Recurrent Nets and their Computational Graph

In this section, you will learn how to write

  • recurrent nets with full backprop,
  • recurrent nets with truncated backprop,
  • evaluation of networks with few memory.

After reading this section, you will be able to:

  • Handle input sequences of variable length
  • Truncate upper stream of the network during forward computation
  • Use no-backprop mode to prevent network construction

Recurrent Nets

Recurrent nets are neural networks with loops. They are often used to learn from sequential input/output. Given an input stream \(x_1, x_2, \dots, x_t, \dots\) and the initial state \(h_0\), a recurrent net iteratively updates its state by \(h_t = f(x_t, h_{t-1})\), and at some or every point in time \(t\), it outputs \(y_t = g(h_t)\). If we expand the procedure along the time axis, it looks like a regular feed-forward network except that same parameters are repeatedly used within the network.

Here we learn how to write a simple one-layer recurrent net. The task is language modeling: given a finite sequence of words, we want to predict the next word at each position without peeking the successive words. Suppose there are 1,000 different word types, and that we use 100 dimensional real vectors to represent each word (a.k.a. word embedding).

Let’s start from defining the recurrent neural net language model (RNNLM) as a chain. We can use the chainer.links.LSTM link that implements a fully-connected stateful LSTM layer. This link looks like an ordinary fully-connected layer. On construction, you pass the input and output size to the constructor:

>>> l = L.LSTM(100, 50)

Then, call on this instance l(x) executes one step of LSTM layer:

>>> l.reset_state()
>>> x = Variable(np.random.randn(10, 100).astype(np.float32))
>>> y = l(x)

Do not forget to reset the internal state of the LSTM layer before the forward computation! Every recurrent layer holds its internal state (i.e. the output of the previous call). At the first application of the recurrent layer, you must reset the internal state. Then, the next input can be directly fed to the LSTM instance:

>>> x2 = Variable(np.random.randn(10, 100).astype(np.float32))
>>> y2 = l(x2)

Based on this LSTM link, let’s write our recurrent network as a new chain:

class RNN(Chain):
    def __init__(self):
        super(RNN, self).__init__()
        with self.init_scope():
            self.embed = L.EmbedID(1000, 100)  # word embedding
            self.mid = L.LSTM(100, 50)  # the first LSTM layer
            self.out = L.Linear(50, 1000)  # the feed-forward output layer

    def reset_state(self):

    def __call__(self, cur_word):
        # Given the current word ID, predict the next word.
        x = self.embed(cur_word)
        h = self.mid(x)
        y = self.out(h)
        return y

rnn = RNN()
model = L.Classifier(rnn)
optimizer = optimizers.SGD()

Here EmbedID is a link for word embedding. It converts input integers into corresponding fixed-dimensional embedding vectors. The last linear link out represents the feed-forward output layer.

The RNN chain implements a one-step-forward computation. It does not handle sequences by itself, but we can use it to process sequences by just feeding items in a sequence straight to the chain.

Suppose we have a list of word variables x_list. Then, we can compute loss values for the word sequence by simple for loop.

def compute_loss(x_list):
    loss = 0
    for cur_word, next_word in zip(x_list, x_list[1:]):
        loss += model(cur_word, next_word)
    return loss

Of course, the accumulated loss is a Variable object with the full history of computation. So we can just call its backward() method to compute gradients of the total loss according to the model parameters:

# Suppose we have a list of word variables x_list.
loss = compute_loss(x_list)

Or equivalently we can use the compute_loss as a loss function:

optimizer.update(compute_loss, x_list)

Truncate the Graph by Unchaining

Learning from very long sequences is also a typical use case of recurrent nets. Suppose the input and state sequence is too long to fit into memory. In such cases, we often truncate the backpropagation into a short time range. This technique is called truncated backprop. It is heuristic, and it makes the gradients biased. However, this technique works well in practice if the time range is long enough.

How to implement truncated backprop in Chainer? Chainer has a smart mechanism to achieve truncation, called backward unchaining. It is implemented in the Variable.unchain_backward() method. Backward unchaining starts from the Variable object, and it chops the computation history backwards from the variable. The chopped variables are disposed automatically (if they are not referenced explicitly from any other user object). As a result, they are no longer a part of computation history, and are not involved in backprop anymore.

Let’s write an example of truncated backprop. Here we use the same network as the one used in the previous subsection. Suppose we are given a very long sequence, and we want to run backprop truncated at every 30 time steps. We can write truncated backprop using the model defined above:

loss = 0
count = 0
seqlen = len(x_list[1:])

for cur_word, next_word in zip(x_list, x_list[1:]):
    loss += model(cur_word, next_word)
    count += 1
    if count % 30 == 0 or count == seqlen:

State is updated at model(), and the losses are accumulated to loss variable. At each 30 steps, backprop takes place at the accumulated loss. Then, the unchain_backward() method is called, which deletes the computation history backward from the accumulated loss. Note that the last state of model is not lost, since the RNN instance holds a reference to it.

The implementation of truncated backprop is simple, and since there is no complicated trick on it, we can generalize this method to different situations. For example, we can easily extend the above code to use different schedules between backprop timing and truncation length.

Network Evaluation without Storing the Computation History

On evaluation of recurrent nets, there is typically no need to store the computation history. While unchaining enables us to walk through unlimited length of sequences with limited memory, it is a bit of a work-around.

As an alternative, Chainer provides an evaluation mode of forward computation which does not store the computation history. This is enabled by just calling no_backprop_mode() context:

with chainer.no_backprop_mode():
    x_list = [Variable(...) for _ in range(100)]  # list of 100 words
    loss = compute_loss(x_list)

Note that we cannot call loss.backward() to compute the gradient here, since the variable created in the no-backprop context does not remember the computation history.

No-backprop context is also useful to evaluate feed-forward networks to reduce the memory footprint.

We can combine a fixed feature extractor network and a trainable predictor network using no_backprop_mode(). For example, suppose we want to train a feed-forward network predictor_func, which is located on top of another fixed pre-trained network fixed_func. We want to train predictor_func without storing the computation history for fixed_func. This is simply done by following code snippets (suppose x_data and y_data indicate input data and label, respectively):

with chainer.no_backprop_mode():
    x = Variable(x_data)
    feat = fixed_func(x)
y = predictor_func(feat)

At first, the input variable x is in no-backprop mode, so fixed_func does not memorize the computation history. Then predictor_func is executed in backprop mode, i.e., with memorizing the history of computation. Since the history of computation is only memorized between variables feat and y, the backward computation stops at the feat variable.

Making it with Trainer

The above codes are written with plain Function/Variable APIs. When we write a training loop, it is better to use Trainer, since we can then easily add functionalities by extensions.

Before implementing it on Trainer, let’s clarify the training settings. We here use Penn Tree Bank dataset as a set of sentences. Each sentence is represented as a word sequence. We concatenate all sentences into one long word sequence, in which each sentence is separated by a special word <eos>, which stands for “End of Sequence”. This dataset is easily obtained by chainer.datasets.get_ptb_words(). This function returns train, validation, and test dataset, each of which is represented as a long array of integers. Each integer represents a word ID.

Our task is to learn a recurrent neural net language model from the long word sequence. We use words in different locations to form mini-batches. It means we maintain \(B\) indices pointing to different locations in the sequence, read from these indices at each iteration, and increment all indices after the read. Of course, when one index reaches the end of the whole sequence, we turn the index back to 0.

In order to implement this training procedure, we have to customize the following components of Trainer:

  • Iterator. Built-in iterators do not support reading from different locations and aggregating them into a mini-batch.
  • Update function. The default update function does not support truncated BPTT.

When we write a dataset iterator dedicated to the dataset, the dataset implementation can be arbitrary; even the interface is not fixed. On the other hand, the iterator must support the Iterator interface. The important methods and attributes to implement are batch_size, epoch, epoch_detail, is_new_epoch, iteration, __next__, and serialize. Following is a code from the official example in the examples/ptb directory.

from __future__ import division

class ParallelSequentialIterator(chainer.dataset.Iterator):
    def __init__(self, dataset, batch_size, repeat=True):
        self.dataset = dataset
        self.batch_size = batch_size
        self.epoch = 0
        self.is_new_epoch = False
        self.repeat = repeat
        self.offsets = [i * len(dataset) // batch_size for i in range(batch_size)]
        self.iteration = 0

    def __next__(self):
        length = len(self.dataset)
        if not self.repeat and self.iteration * self.batch_size >= length:
            raise StopIteration
        cur_words = self.get_words()
        self.iteration += 1
        next_words = self.get_words()

        epoch = self.iteration * self.batch_size // length
        self.is_new_epoch = self.epoch < epoch
        if self.is_new_epoch:
            self.epoch = epoch

        return list(zip(cur_words, next_words))

    def epoch_detail(self):
        return self.iteration * self.batch_size / len(self.dataset)

    def get_words(self):
        return [self.dataset[(offset + self.iteration) % len(self.dataset)]
                for offset in self.offsets]

    def serialize(self, serializer):
        self.iteration = serializer('iteration', self.iteration)
        self.epoch = serializer('epoch', self.epoch)

train_iter = ParallelSequentialIterator(train, 20)
val_iter = ParallelSequentialIterator(val, 1, repeat=False)

Although the code is slightly long, the idea is simple. First, this iterator creates offsets pointing to positions equally spaced within the whole sequence. The i-th examples of mini-batches refer the sequence with the i-th offset. The iterator returns a list of tuples of the current words and the next words. Each mini-batch is converted to a tuple of integer arrays by the concat_examples function in the standard updater (see the previous tutorial).

Backprop Through Time is implemented as follows.

class BPTTUpdater(training.StandardUpdater):

    def __init__(self, train_iter, optimizer, bprop_len):
        super(BPTTUpdater, self).__init__(train_iter, optimizer)
        self.bprop_len = bprop_len

    # The core part of the update routine can be customized by overriding.
    def update_core(self):
        loss = 0
        # When we pass one iterator and optimizer to StandardUpdater.__init__,
        # they are automatically named 'main'.
        train_iter = self.get_iterator('main')
        optimizer = self.get_optimizer('main')

        # Progress the dataset iterator for bprop_len words at each iteration.
        for i in range(self.bprop_len):
            # Get the next batch (a list of tuples of two word IDs)
            batch = train_iter.__next__()

            # Concatenate the word IDs to matrices and send them to the device
            # self.converter does this job
            # (it is chainer.dataset.concat_examples by default)
            x, t = self.converter(batch)

            # Compute the loss at this time step and accumulate it
            loss +=, chainer.Variable(t))  # Clear the parameter gradients
        loss.backward()  # Backprop
        loss.unchain_backward()  # Truncate the graph
        optimizer.update()  # Update the parameters

updater = BPTTUpdater(train_iter, optimizer, bprop_len)  # instantiation

In this case, we update the parameters on every bprop_len consecutive words. The call of unchain_backward cuts the history of computation accumulated to the LSTM links. The rest of the code for setting up Trainer is almost same as one given in the previous tutorial.

In this section we have demonstrated how to write recurrent nets in Chainer and some fundamental techniques to manage the history of computation (a.k.a. computational graph). The example in the examples/ptb directory implements truncated backprop learning of a LSTM language model from the Penn Treebank corpus. In the next section, we will review how to use GPU(s) in Chainer.