DL Homework 10

习题6-1P 推导RNN反向传播算法BPTT.

习题6-2 推导公式(6.40)和公式(6.41)中的梯度

习题6-3 当使用公式(6.50)作为循环神经网络的状态更新公式时，分析其可能存在梯度爆炸的原因并给出解决方法．

当然，因为我数学比较菜，我看了好半天还是没看懂怎么库库推过来的，等我慢慢研究，这个博客会定时更新的，哭死

但是可能存在梯度爆炸的原因还是比较明确的：RNN发生梯度消失和梯度爆炸的原因如图所示，将公式改为上式后当γ<1时，t-k趋近于无穷时，γ不会趋近于零，解决了梯度消失问题，但是梯度爆炸仍然存在。当γ>1时，随着传播路径的增加，γ趋近于无穷，产生梯度爆炸。

如果时刻t的输出yt依赖于时刻k的输入xk，当间隔t-k比较大时，简单神经网络很难建模这种长距离的依赖关系，称为长程依赖问题（Long-Term ependencies Problem）

由于梯度爆炸或消失问题，实际上只能学习到短周期的依赖关系。

至于改进方案老师给出了两种，一种是较为直接的修改选取合适参数，同时使用非饱和激活函数，尽量使得 $diag({f}'(z_{\tau }))U^T\approx 1$ 需要足够的人工调参经验，限制了模型的广泛应用.

另一种则是比较有效的改进模型

权重衰减通过给参数增加L1或L2范数的正则化项来限制参数的取值范围，从而使得 γ ≤ 1．
梯度截断当梯度的模大于一定阈值时，就将它截断成为一个较小的数

习题6-2P 设计简单RNN模型，分别用Numpy、Pytorch实现反向传播算子，并代入数值测试.

1.反向求导的函数

import numpy as np
import torch.nn
 
# GRADED FUNCTION: rnn_cell_forward
def softmax(a):
    exp_a = np.exp(a)
    sum_exp_a = np.sum(exp_a)
    y = exp_a / sum_exp_a
    return y
 
 
def rnn_cell_forward(xt, a_prev, parameters):
 
    Wax = parameters["Wax"]
    Waa = parameters["Waa"]
    Wya = parameters["Wya"]
    ba = parameters["ba"]
    by = parameters["by"]
 
    a_next = np.tanh(np.dot(Wax, xt) + np.dot(Waa, a_prev) + ba)
    yt_pred = softmax(np.dot(Wya, a_next) + by)
    cache = (a_next, a_prev, xt, parameters)
    
    return a_next, yt_pred, cache
 
def rnn_cell_backward(da_next, cache):
 
    (a_next, a_prev, xt, parameters) = cache
 
    Wax = parameters["Wax"]
    Waa = parameters["Waa"]
    Wya = parameters["Wya"]
    ba = parameters["ba"]
    by = parameters["by"]
 
    dtanh = (1 - a_next * a_next) * da_next 
 
    dxt = np.dot(Wax.T, dtanh)
    dWax = np.dot(dtanh, xt.T)
 
    da_prev = np.dot(Waa.T, dtanh)
    dWaa = np.dot(dtanh, a_prev.T)
 
    dba = np.sum(dtanh, keepdims=True, axis=-1)  
 
 
    gradients = {"dxt": dxt, "da_prev": da_prev, "dWax": dWax, "dWaa": dWaa, "dba": dba}
 
    return gradients
 
 
# GRADED FUNCTION: rnn_forward
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)
ba = 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] = 0.08429686538067724
gradients["da_prev"].shape = (5, 10)
gradients["dWax"][3][1] = 0.39308187392193034
gradients["dWax"].shape = (5, 3)
gradients["dWaa"][1][2] = -0.28483955786960663
gradients["dWaa"].shape = (5, 5)
gradients["dba"][4] = [0.80517166]
gradients["dba"].shape = (5, 1)

# GRADED FUNCTION: rnn_forward
def rnn_forward(x, a0, parameters):
 
    caches = []
    n_x, m, T_x = x.shape
    n_y, n_a = parameters["Wya"].shape
 
    a = np.zeros((n_a, m, T_x))
    y_pred = np.zeros((n_y, m, T_x))
 
    a_next = a0
 
    for t in range(T_x):
 
        a_next, yt_pred, cache = rnn_cell_forward(x[:, :, t], a_next, parameters)
        a[:, :, t] = a_next
        y_pred[:, :, t] = yt_pred
        caches.append(cache)
 
    caches = (caches, x)
 
    return a, y_pred, caches
 
 
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))

用numpy和pytorh去实现反向传播算子，并且二者对比

class RNNCell:
    def __init__(self, weight_ih, weight_hh,
                 bias_ih, bias_hh):
        self.weight_ih = weight_ih
        self.weight_hh = weight_hh
        self.bias_ih = bias_ih
        self.bias_hh = bias_hh
 
        self.x_stack = []
        self.dx_list = []
        self.dw_ih_stack = []
        self.dw_hh_stack = []
        self.db_ih_stack = []
        self.db_hh_stack = []
 
        self.prev_hidden_stack = []
        self.next_hidden_stack = []
 
        # temporary cache
        self.prev_dh = None
 
    def __call__(self, x, prev_hidden):
        self.x_stack.append(x)
 
        next_h = np.tanh(
            np.dot(x, self.weight_ih.T)
            + np.dot(prev_hidden, self.weight_hh.T)
            + self.bias_ih + self.bias_hh)
 
        self.prev_hidden_stack.append(prev_hidden)
        self.next_hidden_stack.append(next_h)
        # clean cache
        self.prev_dh = np.zeros(next_h.shape)
        return next_h
 
    def backward(self, dh):
        x = self.x_stack.pop()
        prev_hidden = self.prev_hidden_stack.pop()
        next_hidden = self.next_hidden_stack.pop()
 
        d_tanh = (dh + self.prev_dh) * (1 - next_hidden ** 2)
        self.prev_dh = np.dot(d_tanh, self.weight_hh)
 
        dx = np.dot(d_tanh, self.weight_ih)
        self.dx_list.insert(0, dx)
 
        dw_ih = np.dot(d_tanh.T, x)
        self.dw_ih_stack.append(dw_ih)
 
        dw_hh = np.dot(d_tanh.T, prev_hidden)
        self.dw_hh_stack.append(dw_hh)
 
        self.db_ih_stack.append(d_tanh)
        self.db_hh_stack.append(d_tanh)
 
        return self.dx_list
 
 
if __name__ == '__main__':
    np.random.seed(123)
    torch.random.manual_seed(123)
    np.set_printoptions(precision=6, suppress=True)
 
    rnn_PyTorch = torch.nn.RNN(4, 5).double()
    rnn_numpy = RNNCell(rnn_PyTorch.all_weights[0][0].data.numpy(),
                        rnn_PyTorch.all_weights[0][1].data.numpy(),
                        rnn_PyTorch.all_weights[0][2].data.numpy(),
                        rnn_PyTorch.all_weights[0][3].data.numpy())
 
    nums = 3
    x3_numpy = np.random.random((nums, 3, 4))
    x3_tensor = torch.tensor(x3_numpy, requires_grad=True)
 
    h3_numpy = np.random.random((1, 3, 5))
    h3_tensor = torch.tensor(h3_numpy, requires_grad=True)
 
    dh_numpy = np.random.random((nums, 3, 5))
    dh_tensor = torch.tensor(dh_numpy, requires_grad=True)
 
    h3_tensor = rnn_PyTorch(x3_tensor, h3_tensor)
    h_numpy_list = []
 
    h_numpy = h3_numpy[0]
    for i in range(nums):
        h_numpy = rnn_numpy(x3_numpy[i], h_numpy)
        h_numpy_list.append(h_numpy)
 
    h3_tensor[0].backward(dh_tensor)
    for i in reversed(range(nums)):
        rnn_numpy.backward(dh_numpy[i])
 
    print("numpy_hidden :\n", np.array(h_numpy_list))
    print("tensor_hidden :\n", h3_tensor[0].data.numpy())
    print("------")
 
    print("dx_numpy :\n", np.array(rnn_numpy.dx_list))
    print("dx_tensor :\n", x3_tensor.grad.data.numpy())
    print("------")
 
    print("dw_ih_numpy :\n",
          np.sum(rnn_numpy.dw_ih_stack, axis=0))
    print("dw_ih_tensor :\n",
          rnn_PyTorch.all_weights[0][0].grad.data.numpy())
    print("------")
 
    print("dw_hh_numpy :\n",
          np.sum(rnn_numpy.dw_hh_stack, axis=0))
    print("dw_hh_tensor :\n",
          rnn_PyTorch.all_weights[0][1].grad.data.numpy())
    print("------")
 
    print("db_ih_numpy :\n",
          np.sum(rnn_numpy.db_ih_stack, axis=(0, 1)))
    print("db_ih_tensor :\n",
          rnn_PyTorch.all_weights[0][2].grad.data.numpy())
    print("------")
    print("db_hh_numpy :\n",
          np.sum(rnn_numpy.db_hh_stack, axis=(0, 1)))
    print("db_hh_tensor :\n",
          rnn_PyTorch.all_weights[0][3].grad.data.numpy())