Deep Learning PyTorch Course, LSTM Cell Implementation

Deep learning has received a lot of attention in recent years, and in particular, recurrent neural networks (RNNs) are very useful for processing sequences of data such as time series data or natural language processing (NLP).
A type of RNN called Long Short-Term Memory (LSTM) networks is designed to address the long-term dependency problem of RNNs.
LSTM cells have a structure that allows them to efficiently store and process information using internal states, input gates, forget gates, and output gates.
In this lecture, we will explain how to implement an LSTM cell using PyTorch.

1. Basic Concepts of LSTM

To understand the structure of LSTM, let’s first look at the basic concepts of RNN. Traditional RNNs calculate the next hidden state based on the current input and the previous hidden state.
However, this structure makes effective learning difficult due to the gradient vanishing problem with long sequence data.
The LSTM cell solves this problem by passing information through multiple gates, enabling it to learn long-term patterns effectively.

2. Structure of LSTM Cell

LSTM has the following key components:

  • Cell State: It serves to store the long-term memory of the network, allowing the preservation of past information.
  • Input Gate: It determines how much of the current input will be reflected in the cell state.
  • Forget Gate: It decides how much of the previous cell state to forget.
  • Output Gate: It determines the output based on the current cell state.

Through this, LSTM can remove unnecessary information and retain important information, enabling efficient learning of patterns in time series data.

3. Implementing LSTM Cell (PyTorch)

We will use the basic library of PyTorch to implement LSTM. In the following example, we will implement the LSTM cell directly and show its application through a basic example.

3.1 Implementing LSTM Cell

The code below is an example of implementing an LSTM cell using PyTorch. This code implements the internal states and various gates of the LSTM.


import torch
import torch.nn as nn

class LSTMCell(nn.Module):
    def __init__(self, input_size, hidden_size):
        super(LSTMCell, self).__init__()
        self.input_size = input_size
        self.hidden_size = hidden_size
        
        # Gates weights initialization
        self.Wf = nn.Linear(input_size + hidden_size, hidden_size)  # Forget gate
        self.Wi = nn.Linear(input_size + hidden_size, hidden_size)  # Input gate
        self.Wc = nn.Linear(input_size + hidden_size, hidden_size)  # Cell gate
        self.Wo = nn.Linear(input_size + hidden_size, hidden_size)  # Output gate
        
    def forward(self, x, hidden):
        h_prev, c_prev = hidden
        
        # Concatenate input with previous hidden state
        combined = torch.cat((x, h_prev), 1)
        
        # Forget gate
        f_t = torch.sigmoid(self.Wf(combined))
        # Input gate
        i_t = torch.sigmoid(self.Wi(combined))
        # Cell gate
        c_hat_t = torch.tanh(self.Wc(combined))
        # Current cell state
        c_t = f_t * c_prev + i_t * c_hat_t
        # Output gate
        o_t = torch.sigmoid(self.Wo(combined))
        # Current hidden state
        h_t = o_t * torch.tanh(c_t)
        
        return h_t, c_t
    

3.2 Testing LSTM Cell

Now we will write a simple example to test the LSTM cell. This example shows the process of using the LSTM cell on a randomly generated input sequence.


# Random input parameters
input_size = 4
hidden_size = 3
sequence_length = 5

# Initialize LSTM Cell
lstm_cell = LSTMCell(input_size, hidden_size)

# Initialize hidden states and cell states
h_t = torch.zeros(1, hidden_size)
c_t = torch.zeros(1, hidden_size)

# Random input sequence
input_sequence = torch.randn(sequence_length, 1, input_size)

for x in input_sequence:
    h_t, c_t = lstm_cell(x, (h_t, c_t))
    print(f'Current hidden state: {h_t}')
    print(f'Current cell state: {c_t}')
    print('---')
    

3.3 Building an LSTM Model

Beyond constructing the LSTM cell, let’s build an LSTM model to process actual data.
The model’s input is sequence data, and the output is the prediction results of the sequence.


class LSTMModel(nn.Module):
    def __init__(self, input_size, hidden_size, output_size):
        super(LSTMModel, self).__init__()
        self.lstm_cell = LSTMCell(input_size, hidden_size)
        self.fc = nn.Linear(hidden_size, output_size)
        
    def forward(self, x):
        h_t = torch.zeros(1, self.lstm_cell.hidden_size)
        c_t = torch.zeros(1, self.lstm_cell.hidden_size)
        
        outputs = []
        for seq in x:
            h_t, c_t = self.lstm_cell(seq, (h_t, c_t))
            outputs.append(h_t)
        
        outputs = torch.stack(outputs)
        return self.fc(outputs[-1])  # Only take the last hidden state for predictions
    

4. Training the LSTM Model

Now we will explain how to train the model. The general training process is as follows:

  1. Data preparation: Prepare the input sequences and their corresponding labels.
  2. Model initialization: Initialize the LSTM model.
  3. Set the loss function and optimizer: Set the loss function and optimization algorithm.
  4. Training loop: Train the model repeatedly.

The code below is an example that implements the above process.


# Define the model parameters
input_size = 4
hidden_size = 3
output_size = 1
num_epochs = 100
learning_rate = 0.01

# Initialize the LSTM Model
model = LSTMModel(input_size, hidden_size, output_size)

# Define loss function and optimizer
criterion = nn.MSELoss()
optimizer = torch.optim.Adam(model.parameters(), lr=learning_rate)

# Dummy dataset (random input and target values for demonstration)
X = torch.randn(100, 5, 4)  # 100 sequences of length 5, each with 4 features
y = torch.randn(100, 1)      # 100 target values

# Training loop
for epoch in range(num_epochs):
    model.train()
    
    optimizer.zero_grad()  # Gradient zeroing
    outputs = model(X)     # Forward pass
    loss = criterion(outputs, y)  # Calculate loss
    loss.backward()        # Backward pass
    optimizer.step()       # Update parameters
    
    if (epoch+1) % 10 == 0:
        print(f'Epoch [{epoch+1}/{num_epochs}], Loss: {loss.item():.4f}')
    

5. Conclusion

In this lecture, we implemented the LSTM cell and model using PyTorch, and we explored the entire flow including functions and training loops.
LSTM is very useful for processing time series data, and can be applied in various fields such as natural language processing, stock price prediction, and speech recognition.
Understanding the concepts of deep learning, RNNs, and LSTMs will enable you to handle more complex models easily. The next steps could involve learning about GRUs and deeper neural network architectures.

6. Additional Learning Materials

PyTorch LSTM Documentation
Understanding LSTMs (Jay Alammar)
Deep Learning Book (Ian Goodfellow)