#encoding:gbk
import pandas as pd
import numpy as np
import time
import datetime
import calendar
from scipy import stats
import tensorflow as tf
import seaborn as sns
import warnings
warnings.filterwarnings("ignore")
#sonnet
from sonnet.python.modules.base import AbstractModule
from sonnet.python.modules.basic import BatchApply, Linear, BatchFlatten
from sonnet.python.modules.rnn_core import RNNCore
from sonnet.python.modules.gated_rnn import LSTM
from sonnet.python.modules.basic_rnn import DeepRNN
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import functools
from sonnet.python.modules import basic
from sonnet.python.modules import rnn_core
from sonnet.python.ops import nest
def get_holdings(accountid,datatype):
holdinglist={}
resultlist=get_trade_detail_data(accountid,datatype,"POSITION")
for obj in resultlist:
holdinglist[obj.m_strInstrumentID+"."+obj.m_strExchangeID]=obj.m_nVolume
return holdinglist
def get_portfolio(accountid,datatype):
result=0
resultlist=get_trade_detail_data(accountid,datatype,"ACCOUNT")
for obj in resultlist:
result=obj.m_dAvailable
return result
def timetag_to_date(timetag, format):
timetag = timetag/1000
#time_local = time.localtime(timetag)
return time.strftime(format,format)
def init(ContextInfo):
ContextInfo.index = '000016.SH'
#ContextInfo.stocks = ContextInfo.get_sector('000300.SH')
#ContextInfo.set_universe(ContextInfo.stocks)
ContextInfo.stype = 'index'
ContextInfo.accountID='110000035020'
ContextInfo.isFirst = True
# 参数
ContextInfo.batch_size=1, #
ContextInfo.hidden_size=100, # DNC控制器隐藏状态数量
ContextInfo.memory_size=100, # 记忆矩阵大小
ContextInfo.threshold=0.99, # ACT在时刻t循环运算截至阈值
ContextInfo.pondering_coefficient = 1e-2, # 思考损失函数系数
ContextInfo.num_reads=3 # DNC读头控制数量
ContextInfo.num_writes=1 # DNC写头控制数量
#预测参数
ContextInfo.fit(5,learning_rate = 1e-1)#a.fit(5,learning_rate = 1e-1)
# 参数
ContextInfo.training_iters =1e2, # 训练次数
ContextInfo.learning_rate = 1e-4, # 学习率
ContextInfo.optimizer_epsilon = 1e-10, # 优化器参数建议保持原值
ContextInfo.max_gard_norm = 50 # 优化器梯度防范参数建议保持原值
ContextInfo.factors = ['Beta','btop',
'etop','cetop','etp5','earning_yield',
'agro']
#,'rstr','lncap',
#'净利率', '净资产收益率', '毛利率','资产收益率',
#'资产负债率','市盈率','流通市值']
'''
ContextInfo.factors = ['Beta.beta','btop.btop',
'EARNINGS_YIELD.etop','EARNINGS_YIELD.cetop','EARNINGS_YIELD.etp5','EARNINGS_YIELD.earning_yield',
'GROWTH.agro',
'MOMENTUM.rstr','NLSIZE.lncap',
'净利率.考虑披露期延迟净利率', '净资产收益率.考虑披露期延迟净资产收益率', '毛利率.考虑披露期延迟毛利率','资产收益率.考虑披露期延迟资产收益率',
'资产负债率.考虑披露期延迟资产负债率','市盈率.考虑披露期延迟市盈率','流通市值.流通市值']
'''
ContextInfo.financials = ['PERSHAREINDEX.du_return_on_equity', 'PERSHAREINDEX.sales_gross_profit', 'PERSHAREINDEX.inc_revenue_rate',
'ERSHAREINDEX.du_profit_rate', 'PERSHAREINDEX.inc_net_profit_rate','PERSHAREINDEX.adjusted_net_profit_rate',
'PERSHAREINDEX.inc_total_revenue_annual', 'PERSHAREINDEX.inc_net_profit_to_shareholders_annual', 'PERSHAREINDEX.adjusted_profit_to_profit_annual',
'PERSHAREINDEX.equity_roe', 'PERSHAREINDEX.net_roe', 'PERSHAREINDEX.total_roe',
'PERSHAREINDEX.gross_profit', 'PERSHAREINDEX.net_profit', 'PERSHAREINDEX.actual_tax_rate',
'PERSHAREINDEX.gear_ratio', 'PERSHAREINDEX.inventory_turnover']
ContextInfo.shift = 5 # 回溯时间步
ContextInfo.training_iters = 1000 # 单周期训练次数
ContextInfo.stop = 20 # 停下来查看loss的时间步
ContextInfo.lr = 0.005 # 学习率
ContextInfo.n_hidden_units = 100 # neurons in hidden layer
ContextInfo.lstm_size = ContextInfo.n_hidden_units # 单层 lstm 的 hidden_units 数量
ContextInfo.n_layers = 2 # lstm 层数
def handlebar(ContextInfo):
index = ContextInfo.index
shift = ContextInfo.shift
barpos = ContextInfo.barpos
realtime = ContextInfo.get_bar_timetag(barpos)
ContextInfo.current_dt = timetag_to_datetime(realtime,'%Y%m%d')
today = ContextInfo.current_dt
bkstart = ContextInfo.start
bkend = ContextInfo.end
#bkstartday = substr(bkstart)
#bkday = substr(bkend)
#preDate1 = datetime.datetime.strptime(today, "%Y%m%d") + datetime.timedelta(days = -shift)
#preDate = preDate1.strftime('%Y%m%d')
#preDate2 = datetime.datetime.strptime(today, "%Y%m%d") + datetime.timedelta(days = -1)
#ContextInfo.previous_date = preDate2.strftime('%Y%m%d')
#print(preDate, type(preDate))
index = ContextInfo.index
#获取股票列表
if ContextInfo.stype == 'index':
ContextInfo.stocks = ContextInfo.get_sector(index, realtime)
elif ContextInfo.stype == 'industry':
ContextInfo.stocks = ContextInfo.get_industry(index)
elif ContextInfo.stype == 'sector':
ContextInfo.stocks = ContextInfo.get_stock_list_in_sector(index, realtime)
else:
ContextInfo.stocks = index
ContextInfo.set_universe(ContextInfo.stocks)
stockList = ContextInfo.stocks
factorslist = ContextInfo.factors
set_slip_fee(ContextInfo)
print('时间戳获取中……')
tradingday = ContextInfo.get_trading_dates('000001.SH', '', today, shift+1, '1d')
shift_index_pred = list(tradingday).index(today) # 获取today对应的绝对日期排序数
pred_days = tradingday[shift_index_pred - shift+1 : shift_index_pred+1] # 获取回溯需要的日期array
start_date_pred = pred_days[0]
end_date_pred = pred_days[-1]
ContextInfo.previous_date =pred_days[-1]
print('pred:', start_date_pred, end_date_pred)
# 训练时间list
shift_index_train = list(tradingday).index(today) -1 # 获取yesterday对应的绝对日期排序数
train_days = tradingday[shift_index_train - shift+1 : shift_index_train+1 ]
start_date_train = train_days[0]
end_date_train = train_days[-1]
#ContextInfo.previous_date =train_days[-1]
print('train:',start_date_train, end_date_train, ContextInfo.previous_date)
'''
#剔除ST股
st_data=get_extras('is_st',stockList, count = 1,end_date = date)
stockList = [stock for stock in stockList if not st_data[stock][0]]
#剔除停牌、新股及退市股票
stockList=delect_stop(stockList,date,date)
# stockList = stockList[:9]
'''
print('训练数据获取中……')
x_tech_train = get_train_x(ContextInfo, stockList,factorslist,start_date_train, end_date_train)
#print(x_tech_train)
#x_fund_train = get_fund(ContextInfo, stockList, start_date_train, end_date_train)
#print(x_fund_train)
#x_train = pd.concat([x_tech_train, np.transpose(x_fund_train, (1,0,2))], axis =2)
#x_train = pd.concat([x_tech_train, x_fund_train], axis=1)
#print(x_train)
x_train = x_tech_train
y_train = get_train_y(ContextInfo, stockList, start_date_train, end_date_train)
print('预测预备数据获取中……')
x_tech_pred = get_train_x(ContextInfo, stockList,factorslist,start_date_pred, end_date_pred)
#x_tech_pred = x_tech_train
# x_fund_pred = get_fund(stockList, pred_days,industry_old_code,industry_new_code)
x_pred = x_tech_pred
print('单周期数据准备完成！！')
# 参数
training_iters = ContextInfo.training_iters # 单周期训练次数
stop = ContextInfo.stop # 停下来查看loss的时间步
lr = ContextInfo.lr # 学习率
n_hidden_units = ContextInfo.n_hidden_units # neurons in hidden layer
lstm_size = n_hidden_units # 单层 lstm 的 hidden_units 数量
n_layers = ContextInfo.n_layers # lstm层数
print('获取预测标的中……')
#print(x_train)
x_sub_train = x_train.get_values().astype(np.float32)#array(x_train.astype(np.float32))
y_sub_train = y_train.get_values().astype(np.float32)#array(y_train.astype(np.float32))
x_test = x_pred.get_values().astype(np.float32) #array(x_pred.astype(np.float32))
# 参数
n_inputs = (x_sub_train.shape[2]) # 输入参数维度
n_steps = (x_sub_train.shape[1]) # time steps
n_classes = y_sub_train.shape[2] # 分类元素
n_layers = ContextInfo.n_layers # lstm层数
lr = ContextInfo.lr # 学习率
training_iters = ContextInfo.training_iters # 训练次数
stop = ContextInfo.stop # 停止步数
print('预测中……')
pred = lstmtrain(x_sub_train, y_sub_train, x_pred, n_hidden_units,n_inputs, n_classes,n_steps,n_layers,lr, training_iters, stop)
#print('pred:', pred)
print('获取买入卖出池子中……')
buy,sell,df = get_buy_sell(pred, y_train, stockList)
buy_position = get_buy_position(df,buy)
print('预测结果：',df)
print('买入配资', buy_position)
print('买入池子：',buy)
print('卖出池子：',sell)
ContextInfo.buy = list(buy_position.index)
ContextInfo.sell = sell
ContextInfo.buy_position = buy_position
sell = list(sell)
# 止盈止损池子
today = ContextInfo.current_dt
yesterday = ContextInfo.previous_date
yesterday = str(yesterday)
holdinglist = get_holdings(ContextInfo.accountID,'STOCK')
#print('holdinglist', holdinglist)
for stock in holdinglist:
floating_return = get_floating_return(ContextInfo, stock,yesterday,today)
if floating_return < -0.03 or floating_return > 0.1:
list(sell).append(stock)
ContextInfo.sell = list(sell)
market_open(ContextInfo)
# 【根据涨幅t1/t0倍数加权建仓】
def market_open(ContextInfo):
print('【开盘】(market_open):'+str(ContextInfo.current_dt))
df_buy = ContextInfo.buy_position
buy = ContextInfo.buy
sell = ContextInfo.sell
ContextInfo.holdings = get_holdings(ContextInfo.accountID,"STOCK")
print(ContextInfo.holdings)
# 获取每个标的的配资权重
weight_for_stocks = {}
for stock in df_buy.index:
weight_for_stocks[stock] = list(df_buy.ix[stock])[-1]
cash = get_portfolio(ContextInfo.accountID,'STOCK')
# 买入股票
for stock in ContextInfo.buy:
if stock not in ContextInfo.holdings:
order_value(stock, weight_for_stocks[stock]*cash, ContextInfo, ContextInfo.accountID)
print('买入',stock)
for stock in ContextInfo.sell:
if stock in ContextInfo.holdings:
order_target_percent(stock, 0, 'COMPETE', ContextInfo, ContextInfo.accountID)
print('卖出',stock)
# 设置滑点手续费
def set_slip_fee(ContextInfo):
# 将滑点设置为0
ContextInfo.set_slippage(1, 0.0)
# 根据不同的时间段设置手续费
dt = ContextInfo.current_dt
if dt > '20130101': #datetime.datetime(2013,1, 1):
commissionList = [0.0003,0.0013,0.0003, 0.0003, 0, 5]
elif dt > '20110101': #datetime.datetime(2011,1, 1):
commissionList = [0.001,0.002,0.0003, 0.0003, 0, 5]
elif dt > '20090101':#datetime.datetime(2009,1, 1):
commissionList = [0.002,0.003,0.0003, 0.0003, 0, 5]
else:
commissionList = [0.003,0.004,0.0003, 0.0003, 0, 5]
ContextInfo.set_commission(0, commissionList)
def get_fund(ContextInfo, stockList, start_date_pre, end_date_pre):
fieldList = ['PERSHAREINDEX.du_return_on_equity', 'PERSHAREINDEX.sales_gross_profit', 'PERSHAREINDEX.inc_revenue_rate',
'ERSHAREINDEX.du_profit_rate', 'PERSHAREINDEX.inc_net_profit_rate','PERSHAREINDEX.adjusted_net_profit_rate',
'PERSHAREINDEX.inc_total_revenue_annual', 'PERSHAREINDEX.inc_net_profit_to_shareholders_annual', 'PERSHAREINDEX.adjusted_profit_to_profit_annual',
'PERSHAREINDEX.equity_roe', 'PERSHAREINDEX.net_roe', 'PERSHAREINDEX.total_roe',
'PERSHAREINDEX.gross_profit', 'PERSHAREINDEX.net_profit', 'PERSHAREINDEX.actual_tax_rate',
'PERSHAREINDEX.gear_ratio', 'PERSHAREINDEX.inventory_turnover']
x_fund = ContextInfo.get_financial_data(fieldList, stockList,start_date_pre, end_date_pre, report_type = 'announce_time')
return x_fund
# 训练数据获取
# 单周期训练数据【x】
def get_train_x(ContextInfo, stockList, factorslist, start_date_pre, end_date_pre):
x_train = pd.DataFrame(columns=ContextInfo.factors)
timeArray = time.strptime(start_date_pre, "%Y%m%d")
start = time.strftime("%Y-%m-%d %H:%M:%S", timeArray)
timeArrayend = time.strptime(end_date_pre, "%Y%m%d")
end = time.strftime("%Y-%m-%d %H:%M:%S", timeArrayend)
data = ext_data_range(factorslist[0],'000001.SH' ,start,end, ContextInfo)
dfdate = pd.DataFrame.from_dict(data, orient='index', columns=['Beta'])
dfdate.index.name = 'dates'
del dfdate['Beta']
#dfdate.index.map(substr)
dfdate2 = dfdate.rename(index = substr)
#print('*******:',dfdate2)
# 训练数据【x】
input_data1 = {}
for stock in stockList:
ddd = dfdate2
for factor in factorslist:
factor_data= ext_data_range(factor,stock ,start,end,ContextInfo)
dffactor = pd.DataFrame.from_dict(factor_data, orient='index', columns=[factor])
#dffactor.index.name = 'dates'
#dffactor.index.map(substr)
dffactor2 = dffactor.rename(index = substr)
#print(dffactor2)
ddd = ddd.join(dffactor2, on='dates')
#print(ddd)
dffund = ContextInfo.get_financial_data(ContextInfo.financials, [stock],start_date_pre, end_date_pre, report_type = 'announce_time')
dfalldata = pd.concat([ddd, dffund], axis=1)
#dfalldata = ddd
#print(dfalldata)
# 有些因子没有的，用别的近似代替
#dfalldata.fillna(0, inplace = True)
#input_data1[stock] = dfalldata
# 去inf
a = np.array(dfalldata)
where_are_inf = np.isinf(a)
a[where_are_inf] = 'nan'
dfdata =pd.DataFrame(a, index=dfalldata.index, columns = dfalldata.columns)
#print(dfalldata.columns)
dfdata.fillna(0, inplace = True)
data_pro = winsorize_and_standarlize(dfdata)
#print('##############', data_pro)
input_data1[stock] = data_pro
#print('##############', type(input_data1), input_data1)
#print('****************', input_data1)
x_train = pd.Panel(input_data1)
#print(type(x_train), x_train)
return x_train
# 单周期训练数据【y】
def get_train_y(ContextInfo, stockList, start_date_last, end_date_last):
# 训练数据【y】
input_data = {}
for i in stockList:
data = ContextInfo.get_market_data(['close'], stock_code = ,
start_time = start_date_last, end_time = end_date_last, skip_paused = True,
period = ContextInfo.period, dividend_type = 'none', count = ContextInfo.shift)
#print(data[data.columns[0]])
data = data[data.columns[0]]
input_data = pd.DataFrame(data)
y_train = pd.Panel(input_data) # 训练因子数据
return y_train
# 获取买入卖出池子
def get_buy_sell(pred,y_train,stockList):
# 整合结果
# 上一个交易日的收盘价
df_y_t0 = dict(np.transpose((y_train),(1,0,2)))[list(dict(np.transpose((y_train),(1,0,2))).keys())[-1]]
# 本交易日预测价格
p = np.transpose(pred, (1,0,2))
df_pred = pd.DataFrame(p[-1])
df_pred.index = df_y_t0.index
# 整合
df = pd.concat([df_y_t0, df_pred], axis =1)
df.columns = ['t0','pre_t1']
# 获取预测标的池子
diff1 = (df['pre_t1']-df['t0'])
# 表格整理
df1 = df.copy()
df1['buy_decision'] = 0
for i in range(len(df)):
if list(diff1) > 0:
df1.iloc[i,2] = True
else :
df1.iloc[i,2] = False
# 买入池子
buy = []
for i in range(len(diff1)):
if list(diff1) > 0 :
buy.append(diff1.index)
# 卖出池子
sell = set(stockList) - set(buy)
return buy,sell,df1
# 获取标的日间浮动收益率
def get_floating_return(ContextInfo, stock,yesterday,today):
#print( [stock], str(yesterday), str(today), ContextInfo.period)
a = ContextInfo.get_market_data(['close'], [stock], yesterday,today, True,ContextInfo.period, 'none', 2)
past_p = list(a['close'])[0]
current_p = list(a['close'])[-1]
floating_return = current_p/past_p -1
return floating_return
# 【资金加权】
def get_buy_position(df,buy):
# 涨跌幅获取
df['increase_pct'] = df['pre_t1']/df['t0']
# 提取预测涨的股票
df_buy = df.ix[buy]
# 降序
df_buy = df_buy.sort_values(by = ['increase_pct'], ascending = False)
# 配资比率
df_buy['buy%'] = df_buy['increase_pct']/sum(df['increase_pct'])
return df_buy
def substr(dtstr):
data = dtstr[0:4]+dtstr[5:7]+dtstr[8:10]
return data
def winsorize_and_standarlize(data,qrange=[0.05,0.95],axis=0):
'''
input:
data:Dataframe or series,输入数据
qrange:list,list[0]下分位数，list[1]，上分位数，极值用分位数代替
'''
if isinstance(data,pd.DataFrame):
if axis == 0:
q_down = data.quantile(qrange[0])
q_up = data.quantile(qrange[1])
index = data.index
col = data.columns
for n in col:
data[n][data[n] > q_up[n]] = q_up[n]
data[n][data[n] < q_down[n]] = q_down[n]
data = (data - data.mean())/data.std()
data = data.fillna(0)
else:
data = data.stack()
data = data.unstack(0)
q = data.quantile(qrange)
index = data.index
col = data.columns
for n in col:
data[n][data[n] > q[n]] = q[n]
data = (data - data.mean())/data.std()
data = data.stack().unstack(0)
data = data.fillna(0)
elif isinstance(data,pd.Series):
name = data.name
q = data.quantile(qrange)
data[data>q] = q
data = (data - data.mean())/data.std()
return data
a = Classifier_DNC_BasicLSTM_L1(train_inputs, train_targets, train_gather_list)
class Classifier_DNC_BasicLSTM_L1(object):
def __init__(self,
inputs,
targets,
gather_list=None,
batch_size=1,
hidden_size=10,
memory_size=10,
threshold=0.99,
pondering_coefficient = 1e-2,
num_reads=3,
num_writes=1):
self._tmp_inputs = inputs
self._tmp_targets = targets
self._in_length = inputs.shape[0]
self._in_width = inputs.shape[2]
self._out_length = targets.shape[0]
self._out_width = targets.shape[2]
self._batch_size = batch_size
#
self._sess = tf.InteractiveSession()
self._inputs = tf.placeholder(dtype=tf.float32,
shape=[self._in_length, self._batch_size, self._in_width],
name='inputs')
self._targets = tf.placeholder(dtype=tf.float32,
shape=[self._out_length, self._batch_size, self._out_width],
name='targets')
act_core = DNCore_L1( hidden_size=hidden_size,
memory_size=memory_size,
word_size=self._in_width,
num_read_heads=num_reads,
num_write_heads=num_writes)
self._InferenceCell = ACTCore(core=act_core,
output_size=self._out_width,
threshold=threshold,
get_state_for_halting=self._get_hidden_state)
self._initial_state = self._InferenceCell.initial_state(self._batch_size)
tmp, act_final_cumul_state = \
tf.nn.dynamic_rnn(cell=self._InferenceCell,
inputs=self._inputs,
initial_state=self._initial_state,
time_major=True)
act_output, (act_final_iteration, act_final_remainder) = tmp
self._pred_outputs = act_output
if gather_list is not None:
out_sequences = tf.gather(act_output, gather_list)
else:
out_sequences = act_core
pondering_cost = (act_final_iteration + act_final_remainder) * pondering_coefficient
rnn_cost = tf.nn.softmax_cross_entropy_with_logits(
labels=self._targets, logits=out_sequences)
self._cost = tf.reduce_mean(rnn_cost) + tf.reduce_mean(pondering_cost)
self._pred = tf.nn.softmax(out_sequences, dim=2)
correct_pred = tf.equal(tf.argmax(self._pred,2), tf.argmax(self._targets,2))
self._accuracy = tf.reduce_mean(tf.cast(correct_pred, tf.float32))
def _get_hidden_state(self, state):
controller_state = state[0]
next_state, next_cell = controller_state
return next_state
def fit(self,
training_iters =1e2,
learning_rate = 1e-4,
optimizer_epsilon = 1e-10,
max_gard_norm = 50):
# Set up optimizer with global norm clipping.
trainable_variables = tf.trainable_variables()
grads, _ = tf.clip_by_global_norm(
tf.gradients(self._cost, trainable_variables), max_gard_norm)
global_step = tf.get_variable(
name="global_step",
shape=[],
dtype=tf.int64,
initializer=tf.zeros_initializer(),
trainable=False,
collections=[tf.GraphKeys.GLOBAL_VARIABLES, tf.GraphKeys.GLOBAL_STEP])
optimizer = tf.train.RMSPropOptimizer(
learning_rate=learning_rate, epsilon=optimizer_epsilon)
self._train_step = optimizer.apply_gradients(
zip(grads, trainable_variables), global_step=global_step)
self._sess.run(tf.global_variables_initializer())
for scope in range(np.int(training_iters)):
_, loss, acc = self._sess.run([self._train_step, self._cost, self._accuracy],
feed_dict = {self._inputs:self._tmp_inputs,
self._targets:self._tmp_targets})
print (scope, ' loss--', loss, ' acc--', acc)
print ("Optimization Finished!")
def close(self):
self._sess.close()
print ('结束进程，清理tensorflow内存/显存占用')
def pred(self, inputs, gather_list=None):
output_pred = self._pred_outputs
if gather_list is not None:
output_pred = tf.gather(output_pred, gather_list)
probability = tf.nn.softmax(output_pred)
classification = tf.argmax(probability, axis=-1)
return self._sess.run([probability, classification],feed_dict = {self._inputs:inputs})
class Classifier_DNC_BasicLSTM_L3(object):
def __init__(self,
inputs,
targets,
gather_list=None,
batch_size=1,
hidden_size=10,
memory_size=10,
threshold=0.99,
pondering_coefficient = 1e-2,
num_reads=3,
num_writes=1):
self._tmp_inputs = inputs
self._tmp_targets = targets
self._in_length = None
self._in_width = inputs.shape[2]
self._out_length = None
self._out_width = targets.shape[2]
self._batch_size = batch_size
#
self._sess = tf.InteractiveSession()
self._inputs = tf.placeholder(dtype=tf.float32,
shape=[self._in_length, self._batch_size, self._in_width],
name='inputs')
self._targets = tf.placeholder(dtype=tf.float32,
shape=[self._out_length, self._batch_size, self._out_width],
name='targets')
act_core = DNCore_L3( hidden_size=hidden_size,
memory_size=memory_size,
word_size=self._in_width,
num_read_heads=num_reads,
num_write_heads=num_writes)
self._InferenceCell = ACTCore(core=act_core,
output_size=self._out_width,
threshold=threshold,
get_state_for_halting=self._get_hidden_state)
self._initial_state = self._InferenceCell.initial_state(self._batch_size)
tmp, act_final_cumul_state = \
tf.nn.dynamic_rnn(cell=self._InferenceCell,
inputs=self._inputs,
initial_state=self._initial_state,
time_major=True)
act_output, (act_final_iteration, act_final_remainder) = tmp
self._pred_outputs = act_output
if gather_list is not None:
out_sequences = tf.gather(act_output, gather_list)
else:
out_sequences = act_core
pondering_cost = (act_final_iteration + act_final_remainder) * pondering_coefficient
rnn_cost = tf.nn.softmax_cross_entropy_with_logits(
labels=self._targets, logits=out_sequences)
self._cost = tf.reduce_mean(rnn_cost) + tf.reduce_mean(pondering_cost)
self._pred = tf.nn.softmax(out_sequences, dim=2)
correct_pred = tf.equal(tf.argmax(self._pred,2), tf.argmax(self._targets,2))
self._accuracy = tf.reduce_mean(tf.cast(correct_pred, tf.float32))
# 待处理函数
def _get_hidden_state(self, state):
controller_state, access_state, read_vectors = state
layer_1, layer_2, layer_3 = controller_state
L1_next_state, L1_next_cell = layer_1
L2_next_state, L2_next_cell = layer_2
L3_next_state, L3_next_cell = layer_3
return tf.concat([L1_next_state, L2_next_state, L3_next_state], axis=-1)
def fit(self,
training_iters =1e2,
learning_rate = 1e-4,
optimizer_epsilon = 1e-10,
max_gard_norm = 50):
# Set up optimizer with global norm clipping.
trainable_variables = tf.trainable_variables()
grads, _ = tf.clip_by_global_norm(
tf.gradients(self._cost, trainable_variables), max_gard_norm)
global_step = tf.get_variable(
name="global_step",
shape=[],
dtype=tf.int64,
initializer=tf.zeros_initializer(),
trainable=False,
collections=[tf.GraphKeys.GLOBAL_VARIABLES, tf.GraphKeys.GLOBAL_STEP])
optimizer = tf.train.RMSPropOptimizer(
learning_rate=learning_rate, epsilon=optimizer_epsilon)
self._train_step = optimizer.apply_gradients(
zip(grads, trainable_variables), global_step=global_step)
self._sess.run(tf.global_variables_initializer())
for scope in range(np.int(training_iters)):
_, loss, acc = self._sess.run([self._train_step, self._cost, self._accuracy],
feed_dict = {self._inputs:self._tmp_inputs,
self._targets:self._tmp_targets})
print (scope, ' loss--', loss, ' acc--', acc)
print ("Optimization Finished!")
def close(self):
self._sess.close()
print ('结束进程，清理tensorflow内存/显存占用')
def pred(self, inputs, gather_list=None):
output_pred = self._pred_outputs
if gather_list is not None:
output_pred = tf.gather(output_pred, gather_list)
probability = tf.nn.softmax(output_pred)
classification = tf.argmax(probability, axis=-1)
return self._sess.run([probability, classification],feed_dict = {self._inputs:inputs})
# Content-based addressing
class calculate_Content_based_addressing(AbstractModule):
"""
Calculates the cosine similarity between a query and each word in memory, then
applies a weighted softmax to return a sharp distribution.
"""
def __init__(self,
num_heads,
word_size,
epsilon = 1e-6,
name='content_based_addressing'):
"""
Initializes the module.
Args:
num_heads: number of memory write heads or read heads.
word_size: memory word size.
name: module name (default 'content_based_addressing')
"""
super().__init__(name=name) # 调用父类初始化
self._num_heads = num_heads
self._word_size = word_size
self._epsilon = epsilon
def _Clip_L2_norm(self, tensor, axis=2):
"""
计算L2范数，为余弦相似性计算公式分母，这里进行数值平稳化处理
"""
quadratic_sum = tf.reduce_sum(tf.multiply(tensor, tensor), axis=axis, keep_dims=True)
#return tf.max(tf.sqrt(quadratic_sum + self._epsilon), self._epsilon)
return tf.sqrt(quadratic_sum + self._epsilon)
def _Calculate_cosine_similarity(self, keys, memory):
"""
Args:
memory: A 3-D tensor of shape [batch_size, memory_size, word_size]
keys: A 3-D tensor of shape [batch_size, num_heads, word_size]
Returns:
cosine_similarity: A 3-D tensor of shape `[batch_size, num_heads, memory_size]`.
"""
matmul = tf.matmul(keys, memory, adjoint_b=True)
memory_norm = self._Clip_L2_norm(memory, axis=2)
keys_norm = self._Clip_L2_norm(keys, axis=2)
cosine_similarity = matmul / (tf.matmul(keys_norm, memory_norm, adjoint_b=True) + self._epsilon)
return cosine_similarity
def _build(self, memory, keys, strengths):
"""
Connects the CosineWeights module into the graph.
Args:
memory: A 3-D tensor of shape `[batch_size, memory_size, word_size]`.
keys: A 3-D tensor of shape `[batch_size, num_heads, word_size]`.
strengths: A 2-D tensor of shape `[batch_size, num_heads]`.
Returns:
cosine_similarity: A 3-D tensor of shape `[batch_size, num_heads, memory_size]`.
content_weighting: Weights tensor of shape `[batch_size, num_heads, memory_size]`.
"""
cosine_similarity = self._Calculate_cosine_similarity(keys=keys, memory=memory)
transformed_strengths = tf.expand_dims(strengths, axis=-1)
sharp_activations = cosine_similarity * transformed_strengths
softmax = BatchApply(module_or_op=tf.nn.softmax)
return softmax(sharp_activations)
#Dynamic_memory_allocation
class update_Dynamic_memory_allocation(RNNCore):
"""
Memory usage that is increased by writing and decreased by reading.
This module is a pseudo-RNNCore whose state is a tensor with values in
the range [0, 1] indicating the usage of each of `memory_size` memory slots.
The usage is:
* Increased by writing, where usage is increased towards 1 at the write
addresses.
* Decreased by reading, where usage is decreased after reading from a
location when free_gates is close to 1.
"""
def __init__(self,
memory_size,
epsilon = 1e-6,
name='dynamic_memory_allocation'):
"""Creates a module for dynamic memory allocation.
Args:
memory_size: Number of memory slots.
name: Name of the module.
"""
super().__init__(name=name)
self._memory_size = memory_size
self._epsilon = epsilon
def _build(self,
prev_usage,
prev_write_weightings,
free_gates,
prev_read_weightings,
write_gates,
num_writes):
usage = self._update_usage_vector(prev_usage,
prev_write_weightings,
free_gates,
prev_read_weightings)
allocation_weightings = \
self._update_allocation_weightings(usage,
write_gates,
num_writes)
return usage, allocation_weightings
def _update_usage_vector(self,
prev_usage,
prev_write_weightings,
free_gates,
prev_read_weightings):
"""
The usage is:
* Increased by writing, where usage is increased towards 1 at the write
addresses.
* Decreased by reading, where usage is decreased after reading from a
location when free_gates is close to 1.
Args:
prev_usage: tensor of shape `[batch_size, memory_size]` giving
usage u_{t - 1} at the previous time step, with entries in range [0, 1].
prev_write_weightings: tensor of shape `[batch_size, num_writes, memory_size]`
giving write weights at previous time step.
free_gates: tensor of shape `[batch_size, num_reads]` which indicates
which read heads read memory that can now be freed.
prev_read_weightings: tensor of shape `[batch_size, num_reads, memory_size]`
giving read weights at previous time step.
Returns:
usage: tensor of shape `[batch_size, memory_size]` representing updated memory usage.
"""
prev_write_weightings = tf.stop_gradient(prev_write_weightings)
usage = self._Calculate_usage_vector(prev_usage, prev_write_weightings)
retention = self._Calculate_retention_vector(free_gates, prev_read_weightings)
return usage * retention
def _Calculate_usage_vector(self, prev_usage, prev_write_weightings):
"""
注意这里usage更新使用上一个时间步的数据更新
这个函数是特别添加处理多个写头的,
这个函数计算在写头操作之后记忆矩阵的使用情况usage
Calcualtes the new usage after writing to memory.
Args:
prev_usage: tensor of shape `[batch_size, memory_size]`.
write_weightings: tensor of shape `[batch_size, num_writes, memory_size]`.
Returns:
New usage, a tensor of shape `[batch_size, memory_size]`.
"""
with tf.name_scope('usage_after_write'):
# Calculate the aggregated effect of all write heads
fit_prev_write_weightings = 1 - \
tf.reduce_prod(1 - prev_write_weightings, axis=[1])
usage_without_free = \
prev_usage + fit_prev_write_weightings - \
prev_usage * fit_prev_write_weightings
return usage_without_free
def _Calculate_retention_vector(self, free_gates, prev_read_weightings):
"""
The memory retention vector phi_t represents by how much each location
will not be freed by the gates.
Args:
free_gates: tensor of shape `[batch_size, num_reads]` with entries in the
range [0, 1] indicating the amount that locations read from can be
freed.
prev_write_weightings: tensor of shape `[batch_size, num_writes, memory_size]`.
Returns:
retention vector: [batch_size, memory_size]
"""
with tf.name_scope('usage_after_read'):
free_gates = tf.expand_dims(free_gates, axis=-1)
retention_vector = tf.reduce_prod(
1 - free_gates * prev_read_weightings,
axis=[1], name='retention')
return retention_vector
def _update_allocation_weightings(self, usage, write_gates, num_writes):
"""
Calculates freeness-based locations for writing to.
This finds unused memory by ranking the memory locations by usage, for each
write head. (For more than one write head, we use a "simulated new usage"
which takes into account the fact that the previous write head will increase
the usage in that area of the memory.)
Args:
usage: A tensor of shape `[batch_size, memory_size]` representing
current memory usage.
write_gates: A tensor of shape `[batch_size, num_writes]` with values in
the range [0, 1] indicating how much each write head does writing
based on the address returned here (and hence how much usage
increases).
num_writes: The number of write heads to calculate write weights for.
Returns:
tensor of shape `[batch_size, num_writes, memory_size]` containing the
freeness-based write locations. Note that this isn't scaled by `write_gate`;
this scaling must be applied externally.
"""
with tf.name_scope('update_allocation'):
write_gates = tf.expand_dims(write_gates, axis=-1)
allocation_weightings = []
for i in range(num_writes):
allocation_weightings.append(
self._Calculate_allocation_weighting(usage))
# update usage to take into account writing to this new allocation
usage += ((1-usage) * write_gates[:,i,:] * allocation_weightings)
return tf.stack(allocation_weightings, axis=1)
def _Calculate_allocation_weighting(self, usage):
"""
Computes allocation by sorting `usage`.
This corresponds to the value a = a_t[\phi_t[j]] in the paper.
Args:
usage: tensor of shape `[batch_size, memory_size]` indicating current
memory usage. This is equal to u_t in the paper when we only have one
write head, but for multiple write heads, one should update the usage
while iterating through the write heads to take into account the
allocation returned by this function.
Returns:
Tensor of shape `[batch_size, memory_size]` corresponding to allocation.
"""
with tf.name_scope('allocation'):
# Ensure values are not too small prior to cumprod.
usage = self._epsilon + (1 - self._epsilon) * usage
non_usage = 1 - usage
sorted_non_usage, indices = tf.nn.top_k(
non_usage, k = self._memory_size, name='sort')
sorted_usage = 1 - sorted_non_usage
prod_sorted_usage = tf.cumprod(sorted_usage, axis=1, exclusive=True)
sorted_allocation_weighting = sorted_non_usage * prod_sorted_usage
# This final line "unsorts" sorted_allocation, so that the indexing
# corresponds to the original indexing of `usage`.
inverse_indices = self._batch_invert_permutation(indices)
allocation_weighting = self._batch_gather(
sorted_allocation_weighting, inverse_indices)
return allocation_weighting
def _batch_invert_permutation(self, permutations):
"""
Returns batched `tf.invert_permutation` for every row in `permutations`.
"""
with tf.name_scope('batch_invert_permutation', values=[permutations]):
unpacked = tf.unstack(permutations, axis=0)
inverses = [tf.invert_permutation(permutation) for permutation in unpacked]
return tf.stack(inverses, axis=0)
def _batch_gather(self, values, indices):
"""Returns batched `tf.gather` for every row in the input."""
with tf.name_scope('batch_gather', values=[values, indices]):
unpacked = zip(tf.unstack(values), tf.unstack(indices))
result = [tf.gather(value, index) for value, index in unpacked]
return tf.stack(result)
@property
def state_size(self):
pass
@property
def output_size(self):
pass
#Temporal_memory_linkage
class update_Temporal_memory_linkage(RNNCore):
"""
Keeps track of write order for forward and backward addressing.
This is a pseudo-RNNCore module, whose state is a pair `(link,
precedence_weights)`, where `link` is a (collection of) graphs for (possibly
multiple) write heads (represented by a tensor with values in the range
[0, 1]), and `precedence_weights` records the "previous write locations" used
to build the link graphs.
The function `directional_read_weights` computes addresses following the
forward and backward directions in the link graphs.
"""
def __init__(self,
memory_size,
num_writes,
name='temporal_memory_linkage'):
"""
Construct a TemporalLinkage module.
Args:
memory_size: The number of memory slots.
num_writes: The number of write heads.
name: Name of the module.
"""
super().__init__(name=name)
self._memory_size = memory_size
self._num_writes = num_writes
def _build(self,
prev_link,
prev_precedence_weightings,
prev_read_weightings,
write_weightings):
"""
Calculate the updated linkage state given the write weights.
Args:
prev_links: A tensor of shape `[batch_size, num_writes, memory_size, memory_size]`
representing the previous link graphs for each write head.
prev_precedence_weightings: A tensor of shape `[batch_size, num_writes, memory_size]`
containing the previous precedence weights.
write_weightings: A tensor of shape `[batch_size, num_writes, memory_size]`
containing the memory addresses of the different write heads.
Returns:
link: A tensor of shape `[batch_size, num_writes, memory_size, memory_size]`
precedence_weightings: A tensor of shape `[batch_size, num_writes, memory_size]`
"""
link = self._update_link_matrix(
prev_link, prev_precedence_weightings, write_weightings)
precedence_weightings = \
self._update_precedence_weightings(
prev_precedence_weightings, write_weightings)
forward_weightings = \
self._Calculate_directional_read_weightings(
link, prev_read_weightings, forward=True)
backward_weightings = \
self._Calculate_directional_read_weightings(
link, prev_read_weightings, forward=False)
return link, precedence_weightings, forward_weightings, backward_weightings
def _update_link_matrix(self,
prev_link,
prev_precedence_weightings,
write_weightings):
"""
Calculates the new link graphs.
For each write head, the link is a directed graph (represented by a matrix
with entries in range [0, 1]) whose vertices are the memory locations, and
an edge indicates temporal ordering of writes.
Args:
prev_links: A tensor of shape `[batch_size, num_writes, memory_size, memory_size]`
representing the previous link graphs for each write head.
prev_precedence_weights: A tensor of shape `[batch_size, num_writes, memory_size]`
which is the previous "aggregated" write weights for each write head.
write_weightings: A tensor of shape `[batch_size, num_writes, memory_size]`
containing the new locations in memory written to.
Returns:
A tensor of shape `[batch_size, num_writes, memory_size, memory_size]`
containing the new link graphs for each write head.
"""
with tf.name_scope('link'):
write_weightings_i = tf.expand_dims(write_weightings, axis=3)
write_weightings_j = tf.expand_dims(write_weightings, axis=2)
prev_link_scale = 1 - write_weightings_i - write_weightings_j
remove_old_link = prev_link_scale * prev_link
prev_precedence_weightings_j = tf.expand_dims(
prev_precedence_weightings, axis=2)
add_new_link = write_weightings_i * prev_precedence_weightings_j
link = remove_old_link + add_new_link
#Return the link with the diagonal set to zero, to remove self-looping edges.
batch_size = prev_link.get_shape()[0].value
mask = tf.zeros(shape=[batch_size, self._num_writes, self._memory_size],
dtype=prev_link.dtype)
fit_link = tf.matrix_set_diag(link, diagonal=mask)
return fit_link
def _update_precedence_weightings(self,
prev_precedence_weightings,
write_weightings):
"""
Calculates the new precedence weights given the current write weights.
The precedence weights are the "aggregated write weights" for each write
head, where write weights with sum close to zero will leave the precedence
weights unchanged, but with sum close to one will replace the precedence
weights.
Args:
prev_precedence_weightings: A tensor of shape `[batch_size, num_writes, memory_size]`
containing the previous precedence weights.
write_weightings: A tensor of shape `[batch_size, num_writes, memory_size]`
containing the new write weights.
Returns:
A tensor of shape `[batch_size, num_writes, memory_size]`
containing the new precedence weights.
"""
with tf.name_scope('precedence_weightings'):
sum_writing = tf.reduce_sum(write_weightings, axis=2, keep_dims=True)
precedence_weightings = \
(1 - sum_writing) * prev_precedence_weightings + write_weightings
return precedence_weightings
def _Calculate_directional_read_weightings(self,
link,
prev_read_weightings,
forward):
"""
Calculates the forward or the backward read weightings.
For each read head (at a given address), there are `num_writes` link graphs to follow.
Thus this function computes a read address for each of the
`num_reads * num_writes` pairs of read and write heads.
Args:
link: tensor of shape `[batch_size, num_writes, memory_size, memory_size]`
representing the link graphs L_t.
prev_read_weightsing: tensor of shape `[batch_size, num_reads, memory_size]`
containing the previous read weights w_{t-1}^r.
forward: Boolean indicating whether to follow the "future" direction in
the link graph (True) or the "past" direction (False).
Returns:
tensor of shape `[batch_size, num_reads, num_writes, memory_size]`
Note: We calculate the forward and backward directions for each pair of
read and write heads; hence we need to tile the read weights and do a
sort of "outer product" to get this.
"""
with tf.name_scope('directional_read_weightings'):
# We calculate the forward and backward directions for each pair of
# read and write heads; hence we need to tile the read weights and do a
# sort of "outer product" to get this.
expanded_read_weightings = \
tf.stack([prev_read_weightings] * self._num_writes, axis=1)
directional_weightings = tf.matmul(expanded_read_weightings, link, adjoint_b=forward)
# Swap dimensions 1, 2 so order is [batch, reads, writes, memory]:
return tf.transpose(directional_weightings, perm=[0,2,1,3])
# MemoryAccess
class MemoryAccess(RNNCore):
"""
Access module of the Differentiable Neural Computer.
This memory module supports multiple read and write heads. It makes use of:
* `update_Temporal_memory_linkage` to track the temporal
ordering of writes in memory for each write head.
* `update_Dynamic_memory_allocation` for keeping track of
memory usage, where usage increase when a memory location is
written to, and decreases when memory is read from that
the controller says can be freed.
Write-address selection is done by an interpolation between content-based
lookup and using unused memory.
Read-address selection is done by an interpolation of content-based lookup
and following the link graph in the forward or backwards read direction.
"""
def __init__(self,
memory_size = 128,
word_size = 20,
num_reads = 1,
num_writes = 1,
name='memory_access'):
"""
Creates a MemoryAccess module.
Args:
memory_size: The number of memory slots (N in the DNC paper).
word_size: The width of each memory slot (W in the DNC paper)
num_reads: The number of read heads (R in the DNC paper).
num_writes: The number of write heads (fixed at 1 in the paper).
name: The name of the module.
"""
super().__init__(name=name)
self._memory_size = memory_size
self._word_size = word_size
self._num_reads = num_reads
self._num_writes = num_writes
self._write_content_mod = calculate_Content_based_addressing(
num_heads = self._num_writes,
word_size = self._word_size,
name = 'write_content_based_addressing')
self._read_content_mod = calculate_Content_based_addressing(
num_heads = self._num_reads,
word_size = self._word_size,
name = 'read_content_based_addressing')
self._temporal_linkage = update_Temporal_memory_linkage(
memory_size = self._memory_size,
num_writes = self._num_writes)
self._dynamic_allocation = update_Dynamic_memory_allocation(
memory_size = self._memory_size)
def _build(self, interface_vector, prev_state):
"""
Connects the MemoryAccess module into the graph.
Args:
inputs: tensor of shape `[batch_size, input_size]`.
This is used to control this access module.
prev_state: Instance of `AccessState` containing the previous state.
Returns:
A tuple `(output, next_state)`, where `output` is a tensor of shape
`[batch_size, num_reads, word_size]`, and `next_state` is the new
`AccessState` named tuple at the current time t.
"""
tape = self._Calculate_interface_parameters(interface_vector)
prev_memory,\
prev_read_weightings,\
prev_write_weightings,\
prev_precedence_weightings,\
prev_link,\
prev_usage = prev_state
# 更新写头
write_weightings,\
usage = \
self._update_write_weightings(tape,
prev_memory,
prev_usage,
prev_write_weightings,
prev_read_weightings)
# 更新记忆
memory = self._update_memory(prev_memory,
write_weightings,
tape['erase_vectors'],
tape['write_vectors'])
# 更新读头
read_weightings,\
link,\
precedence_weightings= \
self._update_read_weightings(tape,
memory,
write_weightings,
prev_read_weightings,
prev_precedence_weightings,
prev_link)
read_vectors = tf.matmul(read_weightings, memory)
state = (memory,
read_weightings,
write_weightings,
precedence_weightings,
link,
usage)
return read_vectors, state
def _update_write_weightings(self,
tape,
prev_memory,
prev_usage,
prev_write_weightings,
prev_read_weightings):
"""
Calculates the memory locations to write to.
This uses a combination of content-based lookup and finding an unused
location in memory, for each write head.
Args:
tape: Collection of inputs to the access module, including controls for
how to chose memory writing, such as the content to look-up and the
weighting between content-based and allocation-based addressing.
memory: A tensor of shape `[batch_size, memory_size, word_size]`
containing the current memory contents.
usage: Current memory usage, which is a tensor of shape
`[batch_size, memory_size]`, used for allocation-based addressing.
Returns:
tensor of shape `[batch_size, num_writes, memory_size]`
indicating where to write to (if anywhere) for each write head.
"""
with tf.name_scope('update_write_weightings', \
values=[tape, prev_memory, prev_usage]):
write_content_weightings = \
self._write_content_mod(
prev_memory,
tape['write_content_keys'],
tape['write_content_strengths'])
usage, write_allocation_weightings = \
self._dynamic_allocation(
prev_usage,
prev_write_weightings,
tape['free_gates'],
prev_read_weightings,
tape['write_gates'],
self._num_writes)
allocation_gates = tf.expand_dims(tape['allocation_gates'], axis=-1)
write_gates = tf.expand_dims(tape['write_gates'], axis=-1)
write_weightings = write_gates * \
(allocation_gates * write_allocation_weightings + \
(1 - allocation_gates) * write_content_weightings)
return write_weightings, usage
def _update_memory(self,
prev_memory,
write_weightings,
erase_vectors,
write_vectors):
"""
Args:
prev_memory: 3-D tensor of shape `[batch_size, memory_size, word_size]`.
write_weightings: 3-D tensor `[batch_size, num_writes, memory_size]`.
erase_vectors: 3-D tensor `[batch_size, num_writes, word_size]`.
write_vectors: 3-D tensor `[batch_size, num_writes, word_size]`.
Returns:
memory: 3-D tensor of shape `[batch_size, num_writes, word_size]`.
"""
with tf.name_scope('erase_old_memory', \
values=[prev_memory,
write_weightings,
erase_vectors]):
expand_write_weightings = \
tf.expand_dims(write_weightings, axis=3)
expand_erase_vectors = \
tf.expand_dims(erase_vectors, axis=2)
# 这里有多个写头，需要使用累成处理多个写头
erase_gates = \
expand_write_weightings * expand_erase_vectors
retention_gate = \
tf.reduce_prod(1 - erase_gates, axis=[1])
retention_memory = prev_memory * retention_gate
with tf.name_scope('additive_new_memory', \
values=[retention_memory,
write_weightings,
write_vectors]):
memory = retention_memory + \
tf.matmul(write_weightings, write_vectors, adjoint_a=True)
return memory
def _Calculate_interface_parameters(self, interface_vector):
"""
Interface parameters.
Before being used to parameterize the memory interactions,
the individual components are then processed with various
functions to ensure that they lie in the correct domain.
"""
# read_keys: [batch_size, num_reads, word_size]
read_keys = Linear(
output_size= self._num_reads * self._word_size,
name='read_keys')(interface_vector)
read_keys = tf.reshape(
read_keys, shape=[-1, self._num_reads, self._word_size])
# write_keys: [batch_size, num_writes, word_size]
write_keys = Linear(
output_size= self._num_writes * self._word_size,
name= 'write_keys')(interface_vector)
write_keys = tf.reshape(
write_keys, shape=[-1, self._num_writes, self._word_size])
# read_strengths: [batch_size, num_reads]
read_strengths = Linear(
output_size= self._num_reads,
name= 'read_strengths')(interface_vector)
read_strengths = 1 + tf.nn.softplus(read_strengths)
# write_strengths: [batch_size, num_writes]
write_strengths = Linear(
output_size= self._num_writes,
name='write_strengths')(interface_vector)
write_strengths = 1 + tf.nn.softplus(write_strengths)
# earse_vector: [batch_size, num_writes * word_size]
erase_vectors = Linear(
output_size= self._num_writes * self._word_size,
name='erase_vectors')(interface_vector)
erase_vectors = tf.reshape(
erase_vectors, shape=[-1, self._num_writes, self._word_size])
erase_vectors = tf.nn.sigmoid(erase_vectors)
# write_vectors: [batch_size, num_writes * word_size]
write_vectors = Linear(
output_size= self._num_writes * self._word_size,
name='write_vectors')(interface_vector)
write_vectors = tf.reshape(
write_vectors, shape=[-1, self._num_writes, self._word_size])
# free_gates: [batch_size, num_reads]
free_gates = Linear(
output_size= self._num_reads,
name='free_gates')(interface_vector)
free_gates = tf.nn.sigmoid(free_gates)
# allocation_gates: [batch_size, num_writes]
allocation_gates = Linear(
output_size= self._num_writes,
name='allocation_gates')(interface_vector)
allocation_gates = tf.nn.sigmoid(allocation_gates)
# write_gates: [batch_size, num_writes]
write_gates = Linear(
output_size= self._num_writes,
name='write_gates')(interface_vector)
write_gates = tf.nn.sigmoid(write_gates)
# read_modes: [batch_size, (1 + 2 * num_writes) * num_reads]
num_read_modes = 1 + 2 * self._num_writes
read_modes = Linear(
output_size= self._num_reads * num_read_modes,
name='read_modes')(interface_vector)
read_modes = tf.reshape(
read_modes, shape=[-1, self._num_reads, num_read_modes])
read_modes = BatchApply(tf.nn.softmax)(read_modes)
tape = {
'read_content_keys': read_keys,
'read_content_strengths': read_strengths,
'write_content_keys': write_keys,
'write_content_strengths': write_strengths,
'write_vectors': write_vectors,
'erase_vectors': erase_vectors,
'free_gates': free_gates,
'allocation_gates': allocation_gates,
'write_gates': write_gates,
'read_modes': read_modes,
}
return tape
def _update_read_weightings(self,
tape,
memory,
write_weightings,
prev_read_weightings,
prev_precedence_weightings,
prev_link):
"""
Calculates read weights for each read head.
The read weights are a combination of following the link graphs in the
forward or backward directions from the previous read position, and doing
content-based lookup. The interpolation between these different modes is
done by `inputs['read_mode']`.
Args:
inputs: Controls for this access module.
This contains the content-based keys to lookup,
and the weightings for the different read modes.
memory: A tensor of shape `[batch_size, memory_size, word_size]`
containing the current memory contents to do content-based lookup.
prev_read_weights: A tensor of shape `[batch_size, num_reads, memory_size]`
containing the previous read locations.
link: A tensor of shape `[batch_size, num_writes, memory_size, memory_size]`
containing the temporal write transition graphs.
Returns:
A tensor of shape `[batch_size, num_reads, memory_size]`
containing the read weights for each read head.
"""
with tf.name_scope(
'update_read_weightings',
values=[tape,
memory,
prev_read_weightings,
prev_precedence_weightings,
prev_link]):
read_content_weightings = \
self._read_content_mod(
memory,
tape['read_content_keys'],
tape['read_content_strengths'])
link,\
precedence_weightings,\
forward_weightings,\
backward_weightings = \
self._temporal_linkage(
prev_link,
prev_precedence_weightings,
prev_read_weightings,
write_weightings)
backward_mode = tape['read_modes'][:, :, :self._num_writes]
forward_mode = tape['read_modes'][:, :, self._num_writes:2 * self._num_writes]
content_mode = tape['read_modes'][:, :, 2 * self._num_writes]
backward_ = tf.expand_dims(backward_mode, axis=3) * backward_weightings
backward_ = tf.reduce_sum(backward_, axis=2)
forward_ = tf.expand_dims(forward_mode, axis=3) * forward_weightings
forward_ = tf.reduce_sum(forward_, axis=2)
content_ = tf.expand_dims(content_mode, axis=2) * read_content_weightings
read_weightings = backward_ + forward_ + content_
return read_weightings, link, precedence_weightings
@property
def state_size(self):
"""Returns a tuple of the shape of the state tensors."""
memory = tf.TensorShape([self._memory_size, self._word_size])
read_weightings = tf.TensorShape([self._num_reads, self._memory_size])
write_weightings = tf.TensorShape([self._num_writes, self._memory_size])
link = tf.TensorShape([self._num_writes, self._memory_size, self._memory_size])
precedence_weightings = tf.TensorShape([self._num_writes, self._memory_size])
usage = tf.TensorShape([self._memory_size])
return (memory,
read_weightings,
write_weightings,
precedence_weightings,
link,
usage)
@property
def output_size(self):
"""
Returns the output shape.
"""
return tf.TensorShape([self._num_reads, self._word_size])
class DNCore_L1(RNNCore):
"""
DNC core cell
Args:
controller: 控制器
"""
def __init__(self,
hidden_size= 128,
memory_size= 256,
word_size= 128,
num_read_heads= 4,
num_write_heads= 1,
name='DNCore'):
super().__init__(name=name) # 调用父类初始化
with self._enter_variable_scope():
self._controller = LSTM(hidden_size)
self._access = MemoryAccess(
memory_size= memory_size,
word_size= word_size,
num_reads= num_read_heads,
num_writes= num_write_heads)
self._dnc_output_size = \
hidden_size + num_read_heads * word_size
self._num_read_heads = num_read_heads
self._word_size = word_size
def _build(self, inputs, prev_tape):
prev_controller_state,\
prev_access_state,\
prev_read_vectors = prev_tape
batch_flatten = BatchFlatten()
controller_input = tf.concat(
[batch_flatten(inputs), batch_flatten(prev_read_vectors)], axis= 1)
# 控制器处理数据
controller_output, controller_state = \
self._controller(controller_input, prev_controller_state)
# 外存储器交互
read_vectors, access_state = \
self._access(controller_output, prev_access_state)
# DNC 输出
dnc_output = tf.concat(
[controller_output, batch_flatten(read_vectors)], axis= 1)
return dnc_output, (controller_state, access_state, read_vectors)
def initial_state(self, batch_size, dtype=tf.float32):
controller_state= self._controller.initial_state(batch_size, dtype)
access_state= self._access.initial_state(batch_size, dtype)
read_vectors= tf.zeros([batch_size, self._num_read_heads, self._word_size], dtype=dtype)
return (controller_state, access_state, read_vectors)
@property
def state_size(self):
controller_state= self._controller.state_size
access_state= self._access.state_size
read_vectors= tf.TensorShape([self._num_read_heads, self._word_size])
return (controller_state, access_state, read_vectors)
@property
def output_size(self):
return tf.TensorShape([self._dnc_output_size])
class DNCore_L3(RNNCore):
"""
DNC core cell
Args:
controller: 控制器
"""
def __init__(self,
hidden_size= 128,
memory_size= 256,
word_size= 128,
num_read_heads= 3,
num_write_heads= 1,
name='DNCore'):
super().__init__(name=name) # 调用父类初始化
with self._enter_variable_scope():
lstm_1 = LSTM(hidden_size)
lstm_2 = LSTM(hidden_size)
lstm_3 = LSTM(hidden_size)
self._controller = DeepRNN([lstm_1, lstm_2, lstm_3])
self._access = MemoryAccess(
memory_size= memory_size,
word_size= word_size,
num_reads= num_read_heads,
num_writes= num_write_heads)
self._dnc_output_size = \
hidden_size * 3 + num_read_heads * word_size
self._num_read_heads = num_read_heads
self._word_size = word_size
def _build(self, inputs, prev_tape):
prev_controller_state,\
prev_access_state,\
prev_read_vectors = prev_tape
batch_flatten = BatchFlatten()
controller_input = tf.concat(
[batch_flatten(inputs), batch_flatten(prev_read_vectors)], axis= 1)
# 控制器处理数据
controller_output, controller_state = \
self._controller(controller_input, prev_controller_state)
# 外存储器交互
read_vectors, access_state = \
self._access(controller_output, prev_access_state)
# DNC 输出
dnc_output = tf.concat(
[controller_output, batch_flatten(read_vectors)], axis= 1)
return dnc_output, (controller_state, access_state, read_vectors)
def initial_state(self, batch_size, dtype=tf.float32):
controller_state= self._controller.initial_state(batch_size, dtype)
access_state= self._access.initial_state(batch_size, dtype)
read_vectors= tf.zeros([batch_size, self._num_read_heads, self._word_size], dtype=dtype)
return (controller_state, access_state, read_vectors)
@property
def state_size(self):
controller_state= self._controller.state_size
access_state= self._access.state_size
read_vectors= tf.TensorShape([self._num_read_heads, self._word_size])
return (controller_state, access_state, read_vectors)
@property
def output_size(self):
return tf.TensorShape([self._dnc_output_size])
def _nested_add(nested_a, nested_b):
"""Add two arbitrarily nested `Tensors`."""
return nest.map(lambda a, b: a + b, nested_a, nested_b)
def _nested_unary_mul(nested_a, p):
"""Multiply `Tensors` in arbitrarily nested `Tensor` `nested_a` with `p`."""
return nest.map(lambda a: p * a, nested_a)
def _nested_zeros_like(nested_a):
return nest.map(tf.zeros_like, nested_a)
class ACTCore(rnn_core.RNNCore):
"""Adaptive computation time core.
Implementation of the model described in "Adaptive Computation Time for
Recurrent Neural Networks" paper, https://arxiv.org/abs/1603.08983.
The `ACTCore` incorporates the pondering RNN of ACT, with different
computation times for each element in the mini batch. Each pondering step is
performed by the `core` passed to the constructor of `ACTCore`.
The output of the `ACTCore` is made of `(act_out, (iteration, remainder)`,
where
* `iteration` counts the number of pondering step in each batch element;
* `remainder` is the remainder as defined in the ACT paper;
* `act_out` is the weighted average output of all pondering steps (see ACT
paper for more info).
"""
def __init__(self, core, output_size, threshold, get_state_for_halting,
name="act_core"):
"""Constructor.
Args:
core: A `sonnet.RNNCore` object. This should only take a single `Tensor`
in input, and output only a single flat `Tensor`.
output_size: An integer. The size of each output in the sequence.
threshold: A float between 0 and 1. Probability to reach for ACT to stop
pondering.
get_state_for_halting: A callable that can take the `core` state and
return the input to the halting function.
name: A string. The name of this module.
Raises:
ValueError: if `threshold` is not between 0 and 1.
ValueError: if `core` has either nested outputs or outputs that are not
one dimensional.
"""
super(ACTCore, self).__init__(name=name)
self._core = core
self._output_size = output_size
self._threshold = threshold
self._get_state_for_halting = get_state_for_halting
if not isinstance(self._core.output_size, tf.TensorShape):
raise ValueError("Output of core should be single Tensor.")
if self._core.output_size.ndims != 1:
raise ValueError("Output of core should be 1D.")
if not 0 <= self._threshold <= 1:
raise ValueError("Threshold should be between 0 and 1, but found {}".
format(self._threshold))
def initial_state(self, *args, **kwargs):
return self._core.initial_state(*args, **kwargs)
@property
def output_size(self):
return tf.TensorShape([self._output_size]), (tf.TensorShape([1]),
tf.TensorShape([1]))
@property
def state_size(self):
return self._core.state_size
@property
def batch_size(self):
self._ensure_is_connected()
return self._batch_size
@property
def dtype(self):
self._ensure_is_connected()
return self._dtype
def _cond(self, unused_x, unused_cumul_out, unused_prev_state,
unused_cumul_state, cumul_halting, unused_iteration,
unused_remainder):
"""The `cond` of the `tf.while_loop`."""
return tf.reduce_any(cumul_halting < 1)
def _body(self, x, cumul_out, prev_state, cumul_state,
cumul_halting, iteration, remainder, halting_linear, x_ones):
"""The `body` of `tf.while_loop`."""
# Increase iteration count only for those elements that are still running.
all_ones = tf.constant(1, shape=(self._batch_size, 1), dtype=self._dtype)
is_iteration_over = tf.equal(cumul_halting, all_ones)
next_iteration = tf.where(is_iteration_over, iteration, iteration + 1)
out, next_state = self._core(x, prev_state)
# Get part of state used to compute halting values.
halting_input = halting_linear(self._get_state_for_halting(next_state))
halting = tf.sigmoid(halting_input, name="halting")
next_cumul_halting_raw = cumul_halting + halting
over_threshold = next_cumul_halting_raw > self._threshold
next_cumul_halting = tf.where(over_threshold, all_ones,
next_cumul_halting_raw)
next_remainder = tf.where(over_threshold, remainder,
1 - next_cumul_halting_raw)
p = next_cumul_halting - cumul_halting
next_cumul_state = _nested_add(cumul_state,
_nested_unary_mul(next_state, p))
next_cumul_out = cumul_out + p * out
return (x_ones, next_cumul_out, next_state, next_cumul_state,
next_cumul_halting, next_iteration, next_remainder)
def _build(self, x, prev_state):
"""Connects the core to the graph.
Args:
x: Input `Tensor` of shape `(batch_size, input_size)`.
prev_state: Previous state. This could be a `Tensor`, or a tuple of
`Tensor`s.
Returns:
The tuple `(output, state)` for this core.
Raises:
ValueError: if the `Tensor` `x` does not have rank 2.
"""
x.get_shape().with_rank(2)
self._batch_size = x.get_shape().as_list()[0]
self._dtype = x.dtype
x_zeros = tf.concat(
[x, tf.zeros(
shape=(self._batch_size, 1), dtype=self._dtype)], 1)
x_ones = tf.concat(
[x, tf.ones(
shape=(self._batch_size, 1), dtype=self._dtype)], 1)
# Weights for the halting signal
halting_linear = basic.Linear(name="halting_linear", output_size=1)
body = functools.partial(
self._body, halting_linear=halting_linear, x_ones=x_ones)
cumul_halting_init = tf.zeros(shape=(self._batch_size, 1),
dtype=self._dtype)
iteration_init = tf.zeros(shape=(self._batch_size, 1), dtype=self._dtype)
core_output_size = [x.value for x in self._core.output_size]
out_init = tf.zeros(shape=(self._batch_size,) + tuple(core_output_size),
dtype=self._dtype)
cumul_state_init = _nested_zeros_like(prev_state)
remainder_init = tf.zeros(shape=(self._batch_size, 1), dtype=self._dtype)
(unused_final_x, final_out, unused_final_state, final_cumul_state,
unused_final_halting, final_iteration, final_remainder) = tf.while_loop(
self._cond, body, [x_zeros, out_init, prev_state, cumul_state_init,
cumul_halting_init, iteration_init, remainder_init])
act_output = basic.Linear(
name="act_output_linear", output_size=self._output_size)(final_out)
# 修改，控制器state和读向量使用 pondering 累加权重系数方式，
# 记忆矩阵不使用，记忆矩阵保持展开时间连续性
controller_state, access_state, read_vectors = final_cumul_state
final_cumul_state = (controller_state, unused_final_state[1], read_vectors)
return (act_output, (final_iteration, final_remainder)), final_cumul_state
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