74
votes

I'm having trouble understanding the documentation for PyTorch's LSTM module (and also RNN and GRU, which are similar). Regarding the outputs, it says:

Outputs: output, (h_n, c_n)

  • output (seq_len, batch, hidden_size * num_directions): tensor containing the output features (h_t) from the last layer of the RNN, for each t. If a torch.nn.utils.rnn.PackedSequence has been given as the input, the output will also be a packed sequence.
  • h_n (num_layers * num_directions, batch, hidden_size): tensor containing the hidden state for t=seq_len
  • c_n (num_layers * num_directions, batch, hidden_size): tensor containing the cell state for t=seq_len

It seems that the variables output and h_n both give the values of the hidden state. Does h_n just redundantly provide the last time step that's already included in output, or is there something more to it than that?

5

5 Answers

165
votes

I made a diagram. The names follow the PyTorch docs, although I renamed num_layers to w.

output comprises all the hidden states in the last layer ("last" depth-wise, not time-wise). (h_n, c_n) comprises the hidden states after the last timestep, t = n, so you could potentially feed them into another LSTM.

LSTM diagram

The batch dimension is not included.

3
votes

It really depends on a model you use and how you will interpret the model. Output may be:

  • a single LSTM cell hidden state
  • several LSTM cell hidden states
  • all the hidden states outputs

Output, is almost never interpreted directly. If the input is encoded there should be a softmax layer to decode the results.

Note: In language modeling hidden states are used to define the probability of the next word, p(wt+1|w1,...,wt) =softmax(Wht+b).

1
votes

The output state is the tensor of all the hidden state from each time step in the RNN(LSTM), and the hidden state returned by the RNN(LSTM) is the last hidden state from the last time step from the input sequence. You could check this by collecting all of the hidden states from each step and comparing that to the output state,(provided you are not using pack_padded_sequence).

0
votes

I just verified some of this using code, and its indeed correct that if it's a depth 1 LSTM, then h_n is the same as the last value of the "output". (this will not be true for > 1 depth LSTM though as explained above by @nnnmmm)

So, basically the "output" we get after applying LSTM is not the same as o_t as defined in the documentation, rather it is h_t.

import torch
import torch.nn as nn

torch.manual_seed(0)
model = nn.LSTM( input_size = 1, hidden_size = 50, num_layers  = 1 )
x = torch.rand( 50, 1, 1)
output, (hn, cn) = model(x)

Now one can check that output[-1] and hn both have the same value as follows

tensor([[ 0.1140, -0.0600, -0.0540,  0.1492, -0.0339, -0.0150, -0.0486,  0.0188,
          0.0504,  0.0595, -0.0176, -0.0035,  0.0384, -0.0274,  0.1076,  0.0843,
         -0.0443,  0.0218, -0.0093,  0.0002,  0.1335,  0.0926,  0.0101, -0.1300,
         -0.1141,  0.0072, -0.0142,  0.0018,  0.0071,  0.0247,  0.0262,  0.0109,
          0.0374,  0.0366,  0.0017,  0.0466,  0.0063,  0.0295,  0.0536,  0.0339,
          0.0528, -0.0305,  0.0243, -0.0324,  0.0045, -0.1108, -0.0041, -0.1043,
         -0.0141, -0.1222]], grad_fn=<SelectBackward>)
0
votes

In Pytorch, the output parameter gives the output of each individual LSTM cell in the last layer of the LSTM stack, while hidden state and cell state give the output of each hidden cell and cell state in the LSTM stack in every layer.

import torch.nn as nn
torch.manual_seed(1)
inputs = [torch.randn(1, 3) for _ in range(5)] # indicates that there are 5 sequences to be given as inputs and (1,3) indicates that there is 1 layer with 3 cells
hidden = (torch.randn(1, 1, 3),
          torch.randn(1, 1, 3)) #initializing h and c values to be of dimensions (1, 1, 3) which indicates there is (1 * 1) - num_layers * num_directions, with batch size of 1 and projection size of 3. 
                                #Since there is only 1 batch in input, h and c can also have only one batch of data for initialization and the number of cells in both input and output should also match.
 
lstm = nn.LSTM(3, 3) #implying both input and output are 3 dimensional data
for i in inputs:
    out, hidden = lstm(i.view(1, 1, -1), hidden)
    print('out:', out)
    print('hidden:', hidden)

Output

out: tensor([[[-0.1124, -0.0653,  0.2808]]], grad_fn=<StackBackward>)
hidden: (tensor([[[-0.1124, -0.0653,  0.2808]]], grad_fn=<StackBackward>), tensor([[[-0.2883, -0.2846,  2.0720]]], grad_fn=<StackBackward>))
out: tensor([[[ 0.1675, -0.0376,  0.4402]]], grad_fn=<StackBackward>)
hidden: (tensor([[[ 0.1675, -0.0376,  0.4402]]], grad_fn=<StackBackward>), tensor([[[ 0.4394, -0.1226,  1.5611]]], grad_fn=<StackBackward>))
out: tensor([[[0.3699, 0.0150, 0.1429]]], grad_fn=<StackBackward>)
hidden: (tensor([[[0.3699, 0.0150, 0.1429]]], grad_fn=<StackBackward>), tensor([[[0.8432, 0.0618, 0.9413]]], grad_fn=<StackBackward>))
out: tensor([[[0.1795, 0.0296, 0.2957]]], grad_fn=<StackBackward>)
hidden: (tensor([[[0.1795, 0.0296, 0.2957]]], grad_fn=<StackBackward>), tensor([[[0.4541, 0.1121, 0.9320]]], grad_fn=<StackBackward>))
out: tensor([[[0.1365, 0.0596, 0.3931]]], grad_fn=<StackBackward>)
hidden: (tensor([[[0.1365, 0.0596, 0.3931]]], grad_fn=<StackBackward>), tensor([[[0.3430, 0.1948, 1.0255]]], grad_fn=<StackBackward>))

Multi-Layered LSTM

import torch.nn as nn
torch.manual_seed(1)
num_layers = 2
inputs = [torch.randn(1, 3) for _ in range(5)] 
hidden = (torch.randn(2, 1, 3),
          torch.randn(2, 1, 3))
lstm = nn.LSTM(input_size=3, hidden_size=3, num_layers=2)
for i in inputs:
    # Step through the sequence one element at a time.
    # after each step, hidden contains the hidden state.
    out, hidden = lstm(i.view(1, 1, -1), hidden)
    print('out:', out)
    print('hidden:', hidden)

Output

out: tensor([[[-0.0819,  0.1214, -0.2586]]], grad_fn=<StackBackward>)
hidden: (tensor([[[-0.2625,  0.4415, -0.4917]],

        [[-0.0819,  0.1214, -0.2586]]], grad_fn=<StackBackward>), tensor([[[-2.5740,  0.7832, -0.9211]],

        [[-0.2803,  0.5175, -0.5330]]], grad_fn=<StackBackward>))
out: tensor([[[-0.1298,  0.2797, -0.0882]]], grad_fn=<StackBackward>)
hidden: (tensor([[[-0.3818,  0.3306, -0.3020]],

        [[-0.1298,  0.2797, -0.0882]]], grad_fn=<StackBackward>), tensor([[[-2.3980,  0.6347, -0.6592]],

        [[-0.3643,  0.9301, -0.1326]]], grad_fn=<StackBackward>))
out: tensor([[[-0.1630,  0.3187,  0.0728]]], grad_fn=<StackBackward>)
hidden: (tensor([[[-0.5612,  0.3134, -0.0782]],

        [[-0.1630,  0.3187,  0.0728]]], grad_fn=<StackBackward>), tensor([[[-1.7555,  0.6882, -0.3575]],

        [[-0.4571,  1.2094,  0.1061]]], grad_fn=<StackBackward>))
out: tensor([[[-0.1723,  0.3274,  0.1546]]], grad_fn=<StackBackward>)
hidden: (tensor([[[-0.5112,  0.1597, -0.0901]],

        [[-0.1723,  0.3274,  0.1546]]], grad_fn=<StackBackward>), tensor([[[-1.4417,  0.5892, -0.2489]],

        [[-0.4940,  1.3620,  0.2255]]], grad_fn=<StackBackward>))
out: tensor([[[-0.1847,  0.2968,  0.1333]]], grad_fn=<StackBackward>)
hidden: (tensor([[[-0.3256,  0.3217, -0.1899]],

        [[-0.1847,  0.2968,  0.1333]]], grad_fn=<StackBackward>), tensor([[[-1.7925,  0.6096, -0.4432]],

        [[-0.5147,  1.4031,  0.2014]]], grad_fn=<StackBackward>))

Bi-Directional Multi-Layered LSTM

import torch.nn as nn
torch.manual_seed(1)
num_layers = 2
is_bidirectional = True
inputs = [torch.randn(1, 3) for _ in range(5)] 
hidden = (torch.randn(4, 1, 3),
          torch.randn(4, 1, 3)) #4 -> (2 * 2) -> num_layers * num_directions
lstm = nn.LSTM(input_size=3, hidden_size=3, num_layers=2, bidirectional=is_bidirectional)

for i in inputs:
    # Step through the sequence one element at a time.
    # after each step, hidden contains the hidden state.
    out, hidden = lstm(i.view(1, 1, -1), hidden)
    print('out:', out)
    print('hidden:', hidden)
    # output dim -> (seq_len, batch, num_directions * hidden_size) -> (5, 1, 2*3)
    # hidden dim -> (num_layers * num_directions, batch, hidden_size) -> (2 * 2, 1, 3)
    # cell state dim -> (num_layers * num_directions, batch, hidden_size) -> (2 * 2, 1, 3)

Output

out: tensor([[[-0.4620,  0.1115, -0.1087,  0.1646,  0.0173, -0.2196]]],
       grad_fn=<CatBackward>)
hidden: (tensor([[[ 0.5187,  0.2656, -0.2543]],

        [[ 0.4175,  0.0539,  0.0633]],

        [[-0.4620,  0.1115, -0.1087]],

        [[ 0.1646,  0.0173, -0.2196]]], grad_fn=<StackBackward>), tensor([[[ 1.1546,  0.4012, -0.4119]],

        [[ 0.7999,  0.2632,  0.2587]],

        [[-1.4196,  0.2075, -0.3148]],

        [[ 0.6605,  0.0243, -0.5783]]], grad_fn=<StackBackward>))
out: tensor([[[-0.1860,  0.1359, -0.2719,  0.0815,  0.0061, -0.0980]]],
       grad_fn=<CatBackward>)
hidden: (tensor([[[ 0.2945,  0.0842, -0.1580]],

        [[ 0.2766, -0.1873,  0.2416]],

        [[-0.1860,  0.1359, -0.2719]],

        [[ 0.0815,  0.0061, -0.0980]]], grad_fn=<StackBackward>), tensor([[[ 0.5453,  0.1281, -0.2497]],

        [[ 0.9706, -0.3592,  0.4834]],

        [[-0.3706,  0.2681, -0.6189]],

        [[ 0.2029,  0.0121, -0.3028]]], grad_fn=<StackBackward>))
out: tensor([[[ 0.1095,  0.1520, -0.3238,  0.0283,  0.0387, -0.0820]]],
       grad_fn=<CatBackward>)
hidden: (tensor([[[ 0.1427,  0.0859, -0.2926]],

        [[ 0.1536, -0.2343,  0.0727]],

        [[ 0.1095,  0.1520, -0.3238]],

        [[ 0.0283,  0.0387, -0.0820]]], grad_fn=<StackBackward>), tensor([[[ 0.2386,  0.1646, -0.4102]],

        [[ 0.2636, -0.4828,  0.1889]],

        [[ 0.1967,  0.2848, -0.7155]],

        [[ 0.0735,  0.0702, -0.2859]]], grad_fn=<StackBackward>))
out: tensor([[[ 0.2346,  0.1576, -0.4006, -0.0053,  0.0256, -0.0653]]],
       grad_fn=<CatBackward>)
hidden: (tensor([[[ 0.1706,  0.0147, -0.0341]],

        [[ 0.1835, -0.3951,  0.2506]],

        [[ 0.2346,  0.1576, -0.4006]],

        [[-0.0053,  0.0256, -0.0653]]], grad_fn=<StackBackward>), tensor([[[ 0.3422,  0.0269, -0.0475]],

        [[ 0.4235, -0.9144,  0.5655]],

        [[ 0.4589,  0.2807, -0.8332]],

        [[-0.0133,  0.0507, -0.1996]]], grad_fn=<StackBackward>))
out: tensor([[[ 0.2774,  0.1639, -0.4460, -0.0228,  0.0086, -0.0369]]],
       grad_fn=<CatBackward>)
hidden: (tensor([[[ 0.2147, -0.0191,  0.0677]],

        [[ 0.2516, -0.4591,  0.3327]],

        [[ 0.2774,  0.1639, -0.4460]],

        [[-0.0228,  0.0086, -0.0369]]], grad_fn=<StackBackward>), tensor([[[ 0.4414, -0.0299,  0.0889]],

        [[ 0.6360, -1.2360,  0.7229]],

        [[ 0.5692,  0.2843, -0.9375]],

        [[-0.0569,  0.0177, -0.1039]]], grad_fn=<StackBackward>))