time-series/src/jax_networks.py
2021-08-26 21:12:40 +09:00

104 lines
3.5 KiB
Python

import jax
import jax.numpy as jnp
from jax import lax
from jax import nn
@jax.jit
def sigmoid(x):
return 1 / (1 + lax.exp(-x))
def LSTMCell(hidden_size, w_init=nn.initializers.glorot_normal(), b_init=nn.initializers.normal()):
def init_fun(rng, input_size):
k1, k2, k3 = jax.random.split(rng, 3)
weight_ih = w_init(k1, (input_size, 4 * hidden_size))
weight_hh = w_init(k2, (hidden_size, 4 * hidden_size))
bias = b_init(k3, (4 * hidden_size,))
return hidden_size, (weight_ih, weight_hh, bias)
@jax.jit
def apply_fun(params, inputs, states):
(hx, cx) = states
weight_ih, weight_hh, bias = params
gates = lax.dot(inputs, weight_ih) + lax.dot(hx, weight_hh) + bias
in_gate = sigmoid(gates[:, :16])
forget_gate = sigmoid(gates[:, 16:32])
cell_gate = lax.tanh(gates[:, 32:48])
out_gate = sigmoid(gates[:, 48:])
cy = lax.mul(forget_gate, cx) + lax.mul(in_gate, cell_gate)
hy = lax.mul(out_gate, lax.tanh(cy))
return (hy, cy)
return init_fun, apply_fun
def LSTMLayer(hidden_size, w_init=nn.initializers.glorot_normal(), b_init=nn.initializers.normal()):
cell_init, cell_fun = LSTMCell(hidden_size, w_init=w_init, b_init=b_init)
@jax.jit
def apply_fun(params, inputs, states):
output = []
for input_data in inputs:
states = cell_fun(params, input_data, states)
output.append(states[0])
return jnp.stack(output), states
return cell_init, apply_fun
def StackedLSTM(hidden_size, num_layer, w_init=nn.initializers.glorot_normal(), b_init=nn.initializers.normal()):
layer_inits = []
layer_funs = []
for _ in range(num_layer):
layer_init, layer_fun = LSTMLayer(hidden_size, w_init=w_init, b_init=b_init)
layer_inits.append(layer_init)
layer_funs.append(layer_fun)
del layer_init
del layer_fun
def init_fun(rng, input_size):
params = []
output_size = input_size
for init in layer_inits:
output_size, layer_params = init(rng, output_size)
params.append(layer_params)
return output_size, tuple(params)
@jax.jit
def apply_fun(params, inputs, states):
output = inputs
output_states = []
for layer_id in range(num_layer):
output, out_state = layer_funs[layer_id](params[layer_id], output, states[layer_id])
output_states.append(out_state)
return jnp.stack(output), output_states
return init_fun, apply_fun
def StackedLSTMModel(input_size, hidden_size=-1, output_size=-1, num_layer=3,
w_init=nn.initializers.glorot_normal(), b_init=nn.initializers.normal()):
hidden_size = hidden_size if hidden_size > 0 else input_size * 2
output_size = output_size if output_size > 0 else input_size
stacked_init, stacked_fun = StackedLSTM(hidden_size, num_layer, w_init=w_init, b_init=b_init)
def init_fun(rng, input_size):
stacked_output_size, stacked_params = stacked_init(rng, input_size)
k1, k2 = jax.random.split(rng)
weight = w_init(k1, (stacked_output_size, output_size))
bias = b_init(k2, (output_size,))
return output_size, ((weight, bias), stacked_params)
@jax.jit
def apply_fun(params, inputs, states):
(weight, bias), stacked_params = params
output, new_states = stacked_fun(stacked_params, inputs, states)
return lax.dot(output[-1], weight) + bias, new_states
return init_fun, apply_fun