LSTM¶

class torch.nn.LSTM(*args, **kwargs)[source]¶

Applies a multi-layer long short-term memory (LSTM) RNN to an input sequence.

For each element in the input sequence, each layer computes the following function:

\begin{array}{ll} \\ i_t = \sigma(W_{ii} x_t + b_{ii} + W_{hi} h_{t-1} + b_{hi}) \\ f_t = \sigma(W_{if} x_t + b_{if} + W_{hf} h_{t-1} + b_{hf}) \\ g_t = \tanh(W_{ig} x_t + b_{ig} + W_{hg} h_{t-1} + b_{hg}) \\ o_t = \sigma(W_{io} x_t + b_{io} + W_{ho} h_{t-1} + b_{ho}) \\ c_t = f_t \odot c_{t-1} + i_t \odot g_t \\ h_t = o_t \odot \tanh(c_t) \\ \end{array}

where $h_t$ is the hidden state at time t, $c_t$ is the cell state at time t, $x_t$ is the input at time t, $h_{t-1}$ is the hidden state of the layer at time t-1 or the initial hidden state at time 0, and $i_t$ , $f_t$ , $g_t$ , $o_t$ are the input, forget, cell, and output gates, respectively. $\sigma$ is the sigmoid function, and $\odot$ is the Hadamard product.

In a multilayer LSTM, the input $x^{(l)}_t$ of the $l$ -th layer ( $l >= 2$ ) is the hidden state $h^{(l-1)}_t$ of the previous layer multiplied by dropout $\delta^{(l-1)}_t$ where each $\delta^{(l-1)}_t$ is a Bernoulli random variable which is $0$ with probability dropout.

Parameters

input_size – The number of expected features in the input x
hidden_size – The number of features in the hidden state h
num_layers – Number of recurrent layers. E.g., setting num_layers=2 would mean stacking two LSTMs together to form a stacked LSTM, with the second LSTM taking in outputs of the first LSTM and computing the final results. Default: 1
bias – If False, then the layer does not use bias weights b_ih and b_hh. Default: True
batch_first – If True, then the input and output tensors are provided as (batch, seq, feature). Default: False
dropout – If non-zero, introduces a Dropout layer on the outputs of each LSTM layer except the last layer, with dropout probability equal to dropout. Default: 0
bidirectional – If True, becomes a bidirectional LSTM. Default: False

Inputs: input, (h_0, c_0)

input of shape (seq_len, batch, input_size): tensor containing the features of the input sequence. The input can also be a packed variable length sequence. See torch.nn.utils.rnn.pack_padded_sequence() or torch.nn.utils.rnn.pack_sequence() for details.
h_0 of shape (num_layers * num_directions, batch, hidden_size): tensor containing the initial hidden state for each element in the batch. If the LSTM is bidirectional, num_directions should be 2, else it should be 1.
c_0 of shape (num_layers * num_directions, batch, hidden_size): tensor containing the initial cell state for each element in the batch.

If (h_0, c_0) is not provided, both h_0 and c_0 default to zero.

Outputs: output, (h_n, c_n)

output of shape (seq_len, batch, num_directions * hidden_size): tensor containing the output features (h_t) from the last layer of the LSTM, for each t. If a torch.nn.utils.rnn.PackedSequence has been given as the input, the output will also be a packed sequence.

For the unpacked case, the directions can be separated using output.view(seq_len, batch, num_directions, hidden_size), with forward and backward being direction 0 and 1 respectively. Similarly, the directions can be separated in the packed case.
h_n of shape (num_layers * num_directions, batch, hidden_size): tensor containing the hidden state for t = seq_len.

Like output, the layers can be separated using h_n.view(num_layers, num_directions, batch, hidden_size) and similarly for c_n.
c_n of shape (num_layers * num_directions, batch, hidden_size): tensor containing the cell state for t = seq_len.

Variables

~LSTM.weight_ih_l[k] – the learnable input-hidden weights of the $\text{k}^{th}$ layer (W_ii|W_if|W_ig|W_io), of shape (4*hidden_size, input_size) for k = 0. Otherwise, the shape is (4*hidden_size, num_directions * hidden_size)
~LSTM.weight_hh_l[k] – the learnable hidden-hidden weights of the $\text{k}^{th}$ layer (W_hi|W_hf|W_hg|W_ho), of shape (4*hidden_size, hidden_size)
~LSTM.bias_ih_l[k] – the learnable input-hidden bias of the $\text{k}^{th}$ layer (b_ii|b_if|b_ig|b_io), of shape (4*hidden_size)
~LSTM.bias_hh_l[k] – the learnable hidden-hidden bias of the $\text{k}^{th}$ layer (b_hi|b_hf|b_hg|b_ho), of shape (4*hidden_size)

Note

All the weights and biases are initialized from $\mathcal{U}(-\sqrt{k}, \sqrt{k})$ where $k = \frac{1}{\text{hidden\_size}}$

Orphan

Note

If the following conditions are satisfied: 1) cudnn is enabled, 2) input data is on the GPU 3) input data has dtype torch.float16 4) V100 GPU is used, 5) input data is not in PackedSequence format persistent algorithm can be selected to improve performance.

Examples:

>>> rnn = nn.LSTM(10, 20, 2)
>>> input = torch.randn(5, 3, 10)
>>> h0 = torch.randn(2, 3, 20)
>>> c0 = torch.randn(2, 3, 20)
>>> output, (hn, cn) = rnn(input, (h0, c0))

LSTM¶

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