my_time_series_dense.py

my_time_series_dense.py

class TimeSeriesDense(Dense):
    
    def forward_prop(self, Phi):
        """順伝播演算"""
        n_samples, T = Phi.shape[0], Phi.shape[1]
        Z = np.zeros([n_samples, T, self.units])
        
        for t in range(T):
            Z[:,t,:] = np.dot(Phi[:,t,:], self.W)  + self.b
        
        return Z
    
    
    def back_prop(self, Phi, Delta):
        """逆伝播演算"""
        n_samples, T = Delta.shape[0], Delta.shape[1] # サンプル数で割って1サンプル当たりの平均値にする
        
        self.dW = np.zeros(self.W.shape)
        self.db = np.zeros(self.b.shape)
        dPhi = np.zeros(Phi.shape)
        
        for t in range(T):
            self.dW += np.dot(Phi[:,t,:].T, Delta[:,t,:])/n_samples
            self.db += np.dot(np.ones([1, n_samples]), Delta[:,t,:])/n_samples
            dPhi[:,t,:] = np.dot(Delta[:,t,:], self.W.T)
        
        return dPhi