Tensorflow implementation of a Hierarchical and Multiscale RNN, described in https://arxiv.org/abs/1609.01704
This package implements the Hierarchical Multiscale LSTM network described by Chung et al. in https://arxiv.org/abs/1609.01704
The network operates much like a normal multi-layerd RNN, with the addition of boundary detection neturons. These are neurons in each layer that, ideally, learn to fire when there is a 'boundary' at the scale in the original signal corresponding to that layer of the network.
pip install git+https://github.com/n-s-f/hierarchical-rnn.git
Or, if you're interested in changing the code:
git clone https://github.com/n-s-f/hierarchical-rnn.git cd hierarchical python setup.py develop
In this example, we'll consider the text8 data set, which contains only lower case english characters, and spaces. We'll train on all batches but the last, and test on just the last batch.
from hmlstm import HMLSTMNetwork, prepare_inputs, get_text
batches_in, batches_out = prepare_inputs(batch_size=10, truncate_len=5000, step_size=2500, text_path='text8.txt')
network = HMLSTMNetwork(output_size=27, input_size=27, embed_size=2048, out_hidden_size=1024, hidden_state_sizes=1024, task='classification')
network.train(batches_in[:-1], batches_out[:-1], save_vars_to_disk=True, load_vars_from_disk=False, variable_path='./text8')
predictions = network.predict(batches_in[-1], variable_path='./text8') boundaries = network.predict_boundaries(batches_in[-1], variable_path='./text8')
viz_char_boundaries(get_text(batches_out[-1]), get_text(predictions), boundaries)
In this example, we'll do three-step-ahead prediction on a noisy set of signals with sinusoidal activity at two scales.
from hmlstm import HMLSTMNetwork, convert_to_batches, plot_indicators
network = HMLSTMNetwork(input_size=1, task='regression', hidden_state_sizes=30, embed_size=50, out_hidden_size=30, num_layers=2)
num_signals = 300 signal_length = 400 x = np.linspace(0, 50 * np.pi, signal_length) signals = [np.random.normal(0, .5, size=signal_length) + (2 * np.sin(.6 * x + np.random.random() * 10)) + (5 * np.sin(.1* x + np.random.random() * 10)) for _ in range(num_signals)]
batches_in, batches_out = convert_to_batches(signals, batch_size=10, steps_ahead=3)
network.train(batches_in[:-1], batches_out[:-1], save_vars_to_disk=True, load_vars_from_disk=False, variable_path='./sinusoidal')
predictions = network.predict(batches_in[-1], variable_path='./sinusoidal') boundaries = network.predict_boundaries(batches_in[-1], variable_path='./sinusoidal')
plot_indicators(batches_out[-1], predictions, indicators=boundaries)
Please see the doc strings in the code for more detailed documentation, and the demo notebook for more thorough examples.
Pull requests or open github issues for improvements are very welcome.