Friday, 19 October 2018

Recurrent network (RNN) won't learn a very simple function (plots shown in the question)

So I am trying to train a simple recurrent network to detect a "burst" in an input signal. The following figure shows the input signal (red) and the desired (classification) output of the RNN, shown in Blue.

Then end of the sine-shaped input signal burst should be detected.

So the output of the network should switch from 1 to 0 whenever the burst is detected and stay like with that output. The only thing that changes between the input sequences used to train the RNN is at which time step the burst occurs.

Following the Tutorial on https://github.com/MorvanZhou/PyTorch-Tutorial/blob/master/tutorial-contents/403_RNN_regressor.py, I cannot get a RNN to learn. The learned RNN always operates in a "memoryless" way, i.e., does not use memory to make its predictions, as shown in the following example behavior:

The same plot as before, but this time with the output behavior of the network.

The green line shows the predicted output of the network. What do I do wrong in this example so that the network cannot be learned correctly? Isn't the network task quite simple?

I'm using:

  1. torch.nn.CrossEntropyLoss as loss function
  2. The Adam Optimizer for learning
  3. A RNN with 16 internal/hidden nodes and 2 output nodes. They use the default activation function of the torch.RNN class.

The experiment has been repeated a couple of times with different random seeds, but there is little difference in the outcomes. I've used the following code:

import torch
import numpy, math
import matplotlib.pyplot as plt

nofSequences = 5
maxLength = 130

# Generate training data
x_np = numpy.zeros((nofSequences,maxLength,1))
y_np = numpy.zeros((nofSequences,maxLength))
numpy.random.seed(1)
for i in range(0,nofSequences):
    startPos = numpy.random.random()*50
    for j in range(0,maxLength):
        if j>=startPos and j<startPos+10:
            x_np[i,j,0] = math.sin((j-startPos)*math.pi/10)
        else:
            x_np[i,j,0] = 0.0
        if j<startPos+10:
            y_np[i,j] = 1
        else:
            y_np[i,j] = 0


# Define the neural network
INPUT_SIZE = 1
class RNN(torch.nn.Module):
    def __init__(self):
        super(RNN, self).__init__()

        self.rnn = torch.nn.RNN(
            input_size=INPUT_SIZE,
            hidden_size=16,     # rnn hidden unit
            num_layers=1,       # number of rnn layer
            batch_first=True,
        )
        self.out = torch.nn.Linear(16, 2)

    def forward(self, x, h_state):
        r_out, h_state = self.rnn(x, h_state)

        outs = []    # save all predictions
        for time_step in range(r_out.size(1)):    # calculate output for each time step
            outs.append(self.out(r_out[:, time_step, :]))
        return torch.stack(outs, dim=1), h_state

# Learn the network
rnn = RNN()
optimizer = torch.optim.Adam(rnn.parameters(), lr=0.01)
h_state = None      # for initial hidden state

x = torch.Tensor(x_np)    # shape (batch, time_step, input_size)
y = torch.Tensor(y_np).long()

torch.manual_seed(2)
numpy.random.seed(2)

for step in range(100):

    prediction, h_state = rnn(x, h_state)   # rnn output

    # !! next step is important !!
    h_state = h_state.data        # repack the hidden state, break the connection from last iteration

    loss = torch.nn.CrossEntropyLoss()(prediction.reshape((-1,2)),torch.autograd.Variable(y.reshape((-1,))))         # calculate loss
    optimizer.zero_grad()                   # clear gradients for this training step
    loss.backward()                         # backpropagation, compute gradients
    optimizer.step()                        # apply gradients

    errTrain = (prediction.max(2)[1].data != y).float().mean()
    print("Error Training:",errTrain.item())

For those who want to reproduce the experiment, the plot is drawn using the following code (using Jupyter Notebook):

steps = range(0,maxLength)
plotChoice = 3

plt.figure(1, figsize=(12, 5))
plt.ion()           # continuously plot

plt.plot(steps, y_np[plotChoice,:].flatten(), 'r-')
plt.plot(steps, numpy.argmax(prediction.detach().numpy()[plotChoice,:,:],axis=1), 'g-')
plt.plot(steps, x_np[plotChoice,:,0].flatten(), 'b-')

plt.ioff()
plt.show()



from Recurrent network (RNN) won't learn a very simple function (plots shown in the question)

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