时间衰减+GRU pytorch代码
时间: 2023-12-11 21:06:04 浏览: 79
Python时间序列预测代码+pytorch
下面是一个简单的时间衰减GRU模型的PyTorch代码:
```python
import torch
import torch.nn as nn
class TimeDecayGRU(nn.Module):
def __init__(self, input_size, hidden_size, time_decay=0.1):
super(TimeDecayGRU, self).__init__()
self.input_size = input_size
self.hidden_size = hidden_size
self.time_decay = time_decay
self.weight_ih = nn.Parameter(torch.Tensor(3 * hidden_size, input_size))
self.weight_hh = nn.Parameter(torch.Tensor(3 * hidden_size, hidden_size))
self.bias_ih = nn.Parameter(torch.Tensor(3 * hidden_size))
self.bias_hh = nn.Parameter(torch.Tensor(3 * hidden_size))
self.reset_parameters()
def reset_parameters(self):
nn.init.kaiming_uniform_(self.weight_ih, a=math.sqrt(5))
nn.init.kaiming_uniform_(self.weight_hh, a=math.sqrt(5))
nn.init.zeros_(self.bias_ih)
nn.init.zeros_(self.bias_hh)
def forward(self, input, hidden, time_diff):
gi = torch.matmul(self.weight_ih, input.t())
gh = torch.matmul(self.weight_hh, hidden.t())
bias = self.bias_ih + self.bias_hh
i_r, i_i, i_n = gi.chunk(3)
h_r, h_i, h_n = gh.chunk(3)
reset_gate = torch.sigmoid(i_r + h_r + bias[:self.hidden_size])
input_gate = torch.sigmoid(i_i + h_i + bias[self.hidden_size:2 * self.hidden_size])
new_input = torch.tanh(i_n + reset_gate * h_n + bias[2 * self.hidden_size:])
hidden = (1 - input_gate) * hidden + input_gate * new_input * torch.exp(-time_diff * self.time_decay)
return hidden
def init_hidden(self, batch_size):
return torch.zeros(batch_size, self.hidden_size)
```
该模型继承自PyTorch的`nn.Module`类,其中包含了输入大小,隐藏状态大小和时间衰减值作为超参数。在`__init__`方法中,定义了GRU层的参数:输入权重,隐藏状态权重和偏置项。`reset_parameters`方法用于对这些参数进行初始化。
`forward`方法实现了GRU层的前向传播,并且使用时间衰减计算当前时刻的隐藏状态。在实现中,首先计算输入和隐藏状态的线性组合,然后分别计算重置门,输入门和新输入。最后根据时间衰减值更新隐藏状态,并将其返回。
`init_hidden`方法用于初始化初始隐藏状态。它接受一个批量大小,返回一个形状为(batch_size, hidden_size)的全零张量。
该模型可以通过以下方式进行实例化和使用:
```python
model = TimeDecayGRU(input_size=10, hidden_size=20, time_decay=0.1)
input = torch.randn(5, 10) # batch_size=5, input_size=10
hidden = model.init_hidden(5) # batch_size=5, hidden_size=20
time_diff = torch.FloatTensor([1, 2, 3, 4, 5]) # time differences
output = model(input, hidden, time_diff)
```
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