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LSTM
(Long short-term Memory)
Cheng Zhan
Data Scientist
• We are the sum total of our experiences. None of us are the same as
we were yesterday, nor will be tomorrow. (B.J. Neblett)
• memorization: every time we gain new information, we store it for
future reference.
• combination: not all tasks are the same, so we couple our analytical
skills with a combination of our memorized, previous experiences to
reason about the world.
Human Learning
Outline
• Review of RNN
• SimpleRNN
• LSTM (forget, input and output gates)
• GRU (reset and update gates)
• LSTM
• Motivation
• Introduction
• Code example
Review of RNN
• Jack Ma is a Chinese business magnate, and his native language is ____
Review of RNN
• Jack Ma is a Chinese business magnate, and his native language is ____
Time series problem
Summary
• Hidden state can be viewed as “memory”, which tries to capture
previous information.
• Output is determined by current input and all the “memory”
• Hidden stage cannot capture all the information
• Unlike CNN, RNN shares the same parameters W
Vanishing gradient example
Vanishing gradient example
Vanishing gradient plot
Solutions
• Adding Skip Connections through Time
• Removing Connections
• Changing Activation Functions
• LSTMs
Long-term dependencies
Cell state and gate
Step 1
Step 2
Step 3
• Sample may refer to individual training examples. A “batch_size” variable is
hence the count of samples you sent to the neural network. That is, how
many different examples you feed at once to the neural network.
• Time Steps are ticks of time. It is how long in time each of your samples
are. For example, a sample can contain 128 time steps, where each time
steps could be a 30th of a second for signal processing. In Natural Language
Processing (NLP), a time step may be associated with a character, a word,
or a sentence, depending on the setup.
• Features are simply the number of dimensions we feed at each time steps.
For example in NLP, a word could be represented by 300 features
using word2vec. In the case of signal processing, let’s pretend that your
signal is 3D. That is, you have a X, a Y and a Z signal, such as an
accelerometer’s measurements on each axis. This means you would have
3 features sent at each time step for each sample.
• http://harinisuresh.com/2016/10/09/lstms/
• http://colah.github.io/posts/2015-08-Understanding-LSTMs/
• http://cs231n.stanford.edu/slides/2018/cs231n_2018_lecture10.pdf
• https://machinelearningmastery.com/time-series-prediction-lstm-
recurrent-neural-networks-python-keras/
• https://www.youtube.com/watch?v=xCGidAeyS4M
• https://www.youtube.com/watch?v=rTqmWlnwz_0

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Long Short Term Memory

  • 2. • We are the sum total of our experiences. None of us are the same as we were yesterday, nor will be tomorrow. (B.J. Neblett) • memorization: every time we gain new information, we store it for future reference. • combination: not all tasks are the same, so we couple our analytical skills with a combination of our memorized, previous experiences to reason about the world. Human Learning
  • 3. Outline • Review of RNN • SimpleRNN • LSTM (forget, input and output gates) • GRU (reset and update gates) • LSTM • Motivation • Introduction • Code example
  • 4. Review of RNN • Jack Ma is a Chinese business magnate, and his native language is ____
  • 5. Review of RNN • Jack Ma is a Chinese business magnate, and his native language is ____
  • 6.
  • 7.
  • 9.
  • 10.
  • 11.
  • 12.
  • 13. Summary • Hidden state can be viewed as “memory”, which tries to capture previous information. • Output is determined by current input and all the “memory” • Hidden stage cannot capture all the information • Unlike CNN, RNN shares the same parameters W
  • 17. Solutions • Adding Skip Connections through Time • Removing Connections • Changing Activation Functions • LSTMs
  • 19.
  • 20.
  • 21.
  • 22.
  • 27.
  • 28.
  • 29.
  • 30.
  • 31.
  • 32.
  • 33.
  • 34.
  • 35.
  • 36.
  • 37.
  • 38.
  • 39.
  • 40.
  • 41.
  • 42.
  • 43.
  • 44.
  • 45. • Sample may refer to individual training examples. A “batch_size” variable is hence the count of samples you sent to the neural network. That is, how many different examples you feed at once to the neural network. • Time Steps are ticks of time. It is how long in time each of your samples are. For example, a sample can contain 128 time steps, where each time steps could be a 30th of a second for signal processing. In Natural Language Processing (NLP), a time step may be associated with a character, a word, or a sentence, depending on the setup. • Features are simply the number of dimensions we feed at each time steps. For example in NLP, a word could be represented by 300 features using word2vec. In the case of signal processing, let’s pretend that your signal is 3D. That is, you have a X, a Y and a Z signal, such as an accelerometer’s measurements on each axis. This means you would have 3 features sent at each time step for each sample.
  • 46. • http://harinisuresh.com/2016/10/09/lstms/ • http://colah.github.io/posts/2015-08-Understanding-LSTMs/ • http://cs231n.stanford.edu/slides/2018/cs231n_2018_lecture10.pdf • https://machinelearningmastery.com/time-series-prediction-lstm- recurrent-neural-networks-python-keras/ • https://www.youtube.com/watch?v=xCGidAeyS4M • https://www.youtube.com/watch?v=rTqmWlnwz_0