GRU (Gated Recurrent Unit) implementation in TensorFlow and used in a simple Machine Learning task. The corresponding tutorial is found on Data Blogger: https://www.data-blogger.com/2017/08/27/gru-implementation-tensorflow/.

gru_tensorflow.py

#%% (0) Important libraries
import tensorflow as tf
import numpy as np
from numpy import random
import matplotlib.pyplot as plt
from IPython import display
% matplotlib inline

#%% (1) Dataset creation.

def as_bytes(num, final_size):
    """Converts an integer to a reversed bitstring (of size final_size).
    
    Arguments
    ---------
    num: int
        The number to convert.
    final_size: int
        The length of the bitstring.
        
    Returns
    -------
    list:
        A list which is the reversed bitstring representation of the given number.
        
    Examples
    --------
    >>> as_bytes(3, 4)
    [1, 1, 0, 0]
    >>> as_bytes(3, 5)
    [1, 1, 0, 0, 0]
    """
    res = []
    for _ in range(final_size):
        res.append(num % 2)
        num //= 2
    return res

def generate_example(num_bits):
    """Generate an example addition.
    
    Arguments
    ---------
    num_bits: int
        The number of bits to use.
        
    Returns
    -------
    a: list
        The first term (represented as reversed bitstring) of the addition.
    b: list
        The second term (represented as reversed bitstring) of the addition.
    c: list
        The addition (a + b) represented as reversed bitstring.
        
    Examples
    --------
    >>> np.random.seed(4)
    >>> a, b, c = generate_example(3)
    >>> a
    [0, 1, 0]
    >>> b
    [0, 1, 0]
    >>> c
    [1, 0, 0]
    >>> # Notice that these numbers are represented as reversed bitstrings)
    """
    a = random.randint(0, 2**(num_bits - 1) - 1)
    b = random.randint(0, 2**(num_bits - 1) - 1)
    res = a + b
    return (as_bytes(a,  num_bits),
            as_bytes(b,  num_bits),
            as_bytes(res,num_bits))

def generate_batch(num_bits, batch_size):
    """Generates instances of the addition problem.
    
    Arguments
    ---------
    num_bits: int
        The number of bits to use for each number.
    batch_size: int
        The number of examples to generate.
    
    Returns
    -------
    x: np.array
        Two numbers to be added represented as bits (in reversed order).
        Shape: b, i, n
        Where:
            b is bit index from the end.
            i is example idx in batch.
            n is one of [0,1] depending for first and second summand respectively.
    y: np.array
        The result of the addition.
        Shape: b, i, n
        Where:
            b is bit index from the end.
            i is example idx in batch.
            n is always 0 since there is only one result.
    """
    x = np.empty((batch_size, num_bits, 2))
    y = np.empty((batch_size, num_bits, 1))

    for i in range(batch_size):
        a, b, r = generate_example(num_bits)
        x[i, :, 0] = a
        x[i, :, 1] = b
        y[i, :, 0] = r
    return x, y

# Configuration
batch_size = 100
time_size = 5

# Generate a test set and a train set containing 100 examples of numbers represented in 5 bits
X_train, Y_train = generate_batch(time_size, batch_size)
X_test, Y_test = generate_batch(time_size, batch_size)

#%% (2) Model definition.

import tensorflow as tf

class GRU:
    """Implementation of a Gated Recurrent Unit (GRU) as described in [1].
    
    [1] Chung, J., Gulcehre, C., Cho, K., & Bengio, Y. (2014). Empirical evaluation of gated recurrent neural networks on sequence modeling. arXiv preprint arXiv:1412.3555.
    
    Arguments
    ---------
    input_dimensions: int
        The size of the input vectors (x_t).
    hidden_size: int
        The size of the hidden layer vectors (h_t).
    dtype: obj
        The datatype used for the variables and constants (optional).
    """
    
    def __init__(self, input_dimensions, hidden_size, dtype=tf.float64):
        self.input_dimensions = input_dimensions
        self.hidden_size = hidden_size
        
        # Weights for input vectors of shape (input_dimensions, hidden_size)
        self.Wr = tf.Variable(tf.truncated_normal(dtype=dtype, shape=(self.input_dimensions, self.hidden_size), mean=0, stddev=0.01), name='Wr')
        self.Wz = tf.Variable(tf.truncated_normal(dtype=dtype, shape=(self.input_dimensions, self.hidden_size), mean=0, stddev=0.01), name='Wz')
        self.Wh = tf.Variable(tf.truncated_normal(dtype=dtype, shape=(self.input_dimensions, self.hidden_size), mean=0, stddev=0.01), name='Wh')
        
        # Weights for hidden vectors of shape (hidden_size, hidden_size)
        self.Ur = tf.Variable(tf.truncated_normal(dtype=dtype, shape=(self.hidden_size, self.hidden_size), mean=0, stddev=0.01), name='Ur')
        self.Uz = tf.Variable(tf.truncated_normal(dtype=dtype, shape=(self.hidden_size, self.hidden_size), mean=0, stddev=0.01), name='Uz')
        self.Uh = tf.Variable(tf.truncated_normal(dtype=dtype, shape=(self.hidden_size, self.hidden_size), mean=0, stddev=0.01), name='Uh')
        
        # Biases for hidden vectors of shape (hidden_size,)
        self.br = tf.Variable(tf.truncated_normal(dtype=dtype, shape=(self.hidden_size,), mean=0, stddev=0.01), name='br')
        self.bz = tf.Variable(tf.truncated_normal(dtype=dtype, shape=(self.hidden_size,), mean=0, stddev=0.01), name='bz')
        self.bh = tf.Variable(tf.truncated_normal(dtype=dtype, shape=(self.hidden_size,), mean=0, stddev=0.01), name='bh')
        
        # Define the input layer placeholder
        self.input_layer = tf.placeholder(dtype=tf.float64, shape=(None, None, input_dimensions), name='input')
        
        # Put the time-dimension upfront for the scan operator
        self.x_t = tf.transpose(self.input_layer, [1, 0, 2], name='x_t')
        
        # A little hack (to obtain the same shape as the input matrix) to define the initial hidden state h_0
        self.h_0 = tf.matmul(self.x_t[0, :, :], tf.zeros(dtype=tf.float64, shape=(input_dimensions, hidden_size)), name='h_0')
        
        # Perform the scan operator
        self.h_t_transposed = tf.scan(self.forward_pass, self.x_t, initializer=self.h_0, name='h_t_transposed')
        
        # Transpose the result back
        self.h_t = tf.transpose(self.h_t_transposed, [1, 0, 2], name='h_t')

    def forward_pass(self, h_tm1, x_t):
        """Perform a forward pass.
        
        Arguments
        ---------
        h_tm1: np.matrix
            The hidden state at the previous timestep (h_{t-1}).
        x_t: np.matrix
            The input vector.
        """
        # Definitions of z_t and r_t
        z_t = tf.sigmoid(tf.matmul(x_t, self.Wz) + tf.matmul(h_tm1, self.Uz) + self.bz)
        r_t = tf.sigmoid(tf.matmul(x_t, self.Wr) + tf.matmul(h_tm1, self.Ur) + self.br)
        
        # Definition of h~_t
        h_proposal = tf.tanh(tf.matmul(x_t, self.Wh) + tf.matmul(tf.multiply(r_t, h_tm1), self.Uh) + self.bh)
        
        # Compute the next hidden state
        h_t = tf.multiply(1 - z_t, h_tm1) + tf.multiply(z_t, h_proposal)
        
        return h_t
    
#%% (3) Initialize and train the model.

# The input has 2 dimensions: dimension 0 is reserved for the first term and dimension 1 is reverved for the second term
input_dimensions = 2

# Arbitrary number for the size of the hidden state
hidden_size = 16

# Initialize a session
session = tf.Session()

# Create a new instance of the GRU model
gru = GRU(input_dimensions, hidden_size)

# Add an additional layer on top of each of the hidden state outputs
W_output = tf.Variable(tf.truncated_normal(dtype=tf.float64, shape=(hidden_size, 1), mean=0, stddev=0.01))
b_output = tf.Variable(tf.truncated_normal(dtype=tf.float64, shape=(1,), mean=0, stddev=0.01))
output = tf.map_fn(lambda h_t: tf.matmul(h_t, W_output) + b_output, gru.h_t)

# Create a placeholder for the expected output
expected_output = tf.placeholder(dtype=tf.float64, shape=(batch_size, time_size, 1), name='expected_output')

# Just use quadratic loss
loss = tf.reduce_sum(0.5 * tf.pow(output - expected_output, 2)) / float(batch_size)

# Use the Adam optimizer for training
train_step = tf.train.AdamOptimizer().minimize(loss)

# Initialize all the variables
init_variables = tf.global_variables_initializer()
session.run(init_variables)

# Initialize the losses
train_losses = []
validation_losses = []

# Perform all the iterations
for epoch in range(5000):
    # Compute the losses
    _, train_loss = session.run([train_step, loss], feed_dict={gru.input_layer: X_train, expected_output: Y_train})
    validation_loss = session.run(loss, feed_dict={gru.input_layer: X_test, expected_output: Y_test})
    
    # Log the losses
    train_losses += [train_loss]
    validation_losses += [validation_loss]
    
    # Display an update every 50 iterations
    if epoch % 50 == 0:
        plt.plot(train_losses, '-b', label='Train loss')
        plt.plot(validation_losses, '-r', label='Validation loss')
        plt.legend(loc=0)
        plt.title('Loss')
        plt.xlabel('Iteration')
        plt.ylabel('Loss')
        plt.show()
        print('Iteration: %d, train loss: %.4f, test loss: %.4f' % (epoch, train_loss, validation_loss))
    
#%% (4) Manually evaluate the model.
    
# Define two numbers a and b and let the model compute a + b
a = 1024
b = 16

# The model is independent of the sequence length! Now we can test the model on even longer bitstrings
bitstring_length = 20

# Create the feature vectors    
X_custom_sample = np.vstack([as_bytes(a, bitstring_length), as_bytes(b, bitstring_length)]).T
X_custom = np.zeros((1,) + X_custom_sample.shape)
X_custom[0, :, :] = X_custom_sample

# Make a prediction by using the model
y_predicted = session.run(output, feed_dict={gru.input_layer: X_custom})
# Just use a linear class separator at 0.5
y_bits = 1 * (y_predicted > 0.5)[0, :, 0]
# Join and reverse the bitstring
y_bitstr = ''.join([str(int(bit)) for bit in y_bits.tolist()])[::-1]
# Convert the found bitstring to a number
y = int(y_bitstr, 2)

# Print out the prediction
print(y) # Yay! This should equal 1024 + 16 = 1040

Any GRU code related to spatiotemporal forecasting.

Thank you Kevin. Very useful code for me. I have several questions:

1. In this example, it seems to only consider the optimization for one batch with size of 100. If I want to optimize the network weights for every batchsize of 100, I only need to include another for loop inside the epoch loop, right? Will the initialization inside the GRU definition also operated every optimization step or only once at the very beginning? Will the same scenario work for my case (multiple-time optimization for each mini batch)
2. Is all the h_t for every time step not only the last one used as the input of the output layer?
3. Would you mind sharing me with your contact (e.g. email or whatever)?

Thank you very much.