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0001 // @(#)root/tmva/tmva/dnn/rnn:$Id$
0002 // Author: Saurav Shekhar 19/07/17
0003 
0004 /**********************************************************************************
0005  * Project: TMVA - a Root-integrated toolkit for multivariate data analysis       *
0006  * Package: TMVA                                                                  *
0007  * Class : BasicRNNLayer                                                          *
0008  *                                                                                *
0009  * Description:                                                                   *
0010  *       NeuralNetwork                                                            *
0011  *                                                                                *
0012  * Authors (alphabetical):                                                        *
0013  *       Saurav Shekhar    <sauravshekhar01@gmail.com> - ETH Zurich, Switzerland  *
0014  *                                                                                *
0015  * Copyright (c) 2005-2015:                                                       *
0016  * All rights reserved.                                                           *
0017  *       CERN, Switzerland                                                        *
0018  *                                                                                *
0019  * For the licensing terms see $ROOTSYS/LICENSE.                                  *
0020  * For the list of contributors see $ROOTSYS/README/CREDITS.                      *
0021  **********************************************************************************/
0022 
0023 //#pragma once
0024 
0025 //////////////////////////////////////////////////////////////////////
0026 // <Description> //
0027 //////////////////////////////////////////////////////////////////////
0028 
0029 #ifndef TMVA_DNN_RNN_LAYER
0030 #define TMVA_DNN_RNN_LAYER
0031 
0032 #include <cmath>
0033 #include <iostream>
0034 #include <vector>
0035 #include <string>
0036 
0037 #include "TMatrix.h"
0038 #include "TMVA/DNN/Functions.h"
0039 
0040 namespace TMVA
0041 {
0042 namespace DNN
0043 {
0044 
0045 namespace RNN {
0046 
0047 //______________________________________________________________________________
0048 //
0049 // Basic RNN Layer
0050 //______________________________________________________________________________
0051 
0052 /** \class BasicRNNLayer
0053       Generic implementation
0054 */
0055 template<typename Architecture_t>
0056       class TBasicRNNLayer : public VGeneralLayer<Architecture_t>
0057 {
0058 
0059 public:
0060 
0061    using Tensor_t = typename Architecture_t::Tensor_t;
0062    using Matrix_t = typename Architecture_t::Matrix_t;
0063    using Scalar_t = typename Architecture_t::Scalar_t;
0064 
0065    using LayerDescriptor_t = typename Architecture_t::RecurrentDescriptor_t;
0066    using WeightsDescriptor_t = typename Architecture_t::FilterDescriptor_t;
0067    using TensorDescriptor_t = typename Architecture_t::TensorDescriptor_t;
0068    using HelperDescriptor_t = typename Architecture_t::DropoutDescriptor_t;
0069 
0070    using RNNWorkspace_t = typename Architecture_t::RNNWorkspace_t;
0071    using RNNDescriptors_t = typename Architecture_t::RNNDescriptors_t;
0072 
0073 private:
0074 
0075    size_t fTimeSteps;              ///< Timesteps for RNN
0076    size_t fStateSize;              ///< Hidden state size of RNN
0077    bool   fRememberState;          ///< Remember state in next pass
0078    bool   fReturnSequence = false; ///< Return in output full sequence or just last element in time
0079 
0080    DNN::EActivationFunction fF;  ///< Activation function of the hidden state
0081 
0082    Matrix_t fState;                ///< Hidden State
0083    Matrix_t &fWeightsInput;         ///< Input weights, fWeights[0]
0084    Matrix_t &fWeightsState;         ///< Prev state weights, fWeights[1]
0085    Matrix_t &fBiases;               ///< Biases
0086 
0087    Tensor_t fDerivatives; ///< First fDerivatives of the activations
0088    Matrix_t &fWeightInputGradients; ///< Gradients w.r.t. the input weights
0089    Matrix_t &fWeightStateGradients; ///< Gradients w.r.t. the recurring weights
0090    Matrix_t &fBiasGradients;        ///< Gradients w.r.t. the bias values
0091 
0092    Tensor_t fWeightsTensor;
0093    Tensor_t fWeightGradientsTensor;
0094 
0095    typename Architecture_t::ActivationDescriptor_t fActivationDesc;
0096 
0097    TDescriptors *fDescriptors = nullptr; ///< Keeps all the RNN descriptors
0098    TWorkspace   *fWorkspace = nullptr;   // workspace needed for GPU computation (CudNN)
0099 
0100    Matrix_t fCell; ///< Empty matrix for RNN
0101 
0102    // tensors used internally for the forward and backward pass
0103    Tensor_t fX;  ///<  cached input tensor as T x B x I
0104    Tensor_t fY;  ///<  cached output tensor as T x B x S
0105    Tensor_t fDx; ///< cached   gradient on the input (output of backward)   as T x B x I
0106    Tensor_t fDy; ///< cached  activation gradient (input of backward)   as T x B x S
0107 
0108 
0109 public:
0110 
0111    /** Constructor */
0112    TBasicRNNLayer(size_t batchSize, size_t stateSize, size_t inputSize,
0113                   size_t timeSteps, bool rememberState = false, bool returnSequence = false,
0114                   DNN::EActivationFunction f = DNN::EActivationFunction::kTanh,
0115                   bool training = true, DNN::EInitialization fA = DNN::EInitialization::kZero);
0116 
0117    /** Copy Constructor */
0118    TBasicRNNLayer(const TBasicRNNLayer &);
0119 
0120    /*! Destructor. */
0121    virtual ~TBasicRNNLayer();
0122 
0123    /*! Initialize the weights according to the given initialization
0124     **  method. */
0125    virtual void Initialize();
0126 
0127    /*! Initialize the state
0128     **  method. */
0129    void InitState(DNN::EInitialization m = DNN::EInitialization::kZero);
0130 
0131    /*! Compute and return the next state with given input
0132    *  matrix */
0133    void Forward(Tensor_t &input, bool isTraining = true);
0134 
0135    /*! Forward for a single cell (time unit) */
0136    void CellForward(const Matrix_t &input, Matrix_t & dF);
0137 
0138    /*! Backpropagates the error. Must only be called directly at the corresponding
0139     *  call to Forward(...). */
0140    void Backward(Tensor_t &gradients_backward,
0141                  const Tensor_t &activations_backward);
0142 
0143    /* Updates weights and biases, given the learning rate */
0144    void Update(const Scalar_t learningRate);
0145 
0146    /*! Backward for a single time unit
0147     * a the corresponding call to Forward(...). */
0148    inline Matrix_t & CellBackward(Matrix_t & state_gradients_backward,
0149                               const Matrix_t & precStateActivations,
0150                               const Matrix_t & input, Matrix_t & input_gradient, Matrix_t &dF);
0151 
0152    /** Prints the info about the layer */
0153    void Print() const;
0154 
0155    /*! Writes the information and the weights about the layer in an XML node. */
0156    virtual void AddWeightsXMLTo(void *parent);
0157 
0158    /*! Read the information and the weights about the layer from XML node. */
0159    virtual void ReadWeightsFromXML(void *parent);
0160 
0161    void InitTensors();
0162    // void InitializeDescriptors();
0163    // void ReleaseDescriptors();
0164    // void InitializeWorkspace();
0165    // void FreeWorkspace();
0166 
0167    /** Getters */
0168    size_t GetTimeSteps() const { return fTimeSteps; }
0169    size_t GetStateSize() const { return fStateSize; }
0170    size_t GetInputSize() const { return this->GetInputWidth(); }
0171    inline bool DoesRememberState()  const {return fRememberState;}
0172    inline bool DoesReturnSequence() const { return fReturnSequence; }
0173    inline DNN::EActivationFunction GetActivationFunction()  const {return fF;}
0174    Matrix_t        & GetState()            {return fState;}  // RNN Hidden state
0175    const Matrix_t & GetState()       const  {return fState;}
0176    Matrix_t &GetCell() { return fCell; } // this returns an empty matrixfor RNN
0177    const Matrix_t &GetCell() const { return fCell; }
0178 
0179    Matrix_t        & GetWeightsInput()        {return fWeightsInput;}
0180    const Matrix_t & GetWeightsInput()   const {return fWeightsInput;}
0181    Matrix_t        & GetWeightsState()        {return fWeightsState;}
0182    const Matrix_t & GetWeightsState()   const {return fWeightsState;}
0183    Tensor_t       & GetDerivatives()        {return fDerivatives;}
0184    const Tensor_t & GetDerivatives()   const {return fDerivatives;}
0185    // Matrix_t &GetDerivativesAt(size_t i) { return fDerivatives[i]; }
0186    // const Matrix_t &GetDerivativesAt(size_t i) const { return fDerivatives[i]; }
0187 
0188    Matrix_t        & GetBiasesState()              {return fBiases;}
0189    const Matrix_t & GetBiasesState()         const {return fBiases;}
0190    Matrix_t        & GetBiasStateGradients()            {return fBiasGradients;}
0191    const Matrix_t & GetBiasStateGradients() const {return fBiasGradients;}
0192    Matrix_t        & GetWeightInputGradients()         {return fWeightInputGradients;}
0193    const Matrix_t & GetWeightInputGradients()    const {return fWeightInputGradients;}
0194    Matrix_t        & GetWeightStateGradients()         {return fWeightStateGradients;}
0195    const Matrix_t & GetWeightStateGradients()    const {return fWeightStateGradients;}
0196 
0197    Tensor_t &GetWeightsTensor()  { return fWeightsTensor;  }
0198    const Tensor_t &GetWeightsTensor() const { return fWeightsTensor; }
0199    Tensor_t &GetWeightGradientsTensor() { return fWeightGradientsTensor; }
0200    const Tensor_t &GetWeightGradientsTensor() const { return fWeightGradientsTensor; }
0201 
0202    Tensor_t &GetX() { return fX; }
0203    Tensor_t &GetY() { return fY; }
0204    Tensor_t &GetDX() { return fDx; }
0205    Tensor_t &GetDY() { return fDy; }
0206 };
0207 
0208 //______________________________________________________________________________
0209 //
0210 // BasicRNNLayer Implementation
0211 //______________________________________________________________________________
0212 template <typename Architecture_t>
0213 TBasicRNNLayer<Architecture_t>::TBasicRNNLayer(size_t batchSize, size_t stateSize, size_t inputSize, size_t timeSteps,
0214                                                bool rememberState, bool returnSequence, DNN::EActivationFunction f, bool /*training*/,
0215                                                DNN::EInitialization fA)
0216    // TODO inputDepth and outputDepth changed to batchSize??
0217    : VGeneralLayer<Architecture_t>(batchSize, 1, timeSteps, inputSize, 1, (returnSequence) ? timeSteps : 1 ,
0218                                    stateSize, 2, {stateSize, stateSize}, {inputSize, stateSize}, 1, {stateSize}, {1},
0219                                    batchSize, (returnSequence) ? timeSteps : 1, stateSize, fA),
0220      fTimeSteps(timeSteps), fStateSize(stateSize), fRememberState(rememberState), fReturnSequence(returnSequence), fF(f), fState(batchSize, stateSize),
0221      fWeightsInput(this->GetWeightsAt(0)), fWeightsState(this->GetWeightsAt(1)),
0222      fBiases(this->GetBiasesAt(0)), fDerivatives(timeSteps, batchSize, stateSize), // create tensor time x bs x S
0223      fWeightInputGradients(this->GetWeightGradientsAt(0)), fWeightStateGradients(this->GetWeightGradientsAt(1)),
0224      fBiasGradients(this->GetBiasGradientsAt(0)), fWeightsTensor({0}), fWeightGradientsTensor({0})
0225 {
0226    InitTensors();
0227 }
0228 
0229 //______________________________________________________________________________
0230 template <typename Architecture_t>
0231 TBasicRNNLayer<Architecture_t>::TBasicRNNLayer(const TBasicRNNLayer &layer)
0232    : VGeneralLayer<Architecture_t>(layer), fTimeSteps(layer.fTimeSteps), fStateSize(layer.fStateSize),
0233      fRememberState(layer.fRememberState), fReturnSequence(layer.fReturnSequence), fF(layer.GetActivationFunction()),
0234      fState(layer.GetBatchSize(), layer.GetStateSize()),
0235      fWeightsInput(this->GetWeightsAt(0)), fWeightsState(this->GetWeightsAt(1)), fBiases(this->GetBiasesAt(0)),
0236      fDerivatives(layer.GetDerivatives().GetShape()), fWeightInputGradients(this->GetWeightGradientsAt(0)),
0237      fWeightStateGradients(this->GetWeightGradientsAt(1)), fBiasGradients(this->GetBiasGradientsAt(0)),
0238      fWeightsTensor({0}), fWeightGradientsTensor({0})
0239 {
0240 
0241    Architecture_t::Copy(fDerivatives, layer.GetDerivatives() );
0242 
0243    // Gradient matrices not copied
0244    Architecture_t::Copy(fState, layer.GetState());
0245    InitTensors();
0246 }
0247 
0248 template <typename Architecture_t>
0249 TBasicRNNLayer<Architecture_t>::~TBasicRNNLayer()
0250 {
0251    if (fDescriptors) {
0252       Architecture_t::ReleaseRNNDescriptors(fDescriptors);
0253       delete fDescriptors;
0254    }
0255 
0256    if (fWorkspace) {
0257       Architecture_t::FreeRNNWorkspace(fWorkspace);
0258       delete fWorkspace;
0259    }
0260 }
0261 
0262 //______________________________________________________________________________
0263 template<typename Architecture_t>
0264 void TBasicRNNLayer<Architecture_t>::Initialize()
0265 {
0266    // auto m = this->GetInitialization();
0267    // DNN::initialize<Architecture_t>(fWeightsInput, m);
0268    // DNN::initialize<Architecture_t>(fWeightsState, m);
0269    // DNN::initialize<Architecture_t>(fBiases,  DNN::EInitialization::kZero);
0270 
0271    VGeneralLayer<Architecture_t>::Initialize();
0272 
0273    Architecture_t::InitializeRNNDescriptors(fDescriptors, this);
0274    Architecture_t::InitializeRNNWorkspace(fWorkspace, fDescriptors, this);
0275 }
0276 
0277 //______________________________________________________________________________
0278 template <typename Architecture_t>
0279 void TBasicRNNLayer<Architecture_t>::InitTensors()
0280 {
0281    // fix output tensor for Cudnn must be a tensor of B x T x S of right layout
0282    Architecture_t::InitializeRNNTensors(this);
0283 }
0284 //______________________________________________________________________________
0285 template <typename Architecture_t>
0286 auto TBasicRNNLayer<Architecture_t>::InitState(DNN::EInitialization /*m*/) -> void
0287 {
0288    DNN::initialize<Architecture_t>(this->GetState(),  DNN::EInitialization::kZero);
0289 
0290    Architecture_t::InitializeActivationDescriptor(fActivationDesc,this->GetActivationFunction());
0291 }
0292 
0293 //______________________________________________________________________________
0294 template<typename Architecture_t>
0295 auto TBasicRNNLayer<Architecture_t>::Print() const
0296 -> void
0297 {
0298    std::cout << " RECURRENT Layer: \t ";
0299    std::cout << " (NInput = " << this->GetInputSize();  // input size
0300    std::cout << ", NState = " << this->GetStateSize();  // hidden state size
0301    std::cout << ", NTime  = " << this->GetTimeSteps() << " )";  // time size
0302    std::cout << "\tOutput = ( " << this->GetOutput().GetFirstSize() << " , " << this->GetOutput().GetHSize() << " , " << this->GetOutput().GetWSize() << " )\n";
0303 }
0304 
0305 template <typename Architecture_t>
0306 auto debugMatrix(const typename Architecture_t::Matrix_t &A, const std::string name = "matrix")
0307 -> void
0308 {
0309   std::cout << name << "\n";
0310   for (size_t i = 0; i < A.GetNrows(); ++i) {
0311     for (size_t j = 0; j < A.GetNcols(); ++j) {
0312         std::cout << A(i, j) << " ";
0313     }
0314     std::cout << "\n";
0315   }
0316   std::cout << "********\n";
0317 }
0318 
0319 
0320 //______________________________________________________________________________
0321 template <typename Architecture_t>
0322 void TBasicRNNLayer<Architecture_t>::Forward(Tensor_t &input, bool isTraining ) // B x T x D
0323 {
0324 
0325    //printf("doing RNNLayer forward\n");
0326    // for Cudnn
0327    if (Architecture_t::IsCudnn()) {
0328 
0329       Tensor_t &x = this->fX;
0330       Tensor_t &y = this->fY;
0331 
0332       Architecture_t::Rearrange(x, input);
0333 
0334       // why passing the first weight, better to pass all weight tensor (including bias)
0335       // LM 05/24
0336       //const auto &weights = this->GetWeightsAt(0);
0337       const auto & weights = this->GetWeightsTensor();
0338 
0339       // Tensor_t cx({1}); // not used for normal RNN
0340       // Tensor_t cy({1}); // not used for normal RNN
0341 
0342       // hx is fState - tensor are of right shape
0343       auto &hx = this->GetState();
0344       auto &cx = this->GetCell();
0345       // use same for hy and cy
0346       auto &hy = this->GetState();
0347       auto &cy = this->GetCell();
0348 
0349       auto & rnnDesc = static_cast<RNNDescriptors_t &>(*fDescriptors);
0350       auto & rnnWork = static_cast<RNNWorkspace_t &>(*fWorkspace);
0351 
0352       //printf("doing RNNLayer forward  - calling cudnn forwsrd\n");
0353 
0354       Architecture_t::RNNForward(x, hx, cx, weights, y, hy, cy, rnnDesc, rnnWork, isTraining);
0355 
0356       if (fReturnSequence) {
0357          Architecture_t::Rearrange(this->GetOutput(), y);    // swap B and T from y to Output
0358       }
0359       else {
0360          // tmp is a reference to y (full cudnn output)
0361          Tensor_t tmp = (y.At(y.GetShape()[0] - 1)).Reshape({y.GetShape()[1], 1, y.GetShape()[2]});
0362          Architecture_t::Copy(this->GetOutput(), tmp);
0363       }
0364       return;
0365    }
0366 
0367    // FORWARD for CPU architecture
0368    // D : input size
0369    // H : state size
0370    // T : time size
0371    // B : batch size
0372 
0373    Tensor_t arrInput (fTimeSteps, this->GetBatchSize(), this->GetInputWidth() );
0374    //for (size_t t = 0; t < fTimeSteps; ++t) arrInput.emplace_back(this->GetBatchSize(), this->GetInputWidth()); // T x B x D
0375    Architecture_t::Rearrange(arrInput, input);
0376    Tensor_t arrOutput ( fTimeSteps, this->GetBatchSize(), fStateSize);
0377    //for (size_t t = 0; t < fTimeSteps;++t) arrOutput.emplace_back(this->GetBatchSize(), fStateSize); // T x B x H
0378 
0379    if (!this->fRememberState) InitState(DNN::EInitialization::kZero);
0380 
0381    for (size_t t = 0; t < fTimeSteps; ++t) {
0382       Matrix_t arrInput_m = arrInput.At(t).GetMatrix();
0383       Matrix_t df_m = fDerivatives.At(t).GetMatrix();
0384       CellForward(arrInput_m, df_m );
0385       Matrix_t arrOutput_m = arrOutput.At(t).GetMatrix();
0386       Architecture_t::Copy(arrOutput_m, fState);
0387    }
0388 
0389    if (fReturnSequence)
0390       Architecture_t::Rearrange(this->GetOutput(), arrOutput);  // B x T x D
0391    else {
0392       // get T[end[]]
0393 
0394       Tensor_t tmp = arrOutput.At(fTimeSteps - 1); // take last time step
0395       // shape of tmp is  for CPU (column wise) B x D ,   need to reshape to  make a B x D x 1
0396       //  and transpose it to 1 x D x B  (this is how output is expected in columnmajor format)
0397       tmp = tmp.Reshape({tmp.GetShape()[0], tmp.GetShape()[1], 1});
0398       assert(tmp.GetSize() == this->GetOutput().GetSize());
0399       assert(tmp.GetShape()[0] == this->GetOutput().GetShape()[2]); // B is last dim in output and first in tmp
0400       Architecture_t::Rearrange(this->GetOutput(), tmp);
0401       // keep array output
0402       fY = arrOutput;
0403    }
0404 }
0405 
0406 //______________________________________________________________________________
0407 template <typename Architecture_t>
0408 auto inline TBasicRNNLayer<Architecture_t>::CellForward(const Matrix_t &input, Matrix_t &dF)
0409 -> void
0410 {
0411    // State = act(W_input . input + W_state . state + bias)
0412    const DNN::EActivationFunction fAF = this->GetActivationFunction();
0413    Matrix_t tmpState(fState.GetNrows(), fState.GetNcols());
0414    Architecture_t::MultiplyTranspose(tmpState, fState, fWeightsState);
0415    Architecture_t::MultiplyTranspose(fState, input, fWeightsInput);
0416    Architecture_t::ScaleAdd(fState, tmpState);
0417    Architecture_t::AddRowWise(fState, fBiases);
0418    Tensor_t inputActivFunc(dF);
0419    Tensor_t tState(fState);
0420 
0421    // DNN::evaluateDerivative<Architecture_t>(dFt, fAF, fState);
0422    // DNN::evaluate<Architecture_t>(tState, fAF);
0423 
0424    Architecture_t::Copy(inputActivFunc, tState);
0425    Architecture_t::ActivationFunctionForward(tState, fAF, fActivationDesc);
0426 
0427 }
0428 
0429 //____________________________________________________________________________
0430 template <typename Architecture_t>
0431 auto inline TBasicRNNLayer<Architecture_t>::Backward(Tensor_t &gradients_backward,         // B x T x D
0432                                                      const Tensor_t &activations_backward) -> void  // B x T x D
0433                                                    //   std::vector<Matrix_t> & /*inp1*/, std::vector<Matrix_t> &
0434                                                    //   /*inp2*/) -> void
0435 {
0436    //BACKWARD for CUDNN
0437    if (Architecture_t::IsCudnn() ) {
0438 
0439       Tensor_t &x = this->fX;
0440       Tensor_t &y = this->fY;
0441       Tensor_t &dx = this->fDx;
0442       Tensor_t &dy = this->fDy;
0443 
0444       // input size is stride[1] of input tensor that is B x T x inputSize
0445       assert(activations_backward.GetStrides()[1] == this->GetInputSize() );
0446 
0447       Architecture_t::Rearrange(x, activations_backward);
0448 
0449       if (!fReturnSequence) {
0450 
0451          //Architecture_t::InitializeZero(dy);
0452          Architecture_t::InitializeZero(dy);
0453 
0454          //Tensor_t tmp1 = y.At(y.GetShape()[0] - 1).Reshape({y.GetShape()[1], 1, y.GetShape()[2]});
0455          Tensor_t tmp2 = dy.At(dy.GetShape()[0] - 1).Reshape({dy.GetShape()[1], 1, dy.GetShape()[2]});
0456 
0457          //Architecture_t::Copy(tmp1, this->GetOutput());
0458          Architecture_t::Copy(tmp2, this->GetActivationGradients());
0459       }
0460       else {
0461          Architecture_t::Rearrange(y, this->GetOutput());
0462          Architecture_t::Rearrange(dy, this->GetActivationGradients());
0463       }
0464 
0465 
0466 
0467       // for cudnn Matrix_t and Tensor_t are same type
0468       //const auto &weights = this->GetWeightsTensor();
0469       auto &weights = this->GetWeightsTensor();
0470       auto &weightGradients = this->GetWeightGradientsTensor();
0471       // note that cudnnRNNBackwardWeights accumulate the weight gradients.
0472       // We need then to initialize the tensor to zero every time
0473       Architecture_t::InitializeZero(weightGradients);
0474 
0475 
0476       // hx is fState
0477       auto &hx = this->GetState();
0478       auto &cx = this->GetCell();
0479       // use same for hy and cy
0480       auto &dhy = hx;
0481       auto &dcy = cx;
0482       auto &dhx = hx;
0483       auto &dcx = cx;
0484 
0485 
0486       auto & rnnDesc = static_cast<RNNDescriptors_t &>(*fDescriptors);
0487       auto & rnnWork = static_cast<RNNWorkspace_t &>(*fWorkspace);
0488       
0489       Architecture_t::RNNBackward(x, hx, cx, y, dy, dhy, dcy, weights, dx, dhx, dcx, weightGradients, rnnDesc, rnnWork);
0490 
0491       if (gradients_backward.GetSize() != 0)
0492          Architecture_t::Rearrange(gradients_backward, dx);
0493 
0494       return;
0495    }
0496 
0497    // BACKWARD FOR CPU
0498    // activations backward is input
0499    // gradients_backward is activationGradients of layer before it, which is input layer
0500    // currently gradient_backward is for input(x) and not for state
0501    // TODO use this to change initial state??
0502 
0503 
0504   bool dummy = false;
0505   if (gradients_backward.GetSize() == 0) {
0506      dummy = true;
0507   }
0508   Tensor_t arr_gradients_backward ( fTimeSteps, this->GetBatchSize(), this->GetInputSize());
0509   //for (size_t t = 0; t < fTimeSteps; ++t) arr_gradients_backward.emplace_back(this->GetBatchSize(), this->GetInputSize()); // T x B x D
0510 
0511   if (!dummy) {
0512       // TODO gradients_backward will be written back on the matrix
0513      //Architecture_t::Rearrange(arr_gradients_backward, gradients_backward);
0514   }
0515   Tensor_t arr_activations_backward ( fTimeSteps, this->GetBatchSize(), this->GetInputSize());
0516   //for (size_t t = 0; t < fTimeSteps; ++t) arr_activations_backward.emplace_back(this->GetBatchSize(), this->GetInputSize());  // T x B x D
0517   Architecture_t::Rearrange(arr_activations_backward, activations_backward);
0518 
0519    Matrix_t state_gradients_backward(this->GetBatchSize(), fStateSize);  // B x H
0520    DNN::initialize<Architecture_t>(state_gradients_backward,  DNN::EInitialization::kZero);
0521 
0522    Matrix_t initState(this->GetBatchSize(), fStateSize);  // B x H
0523    DNN::initialize<Architecture_t>(initState,   DNN::EInitialization::kZero);
0524 
0525    Tensor_t arr_output (  fTimeSteps, this->GetBatchSize(), fStateSize);
0526    Tensor_t arr_actgradients(fTimeSteps, this->GetBatchSize(), fStateSize);
0527 
0528    if (fReturnSequence) {
0529       Architecture_t::Rearrange(arr_output, this->GetOutput());
0530       Architecture_t::Rearrange(arr_actgradients, this->GetActivationGradients());
0531    } else {
0532       //
0533       arr_output = fY;
0534 
0535       Architecture_t::InitializeZero(arr_actgradients);
0536       // need to reshape to pad a time dimension = 1 (note here is columnmajor tensors)
0537       Tensor_t tmp_grad = arr_actgradients.At(fTimeSteps - 1).Reshape({this->GetBatchSize(), fStateSize, 1});
0538       assert(tmp_grad.GetSize() == this->GetActivationGradients().GetSize());
0539       assert(tmp_grad.GetShape()[0] ==
0540              this->GetActivationGradients().GetShape()[2]); // B in tmp is [0] and [2] in input act. gradients
0541 
0542       Architecture_t::Rearrange(tmp_grad, this->GetActivationGradients());
0543    }
0544 
0545    // reinitialize weights and biases gradients to 0
0546    fWeightInputGradients.Zero();
0547    fWeightStateGradients.Zero();
0548    fBiasGradients.Zero();
0549 
0550    for (size_t t = fTimeSteps; t > 0; t--) {
0551       //const Matrix_t & currStateActivations = arr_output[t - 1];
0552       Matrix_t actgrad_m = arr_actgradients.At(t - 1).GetMatrix();
0553       Architecture_t::ScaleAdd(state_gradients_backward, actgrad_m);
0554 
0555       Matrix_t actbw_m = arr_activations_backward.At(t - 1).GetMatrix();
0556       Matrix_t gradbw_m = arr_gradients_backward.At(t - 1).GetMatrix();
0557 
0558       // compute derivatives of activations
0559       Tensor_t  df = fDerivatives.At(t-1);
0560       Tensor_t dy =  Tensor_t(state_gradients_backward);
0561       //Tensor_t dy =  arr_actgradients.At(t - 1);
0562       Tensor_t y = arr_output.At(t-1);
0563       Architecture_t::ActivationFunctionBackward(df, y,
0564                                                  dy, df, //do in place (should work)
0565                                               this->GetActivationFunction(), fActivationDesc);
0566 
0567       Matrix_t df_m = df.GetMatrix();
0568 
0569       // Architecture_t::PrintTensor(df, "dy before");
0570       if (t > 1) {
0571          Matrix_t precStateActivations = arr_output.At(t - 2).GetMatrix();
0572          CellBackward(state_gradients_backward, precStateActivations, actbw_m, gradbw_m, df_m);
0573 
0574       } else {
0575          const Matrix_t & precStateActivations = initState;
0576          CellBackward(state_gradients_backward, precStateActivations, actbw_m, gradbw_m, df_m);
0577 
0578       }
0579    }
0580    if (!dummy) {
0581       Architecture_t::Rearrange(gradients_backward, arr_gradients_backward );
0582    }
0583 }
0584 
0585 //______________________________________________________________________________
0586 template <typename Architecture_t>
0587 auto inline TBasicRNNLayer<Architecture_t>::CellBackward(Matrix_t & state_gradients_backward,
0588                                                      const Matrix_t & precStateActivations,
0589                                                      const Matrix_t & input, Matrix_t & input_gradient, Matrix_t &dF)
0590 -> Matrix_t &
0591 {
0592    return Architecture_t::RecurrentLayerBackward(state_gradients_backward, fWeightInputGradients, fWeightStateGradients,
0593                                                  fBiasGradients, dF, precStateActivations, fWeightsInput,
0594                                                  fWeightsState, input, input_gradient);
0595 }
0596 
0597 //______________________________________________________________________________
0598 template <typename Architecture_t>
0599 void TBasicRNNLayer<Architecture_t>::AddWeightsXMLTo(void *parent)
0600 {
0601    auto layerxml = gTools().xmlengine().NewChild(parent, nullptr, "RNNLayer");
0602 
0603    // write All other info like stateSize, inputSize, timeSteps,rememberState
0604    gTools().xmlengine().NewAttr(layerxml, nullptr, "StateSize", gTools().StringFromInt(this->GetStateSize()));
0605    gTools().xmlengine().NewAttr(layerxml, nullptr, "InputSize", gTools().StringFromInt(this->GetInputSize()));
0606    gTools().xmlengine().NewAttr(layerxml, nullptr, "TimeSteps", gTools().StringFromInt(this->GetTimeSteps()));
0607    gTools().xmlengine().NewAttr(layerxml, nullptr, "RememberState", gTools().StringFromInt(this->DoesRememberState()));
0608    gTools().xmlengine().NewAttr(layerxml, nullptr, "ReturnSequence", gTools().StringFromInt(this->DoesReturnSequence()));
0609 
0610    // write weights and bias matrices
0611    this->WriteMatrixToXML(layerxml, "InputWeights", this -> GetWeightsAt(0));
0612    this->WriteMatrixToXML(layerxml, "StateWeights", this -> GetWeightsAt(1));
0613    this->WriteMatrixToXML(layerxml, "Biases",  this -> GetBiasesAt(0));
0614 
0615 
0616 }
0617 
0618 //______________________________________________________________________________
0619 template <typename Architecture_t>
0620 void TBasicRNNLayer<Architecture_t>::ReadWeightsFromXML(void *parent)
0621 {
0622    // Read weights and biases
0623    this->ReadMatrixXML(parent,"InputWeights", this -> GetWeightsAt(0));
0624    this->ReadMatrixXML(parent,"StateWeights", this -> GetWeightsAt(1));
0625    this->ReadMatrixXML(parent,"Biases", this -> GetBiasesAt(0));
0626 
0627 }
0628 
0629 } // namespace RNN
0630 } // namespace DNN
0631 } // namespace TMVA
0632 
0633 #endif
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