optimized-lstm.py

class CustomLSTM(nn.Module):
    def __init__(self, input_sz, hidden_sz):
        super().__init__()
        self.input_sz = input_sz
        self.hidden_size = hidden_sz
        self.W = nn.Parameter(torch.Tensor(input_sz, hidden_sz * 4))
        self.U = nn.Parameter(torch.Tensor(hidden_sz, hidden_sz * 4))
        self.bias = nn.Parameter(torch.Tensor(hidden_sz * 4))
        self.init_weights()
                
    def init_weights(self):
        stdv = 1.0 / math.sqrt(self.hidden_size)
        for weight in self.parameters():
            weight.data.uniform_(-stdv, stdv)
         
    def forward(self, x, 
                init_states=None):
        """Assumes x is of shape (batch, sequence, feature)"""
        bs, seq_sz, _ = x.size()
        hidden_seq = []
        if init_states is None:
            h_t, c_t = (torch.zeros(bs, self.hidden_size).to(x.device), 
                        torch.zeros(bs, self.hidden_size).to(x.device))
        else:
            h_t, c_t = init_states
         
        HS = self.hidden_size
        for t in range(seq_sz):
            x_t = x[:, t, :]
            # batch the computations into a single matrix multiplication
            gates = x_t @ self.W + h_t @ self.U + self.bias
            i_t, f_t, g_t, o_t = (
                torch.sigmoid(gates[:, :HS]), # input
                torch.sigmoid(gates[:, HS:HS*2]), # forget
                torch.tanh(gates[:, HS*2:HS*3]),
                torch.sigmoid(gates[:, HS*3:]), # output
            )
            c_t = f_t * c_t + i_t * g_t
            h_t = o_t * torch.tanh(c_t)
            hidden_seq.append(h_t.unsqueeze(0))
        hidden_seq = torch.cat(hidden_seq, dim=0)
        # reshape from shape (sequence, batch, feature) to (batch, sequence, feature)
        hidden_seq = hidden_seq.transpose(0, 1).contiguous()
        return hidden_seq, (h_t, c_t)