I want to design a single layer RNN in Tensorflow such that last output (y(t-1))
is participated in updating the hidden state.
h(t) = tanh(W_{ih} * x(t) + W_{hh} * h(t) + **W_{oh}y(t - 1)**)
y(t) = W_{ho}*h(t)
How can I feed last input y(t - 1)
as input for updating the hidden state?
Is y(t-1) the last input or output? In both cases it is not a straight fit with the TensorFlow RNN cell abstraction. If your RNN is simple you can just write the loop on your own, then you have full control. Another way that I would use is to pre-process your RNN input, e.g., do something like:
processed_input[t] = tf.concat(input[t], input[t-1])
Then call the RNN cell with processed_input and split there.
One possibility is to use tf.nn.raw_rnn
which I found in this article. Check my answer to this related post.
I would call what you described an "autoregressive RNN". Here's an (incomplete) code snippet that shows how you can create one using tf.nn.raw_rnn
:
import tensorflow as tf
LSTM_SIZE = 128
BATCH_SIZE = 64
HORIZON = 10
lstm_cell = tf.nn.rnn_cell.LSTMCell(LSTM_SIZE, use_peepholes=True)
class RnnLoop:
def __init__(self, initial_state, cell):
self.initial_state = initial_state
self.cell = cell
def __call__(self, time, cell_output, cell_state, loop_state):
emit_output = cell_output # == None for time == 0
if cell_output is None: # time == 0
initial_input = tf.fill([BATCH_SIZE, LSTM_SIZE], 0.0)
next_input = initial_input
next_cell_state = self.initial_state
else:
next_input = cell_output
next_cell_state = cell_state
elements_finished = (time >= HORIZON)
next_loop_state = None
return elements_finished, next_input, next_cell_state, emit_output, next_loop_state
rnn_loop = RnnLoop(initial_state=initial_state_tensor, cell=lstm_cell)
rnn_outputs_tensor_array, _, _ = tf.nn.raw_rnn(lstm_cell, rnn_loop)
rnn_outputs_tensor = rnn_outputs_tensor_array.stack()
Here we initialize internal state of LSTM with some vector initial_state_tensor
, and feed zero array as input at t=0
. After that, the output of the current timestep is the input for the next timestep.