RNN网络较少运用于回归任务，但是并不代表其不可运用于回归任务。本文通过简单回归任务的RNN进一步加深对RNN的理解
1. 准备数据和超参数
import torch
from torch import nn
import numpy as np
import matplotlib.pyplot as plt
# torch.manual_seed(1) # reproducible
# Hyper Parameters
TIME_STEP = 10 # rnn time step
INPUT_SIZE = 1 # rnn input size
LR = 0.02 # learning rate
# show data
steps = np.linspace(0, np.pi*2, 100, dtype=np.float32) # float32 for converting torch FloatTensor
x_np = np.sin(steps)
y_np = np.cos(steps)
plt.plot(steps, y_np, 'r-', label='target (cos)')
plt.plot(steps, x_np, 'b-', label='input (sin)')
plt.legend(loc='best')
plt.show()
2. 构建RNN神经网络
class RNN(nn.Module):
def __init__(self):
super(RNN, self).__init__()
self.rnn = nn.RNN(
input_size=INPUT_SIZE,
hidden_size=32, # rnn hidden unit
num_layers=1, # number of rnn layer
batch_first=True,
# input & output will has batch size as 1s dimension. e.g. (batch, time_step, input_size)
)
self.out = nn.Linear(32, 1)
def forward(self, x, h_state):
# x (batch, time_step, input_size)
# h_state (n_layers, batch, hidden_size)
# r_out (batch, time_step, hidden_size)
r_out, h_state = self.rnn(x, h_state)
outs = [] # save all predictions
for time_step in range(r_out.size(1)): # calculate output for each time step
outs.append(self.out(r_out[:, time_step, :]))
return torch.stack(outs, dim=1), h_state
# instead, for simplicity, you can replace above codes by follows
# r_out = r_out.view(-1, 32)
# outs = self.out(r_out)
# outs = outs.view(-1, TIME_STEP, 1)
# return outs, h_state
# or even simpler, since nn.Linear can accept inputs of any dimension
# and returns outputs with same dimension except for the last
# outs = self.out(r_out)
# return outs
rnn = RNN()
print(rnn)
3. 选择优化器和损失函数
optimizer = torch.optim.Adam(rnn.parameters(), lr=LR) # optimize all cnn parameters
loss_func = nn.MSELoss()
注：
- adam()：我们常使用该函数，因为其在各种情况下均有较好的表现
- MSELoss()：均方误差损失函数，常用于预测模型中
4. 初始化数据和plt图像
h_state = None # for initial hidden state
plt.figure(1, figsize=(12, 5))
plt.ion() # continuously plot
5. 训练和优化
for step in range(100):
start, end = step * np.pi, (step+1)*np.pi # time range
# use sin predicts cos
steps = np.linspace(start, end, TIME_STEP, dtype=np.float32, endpoint=False)
# float32 for converting torch FloatTensor
x_np = np.sin(steps)
y_np = np.cos(steps)
x = torch.from_numpy(x_np[np.newaxis, :, np.newaxis])
# shape (batch, time_step, input_size)
y = torch.from_numpy(y_np[np.newaxis, :, np.newaxis])
prediction, h_state = rnn(x, h_state) # rnn output
# !! next step is important !!
h_state = h_state.data
# repack the hidden state, break the connection from last iteration
loss = loss_func(prediction, y) # calculate loss
optimizer.zero_grad() # clear gradients for this training step
loss.backward() # backpropagation, compute gradients
optimizer.step() # apply gradients
# plotting
plt.plot(steps, y_np.flatten(), 'r-')
plt.plot(steps, prediction.data.numpy().flatten(), 'b-')
plt.draw(); plt.pause(0.05)
plt.ioff()
plt.show()
