For each layer in your LSTM — the number of cells is equal to the size of your window. Using our example above, the number of cells is 6. The first step is to feed each observation, spaced by time, to our cells. Each of the cells are initialized with a cell state.
LSTM(32) with 32 is the "units".
In general, there are no guidelines on how to determine the number of layers or the number of memory cells in an LSTM. The number of layers and cells required in an LSTM might depend on several aspects of the problem: The complexity of the dataset, such as the number of features, the number of data points, etc.
As a is a hidden state, “units” is also called latent dimension (or latent_dim). “ units” is not the length of input vector x, nor is the timesteps. We must keep in mind that there is only one RNN cell created by the code. keras.layers.LSTM(units, activation='tanh', …… )
From this brilliant article
num_units
can be interpreted as the analogy of hidden layer from the feed forward neural network. The number of nodes in hidden layer of a feed forward neural network is equivalent to num_units number of LSTM units in a LSTM cell at every time step of the network.
See the image there too!
The number of hidden units is a direct representation of the learning capacity of a neural network -- it reflects the number of learned parameters. The value 128
was likely selected arbitrarily or empirically. You can change that value experimentally and rerun the program to see how it affects the training accuracy (you can get better than 90% test accuracy with a lot fewer hidden units). Using more units makes it more likely to perfectly memorize the complete training set (although it will take longer, and you run the risk of over-fitting).
The key thing to understand, which is somewhat subtle in the famous Colah's blog post (find "each line carries an entire vector"), is that X
is an array of data (nowadays often called a tensor) -- it is not meant to be a scalar value. Where, for example, the tanh
function is shown, it is meant to imply that the function is broadcast across the entire array (an implicit for
loop) -- and not simply performed once per time-step.
As such, the hidden units represent tangible storage within the network, which is manifest primarily in the size of the weights array. And because an LSTM actually does have a bit of it's own internal storage separate from the learned model parameters, it has to know how many units there are -- which ultimately needs to agree with the size of the weights. In the simplest case, an RNN has no internal storage -- so it doesn't even need to know in advance how many "hidden units" it is being applied to.
Side note: This notation is very common in statistics and machine-learning, and other fields that process large batches of data with a common formula (3D graphics is another example). It takes a bit of getting used to for people who expect to see their for
loops written out explicitly.
The argument n_hidden
of BasicLSTMCell
is the number of hidden units of the LSTM.
As you said, you should really read Colah's blog post to understand LSTM, but here is a little heads up.
If you have an input x
of shape [T, 10]
, you will feed the LSTM with the sequence of values from t=0
to t=T-1
, each of size 10
.
At each timestep, you multiply the input with a matrix of shape [10, n_hidden]
, and get a n_hidden
vector.
Your LSTM gets at each timestep t
:
h_{t-1}
, of size n_hidden
(at t=0
, the previous state is [0., 0., ...]
)n_hidden
h_t
of size n_hidden
From Colah's blog post:
If you just want to have code working, just keep with n_hidden = 128
and you will be fine.
An LSTM keeps two pieces of information as it propagates through time:
A hidden
state; which is the memory the LSTM accumulates using its (forget, input, and output)
gates through time, and
The previous time-step output.
Tensorflow’s num_units
is the size of the LSTM’s hidden state (which is also the size of the output if no projection is used).
To make the name num_units
more intuitive, you can think of it as the number of hidden units in the LSTM cell, or the number of memory units in the cell.
Look at this awesome post for more clarity
Since I had some problems to combine the information from the different sources I created the graphic below which shows a combination of the blog post (http://colah.github.io/posts/2015-08-Understanding-LSTMs/) and (https://jasdeep06.github.io/posts/Understanding-LSTM-in-Tensorflow-MNIST/) where I think the graphics are very helpful but an error in explaining the number_units is present.
Several LSTM cells form one LSTM layer. This is shown in the figure below. Since you are mostly dealing with data that is very extensive, it is not possible to incorporate everything in one piece into the model. Therefore, data is divided into small pieces as batches, which are processed one after the other until the batch containing the last part is read in. In the lower part of the figure you can see the input (dark grey) where the batches are read in one after the other from batch 1 to batch batch_size. The cells LSTM cell 1 to LSTM cell time_step above represent the described cells of the LSTM model (http://colah.github.io/posts/2015-08-Understanding-LSTMs/). The number of cells is equal to the number of fixed time steps. For example, if you take a text sequence with a total of 150 characters, you could divide it into 3 (batch_size) and have a sequence of length 50 per batch (number of time_steps and thus of LSTM cells). If you then encoded each character one-hot, each element (dark gray boxes of the input) would represent a vector that would have the length of the vocabulary (number of features). These vectors would flow into the neuronal networks (green elements in the cells) in the respective cells and would change their dimension to the length of the number of hidden units (number_units). So the input has the dimension (batch_size x time_step x features). The Long Time Memory (Cell State) and Short Time Memory (Hidden State) have the same dimensions (batch_size x number_units). The light gray blocks that arise from the cells have a different dimension because the transformations in the neural networks (green elements) took place with the help of the hidden units (batch_size x time_step x number_units). The output can be returned from any cell but mostly only the information from the last block (black border) is relevant (not in all problems) because it contains all information from the previous time steps.
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