Long Short-Term Memory (LSTM)公式简介

Long short-term memory:

make that short-term memory last for a long time.

Paper Reference：

A Critical Review of Recurrent Neural Networks for Sequence Learning

Three Types of Gate

Input Gate:

Controls how much of the current input \(x_t\) and the previous output \(h_{t-1}\) will enter into the new cell.
\[i_t=\sigma(W^i x_t+U^i h_{t-1}+b^i)\]

Forget Gate:

Decide whether to erase (set to zero) or keep individual components of the memory.
\[f_t=\sigma(W^f x_t+U^f h_{t-1}+b^f)\]

Cell Update:

Transforms the input and previous state to be taken into account into the current state.
\[g_t=\phi(W^g x_t+U^g h_{t-1}+b^g)\]

Output Gate:

Scales the output from the cell.
\[o_t=\sigma(W_o x_t+U^o h^{t-1}+b^o)\]

Internal State update:

Computes the current timestep's state using the gated previous state and the gated input.
\[s_t=g_t\cdot i_t+s_{t-1}\cdot f_t\]

Hidden Layer:

Output of the LSTM scaled by a \(\tanh\) (squashed) transformations of the current state.
\[h_t=s_t\cdot \phi(o_t)\]

其中\(\cdot\) 代表"element-wise matrix multiplication"(对应元素相乘)，\(\phi(x)=\tanh(x),\sigma(x)=sigmoid(x)\)
\[\phi(x)=\frac{e^x-e^{-x}}{e^x+e^{-x}},\sigma(x)=\frac{1}{1+e^{-x}}\]

Parallel Computing

input gate, forget gate, cell update, output gate can be computed in parallel.

\[\begin{bmatrix} i^t\\ f^t\\g^t\\o^t \end{bmatrix} =\begin{bmatrix}\sigma\\ \sigma\\\phi\\\sigma\end{bmatrix}\times W\times[x^t,h^{t-1}]\]

LSTM network for Semantic Analysis

Model Architecture
Model: LSTM layer --> Averaging Pooling --> Logistic Regession

Input sequence:

\[x_0,x_1,x_2,\cdots,x_n\]

representation sequence:

\[h_0,h_1,h_2,\cdots,h_n\]

This representation sequence is then averaged over all timesteps resulting in representation h:
\[h=\sum\limits_i^n{h_i}\]

Bidirectional LSTM

貌似只能用于 fixed-length sequence. 还有一点就是在传统的机器学习中我们实际上无法获取到 future infromation