state is ((n_{a}, m, T_x))
    • We will loop through the time steps with index (t), and work with a 2D slice of the 3D tensor.
    • We'll refer to this 2D slice as (a^{langle t angle}).
    • In the code, the variable names we use are either a_prev or a_next, depending on the function that's being implemented.
    • The shape of this 2D slice is ((n_{a}, m))

    Dimensions of prediction (hat{y})

    • Similar to the inputs and hidden states, (hat{y}) is a 3D tensor of shape ((n_{y}, m, T_{y})).
      • (n_{y}): number of units in the vector representing the prediction.
      • (m): number of examples in a mini-batch.
      • (T_{y}): number of time steps in the prediction.
    • For a single time step (t), a 2D slice (hat{y}^{langle t angle}) has shape ((n_{y}, m)).
    • In the code, the variable names are:
      • y_pred: (hat{y})
      • yt_pred: (hat{y}^{langle t angle})

    实现RNN具体步骤:

    1. Implement the calculations needed for one time-step of the RNN. (实现 RNN的一个时间步 所需要计算的东西)

    2. Implement a loop over (T_x) time-steps in order to process all the inputs, one at a time. (在 (T_x) 时间步上实现一个循环,以便一次处理所有输入)

    1.1 RNN cell

    循环神经网络可以看作是单元的重复(repetition),首先要实现单个时间步的计算,下图描述了RNN单元的单个时间步的操作。

    Figure 2: Basic RNN cell. Takes as input (x^{langle t angle}) (current input) and (a^{langle t - 1 angle}) (previous hidden state containing information from the past), and outputs (a^{langle t angle}) which is given to the next RNN cell and also used to predict (y^{langle t angle})

    Instructions:

    1. Compute the hidden state with tanh activation: (a^{langle t angle} = anh(W_{aa} a^{langle t-1 angle} + W_{ax} x^{langle t angle} + b_a)).

    2. Using your new hidden state (a^{langle t angle}), compute the prediction (hat{y}^{langle t angle} = softmax(W_{ya} a^{langle t angle} + b_y)). We provided you a function: softmax.

    3. Store ((a^{langle t angle}, a^{langle t-1 angle}, x^{langle t angle}, parameters)) in cache

    4. Return (a^{langle t angle}) , (y^{langle t angle}) and cache

    We will vectorize over (m) examples. Thus, (x^{langle t angle}) will have dimension ((n_x,m)), and (a^{langle t angle}) will have dimension ((n_a,m)).

    # 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(Waa, a_prev) + np.dot(Wax, xt) + 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
    

    测试:

    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)

    1.2 RNN的前向传播

    一个RNN是刚刚构建的 cell 的重复, 如果输入的数据序列经过10个时间步,那么将复制RNN单元10次,每个单元将前一个单元中的hidden state((a^{langle t-1 angle})) 和当前时间步的输入数据((x^{langle t angle})) 作为输入。它输出当前 time-step的 a hidden state ((a^{langle t angle})) and a prediction ((y^{langle t angle})).

    Figure 3: Basic RNN. The input sequence (x = (x^{langle 1 angle}, x^{langle 2 angle}, ..., x^{langle T_x angle})) is carried over (T_x) time steps. The network outputs (y = (y^{langle 1 angle}, y^{langle 2 angle}, ..., y^{langle T_x angle})).

    Instructions:

    1. 创建 维度((n_{a}, m, T_{x})) 的零向量zeros ((a)) 将保存 由RNN计算的 所有 the hidden states a.

    2. 使用 (a_0) (initial hidden state) 初始化 the "next" hidden state .

    3. 开始循环所有的 time-step, your incremental index is (t) :

      • 使用 rnn_cell_forward函数 更新 "next" hidden state and the cache.

      • 使用 (a) 来保存 "next" hidden state ((t^{th}) position).

      • 使用 (y) 来保存预测值(prediction).

      • cache 保存到 caches列表中.

    4. 返回 (a), (y) and caches

    Hints:

    • Create a 3D array of zeros, (a) of shape ((n_{a}, m, T_{x})) that will store all the hidden states computed by the RNN.
    • Create a 3D array of zeros, (hat{y}), of shape ((n_{y}, m, T_{x})) that will store the predictions.
      • Note that in this case, (T_{y} = T_{x}) (the prediction and input have the same number of time steps).
    • Initialize the 2D hidden state a_next by setting it equal to the initial hidden state, (a_{0}).
    • At each time step (t):
      • Get (x^{langle t angle}), which is a 2D slice of (x) for a single time step (t).
        • (x^{langle t angle}) has shape ((n_{x}, m))
        • (x) has shape ((n_{x}, m, T_{x}))
      • Update the 2D hidden state (a^{langle t angle}) (variable name a_next), the prediction (hat{y}^{langle t angle}) and the cache by running rnn_cell_forward.
        • (a^{langle t angle}) has shape ((n_{a}, m))
      • Store the 2D hidden state in the 3D tensor (a), at the (t^{th}) position.
        • (a) has shape ((n_{a}, m, T_{x}))
      • Store the 2D (hat{y}^{langle t angle}) prediction (variable name yt_pred) in the 3D tensor (hat{y}_{pred}) at the (t^{th}) position.
        • (hat{y}^{langle t angle}) has shape ((n_{y}, m))
        • (hat{y}) has shape ((n_{y}, m, T_x))
      • Append the cache to the list of caches.
    • Return the 3D tensor (a) and (hat{y}), as well as the list of caches.
    # 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
    

    测试:

    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

    我们构建了循环神经网络的前向传播函数,这对于某些应用程序来说已经足够好了,但是它还存在梯度消失(vanishing gradient )的问题。当每个输出 (y^{langle t angle}) 是根据 局部上下文("local" context) 来预测时,效果较好。(意思是输入 (x^{langle t' angle}) ,其中 (t')(t) 相隔不太远).

    接下来要构建一个更加复杂的 LSTM模型,它可以更好地解决梯度消失的问题,LSTM能够更好地记住一条信息,并且可以在很多time-steps中保存。

    2. Long Short-Term Memory (LSTM) network

    下图是LSTM模块:

    Figure 4: LSTM-cell. 它跟踪和更新每个time-step上的 单元状态(cell state) 或 记忆变量(memory variable) (c^{langle t angle}), 这跟 (a^{langle t angle}) 不同.

    先来实现一个LSTM单元,只执行一个时间步,然后在循环中调用,以处理所有输入数据。

    About the gates

    • Forget gate

    假设,我们正在阅读文本中的单词,并希望使用LSTM来跟踪语法结构,比如,主语是单数(singular)还是复数(plural)。如果主语从单数变为复数,我们需要找到一种方法来 摆脱 我们先前存储的单复数状态的记忆值。在LSTM中,遗忘门是这样做的:

    [Gamma_f^{langle t angle} = sigma(W_f[a^{langle t-1 angle}, x^{langle t angle}] + b_f) ag{1} ]

    其中, (W_f​) 是控制遗忘门的权值,我们 concatenate ([a^{langle t-1 angle}, x^{langle t angle}]​) and multiply by (W_f​),结果是得到了一个 vector (Gamma_f^{langle t angle}​),其值在0 与 1 之间。这个 forget gate vector 将与 前一个单元状态(cell state) (c^{langle t-1 angle}​) 元素相乘。

    因此,如果 (Gamma_f^{langle t angle}) 的一个值是 0 (或 (approx) 0) ,则意味着 LSTM 应该删除这条信息 ( the singular subject) 在相应的(c^{langle t-1 angle}​)组成部分中。如果其中有值为 1,那么 LSTM 将保留信息。

    • Update gate

    一旦我们忘记过去所讨论的主语是单数,我们需要找到一种方法来更新它,以反映新的主语现在是复数。这里是更新门(update gate)的公式

    [Gamma_u^{langle t angle} = sigma(W_u[a^{langle t-1 angle}, x^{{t}}] + b_u) ag{2} ]

    与遗忘门相似,(Gamma_u^{langle t angle}) 向量的值在0与 1之间。为了计算 (c^{langle t angle}),它会与 ( ilde{c}^{langle t angle}) 元素相乘。

    • Updating the cell

    为了更新主语,我们需要创建一个新的向量,我们可以将其添加到之前的单元状态中(cell state)。公式为:

    [ ilde{c}^{langle t angle} = anh(W_c[a^{langle t-1 angle}, x^{langle t angle}] + b_c) ag{3} ​ ]

    最后,新的单元状态(cell state)是:

    [c^{langle t angle} = Gamma_f^{langle t angle}* c^{langle t-1 angle} + Gamma_u^{langle t angle} * ilde{c}^{langle t angle} ag{4} ]

    • Output gate

    为了决定我们将使用哪种输出,使用下列公式:

    [Gamma_o^{langle t angle}= sigma(W_o[a^{langle t-1 angle}, x^{langle t angle}] + b_o) ag{5}​ ]

    [a^{langle t angle} = Gamma_o^{langle t angle}* anh(c^{langle t angle}) ag{6} ​ ]

    2.1 LSTM cell

    Instructions:

    1. (a^{langle t-1 angle})(x^{langle t angle}) 连接起来变成一个矩阵: (concat = egin{bmatrix} a^{langle t-1 angle} \ x^{langle t angle} end{bmatrix}).

    2. 计算公式 1-6,你可以使用 sigmoid() (provided) 和 np.tanh().

    3. 计算 prediction (y^{langle t angle}). 你可以使用 softmax() (provided).

    # 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["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_a+n_x, 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)
        
        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
    

    测试

    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 Forward pass for LSTM

    我们已经实现了LSTM单元的一个时间步的前向传播,现在我们要对LSTM网络进行前向传播进行计算

    Figure 4: LSTM over multiple time-steps.

    Exercise: Implement lstm_forward() to run an LSTM over (T_x) time-steps.

    Note: (c^{langle 0 angle}) is initialized with zeros.

    # 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 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 -- 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 x and parameters['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, 1))
        
        # 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_pred, cache
            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
    

    测试:

    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

    3. Backpropagation in recurrent neural networks

    在循环神经网络中,我们可以计算与成本相关的导数,以便更新参数。

    3.1 基本的RNN网络的反向传播

    We will start by computing the backward pass for the basic RNN-cell.

    Figure 5: RNN-cell's backward pass. 就像在fully-connected neural network, the cost function (J) 的导数通过遵循链式法则从RNN进行反向传播。 链式法则也用于计算 ((frac{partial J}{partial W_{ax}},frac{partial J}{partial W_{aa}},frac{partial J}{partial b})) 来更新 parameters ((W_{ax}, W_{aa}, b_a)).

    Figure 7: This implementation of rnn_cell_backward does not include the output dense layer and softmax which are included in rnn_cell_forward.

    (da_{next}) is (frac{partial{J}}{partial a^{langle t angle}}) and includes loss from previous stages and current stage output logic. The addition shown in green will be part of your implementation of rnn_backward.

    Deriving the one step backward functions:

    单步反向传播的推导:为了计算rnn_cell_backward,我们需要计算下面的公式:

    ( anh) 的导数是 (1- anh(x)^2). 证明. 注意: ( ext{sech}(x)^2 = 1 - anh(x)^2)

    相似于,对于 (frac{ partial a^{langle t angle} } {partial W_{ax}}, frac{ partial a^{langle t angle} } {partial W_{aa}}, frac{ partial a^{langle t angle} } {partial b})( anh(u)) 的导数是 ((1- anh(u)^2)du).

    dtanh = da_next * (1 - np.square(np.tanh(np.dot(Wax, xt) + np.dot(Waa, a_prev) + ba)))

    Equations

    To compute the rnn_cell_backward you can utilize the following equations. It is a good exercise to derive them by hand. Here, (*) denotes element-wise multiplication while the absence of a symbol indicates matrix multiplication.

    [egin{align} displaystyle a^{langle t angle} &= anh(W_{ax} x^{langle t angle} + W_{aa} a^{langle t-1 angle} + b_{a}) ag{-} \[8pt] displaystyle frac{partial anh(x)} {partial x} &= 1 - anh^2(x) ag{-} \[8pt] displaystyle {dW_{ax}} &= (da_{next} * ( 1- anh^2(W_{ax}x^{langle t angle}+W_{aa} a^{langle t-1 angle} + b_{a}) )) x^{langle t angle T} ag{1} \[8pt] displaystyle dW_{aa} &= (da_{next} * ( 1- anh^2(W_{ax}x^{langle t angle}+W_{aa} a^{langle t-1 angle} + b_{a}) )) a^{langle t-1 angle T} ag{2} \[8pt] displaystyle db_a& = sum_{batch}( da_{next} * ( 1- anh^2(W_{ax}x^{langle t angle}+W_{aa} a^{langle t-1 angle} + b_{a}) )) ag{3} \[8pt] displaystyle dx^{langle t angle} &= { W_{ax}}^T (da_{next} * ( 1- anh^2(W_{ax}x^{langle t angle}+W_{aa} a^{langle t-1 angle} + b_{a}) )) ag{4} \[8pt] displaystyle da_{prev} &= { W_{aa}}^T(da_{next} * ( 1- anh^2(W_{ax}x^{langle t angle}+W_{aa} a^{langle t-1 angle} + b_{a}) )) ag{5} end{align} ]

    def rnn_cell_backward(da_next, cache):
        """
        Implements the backward pass for the RNN-cell (single time-step).
    
        Arguments:
        da_next -- Gradient of loss with respect to next hidden state
        cache -- python dictionary containing useful values (output of rnn_cell_forward())
    
        Returns:
        gradients -- python dictionary containing:
                            dx -- Gradients of input data, of shape (n_x, m)
                            da_prev -- Gradients of previous hidden state, of shape (n_a, m)
                            dWax -- Gradients of input-to-hidden weights, of shape (n_a, n_x)
                            dWaa -- Gradients of hidden-to-hidden weights, of shape (n_a, n_a)
                            dba -- Gradients of bias vector, of shape (n_a, 1)
        """
        
        # Retrieve values from cache
        (a_next, a_prev, xt, parameters) = cache
        
        # Retrieve values from parameters
        Wax = parameters["Wax"]
        Waa = parameters["Waa"]
        Wya = parameters["Wya"]
        ba = parameters["ba"]
        by = parameters["by"]
    
        ### START CODE HERE ###
        # compute the gradient of tanh with respect to a_next (≈1 line)
        dtanh = da_next * (1 - np.square(np.tanh(np.dot(Wax, xt) + np.dot(Waa, a_prev) + ba)))
    
        # compute the gradient of the loss with respect to Wax (≈2 lines)
        dxt = np.dot(Wax.T, dtanh)
        dWax = np.dot(dtanh, xt.T)
    
        # compute the gradient with respect to Waa (≈2 lines)
        da_prev = np.dot(Waa.T, dtanh)
        dWaa = np.dot(dtanh, a_prev.T)
    
        # compute the gradient with respect to b (≈1 line)
        dba = np.sum(dtanh, axis = 1, keepdims = True)
    
        ### END CODE HERE ###
        
        # Store the gradients in a python dictionary
        gradients = {"dxt": dxt, "da_prev": da_prev, "dWax": dWax, "dWaa": dWaa, "dba": dba}
        
        return gradients
    

    测试:

    np.random.seed(1)
    xt = np.random.randn(3,10)
    a_prev = np.random.randn(5,10)
    Wax = np.random.randn(5,3)
    Waa = np.random.randn(5,5)
    Wya = np.random.randn(2,5)
    b = np.random.randn(5,1)
    by = np.random.randn(2,1)
    parameters = {"Wax": Wax, "Waa": Waa, "Wya": Wya, "ba": ba, "by": by}
    
    a_next, yt, cache = rnn_cell_forward(xt, a_prev, parameters)
    
    da_next = np.random.randn(5,10)
    gradients = rnn_cell_backward(da_next, cache)
    print("gradients["dxt"][1][2] =", gradients["dxt"][1][2])
    print("gradients["dxt"].shape =", gradients["dxt"].shape)
    print("gradients["da_prev"][2][3] =", gradients["da_prev"][2][3])
    print("gradients["da_prev"].shape =", gradients["da_prev"].shape)
    print("gradients["dWax"][3][1] =", gradients["dWax"][3][1])
    print("gradients["dWax"].shape =", gradients["dWax"].shape)
    print("gradients["dWaa"][1][2] =", gradients["dWaa"][1][2])
    print("gradients["dWaa"].shape =", gradients["dWaa"].shape)
    print("gradients["dba"][4] =", gradients["dba"][4])
    print("gradients["dba"].shape =", gradients["dba"].shape)
    

    gradients["dxt"][1][2] = -0.4605641030588796
    gradients["dxt"].shape = (3, 10)
    gradients["da_prev"][2][3] = 0.08429686538067718
    gradients["da_prev"].shape = (5, 10)
    gradients["dWax"][3][1] = 0.3930818739219304
    gradients["dWax"].shape = (5, 3)
    gradients["dWaa"][1][2] = -0.2848395578696067
    gradients["dWaa"].shape = (5, 5)
    gradients["dba"][4] = [0.80517166]
    gradients["dba"].shape = (5, 1)

    Backward pass through the RNN

    计算 每个time-step关于 (a^{langle t angle}) 代价的梯度 是有用的,因为它帮助梯度 向前一个 RNN-cell 反向传播。从结尾开始,迭代所有time steps,每一步,实现 (db_a), (dW_{aa}), (dW_{ax}), 并且存储 (dx).

    Instructions:

    实现 rnn_backward函数. 首先,初始化 回归变量为0,然后,循环每个time-steps,通过调用 rnn_cell_backward,更新其他变量.

    def rnn_backward(da, caches):
        """
        Implement the backward pass for a RNN over an entire sequence of input data.
    
        Arguments:
        da -- Upstream gradients of all hidden states, of shape (n_a, m, T_x)
        caches -- tuple containing information from the forward pass (rnn_forward)
        
        Returns:
        gradients -- python dictionary containing:
                            dx -- Gradient w.r.t. the input data, numpy-array of shape (n_x, m, T_x)
                            da0 -- Gradient w.r.t the initial hidden state, numpy-array of shape (n_a, m)
                            dWax -- Gradient w.r.t the input's weight matrix, numpy-array of shape (n_a, n_x)
                            dWaa -- Gradient w.r.t the hidden state's weight matrix, numpy-arrayof shape (n_a, n_a)
                            dba -- Gradient w.r.t the bias, of shape (n_a, 1)
        """
            
        ### START CODE HERE ###
        
        # Retrieve values from the first cache (t=1) of caches (≈2 lines)
        (caches, x) = caches
        
        (a1, a0, x1, parameters) = caches[0]
        
        # Retrieve dimensions from da's and x1's shapes (≈2 lines)
        n_a, m, T_x = da.shape
        n_x, m = x1.shape
        
        # initialize the gradients with the right sizes (≈6 lines) 
        dx = np.zeros((n_x, m, T_x))
        dWax = np.zeros((n_a, n_x))
        dWaa = np.zeros((n_a, n_a))
        dba = np.zeros((n_a, 1))
        da0 = np.zeros((n_a, m))
        da_prevt = np.zeros((n_a, 1))
        
        # Loop through all the time steps
        for t in reversed(range(T_x)):
            # Compute gradients at time step t. Choose wisely the "da_next" and the "cache" to use in the backward propagation step. (≈1 line)
            gradients = rnn_cell_backward(da[:,:,t] + da_prevt, caches[t])
            # Retrieve derivatives from gradients (≈ 1 line)
            dxt, da_prevt, dWaxt, dWaat, dbat = gradients['dxt'], gradients['da_prev'], gradients['dWax'], gradients['dWaa'], gradients['dba']
            # Increment global derivatives w.r.t parameters by adding their derivative at time-step t (≈4 lines)
            dx[:, :, t] = dxt
            dWax += dWaxt
            dWaa += dWaat
            dba += dbat
            
        # Set da0 to the gradient of a which has been backpropagated through all time-steps (≈1 line) 
        da0 = da_prevt
        ### END CODE HERE ###
    
        # Store the gradients in a python dictionary
        gradients = {"dx": dx, "da0": da0, "dWax": dWax, "dWaa": dWaa,"dba": dba}
        
        return gradients
    

    测试:

    np.random.seed(1)
    x = np.random.randn(3,10,4)
    a0 = np.random.randn(5,10)
    Wax = np.random.randn(5,3)
    Waa = np.random.randn(5,5)
    Wya = np.random.randn(2,5)
    ba = np.random.randn(5,1)
    by = np.random.randn(2,1)
    parameters = {"Wax": Wax, "Waa": Waa, "Wya": Wya, "ba": ba, "by": by}
    a, y, caches = rnn_forward(x, a0, parameters)
    da = np.random.randn(5, 10, 4)
    gradients = rnn_backward(da, caches)
    
    print("gradients["dx"][1][2] =", gradients["dx"][1][2])
    print("gradients["dx"].shape =", gradients["dx"].shape)
    print("gradients["da0"][2][3] =", gradients["da0"][2][3])
    print("gradients["da0"].shape =", gradients["da0"].shape)
    print("gradients["dWax"][3][1] =", gradients["dWax"][3][1])
    print("gradients["dWax"].shape =", gradients["dWax"].shape)
    print("gradients["dWaa"][1][2] =", gradients["dWaa"][1][2])
    print("gradients["dWaa"].shape =", gradients["dWaa"].shape)
    print("gradients["dba"][4] =", gradients["dba"][4])
    print("gradients["dba"].shape =", gradients["dba"].shape)
    

    gradients["dx"][1][2] = [-2.07101689 -0.59255627 0.02466855 0.01483317]
    gradients["dx"].shape = (3, 10, 4)
    gradients["da0"][2][3] = -0.31494237512664996
    gradients["da0"].shape = (5, 10)
    gradients["dWax"][3][1] = 11.264104496527777
    gradients["dWax"].shape = (5, 3)
    gradients["dWaa"][1][2] = 2.3033331265798935
    gradients["dWaa"].shape = (5, 5)
    gradients["dba"][4] = [-0.74747722]
    gradients["dba"].shape = (5, 1)

    3.2 LSTM backward pass

    3.21 One step backward


    **Figure 8**: lstm_cell_backward. Note the output functions, while part of the lstm_cell_forward, are not included in lstm_cell_backward

    3.22 gate derivatives

    [egin{align} dGamma_o^{langle t angle} &= da_{next}* anh(c_{next}) * Gamma_o^{langle t angle}*left(1-Gamma_o^{langle t angle} ight) ag{7} \[8pt] dpwidetilde{c}^{langle t angle} &= left(dc_{next}*Gamma_u^{langle t angle}+ Gamma_o^{langle t angle}* (1- anh^2(c_{next})) * Gamma_u^{langle t angle} * da_{next} ight) * left(1-left(widetilde c^{langle t angle} ight)^2 ight) ag{8} \[8pt] dGamma_u^{langle t angle} &= left(dc_{next}*widetilde{c}^{langle t angle} + Gamma_o^{langle t angle}* (1- anh^2(c_{next})) * widetilde{c}^{langle t angle} * da_{next} ight)*Gamma_u^{langle t angle}*left(1-Gamma_u^{langle t angle} ight) ag{9} \[8pt] dGamma_f^{langle t angle} &= left(dc_{next}* c_{prev} + Gamma_o^{langle t angle} * (1- anh^2(c_{next})) * c_{prev} * da_{next} ight)*Gamma_f^{langle t angle}*left(1-Gamma_f^{langle t angle} ight) ag{10} end{align} ]

    3.23 parameter derivatives

    (dW_f = dGamma_f^{langle t angle} egin{bmatrix} a_{prev} \ x_tend{bmatrix}^T ag{11})

    (dW_u = dGamma_u^{langle t angle} egin{bmatrix} a_{prev} \ x_tend{bmatrix}^T ag{12})

    (dW_c = dpwidetilde c^{langle t angle} egin{bmatrix} a_{prev} \ x_tend{bmatrix}^T ag{13})

    (dW_o = dGamma_o^{langle t angle} egin{bmatrix} a_{prev} \ x_tend{bmatrix}^T ag{14})

    为了计算 (db_f, db_u, db_c, db_o) 你需要在 (dGamma_f^{langle t angle}, dGamma_u^{langle t angle}, dp ilde c^{langle t angle}, dGamma_o^{langle t angle}) 上在horizontal axis(axis=1) 进行求和。需要使用 keep_dims = True 选项.

    (displaystyle db_f = sum_{batch}dGamma_f^{langle t angle} ag{15})

    (displaystyle db_u = sum_{batch}dGamma_u^{langle t angle} ag{16})

    (displaystyle db_c = sum_{batch}dGamma_c^{langle t angle} ag{17})

    (displaystyle db_o = sum_{batch}dGamma_o^{langle t angle} ag{18})

    最后,需要计算先前隐藏状态(the previous hidden state), 先前记忆单元(previous memory state), 和 输入(input) 的导数

    [da_{prev} = W_f^T*dGamma_f^{langle t angle} + W_u^T * dGamma_u^{langle t angle}+ W_c^T * dp ilde c^{langle t angle} + W_o^T * dGamma_o^{langle t angle} ag{19} ]

    这里,方程19的权重是第一个n_a,(比如: (W_f = W_f[:,:n_a]) 等)

    [dc_{prev} = dc_{next}Gamma_f^{langle t angle} + Gamma_o^{langle t angle} * (1- anh(c_{next})^2)*Gamma_f^{langle t angle}*da_{next} ag{20} ]

    [dx^{langle t angle} = W_f^T dgamma_f^{langle t angle} + W_u^T dGamma_u^{langle t angle}+ W_c^T dpwidetilde c^{langle t angle} + W_o^T dGamma_o^{langle t angle} ag{21} ]

    方程21的权重从n_a到结尾,(比如: (W_f = W_f[:,n_a:]) 等)

    Exercise: Implement lstm_cell_backward 通过实现公式 (7-18).

    def lstm_cell_backward(da_next, dc_next, cache):
        """
        Implement the backward pass for the LSTM-cell (single time-step).
    
        Arguments:
        da_next -- Gradients of next hidden state, of shape (n_a, m)
        dc_next -- Gradients of next cell state, of shape (n_a, m)
        cache -- cache storing information from the forward pass
    
        Returns:
        gradients -- python dictionary containing:
                            dxt -- Gradient of input data at time-step t, of shape (n_x, m)
                            da_prev -- Gradient w.r.t. the previous hidden state, numpy array of shape (n_a, m)
                            dc_prev -- Gradient w.r.t. the previous memory state, of shape (n_a, m, T_x)
                            dWf -- Gradient w.r.t. the weight matrix of the forget gate, numpy array of shape (n_a, n_a + n_x)
                            dWi -- Gradient w.r.t. the weight matrix of the update gate, numpy array of shape (n_a, n_a + n_x)
                            dWc -- Gradient w.r.t. the weight matrix of the memory gate, numpy array of shape (n_a, n_a + n_x)
                            dWo -- Gradient w.r.t. the weight matrix of the output gate, numpy array of shape (n_a, n_a + n_x)
                            dbf -- Gradient w.r.t. biases of the forget gate, of shape (n_a, 1)
                            dbi -- Gradient w.r.t. biases of the update gate, of shape (n_a, 1)
                            dbc -- Gradient w.r.t. biases of the memory gate, of shape (n_a, 1)
                            dbo -- Gradient w.r.t. biases of the output gate, of shape (n_a, 1)
        """
    
        # Retrieve information from "cache"
        (a_next, c_next, a_prev, c_prev, ft, it, cct, ot, xt, parameters) = cache
        
        ### START CODE HERE ###
        # Retrieve dimensions from xt's and a_next's shape (≈2 lines)
        n_x, m = xt.shape
        n_a, m = a_next.shape
        
        # Compute gates related derivatives, you can find their values can be found by looking carefully at equations (7) to (10) (≈4 lines)
        dot = da_next * np.tanh(c_next) * ot * (1-ot)
        dcct = (dc_next * it + ot * (1 - np.square(np.tanh(c_next))) * it * da_next) * (1 - np.square(cct))
        dit = (dc_next * cct + ot * (1 - np.square(np.tanh(c_next))) * cct * da_next) * it * (1 - it)
        dft = (dc_next * c_prev + ot * (1 - np.square(np.tanh(c_next))) * c_prev * da_next) * ft * (1 - ft)
    
        # Compute parameters related derivatives. Use equations (11)-(14) (≈8 lines)
        concat = np.concatenate((a_prev, xt), axis=0).T
        dWf = np.dot(dft, concat)
        dWi = np.dot(dit, concat)
        dWc = np.dot(dcct, concat)
        dWo = np.dot(dot, concat)
        dbf = np.sum(dft, axis=1, keepdims=True)
        dbi = np.sum(dit, axis=1, keepdims=True)
        dbc = np.sum(dcct, axis=1, keepdims=True)
        dbo = np.sum(dot, axis=1, keepdims=True)
    
        # Compute derivatives w.r.t previous hidden state, previous memory state and input. Use equations (15)-(17). (≈3 lines)
        da_prev = np.dot(parameters['Wf'][:,:n_a].T, dft) +  np.dot(parameters["Wi"][:, :n_a].T, dit) + np.dot(parameters['Wc'][:,:n_a].T, dcct) + np.dot(parameters['Wo'][:,:n_a].T, dot)
        dc_prev = dc_next * ft + ot * (1-np.square(np.tanh(c_next))) * ft * da_next
        dxt = np.dot(parameters['Wf'][:, n_a:].T, dft) + np.dot(parameters["Wi"][:, n_a:].T, dit)+ np.dot(parameters['Wc'][:,n_a:].T,dcct) + np.dot(parameters['Wo'][:,n_a:].T, dot)
        ### END CODE HERE ###
        
        # Save gradients in dictionary
        gradients = {"dxt": dxt, "da_prev": da_prev, "dc_prev": dc_prev, "dWf": dWf,"dbf": dbf, "dWi": dWi,"dbi": dbi,
                    "dWc": dWc,"dbc": dbc, "dWo": dWo,"dbo": dbo}
    
        return gradients
    

    测试:

    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)
    
    da_next = np.random.randn(5,10)
    dc_next = np.random.randn(5,10)
    gradients = lstm_cell_backward(da_next, dc_next, cache)
    print("gradients["dxt"][1][2] =", gradients["dxt"][1][2])
    print("gradients["dxt"].shape =", gradients["dxt"].shape)
    print("gradients["da_prev"][2][3] =", gradients["da_prev"][2][3])
    print("gradients["da_prev"].shape =", gradients["da_prev"].shape)
    print("gradients["dc_prev"][2][3] =", gradients["dc_prev"][2][3])
    print("gradients["dc_prev"].shape =", gradients["dc_prev"].shape)
    print("gradients["dWf"][3][1] =", gradients["dWf"][3][1])
    print("gradients["dWf"].shape =", gradients["dWf"].shape)
    print("gradients["dWi"][1][2] =", gradients["dWi"][1][2])
    print("gradients["dWi"].shape =", gradients["dWi"].shape)
    print("gradients["dWc"][3][1] =", gradients["dWc"][3][1])
    print("gradients["dWc"].shape =", gradients["dWc"].shape)
    print("gradients["dWo"][1][2] =", gradients["dWo"][1][2])
    print("gradients["dWo"].shape =", gradients["dWo"].shape)
    print("gradients["dbf"][4] =", gradients["dbf"][4])
    print("gradients["dbf"].shape =", gradients["dbf"].shape)
    print("gradients["dbi"][4] =", gradients["dbi"][4])
    print("gradients["dbi"].shape =", gradients["dbi"].shape)
    print("gradients["dbc"][4] =", gradients["dbc"][4])
    print("gradients["dbc"].shape =", gradients["dbc"].shape)
    print("gradients["dbo"][4] =", gradients["dbo"][4])
    print("gradients["dbo"].shape =", gradients["dbo"].shape)
    

    gradients["dxt"][1][2] = 3.2305591151091875
    gradients["dxt"].shape = (3, 10)
    gradients["da_prev"][2][3] = -0.06396214197109236
    gradients["da_prev"].shape = (5, 10)
    gradients["dc_prev"][2][3] = 0.7975220387970015
    gradients["dc_prev"].shape = (5, 10)
    gradients["dWf"][3][1] = -0.1479548381644968
    gradients["dWf"].shape = (5, 8)
    gradients["dWi"][1][2] = 1.0574980552259903
    gradients["dWi"].shape = (5, 8)
    gradients["dWc"][3][1] = 2.3045621636876668
    gradients["dWc"].shape = (5, 8)
    gradients["dWo"][1][2] = 0.3313115952892109
    gradients["dWo"].shape = (5, 8)
    gradients["dbf"][4] = [0.18864637]
    gradients["dbf"].shape = (5, 1)
    gradients["dbi"][4] = [-0.40142491]
    gradients["dbi"].shape = (5, 1)
    gradients["dbc"][4] = [0.25587763]
    gradients["dbc"].shape = (5, 1)
    gradients["dbo"][4] = [0.13893342]
    gradients["dbo"].shape = (5, 1)

    3.3 Backward pass through the LSTM RNN

    首先,创建与返回变量相同维度的变量。然后将遍历从结束到开始的所有时间步,并调用在每次迭代时为LSTM实现的单步反向传播功能。然后我们将通过单独求和来更新参数,最后返回一个带有新梯度的字典。

    Instructions: 实现 lstm_backward 函数。从 (T_x) 开始循环并往回走. 每个step调用 lstm_cell_backward and 更新旧的梯度通过加上新的梯度。Note that dxt is not updated but is stored.

    def lstm_backward(da, caches):
        
        """
        Implement the backward pass for the RNN with LSTM-cell (over a whole sequence).
    
        Arguments:
        da -- Gradients w.r.t the hidden states, numpy-array of shape (n_a, m, T_x)
        caches -- cache storing information from the forward pass (lstm_forward)
    
        Returns:
        gradients -- python dictionary containing:
                            dx -- Gradient of inputs, of shape (n_x, m, T_x)
                            da0 -- Gradient w.r.t. the previous hidden state, numpy array of shape (n_a, m)
                            dWf -- Gradient w.r.t. the weight matrix of the forget gate, numpy array of shape (n_a, n_a + n_x)
                            dWi -- Gradient w.r.t. the weight matrix of the update gate, numpy array of shape (n_a, n_a + n_x)
                            dWc -- Gradient w.r.t. the weight matrix of the memory gate, numpy array of shape (n_a, n_a + n_x)
                            dWo -- Gradient w.r.t. the weight matrix of the save gate, numpy array of shape (n_a, n_a + n_x)
                            dbf -- Gradient w.r.t. biases of the forget gate, of shape (n_a, 1)
                            dbi -- Gradient w.r.t. biases of the update gate, of shape (n_a, 1)
                            dbc -- Gradient w.r.t. biases of the memory gate, of shape (n_a, 1)
                            dbo -- Gradient w.r.t. biases of the save gate, of shape (n_a, 1)
        """
    
        # Retrieve values from the first cache (t=1) of caches.
        (caches, x) = caches
        (a1, c1, a0, c0, f1, i1, cc1, o1, x1, parameters) = caches[0]
        
        ### START CODE HERE ###
        # Retrieve dimensions from da's and x1's shapes (≈2 lines)
        n_a, m, T_x = da.shape
        n_x, m = x1.shape
        
        # initialize the gradients with the right sizes (≈12 lines)
        dx = np.zeros([n_x, m, T_x])
        da0 = np.zeros([n_a, m])
        da_prevt = np.zeros([n_a, m])
        dc_prevt = np.zeros([n_a, m])
        dWf = np.zeros([n_a, n_a + n_x])
        dWi = np.zeros([n_a, n_a + n_x])
        dWc = np.zeros([n_a, n_a + n_x])
        dWo = np.zeros([n_a, n_a + n_x])
        dbf = np.zeros([n_a, 1])
        dbi = np.zeros([n_a, 1])
        dbc = np.zeros([n_a, 1])
        dbo = np.zeros([n_a, 1])
        
        # loop back over the whole sequence
        for t in reversed(range(T_x)):
            # Compute all gradients using lstm_cell_backward
            gradients = lstm_cell_backward(da[:, :, t] + da_prevt, dc_prevt, caches[t])
            # Store or add the gradient to the parameters' previous step's gradient
            da_prevt = gradients['da_prev']
            dc_prevt = gradients['dc_prev']
            dx[:,:,t] = gradients['dxt']
            dWf = dWf + gradients['dWf']
            dWi = dWi + gradients['dWi']
            dWc = dWc + gradients['dWc']
            dWo = dWo + gradients['dWo']
            dbf = dbf + gradients['dbf']
            dbi = dbi + gradients['dbi']
            dbc = dbc + gradients['dbc']
            dbo = dbo + gradients['dbo']
        # Set the first activation's gradient to the backpropagated gradient da_prev.
        da0 = gradients['da_prev']
        
        ### END CODE HERE ###
    
        # Store the gradients in a python dictionary
        gradients = {"dx": dx, "da0": da0, "dWf": dWf,"dbf": dbf, "dWi": dWi,"dbi": dbi,
                    "dWc": dWc,"dbc": dbc, "dWo": dWo,"dbo": dbo}
        
        return gradients
    

    测试:

    np.random.seed(1)
    x_tmp = np.random.randn(3,10,7)
    a0_tmp = np.random.randn(5,10)
    
    parameters_tmp = {}
    parameters_tmp['Wf'] = np.random.randn(5, 5+3)
    parameters_tmp['bf'] = np.random.randn(5,1)
    parameters_tmp['Wi'] = np.random.randn(5, 5+3)
    parameters_tmp['bi'] = np.random.randn(5,1)
    parameters_tmp['Wo'] = np.random.randn(5, 5+3)
    parameters_tmp['bo'] = np.random.randn(5,1)
    parameters_tmp['Wc'] = np.random.randn(5, 5+3)
    parameters_tmp['bc'] = np.random.randn(5,1)
    parameters_tmp['Wy'] = np.zeros((2,5))       # unused, but needed for lstm_forward
    parameters_tmp['by'] = np.zeros((2,1))       # unused, but needed for lstm_forward
    
    a_tmp, y_tmp, c_tmp, caches_tmp = lstm_forward(x_tmp, a0_tmp, parameters_tmp)
    
    da_tmp = np.random.randn(5, 10, 4)
    gradients_tmp = lstm_backward(da_tmp, caches_tmp)
    
    print("gradients["dx"][1][2] =", gradients_tmp["dx"][1][2])
    print("gradients["dx"].shape =", gradients_tmp["dx"].shape)
    print("gradients["da0"][2][3] =", gradients_tmp["da0"][2][3])
    print("gradients["da0"].shape =", gradients_tmp["da0"].shape)
    print("gradients["dWf"][3][1] =", gradients_tmp["dWf"][3][1])
    print("gradients["dWf"].shape =", gradients_tmp["dWf"].shape)
    print("gradients["dWi"][1][2] =", gradients_tmp["dWi"][1][2])
    print("gradients["dWi"].shape =", gradients_tmp["dWi"].shape)
    print("gradients["dWc"][3][1] =", gradients_tmp["dWc"][3][1])
    print("gradients["dWc"].shape =", gradients_tmp["dWc"].shape)
    print("gradients["dWo"][1][2] =", gradients_tmp["dWo"][1][2])
    print("gradients["dWo"].shape =", gradients_tmp["dWo"].shape)
    print("gradients["dbf"][4] =", gradients_tmp["dbf"][4])
    print("gradients["dbf"].shape =", gradients_tmp["dbf"].shape)
    print("gradients["dbi"][4] =", gradients_tmp["dbi"][4])
    print("gradients["dbi"].shape =", gradients_tmp["dbi"].shape)
    print("gradients["dbc"][4] =", gradients_tmp["dbc"][4])
    print("gradients["dbc"].shape =", gradients_tmp["dbc"].shape)
    print("gradients["dbo"][4] =", gradients_tmp["dbo"][4])
    print("gradients["dbo"].shape =", gradients_tmp["dbo"].shape)
    

    gradients["dx"][1][2] = [ 0.00218254 0.28205375 -0.48292508 -0.43281115]
    gradients["dx"].shape = (3, 10, 4)
    gradients["da0"][2][3] = 0.312770310257
    gradients["da0"].shape = (5, 10)
    gradients["dWf"][3][1] = -0.0809802310938
    gradients["dWf"].shape = (5, 8)
    gradients["dWi"][1][2] = 0.40512433093
    gradients["dWi"].shape = (5, 8)
    gradients["dWc"][3][1] = -0.0793746735512
    gradients["dWc"].shape = (5, 8)
    gradients["dWo"][1][2] = 0.038948775763
    gradients["dWo"].shape = (5, 8)
    gradients["dbf"][4] = [-0.15745657]
    gradients["dbf"].shape = (5, 1)
    gradients["dbi"][4] = [-0.50848333]
    gradients["dbi"].shape = (5, 1)
    gradients["dbc"][4] = [-0.42510818]
    gradients["dbc"].shape = (5, 1)
    gradients["dbo"][4] = [-0.17958196]
    gradients["dbo"].shape = (5, 1)

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  • 原文地址:https://www.cnblogs.com/douzujun/p/13179646.html
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