lstm.py

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# pylint:skip-file
import sys
sys.path.insert(0, "../../python")
import mxnet as mx
import numpy as np
from collections import namedtuple
import time
import math
LSTMState = namedtuple("LSTMState", ["c", "h"])
LSTMParam = namedtuple("LSTMParam", ["i2h_weight", "i2h_bias",
                                     "h2h_weight", "h2h_bias"])
LSTMModel = namedtuple("LSTMModel", ["rnn_exec", "symbol",
                                     "init_states", "last_states",
                                     "seq_data", "seq_labels", "seq_outputs",
                                     "param_blocks"])

def lstm(num_hidden, indata, prev_state, param, seqidx, layeridx, dropout=0.):
    """LSTM Cell symbol"""
    if dropout > 0.:
        indata = mx.sym.Dropout(data=indata, p=dropout)
    i2h = mx.sym.FullyConnected(data=indata,
                                weight=param.i2h_weight,
                                bias=param.i2h_bias,
                                num_hidden=num_hidden * 4,
                                name="t%d_l%d_i2h" % (seqidx, layeridx))
    h2h = mx.sym.FullyConnected(data=prev_state.h,
                                weight=param.h2h_weight,
                                bias=param.h2h_bias,
                                num_hidden=num_hidden * 4,
                                name="t%d_l%d_h2h" % (seqidx, layeridx))
    gates = i2h + h2h
    slice_gates = mx.sym.SliceChannel(gates, num_outputs=4,
                                      name="t%d_l%d_slice" % (seqidx, layeridx))
    in_gate = mx.sym.Activation(slice_gates[0], act_type="sigmoid")
    in_transform = mx.sym.Activation(slice_gates[1], act_type="tanh")
    forget_gate = mx.sym.Activation(slice_gates[2], act_type="sigmoid")
    out_gate = mx.sym.Activation(slice_gates[3], act_type="sigmoid")
    next_c = (forget_gate * prev_state.c) + (in_gate * in_transform)
    next_h = out_gate * mx.sym.Activation(next_c, act_type="tanh")
    return LSTMState(c=next_c, h=next_h)


def lstm_unroll(num_lstm_layer, seq_len, input_size,
                num_hidden, num_embed, num_label, dropout=0.,
                concat_decode=True, use_loss=False):
    """unrolled lstm network"""
    # initialize the parameter symbols
    with mx.AttrScope(ctx_group='embed'):
        embed_weight=mx.sym.Variable("embed_weight")

    with mx.AttrScope(ctx_group='decode'):
        cls_weight = mx.sym.Variable("cls_weight")
        cls_bias = mx.sym.Variable("cls_bias")

    param_cells = []
    last_states = []
    for i in range(num_lstm_layer):
        with mx.AttrScope(ctx_group='layer%d' % i):
            param_cells.append(LSTMParam(i2h_weight = mx.sym.Variable("l%d_i2h_weight" % i),
                                         i2h_bias = mx.sym.Variable("l%d_i2h_bias" % i),
                                         h2h_weight = mx.sym.Variable("l%d_h2h_weight" % i),
                                         h2h_bias = mx.sym.Variable("l%d_h2h_bias" % i)))
            state = LSTMState(c=mx.sym.Variable("l%d_init_c" % i),
                              h=mx.sym.Variable("l%d_init_h" % i))
        last_states.append(state)
    assert(len(last_states) == num_lstm_layer)

    last_hidden = []
    for seqidx in range(seq_len):
        # embedding layer
        with mx.AttrScope(ctx_group='embed'):
            data = mx.sym.Variable("t%d_data" % seqidx)
            hidden = mx.sym.Embedding(data=data, weight=embed_weight,
                                      input_dim=input_size,
                                      output_dim=num_embed,
                                      name="t%d_embed" % seqidx)
        # stack LSTM
        for i in range(num_lstm_layer):
            if i==0:
                dp=0.
            else:
                dp = dropout
            with mx.AttrScope(ctx_group='layer%d' % i):
                next_state = lstm(num_hidden, indata=hidden,
                                  prev_state=last_states[i],
                                  param=param_cells[i],
                                  seqidx=seqidx, layeridx=i, dropout=dp)
                hidden = next_state.h
                last_states[i] = next_state

        # decoder
        if dropout > 0.:
            hidden = mx.sym.Dropout(data=hidden, p=dropout)
        last_hidden.append(hidden)

    out_prob = []
    if not concat_decode:
        for seqidx in range(seq_len):
            with mx.AttrScope(ctx_group='decode'):
                fc = mx.sym.FullyConnected(data=last_hidden[seqidx],
                                           weight=cls_weight,
                                           bias=cls_bias,
                                           num_hidden=num_label,
                                           name="t%d_cls" % seqidx)
                label = mx.sym.Variable("t%d_label" % seqidx)
                if use_loss:
                    # Currently softmax_cross_entropy fails https://github.com/apache/incubator-mxnet/issues/6874
                    # So, workaround for now to fix this example
                    out = mx.symbol.softmax(data=fc)
                    label = mx.sym.Reshape(label, shape=(-1,1))
                    ce = - mx.sym.broadcast_add(mx.sym.broadcast_mul(label, mx.sym.log(out)),
                                              mx.sym.broadcast_mul((1 - label), mx.sym.log(1 - out)))
                    sm = mx.sym.MakeLoss(ce,  name="t%d_sm" % seqidx)
                else:
                    sm = mx.sym.SoftmaxOutput(data=fc, label=label, name="t%d_sm" % seqidx)
                out_prob.append(sm)
    else:
        with mx.AttrScope(ctx_group='decode'):
            concat = mx.sym.Concat(*last_hidden, dim = 0)
            fc = mx.sym.FullyConnected(data=concat,
                                       weight=cls_weight,
                                       bias=cls_bias,
                                       num_hidden=num_label)
            label = mx.sym.Variable("label")
            if use_loss:
                # Currently softmax_cross_entropy fails https://github.com/apache/incubator-mxnet/issues/6874
                # So, workaround for now to fix this example
                out = mx.symbol.softmax(data=fc)
                label = mx.sym.Reshape(label, shape=(-1, 1))
                ce = mx.sym.broadcast_add(mx.sym.broadcast_mul(label, mx.sym.log(out)),
                                              mx.sym.broadcast_mul((1 - label), mx.sym.log(1 - out)))
                sm = mx.sym.MakeLoss(ce,  name="sm")
            else:
                sm = mx.sym.SoftmaxOutput(data=fc, label=label, name="sm")
            out_prob = [sm]

    for i in range(num_lstm_layer):
        state = last_states[i]
        state = LSTMState(c=mx.sym.BlockGrad(state.c, name="l%d_last_c" % i),
                          h=mx.sym.BlockGrad(state.h, name="l%d_last_h" % i))
        last_states[i] = state

    unpack_c = [state.c for state in last_states]
    unpack_h = [state.h for state in last_states]
    list_all = out_prob + unpack_c + unpack_h
    return mx.sym.Group(list_all)


def is_param_name(name):
    return name.endswith("weight") or name.endswith("bias") or\
        name.endswith("gamma") or name.endswith("beta")


def setup_rnn_model(default_ctx,
                    num_lstm_layer, seq_len,
                    num_hidden, num_embed, num_label,
                    batch_size, input_size,
                    initializer, dropout=0.,
                    group2ctx=None, concat_decode=True,
                    use_loss=False, buckets=None):
    """set up rnn model with lstm cells"""
    max_len = max(buckets)
    max_rnn_exec = None
    models = {}
    buckets.reverse()
    for bucket_key in buckets:
        # bind max_len first
        rnn_sym = lstm_unroll(num_lstm_layer=num_lstm_layer,
                          num_hidden=num_hidden,
                          seq_len=seq_len,
                          input_size=input_size,
                          num_embed=num_embed,
                          num_label=num_label,
                          dropout=dropout,
                          concat_decode=concat_decode,
                          use_loss=use_loss)
        arg_names = rnn_sym.list_arguments()
        internals = rnn_sym.get_internals()

        input_shapes = {}
        for name in arg_names:
            if name.endswith("init_c") or name.endswith("init_h"):
                input_shapes[name] = (batch_size, num_hidden)
            elif name.endswith("data"):
                input_shapes[name] = (batch_size, )
            elif name == "label":
                input_shapes[name] = (batch_size * seq_len, )
            elif name.endswith("label"):
                input_shapes[name] = (batch_size, )
            else:
                pass

        arg_shape, out_shape, aux_shape = rnn_sym.infer_shape(**input_shapes)
        # bind arrays
        arg_arrays = []
        args_grad = {}
        for shape, name in zip(arg_shape, arg_names):
            group = internals[name].attr("__ctx_group__")
            ctx = group2ctx[group] if group is not None else default_ctx
            arg_arrays.append(mx.nd.zeros(shape, ctx))
            if is_param_name(name):
                args_grad[name] = mx.nd.zeros(shape, ctx)
            if not name.startswith("t"):
                print("%s group=%s, ctx=%s" % (name, group, str(ctx)))

        # bind with shared executor
        rnn_exec = None
        if max_len == bucket_key:
              rnn_exec = rnn_sym.bind(default_ctx, args=arg_arrays,
                                args_grad=args_grad,
                                grad_req="add", group2ctx=group2ctx)
              max_rnn_exec = rnn_exec
        else:
              assert max_rnn_exec is not None
              rnn_exec = rnn_sym.bind(default_ctx, args=arg_arrays,
                            args_grad=args_grad,
                            grad_req="add", group2ctx=group2ctx,
                            shared_exec = max_rnn_exec)

        param_blocks = []
        arg_dict = dict(zip(arg_names, rnn_exec.arg_arrays))
        for i, name in enumerate(arg_names):
            if is_param_name(name):
                initializer(name, arg_dict[name])
                param_blocks.append((i, arg_dict[name], args_grad[name], name))
            else:
                assert name not in args_grad

        out_dict = dict(zip(rnn_sym.list_outputs(), rnn_exec.outputs))

        init_states = [LSTMState(c=arg_dict["l%d_init_c" % i],
                             h=arg_dict["l%d_init_h" % i]) for i in range(num_lstm_layer)]

        seq_data = [rnn_exec.arg_dict["t%d_data" % i] for i in range(seq_len)]
        # we don't need to store the last state
        last_states = None

        if concat_decode:
            seq_outputs = [out_dict["sm_output"]]
            seq_labels = [rnn_exec.arg_dict["label"]]
        else:
            seq_outputs = [out_dict["t%d_sm_output" % i] for i in range(seq_len)]
            seq_labels = [rnn_exec.arg_dict["t%d_label" % i] for i in range(seq_len)]

        model = LSTMModel(rnn_exec=rnn_exec, symbol=rnn_sym,
                     init_states=init_states, last_states=last_states,
                     seq_data=seq_data, seq_labels=seq_labels, seq_outputs=seq_outputs,
                     param_blocks=param_blocks)
        models[bucket_key] = model
    buckets.reverse()
    return models


def set_rnn_inputs(m, X, begin):
    seq_len = len(m.seq_data)
    batch_size = m.seq_data[0].shape[0]
    for seqidx in range(seq_len):
        idx = (begin + seqidx) % X.shape[0]
        next_idx = (begin + seqidx + 1) % X.shape[0]
        x = X[idx, :]
        y = X[next_idx, :]
        mx.nd.array(x).copyto(m.seq_data[seqidx])
        if len(m.seq_labels) == 1:
            m.seq_labels[0][seqidx*batch_size : seqidx*batch_size+batch_size] = y
        else:
            m.seq_labels[seqidx][:] = y

def set_rnn_inputs_from_batch(m, batch, batch_seq_length, batch_size):
  X = batch.data
  for seqidx in range(batch_seq_length):
    idx = seqidx
    next_idx = (seqidx + 1) % batch_seq_length
    x = X[idx, :]
    y = X[next_idx, :]
    mx.nd.array(x).copyto(m.seq_data[seqidx])
    if len(m.seq_labels) == 1:
      m.seq_labels[0][seqidx*batch_size : seqidx*batch_size+batch_size] = y
    else:
      m.seq_labels[seqidx][:] = y

def calc_nll_concat(seq_label_probs, batch_size):
  return -np.sum(np.log(seq_label_probs.asnumpy())) / batch_size


def calc_nll(seq_label_probs, batch_size, seq_len):
  eps = 1e-10
  nll = 0.
  for seqidx in range(seq_len):
    py = seq_label_probs[seqidx].asnumpy()
    nll += -np.sum(np.log(np.maximum(py, eps))) / batch_size
    return nll


def train_lstm(model, X_train_batch, X_val_batch,
               num_round, update_period, concat_decode, batch_size, use_loss,
               optimizer='sgd', half_life=2,max_grad_norm = 5.0, **kwargs):
    opt = mx.optimizer.create(optimizer,
                              **kwargs)

    updater = mx.optimizer.get_updater(opt)
    epoch_counter = 0
    #log_period = max(1000 / seq_len, 1)
    log_period = 28
    last_perp = 10000000.0

    for iteration in range(num_round):
        nbatch = 0
        train_nll = 0
        tic = time.time()
        for data_batch in X_train_batch:
            batch_seq_length = data_batch.bucket_key
            m = model[batch_seq_length]
            # reset init state
            for state in m.init_states:
              state.c[:] = 0.0
              state.h[:] = 0.0

            head_grad = []
            if use_loss:
              ctx = m.seq_outputs[0].context
              head_grad = [mx.nd.ones((1,), ctx) for x in m.seq_outputs]

            set_rnn_inputs_from_batch(m, data_batch, batch_seq_length, batch_size)

            m.rnn_exec.forward(is_train=True)
            # probability of each label class, used to evaluate nll
            # Change back to individual ops to see if fine grained scheduling helps.
            if not use_loss:
                if concat_decode:
                    seq_label_probs = mx.nd.choose_element_0index(m.seq_outputs[0], m.seq_labels[0])
                else:
                    seq_label_probs = [mx.nd.choose_element_0index(out, label).copyto(mx.cpu())
                                       for out, label in zip(m.seq_outputs, m.seq_labels)]
                m.rnn_exec.backward()
            else:
                seq_loss = [x.copyto(mx.cpu()) for x in m.seq_outputs]
                m.rnn_exec.backward(head_grad)

            # update epoch counter
            epoch_counter += 1
            if epoch_counter % update_period == 0:
                # update parameters
                norm = 0.
                for idx, weight, grad, name in m.param_blocks:
                    grad /= batch_size
                    l2_norm = mx.nd.norm(grad).asscalar()
                    norm += l2_norm*l2_norm
                norm = math.sqrt(norm)
                for idx, weight, grad, name in m.param_blocks:
                    if norm > max_grad_norm:
                        grad *= (max_grad_norm / norm)
                    updater(idx, grad, weight)
                    # reset gradient to zero
                    grad[:] = 0.0
            if not use_loss:
                if concat_decode:
                    train_nll += calc_nll_concat(seq_label_probs, batch_size)
                else:
                    train_nll += calc_nll(seq_label_probs, batch_size, batch_seq_length)
            else:
                train_nll += sum([x.sum().asscalar() for x in seq_loss]) / batch_size

            nbatch += batch_size
            toc = time.time()
            if epoch_counter % log_period == 0:
                print("Iter [%d] Train: Time: %.3f sec, NLL=%.3f, Perp=%.3f" % (
                    epoch_counter, toc - tic, train_nll / nbatch, np.exp(train_nll / nbatch)))
        # end of training loop
        toc = time.time()
        print("Iter [%d] Train: Time: %.3f sec, NLL=%.3f, Perp=%.3f" % (
            iteration, toc - tic, train_nll / nbatch, np.exp(train_nll / nbatch)))

        val_nll = 0.0
        nbatch = 0
        for data_batch in X_val_batch:
            batch_seq_length = data_batch.bucket_key
            m = model[batch_seq_length]

            # validation set, reset states
            for state in m.init_states:
                state.h[:] = 0.0
                state.c[:] = 0.0

            set_rnn_inputs_from_batch(m, data_batch, batch_seq_length, batch_size)
            m.rnn_exec.forward(is_train=False)

            # probability of each label class, used to evaluate nll
            if not use_loss:
                if concat_decode:
                    seq_label_probs = mx.nd.choose_element_0index(m.seq_outputs[0], m.seq_labels[0])
                else:
                    seq_label_probs = [mx.nd.choose_element_0index(out, label).copyto(mx.cpu())
                                       for out, label in zip(m.seq_outputs, m.seq_labels)]
            else:
                seq_loss = [x.copyto(mx.cpu()) for x in m.seq_outputs]

            if not use_loss:
                if concat_decode:
                    val_nll += calc_nll_concat(seq_label_probs, batch_size)
                else:
                    val_nll += calc_nll(seq_label_probs, batch_size, batch_seq_length)
            else:
                val_nll += sum([x.sum().asscalar() for x in seq_loss]) / batch_size
            nbatch += batch_size

        perp = np.exp(val_nll / nbatch)
        print("Iter [%d] Val: NLL=%.3f, Perp=%.3f" % (
            iteration, val_nll / nbatch, np.exp(val_nll / nbatch)))
        if last_perp - 1.0 < perp:
            opt.lr *= 0.5
            print("Reset learning rate to %g" % opt.lr)
        last_perp = perp
        X_val_batch.reset()
        X_train_batch.reset()

# is this function being used?
def setup_rnn_sample_model(ctx,
                           params,
                           num_lstm_layer,
                           num_hidden, num_embed, num_label,
                           batch_size, input_size):
    seq_len = 1
    rnn_sym = lstm_unroll(num_lstm_layer=num_lstm_layer,
                          input_size=input_size,
                          num_hidden=num_hidden,
                          seq_len=seq_len,
                          num_embed=num_embed,
                          num_label=num_label)
    arg_names = rnn_sym.list_arguments()
    input_shapes = {}
    for name in arg_names:
        if name.endswith("init_c") or name.endswith("init_h"):
            input_shapes[name] = (batch_size, num_hidden)
        elif name.endswith("data"):
            input_shapes[name] = (batch_size, )
        else:
            pass
    arg_shape, out_shape, aux_shape = rnn_sym.infer_shape(**input_shapes)
    arg_arrays = [mx.nd.zeros(s, ctx) for s in arg_shape]
    arg_dict = dict(zip(arg_names, arg_arrays))
    for name, arr in params.items():
        arg_dict[name][:] = arr
    rnn_exec = rnn_sym.bind(ctx=ctx, args=arg_arrays, args_grad=None, grad_req="null")
    out_dict = dict(zip(rnn_sym.list_outputs(), rnn_exec.outputs))
    param_blocks = []
    params_array = list(params.items())
    for i in range(len(params)):
        param_blocks.append((i, params_array[i][1], None, params_array[i][0]))
    init_states = [LSTMState(c=arg_dict["l%d_init_c" % i],
                             h=arg_dict["l%d_init_h" % i]) for i in range(num_lstm_layer)]

    if concat_decode:
        seq_labels = [rnn_exec.arg_dict["label"]]
        seq_outputs = [out_dict["sm_output"]]
    else:
        seq_labels = [rnn_exec.arg_dict["t%d_label" % i] for i in range(seq_len)]
        seq_outputs = [out_dict["t%d_sm" % i] for i in range(seq_len)]

    seq_data = [rnn_exec.arg_dict["t%d_data" % i] for i in range(seq_len)]
    last_states = [LSTMState(c=out_dict["l%d_last_c_output" % i],
                             h=out_dict["l%d_last_h_output" % i]) for i in range(num_lstm_layer)]

    return LSTMModel(rnn_exec=rnn_exec, symbol=rnn_sym,
                     init_states=init_states, last_states=last_states,
                     seq_data=seq_data, seq_labels=seq_labels, seq_outputs=seq_outputs,
                     param_blocks=param_blocks)

# Python3 np.random.choice is too strict in eval float probability so we use an alternative
import random
import bisect
import collections

def _cdf(weights):
    total = sum(weights)
    result = []
    cumsum = 0
    for w in weights:
        cumsum += w
        result.append(cumsum / total)
    return result

def _choice(population, weights):
    assert len(population) == len(weights)
    cdf_vals = _cdf(weights)
    x = random.random()
    idx = bisect.bisect(cdf_vals, x)
    return population[idx]

def sample_lstm(model, X_input_batch, seq_len, temperature=1., sample=True):
    m = model
    vocab = m.seq_outputs.shape[1]
    batch_size = m.seq_data[0].shape[0]
    outputs_ndarray = mx.nd.zeros(m.seq_outputs.shape)
    outputs_batch = []
    tmp = [i for i in range(vocab)]
    for i in range(seq_len):
        outputs_batch.append(np.zeros(X_input_batch.shape))
    for i in range(seq_len):
        set_rnn_inputs(m, X_input_batch, 0)
        m.rnn_exec.forward(is_train=False)
        outputs_ndarray[:] = m.seq_outputs
        for init, last in zip(m.init_states, m.last_states):
            last.c.copyto(init.c)
            last.h.copyto(init.h)
        prob = np.clip(outputs_ndarray.asnumpy(), 1e-6, 1 - 1e-6)
        if sample:
            rescale = np.exp(np.log(prob) / temperature)
            for j in range(batch_size):
                p = rescale[j, :]
                p[:] /= p.sum()
                outputs_batch[i][j] = _choice(tmp, p)
        else:
            outputs_batch[i][:] = np.argmax(prob, axis=1)
        X_input_batch[:] = outputs_batch[i]
    return outputs_batch