"""LSTM in TensorFlow."""
import tensorflow as tf
[docs]def lstm(name,
lstm_cell,
all_input_var,
step_input_var,
step_hidden_var,
step_cell_var,
output_nonlinearity_layer,
hidden_state_init=tf.zeros_initializer(),
hidden_state_init_trainable=False,
cell_state_init=tf.zeros_initializer(),
cell_state_init_trainable=False):
r"""Long Short-Term Memory (LSTM).
Args:
name (str): Name of the variable scope.
lstm_cell (tf.keras.layers.Layer): LSTM cell used to generate
outputs.
all_input_var (tf.Tensor): Place holder for entire time-seried inputs,
with shape :math:`(N, T, S^*)`.
step_input_var (tf.Tensor): Place holder for step inputs, with shape
:math:`(N, S^*)`.
step_hidden_var (tf.Tensor): Place holder for step hidden state, with
shape :math:`(N, H)`.
step_cell_var (tf.Tensor): Place holder for cell state, with shape
:math:`(N, H)`.
output_nonlinearity_layer (callable): Activation function for output
dense layer. It should return a tf.Tensor. Set it to None to
maintain a linear activation.
hidden_state_init (callable): Initializer function for the
initial hidden state. The functino should return a tf.Tensor.
hidden_state_init_trainable (bool): Bool for whether the initial
hidden state is trainable.
cell_state_init (callable): Initializer function for the
initial cell state. The functino should return a tf.Tensor.
cell_state_init_trainable (bool): Bool for whether the initial
cell state is trainable.
Return:
tf.Tensor: Entire time-seried outputs, with shape :math:`(N, T, S^*)`.
tf.Tensor: Step output, with shape :math:`(N, S^*)`.
tf.Tensor: Step hidden state, with shape :math:`(N, H)`.
tf.Tensor: Step cell state, with shape :math:`(N, H)`.
tf.Tensor: Initial hidden state, with shape :math:`(H, )`.
tf.Tensor: Initial cell state, with shape :math:`(H, )`.
"""
with tf.compat.v1.variable_scope(name):
hidden_dim = lstm_cell.units
output, [hidden,
cell] = lstm_cell(step_input_var,
states=(step_hidden_var, step_cell_var))
output = output_nonlinearity_layer(output)
hidden_init_var = tf.compat.v1.get_variable(
name='initial_hidden',
shape=(hidden_dim, ),
initializer=hidden_state_init,
trainable=hidden_state_init_trainable,
dtype=tf.float32)
cell_init_var = tf.compat.v1.get_variable(
name='initial_cell',
shape=(hidden_dim, ),
initializer=cell_state_init,
trainable=cell_state_init_trainable,
dtype=tf.float32)
hidden_init_var_b = tf.broadcast_to(
hidden_init_var, shape=[tf.shape(all_input_var)[0], hidden_dim])
cell_init_var_b = tf.broadcast_to(
cell_init_var, shape=[tf.shape(all_input_var)[0], hidden_dim])
rnn = tf.keras.layers.RNN(lstm_cell, return_sequences=True)
hs = rnn(all_input_var,
initial_state=[hidden_init_var_b, cell_init_var_b])
outputs = output_nonlinearity_layer(hs)
return outputs, output, hidden, cell, hidden_init_var, cell_init_var