How to feed back RNN output to input in tensorflow

Question

In case where suppose I have a trained RNN (e.g. language model), and I want to see what it would generate on its own, how should I feed its output back to its input?

I read the following related questions:

• TensorFlow using LSTMs for generating text

• TensorFlow LSTM Generative Model

Theoretically it is clear to me, that in tensorflow we use truncated backpropagation, so we have to define the max step which we would like to "trace". Also we reserve a dimension for batches, therefore if I'd like to train a sine wave, I have to feed [None, num_step, 1] inputs.

The following code works:

tf.reset_default_graph()
n_samples=100

state_size=5

lstm_cell = tf.nn.rnn_cell.BasicLSTMCell(state_size, forget_bias=1.)
def_x = np.sin(np.linspace(0, 10, n_samples))[None, :, None]
zero_x = np.zeros(n_samples)[None, :, None]
X = tf.placeholder_with_default(zero_x, [None, n_samples, 1])
output, last_states = tf.nn.dynamic_rnn(inputs=X, cell=lstm_cell, dtype=tf.float64)

pred = tf.contrib.layers.fully_connected(output, 1, activation_fn=tf.tanh)

Y = np.roll(def_x, 1)
loss = tf.reduce_sum(tf.pow(pred-Y, 2))/(2*n_samples)


opt = tf.train.AdamOptimizer().minimize(loss)
sess = tf.InteractiveSession()
tf.global_variables_initializer().run()

# Initial state run
plt.show(plt.plot(output.eval()[0]))
plt.plot(def_x.squeeze())
plt.show(plt.plot(pred.eval().squeeze()))

steps = 1001
for i in range(steps):
    p, l, _= sess.run([pred, loss, opt])

The state size of the LSTM can be varied, also I experimented with feeding sine wave into the network and zeros, and in both cases it converged in ~500 iterations. So far I have understood that in this case the graph consists n_samples number of LSTM cells sharing their parameters, and it is only up to me that I feed input to them as a time series. However when generating samples the network is explicitly depending on its previous output - meaning that I cannot feed the unrolled model at once. I tried to compute the state and output at every step:

with tf.variable_scope('sine', reuse=True):
    X_test = tf.placeholder(tf.float64)
    X_reshaped = tf.reshape(X_test, [1, -1, 1])
    output, last_states = tf.nn.dynamic_rnn(lstm_cell, X_reshaped, dtype=tf.float64)
    pred = tf.contrib.layers.fully_connected(output, 1, activation_fn=tf.tanh)


    test_vals = [0.]
    for i in range(1000):
        val = pred.eval({X_test:np.array(test_vals)[None, :, None]})
        test_vals.append(val)

However in this model it seems that there is no continuity between the LSTM cells. What is going on here?

Do I have to initialize a zero array with i.e. 100 time steps, and assign each run's result into the array? Like feeding the network with this:

run 0: input_feed = [0, 0, 0 ... 0]; res1 = result

run 1: input_feed = [res1, 0, 0 ... 0]; res2 = result

run 1: input_feed = [res1, res2, 0 ... 0]; res3 = result

etc...

What to do if I want to use this trained network to use its own output as its input in the following time step?

Answer 1

If I understood you correctly, you want to find a way to feed the output of time step t as input to time step t+1, right? To do so, there is a relatively easy work around that you can use at test time:

1. Make sure your input placeholders can accept a dynamic sequence length, i.e. the size of the time dimension is None.
2. Make sure you are using tf.nn.dynamic_rnn (which you do in the posted example).
3. Pass the initial state into dynamic_rnn.
4. Then, at test time, you can loop through your sequence and feed each time step individually (i.e. max sequence length is 1). Additionally, you just have to carry over the internal state of the RNN. See pseudo code below (the variable names refer to your code snippet).

I.e., change the definition of the model to something like this:

lstm_cell = tf.nn.rnn_cell.BasicLSTMCell(state_size, forget_bias=1.)
X = tf.placeholder_with_default(zero_x, [None, None, 1])  # [batch_size, seq_length, dimension of input]
batch_size = tf.shape(self.input_)[0]
initial_state = lstm_cell.zero_state(batch_size, dtype=tf.float32)
def_x = np.sin(np.linspace(0, 10, n_samples))[None, :, None]
zero_x = np.zeros(n_samples)[None, :, None]
output, last_states = tf.nn.dynamic_rnn(inputs=X, cell=lstm_cell, dtype=tf.float64,
    initial_state=initial_state)
pred = tf.contrib.layers.fully_connected(output, 1, activation_fn=tf.tanh)

Then you can perform inference like so:

fetches = {'final_state': last_state,
           'prediction': pred}

toy_initial_input = np.array([[[1]]])  # put suitable data here
seq_length = 20  # put whatever is reasonable here for you

# get the output for the first time step
feed_dict = {X: toy_initial_input}
eval_out = sess.run(fetches, feed_dict)
outputs = [eval_out['prediction']]
next_state = eval_out['final_state']

for i in range(1, seq_length):
    feed_dict = {X: outputs[-1],
                 initial_state: next_state}
    eval_out = sess.run(fetches, feed_dict)
    outputs.append(eval_out['prediction'])
    next_state = eval_out['final_state']

# outputs now contains the sequence you want

Note that this can also work for batches, however it can be a bit more complicated if you sequences of different lengths in the same batch.

If you want to perform this kind of prediction not only at test time, but also at training time, it is also possible to do, but a bit more complicated to implement.