长短期记忆(LSTM)网络是循环神经网络的一种,其特点是能够处理长序列数据。LSTM网络的数学推导可以参考相关资料。 LSTM的具体步骤如下:

  1. 计算遗忘门
  2. 计算输入门
  3. 计算细胞状态更新
  4. 计算输出门

其中,是sigmoid函数,表达式为是tanh函数,表达式为。 5. 计算隐藏状态更新

标准代码如下

class LSTM:
    def __init__(self, input_size, hidden_size):
        self.input_size = input_size
        self.hidden_size = hidden_size

        # Initialize weights and biases
        self.Wf = np.random.randn(hidden_size, input_size + hidden_size)
        self.Wi = np.random.randn(hidden_size, input_size + hidden_size)
        self.Wc = np.random.randn(hidden_size, input_size + hidden_size)
        self.Wo = np.random.randn(hidden_size, input_size + hidden_size)

        self.bf = np.zeros((hidden_size, 1))
        self.bi = np.zeros((hidden_size, 1))
        self.bc = np.zeros((hidden_size, 1))
        self.bo = np.zeros((hidden_size, 1))

    def forward(self, x, initial_hidden_state, initial_cell_state):
        h = initial_hidden_state
        c = initial_cell_state
        outputs = []

        for t in range(len(x)):
            xt = x[t].reshape(-1, 1)
            concat = np.vstack((h, xt))

            # Forget gate
            ft = self.sigmoid(np.dot(self.Wf, concat) + self.bf)

            # Input gate
            it = self.sigmoid(np.dot(self.Wi, concat) + self.bi)
            c_tilde = np.tanh(np.dot(self.Wc, concat) + self.bc)

            # Cell state update
            c = ft * c + it * c_tilde

            # Output gate
            ot = self.sigmoid(np.dot(self.Wo, concat) + self.bo)

            # Hidden state update
            h = ot * np.tanh(c)

            outputs.append(h)

        return np.array(outputs), h, c

    def sigmoid(self, x):
        return 1 / (1 + np.exp(-x))