基于注意力机制的 BiLSTM 一维时序预测程序的例子,使用 PyTorch 实现
时间: 2024-05-11 12:17:05 浏览: 94
time-series-autoencoder:Pytorch双注意LSTM自动编码器,用于多元时间序列预测
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好的,以下是一个基于注意力机制的 BiLSTM 一维时序预测程序的例子,使用 PyTorch 实现:
```python
import torch
import torch.nn as nn
import torch.optim as optim
class Attention(nn.Module):
def __init__(self, hidden_size):
super(Attention, self).__init__()
self.hidden_size = hidden_size
self.attn = nn.Linear(self.hidden_size * 2, hidden_size)
self.v = nn.Linear(hidden_size, 1, bias=False)
def forward(self, hidden, encoder_outputs):
seq_len = len(encoder_outputs)
attn_energies = torch.zeros(seq_len)
for i in range(seq_len):
attn_energies[i] = self.score(hidden, encoder_outputs[i])
return torch.softmax(attn_energies, dim=0)
def score(self, hidden, encoder_output):
energy = torch.tanh(self.attn(torch.cat((hidden, encoder_output), dim=1)))
energy = self.v(energy)
return energy
class BiLSTMWithAttention(nn.Module):
def __init__(self, input_size, hidden_size):
super(BiLSTMWithAttention, self).__init__()
self.hidden_size = hidden_size
self.lstm = nn.LSTM(input_size, hidden_size, bidirectional=True)
self.attn = Attention(hidden_size)
self.fc = nn.Linear(hidden_size * 2, 1)
def forward(self, input):
output, (hidden, cell) = self.lstm(input)
attn_weights = self.attn(hidden[-1], output)
context = torch.sum(attn_weights * output, dim=0)
fc_output = self.fc(torch.cat((context, hidden[-1]), dim=1))
return fc_output
input_size = 1
hidden_size = 64
lr = 0.01
epochs = 100
model = BiLSTMWithAttention(input_size, hidden_size)
criterion = nn.MSELoss()
optimizer = optim.Adam(model.parameters(), lr=lr)
# Generate sample data
data = torch.sin(torch.linspace(0, 10, 100)).unsqueeze(1)
labels = torch.sin(torch.linspace(10, 20, 100)).unsqueeze(1)
# Training loop
for epoch in range(epochs):
optimizer.zero_grad()
output = model(data)
loss = criterion(output, labels)
loss.backward()
optimizer.step()
if epoch % 10 == 0:
print(f"Epoch: {epoch}, Loss: {loss.item()}")
# Test the model
test_data = torch.sin(torch.linspace(0, 10, 100)).unsqueeze(1)
test_labels = torch.sin(torch.linspace(10, 20, 100)).unsqueeze(1)
with torch.no_grad():
test_output = model(test_data)
test_loss = criterion(test_output, test_labels)
print(f"Test Loss: {test_loss.item()}")
```
在这个例子中,我们定义了一个 BiLSTMWithAttention 类,该类将输入序列作为输入,并输出预测的下一个时间步。我们还定义了一个 Attention 类,该类实现了注意力机制。我们使用均方误差作为损失函数,并使用 Adam 作为优化算法。在训练过程中,我们使用正弦函数生成样本数据,并在每个 epoch 结束时输出损失。在测试过程中,我们再次使用正弦函数生成数据,并计算测试损失。
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