RNN(Recurrent Neural Networks)公式推导和实现
http://x-algo.cn/index.php/2016/04/25/rnn-recurrent-neural-networks-derivation-and-implementation/
2016-04-25 分类:Deep Learning / NLP / RNN 阅读(6997) 评论(7)
本文主要参考wildml的博客所写,所有的代码都是python实现。没有使用任何深度学习的工具,公式推导虽然枯燥,但是推导一遍之后对RNN的理解会更加的深入。看本文之前建议对传统的神经网络的基本知识已经了解,如果不了解的可以看此文:『神经网络(Neural Network)实现』。
所有可执行代码:Code to follow along is on Github.
文章目录 [展开]
语言模型
熟悉NLP的应该会比较熟悉,就是将自然语言的一句话『概率化』。具体的,如果一个句子有m个词,那么这个句子生成的概率就是:
P(w1,...,wm)=∏mi=1P(wi∣w1,...,wi?1)P(w1,...,wm)=∏i=1mP(wi∣w1,...,wi?1)
其实就是假设下一次词生成的概率和只和句子前面的词有关,例如句子『He went to buy some chocolate』生成的概率可以表示为: P(他喜欢吃巧克力) = P(他喜欢吃) * P(巧克力|他喜欢吃) 。
数据预处理
训练模型总需要语料,这里语料是来自google big query的reddit的评论数据,语料预处理会去掉一些低频词从而控制词典大小,低频词使用一个统一标识替换(这里是UNKNOWN_TOKEN),预处理之后每一个词都会使用一个唯一的编号替换;为了学出来哪些词常常作为句子开始和句子结束,引入SENTENCE_START和SENTENCE_END两个特殊字符。具体就看代码吧:
点击展开代码
网络结构
和传统的nn不同,但是也很好理解,rnn的网络结构如下图:
A recurrent neural network and the unfolding in time of the computation involved in its forward computation.
不同之处就在于rnn是一个『循环网络』,并且有『状态』的概念。
如上图,t表示的是状态, xtxt 表示的状态t的输入, stst 表示状态t时隐层的输出, otot 表示输出。特别的地方在于,隐层的输入有两个来源,一个是当前的 xtxt 输入、一个是上一个状态隐层的输出 st?1st?1 , W,U,VW,U,V 为参数。使用公式可以将上面结构表示为:
sty^t=tanh(Uxt+Wst?1)=softmax(Vst)st=tanh?(Uxt+Wst?1)y^t=softmax(Vst)
如果隐层节点个数为100,字典大小C=8000,参数的维度信息为:
xtotstUVW∈R8000∈R8000∈R100∈R100×8000∈R8000×100∈R100×100xt∈R8000ot∈R8000st∈R100U∈R100×8000V∈R8000×100W∈R100×100
初始化
参数的初始化有很多种方法,都初始化为0将会导致『symmetric calculations 』(我也不懂),如何初始化其实是和具体的激活函数有关系,我们这里使用的是tanh,一种推荐的方式是初始化为 [?1n√,1n√][?1n,1n] ,其中n是前一层接入的链接数。更多信息请点击查看更多。
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class RNNNumpy: def __init__(self, word_dim, hidden_dim=100, bptt_truncate=4): # Assign instance variables self.word_dim = word_dim self.hidden_dim = hidden_dim self.bptt_truncate = bptt_truncate # Randomly initialize the network parameters self.U = np.random.uniform(-np.sqrt(1./word_dim), np.sqrt(1./word_dim), (hidden_dim, word_dim)) self.V = np.random.uniform(-np.sqrt(1./hidden_dim), np.sqrt(1./hidden_dim), (word_dim, hidden_dim)) self.W = np.random.uniform(-np.sqrt(1./hidden_dim), np.sqrt(1./hidden_dim), (hidden_dim, hidden_dim)) |
前向传播
类似传统的nn的方法,计算几个矩阵乘法即可:
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def forward_propagation(self, x): # The total number of time steps T = len(x) # During forward propagation we save all hidden states in s because need them later. # We add one additional element for the initial hidden, which we set to 0 s = np.zeros((T + 1, self.hidden_dim)) s[-1] = np.zeros(self.hidden_dim) # The outputs at each time step. Again, we save them for later. o = np.zeros((T, self.word_dim)) # For each time step... for t in np.arange(T): # Note that we are indxing U by x[t]. This is the same as multiplying U with a one-hot vector. s[t] = np.tanh(self.U[:,x[t]] + self.W.dot(s[t-1])) o[t] = softmax(self.V.dot(s[t])) return [o, s] |
预测函数可以写为:
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def predict(self, x): # Perform forward propagation and return index of the highest score o, s = self.forward_propagation(x) return np.argmax(o, axis=1) |
损失函数
类似nn方法,使用交叉熵作为损失函数,如果有N个样本,损失函数可以写为:
L(y,o)=?1N∑n∈NynlogonL(y,o)=?1N∑n∈Nynlog?on
下面两个函数用来计算损失:
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def calculate_total_loss(self, x, y): L = 0 # For each sentence... for i in np.arange(len(y)): o, s = self.forward_propagation(x[i]) # We only care about our prediction of the "correct" words correct_word_predictions = o[np.arange(len(y[i])), y[i]] # Add to the loss based on how off we were L += -1 * np.sum(np.log(correct_word_predictions)) return L def calculate_loss(self, x, y): # Divide the total loss by the number of training examples N = np.sum((len(y_i) for y_i in y)) return self.calculate_total_loss(x,y)/N |
BPTT学习参数
BPTT( Backpropagation Through Time)是一种非常直观的方法,和传统的BP类似,只不过传播的路径是个『循环』,并且路径上的参数是共享的。
损失是交叉熵,损失可以表示为:
Et(yt,y^t)E(y,y^)=?ytlogy^t=∑tEt(yt,y^t)=?∑tytlogy^tEt(yt,y^t)=?ytlog?y^tE(y,y^)=∑tEt(yt,y^t)=?∑tytlog?y^t
其中 ytyt 是真实值, (^yt)(^yt) 是预估值,将误差展开可以用图表示为:
所以对所有误差求W的偏导数为:
?E?W=∑t?Et?W?E?W=∑t?Et?W
进一步可以将 EtEt 表示为:
?E3?V=?E3?y^3?y^3?V=?E3?y^3?y^3?z3?z3?V=(y^3?y3)?s3?E3?V=?E3?y^3?y^3?V=?E3?y^3?y^3?z3?z3?V=(y^3?y3)?s3
根据链式法则和RNN中W权值共享,可以得到:
?E3?W=∑k=03?E3?y^3?y^3?s3?s3?sk?sk?W?E3?W=∑k=03?E3?y^3?y^3?s3?s3?sk?sk?W
下图将这个过程表示的比较形象
BPTT更新梯度的代码:
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def bptt(self, x, y): T = len(y) # Perform forward propagation o, s = self.forward_propagation(x) # We accumulate the gradients in these variables dLdU = np.zeros(self.U.shape) dLdV = np.zeros(self.V.shape) dLdW = np.zeros(self.W.shape) delta_o = o delta_o[np.arange(len(y)), y] -= 1. # For each output backwards... for t in np.arange(T)[::-1]: dLdV += np.outer(delta_o[t], s[t].T) # Initial delta calculation: dL/dz delta_t = self.V.T.dot(delta_o[t]) * (1 - (s[t] ** 2)) # Backpropagation through time (for at most self.bptt_truncate steps) for bptt_step in np.arange(max(0, t-self.bptt_truncate), t+1)[::-1]: # print "Backpropagation step t=%d bptt step=%d " % (t, bptt_step) # Add to gradients at each previous step dLdW += np.outer(delta_t, s[bptt_step-1]) dLdU[:,x[bptt_step]] += delta_t # Update delta for next step dL/dz at t-1 delta_t = self.W.T.dot(delta_t) * (1 - s[bptt_step-1] ** 2) return [dLdU, dLdV, dLdW] |
梯度弥散现象
tanh和sigmoid函数和导数的取值返回如下图,可以看到导数取值是[0-1],用几次链式法则就会将梯度指数级别缩小,所以传播不了几层就会出现梯度非常弱。克服这个问题的LSTM是一种最近比较流行的解决方案。
Gradient Checking
梯度检验是非常有用的,检查的原理是一个点的『梯度』等于这个点的『斜率』,估算一个点的斜率可以通过求极限的方式:
?L?θ≈limh→0J(θ+h)?J(θ?h)2h?L?θ≈limh→0J(θ+h)?J(θ?h)2h
通过比较『斜率』和『梯度』的值,我们就可以判断梯度计算的是否有问题。需要注意的是这个检验成本还是很高的,因为我们的参数个数是百万量级的。
梯度检验的代码:
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def gradient_check(self, x, y, h=0.001, error_threshold=0.01): # Calculate the gradients using backpropagation. We want to checker if these are correct. bptt_gradients = self.bptt(x, y) # List of all parameters we want to check. model_parameters = [‘U‘, ‘V‘, ‘W‘] # Gradient check for each parameter for pidx, pname in enumerate(model_parameters): # Get the actual parameter value from the mode, e.g. model.W parameter = operator.attrgetter(pname)(self) print "Performing gradient check for parameter %s with size %d." % (pname, np.prod(parameter.shape)) # Iterate over each element of the parameter matrix, e.g. (0,0), (0,1), ... it = np.nditer(parameter, flags=[‘multi_index‘], op_flags=[‘readwrite‘]) while not it.finished: ix = it.multi_index # Save the original value so we can reset it later original_value = parameter[ix] # Estimate the gradient using (f(x+h) - f(x-h))/(2*h) parameter[ix] = original_value + h gradplus = self.calculate_total_loss([x],[y]) parameter[ix] = original_value - h gradminus = self.calculate_total_loss([x],[y]) estimated_gradient = (gradplus - gradminus)/(2*h) # Reset parameter to original value parameter[ix] = original_value # The gradient for this parameter calculated using backpropagation backprop_gradient = bptt_gradients[pidx][ix] # calculate The relative error: (|x - y|/(|x| + |y|)) relative_error = np.abs(backprop_gradient - estimated_gradient)/(np.abs(backprop_gradient) + np.abs(estimated_gradient)) # If the error is to large fail the gradient check if relative_error > error_threshold: print "Gradient Check ERROR: parameter=%s ix=%s" % (pname, ix) print "+h Loss: %f" % gradplus print "-h Loss: %f" % gradminus print "Estimated_gradient: %f" % estimated_gradient print "Backpropagation gradient: %f" % backprop_gradient print "Relative Error: %f" % relative_error return it.iternext() print "Gradient check for parameter %s passed." % (pname) |
SGD实现
这个公式应该非常熟悉:
W=W?λΔWW=W?λΔW
其中 ΔWΔW 就是梯度,具体代码:
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# Performs one step of SGD. def numpy_sdg_step(self, x, y, learning_rate): # Calculate the gradients dLdU, dLdV, dLdW = self.bptt(x, y) # Change parameters according to gradients and learning rate self.U -= learning_rate * dLdU self.V -= learning_rate * dLdV self.W -= learning_rate * dLdW |
生成文本
生成过程其实就是模型的应用过程,只需要反复执行预测函数即可:
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def generate_sentence(model): # We start the sentence with the start token new_sentence = [word_to_index[sentence_start_token]] # Repeat until we get an end token while not new_sentence[-1] == word_to_index[sentence_end_token]: next_word_probs = model.forward_propagation(new_sentence) sampled_word = word_to_index[unknown_token] # We don‘t want to sample unknown words while sampled_word == word_to_index[unknown_token]: samples = np.random.multinomial(1, next_word_probs[-1]) sampled_word = np.argmax(samples) new_sentence.append(sampled_word) sentence_str = [index_to_word[x] for x in new_sentence[1:-1]] return sentence_str num_sentences = 10 senten_min_length = 7 for i in range(num_sentences): sent = [] # We want long sentences, not sentences with one or two words while len(sent) < senten_min_length: sent = generate_sentence(model) print " ".join(sent) |
参考文献
Recurrent Neural Networks Tutorial, Part 2 – Implementing a RNN with Python, Numpy and Theano
Recurrent Neural Networks Tutorial, Part 3 – Backpropagation Through Time and Vanishing Gradients