Adding initialstates function to RNNs (#2541)

* added initialstates

* added initialstates to recurrent layers, added docstrings

* fixed small errors

* streamlined implementation, added tests

* Update docs/src/reference/models/layers.md

---------

Co-authored-by: Carlo Lucibello <carlo.lucibello@gmail.com>

Author: MartinuzziFrancesco

docs/src/reference/models/layers.md

@@ -112,6 +112,7 @@ GRUCell
 GRU
 GRUv3Cell
 GRUv3
+Flux.initialstates
 ```
 
 ## Normalisation & Regularisation

src/Flux.jl

@@ -54,7 +54,7 @@ export Chain, Dense, Embedding, EmbeddingBag,
   # layers
   Bilinear, Scale,
   # utils
-  outputsize, state, create_bias, @layer,
+  outputsize, state, create_bias, @layer, initialstates,
   # from OneHotArrays.jl
   onehot, onehotbatch, onecold,
   # from Train

src/layers/recurrent.jl

@@ -32,7 +32,7 @@ The arguments of the forward pass are:
 
 - `x`: The input to the RNN. It should be a vector of size `in` or a matrix of size `in x batch_size`.
 - `h`: The hidden state of the RNN. It should be a vector of size `out` or a matrix of size `out x batch_size`.
-       If not provided, it is assumed to be a vector of zeros.
+       If not provided, it is assumed to be a vector of zeros, initialized by [`initialstates`](@ref).
 
 # Examples
 
@@ -69,6 +69,29 @@ end
 
 @layer RNNCell
 
+"""
+    initialstates(rnn) -> AbstractVector
+
+Return the initial hidden state for the given recurrent cell or recurrent layer.
+
+# Example
+```julia
+using Flux
+
+# Create an RNNCell from input dimension 10 to output dimension 20
+rnn = RNNCell(10 => 20)
+
+# Get the initial hidden state
+h0 = initialstates(rnn)
+
+# Get some input data
+x = rand(Float32, 10)
+
+# Run forward
+res = rnn(x, h0)
+"""
+initialstates(rnn::RNNCell) = zeros_like(rnn.Wh, size(rnn.Wh, 2))
+
 function RNNCell(
   (in, out)::Pair,
   σ = tanh;
@@ -82,7 +105,10 @@ function RNNCell(
   return RNNCell(σ, Wi, Wh, b)
 end
 
-(m::RNNCell)(x::AbstractVecOrMat) = m(x, zeros_like(x, size(m.Wh, 1)))
+function (rnn::RNNCell)(x::AbstractVecOrMat)
+  state = initialstates(rnn)
+  return rnn(x, state)
+end
 
 function (m::RNNCell)(x::AbstractVecOrMat, h::AbstractVecOrMat)
   _size_check(m, x, 1 => size(m.Wi, 2))
@@ -130,7 +156,7 @@ The arguments of the forward pass are:
 - `x`: The input to the RNN. It should be a matrix size `in x len` or an array of size `in x len x batch_size`.
 - `h`: The initial hidden state of the RNN. 
        If given, it is a vector of size `out` or a matrix of size `out x batch_size`.
-       If not provided, it is assumed to be a vector of zeros.
+       If not provided, it is assumed to be a vector of zeros, initialized by [`initialstates`](@ref).
 
 Returns all new hidden states `h_t` as an array of size `out x len x batch_size`.
 
@@ -173,12 +199,17 @@ end
 
 @layer RNN
 
+initialstates(rnn::RNN) = initialstates(rnn.cell)
+
 function RNN((in, out)::Pair, σ = tanh; cell_kwargs...)
   cell = RNNCell(in => out, σ; cell_kwargs...)
   return RNN(cell)
 end
 
-(m::RNN)(x::AbstractArray) = m(x, zeros_like(x, size(m.cell.Wh, 1)))
+function (rnn::RNN)(x::AbstractArray)
+  state = initialstates(rnn)
+  return rnn(x, state)
+end
 
 function (m::RNN)(x::AbstractArray, h)
   @assert ndims(x) == 2 || ndims(x) == 3
@@ -231,7 +262,7 @@ The arguments of the forward pass are:
 - `x`: The input to the LSTM. It should be a matrix of size `in` or an array of size `in x batch_size`.
 - `(h, c)`: A tuple containing the hidden and cell states of the LSTM. 
   They should be vectors of size `out` or matrices of size `out x batch_size`.
-  If not provided, they are assumed to be vectors of zeros.
+  If not provided, they are assumed to be vectors of zeros, initialized by [`initialstates`](@ref).
 
 Returns a tuple `(h′, c′)` containing the new hidden state and cell state in tensors of size  `out` or `out x batch_size`. 
 
@@ -261,6 +292,10 @@ end
 
 @layer LSTMCell
 
+function initialstates(lstm:: LSTMCell) 
+  return zeros_like(lstm.Wh, size(lstm.Wh, 2)), zeros_like(lstm.Wh, size(lstm.Wh, 2))
+end
+
 function LSTMCell(
   (in, out)::Pair;
   init_kernel = glorot_uniform,
@@ -274,10 +309,9 @@ function LSTMCell(
   return cell
 end
 
-function (m::LSTMCell)(x::AbstractVecOrMat)
-  h = zeros_like(x, size(m.Wh, 2))
-  c = zeros_like(h)
-  return m(x, (h, c))
+function (lstm::LSTMCell)(x::AbstractVecOrMat)
+  state, cstate = initialstates(lstm)
+  return lstm(x, (state, cstate))
 end
 
 function (m::LSTMCell)(x::AbstractVecOrMat, (h, c))
@@ -332,7 +366,7 @@ The arguments of the forward pass are:
 - `x`: The input to the LSTM. It should be a matrix of size `in x len` or an array of size `in x len x batch_size`.
 - `(h, c)`: A tuple containing the hidden and cell states of the LSTM. 
     They should be vectors of size `out` or matrices of size `out x batch_size`.
-    If not provided, they are assumed to be vectors of zeros.
+    If not provided, they are assumed to be vectors of zeros, initialized by [`initialstates`](@ref).
 
 Returns a tuple `(h′, c′)` containing all new hidden states `h_t` and cell states `c_t` 
 in tensors of size `out x len` or `out x len x batch_size`.
@@ -363,15 +397,16 @@ end
 
 @layer LSTM
 
+initialstates(lstm::LSTM) = initialstates(lstm.cell)
+
 function LSTM((in, out)::Pair; cell_kwargs...)
   cell = LSTMCell(in => out; cell_kwargs...)
   return LSTM(cell)
 end
 
-function (m::LSTM)(x::AbstractArray)
-  h = zeros_like(x, size(m.cell.Wh, 2))
-  c = zeros_like(h)
-  return m(x, (h, c))
+function (lstm::LSTM)(x::AbstractArray)
+  state, cstate = initialstates(lstm)
+  return lstm(x, (state, cstate))
 end
 
 function (m::LSTM)(x::AbstractArray, (h, c))
@@ -422,7 +457,7 @@ See also [`GRU`](@ref) for a layer that processes entire sequences.
 The arguments of the forward pass are:
 - `x`: The input to the GRU. It should be a vector of size `in` or a matrix of size `in x batch_size`.
 - `h`: The hidden state of the GRU. It should be a vector of size `out` or a matrix of size `out x batch_size`.
-  If not provided, it is assumed to be a vector of zeros.
+  If not provided, it is assumed to be a vector of zeros, initialized by [`initialstates`](@ref).
 
 Returns the new hidden state `h'` as an array of size `out` or `out x batch_size`.
 
@@ -447,6 +482,8 @@ end
 
 @layer GRUCell
 
+initialstates(gru::GRUCell) = zeros_like(gru.Wh, size(gru.Wh, 2))
+
 function GRUCell(
   (in, out)::Pair;
   init_kernel = glorot_uniform,
@@ -459,7 +496,10 @@ function GRUCell(
   return GRUCell(Wi, Wh, b)
 end
 
-(m::GRUCell)(x::AbstractVecOrMat) = m(x, zeros_like(x, size(m.Wh, 2)))
+function (gru::GRUCell)(x::AbstractVecOrMat)
+  state = initialstates(gru)
+  return gru(x, state)
+end
 
 function (m::GRUCell)(x::AbstractVecOrMat, h)
   _size_check(m, x, 1 => size(m.Wi, 2))
@@ -514,7 +554,7 @@ The arguments of the forward pass are:
 
 - `x`: The input to the GRU. It should be a matrix of size `in x len` or an array of size `in x len x batch_size`.
 - `h`: The initial hidden state of the GRU. It should be a vector of size `out` or a matrix of size `out x batch_size`.
-       If not provided, it is assumed to be a vector of zeros. 
+       If not provided, it is assumed to be a vector of zeros, initialized by [`initialstates`](@ref).
 
 Returns all new hidden states `h_t` as an array of size `out x len x batch_size`.
 
@@ -534,14 +574,16 @@ end
 
 @layer GRU
 
+initialstates(gru::GRU) = initialstates(gru.cell)
+
 function GRU((in, out)::Pair; cell_kwargs...)
   cell = GRUCell(in => out; cell_kwargs...)
   return GRU(cell)
 end
 
-function (m::GRU)(x::AbstractArray)
-  h = zeros_like(x, size(m.cell.Wh, 2))
-  return m(x, h)
+function (gru::GRU)(x::AbstractArray)
+  state = initialstates(gru)
+  return gru(x, state)
 end
 
 function (m::GRU)(x::AbstractArray, h)
@@ -590,7 +632,7 @@ See [`GRU`](@ref) and [`GRUCell`](@ref) for variants of this layer.
 The arguments of the forward pass are:
 - `x`: The input to the GRU. It should be a vector of size `in` or a matrix of size `in x batch_size`.
 - `h`: The hidden state of the GRU. It should be a vector of size `out` or a matrix of size `out x batch_size`.
-  If not provided, it is assumed to be a vector of zeros.
+  If not provided, it is assumed to be a vector of zeros, initialized by [`initialstates`](@ref).
 
 Returns the new hidden state `h'` as an array of size `out` or `out x batch_size`.
 """
@@ -603,6 +645,8 @@ end
 
 @layer GRUv3Cell
 
+initialstates(gru::GRUv3Cell) = zeros_like(gru.Wh, size(gru.Wh, 2))
+
 function GRUv3Cell(
   (in, out)::Pair;
   init_kernel = glorot_uniform,
@@ -616,7 +660,10 @@ function GRUv3Cell(
   return GRUv3Cell(Wi, Wh, b, Wh_h̃)
 end
 
-(m::GRUv3Cell)(x::AbstractVecOrMat) = m(x, zeros_like(x, size(m.Wh, 2)))
+function (gru::GRUv3Cell)(x::AbstractVecOrMat)
+  state = initialstates(gru)
+  return gru(x, state)
+end
 
 function (m::GRUv3Cell)(x::AbstractVecOrMat, h)
   _size_check(m, x, 1 => size(m.Wi, 2))
@@ -667,21 +714,45 @@ but only a less popular variant.
 - `init_kernel`: The initialization function to use for the input to hidden connection weights. Default is `glorot_uniform`.
 - `init_recurrent_kernel`: The initialization function to use for the hidden to hidden connection weights. Default is `glorot_uniform`.
 - `bias`: Whether to include a bias term initialized to zero. Default is `true`.
+
+# Forward
+
+    gruv3(x, [h])
+
+The arguments of the forward pass are:
+
+- `x`: The input to the GRU. It should be a matrix of size `in x len` or an array of size `in x len x batch_size`.
+- `h`: The initial hidden state of the GRU. It should be a vector of size `out` or a matrix of size `out x batch_size`.
+       If not provided, it is assumed to be a vector of zeros, initialized by [`initialstates`](@ref).
+
+Returns all new hidden states `h_t` as an array of size `out x len x batch_size`.
+
+# Examples
+
+```julia
+d_in, d_out, len, batch_size = 2, 3, 4, 5
+gruv3 = GRUv3(d_in => d_out)
+x = rand(Float32, (d_in, len, batch_size))
+h0 = zeros(Float32, d_out)
+h = gruv3(x, h0)  # out x len x batch_size
+```
 """
 struct GRUv3{M}
   cell::M
 end
 
 @layer GRUv3
 
+initialstates(gru::GRUv3) = initialstates(gru.cell)
+
 function GRUv3((in, out)::Pair; cell_kwargs...)
   cell = GRUv3Cell(in => out; cell_kwargs...)
   return GRUv3(cell)
 end
 
-function (m::GRUv3)(x::AbstractArray)
-  h = zeros_like(x, size(m.cell.Wh, 2))
-  return m(x, h)
+function (gru::GRUv3)(x::AbstractArray)
+  state = initialstates(gru)
+  return gru(x, state)
 end
 
 function (m::GRUv3)(x::AbstractArray, h)

test/layers/recurrent.jl

@@ -43,6 +43,9 @@
     test_gradients(r, x, h, loss=loss3) # splat
     test_gradients(r, x, h, loss=loss4) # vcat and stack
 
+    # initial states are zero
+    @test Flux.initialstates(r) ≈ zeros(Float32, 5)
+
     # no initial state same as zero initial state
     @test r(x[1]) ≈ r(x[1], zeros(Float32, 5))
 
@@ -80,8 +83,11 @@ end
     @test size(y) == (4, 3, 1)
     test_gradients(model, x)
 
+    rnn = model.rnn
+    # initial states are zero
+    @test Flux.initialstates(rnn) ≈ zeros(Float32, 4)
+    
     # no initial state same as zero initial state
-    rnn = model.rnn 
     @test rnn(x) ≈ rnn(x, zeros(Float32, 4))
 
     x = rand(Float32, 2, 3)
@@ -120,6 +126,11 @@ end
     test_gradients(cell, x[1], (h, c), loss = (m, x, hc) -> mean(m(x, hc)[1]))
     test_gradients(cell, x, (h, c), loss = loss)
 
+    # initial states are zero
+    h0, c0 = Flux.initialstates(cell)
+    @test h0 ≈ zeros(Float32, 5)
+    @test c0 ≈ zeros(Float32, 5)
+
     # no initial state same as zero initial state
     hnew1, cnew1 = cell(x[1])
     hnew2, cnew2 = cell(x[1], (zeros(Float32, 5), zeros(Float32, 5)))
@@ -166,6 +177,12 @@ end
     @test size(h) == (4, 3)
     @test c isa Array{Float32, 2}
     @test size(c) == (4, 3)
+
+    # initial states are zero
+    h0, c0 = Flux.initialstates(lstm)
+    @test h0 ≈ zeros(Float32, 4)
+    @test c0 ≈ zeros(Float32, 4)
+
     # no initial state same as zero initial state
     h1, c1 = lstm(x, (zeros(Float32, 4), zeros(Float32, 4)))
     @test h ≈ h1
@@ -192,6 +209,9 @@ end
     h = randn(Float32, 5)
     test_gradients(r, x, h; loss)
 
+    # initial states are zero
+    @test Flux.initialstates(r) ≈ zeros(Float32, 5)
+
     # no initial state same as zero initial state
     @test r(x[1]) ≈ r(x[1], zeros(Float32, 5))
 
@@ -227,8 +247,12 @@ end
     @test size(y) == (4, 3, 1)
     test_gradients(model, x)
 
-    # no initial state same as zero initial state
+    
     gru = model.gru
+    # initial states are zero
+    @test Flux.initialstates(gru) ≈ zeros(Float32, 4)
+
+    # no initial state same as zero initial state
     @test gru(x) ≈ gru(x, zeros(Float32, 4))
 
     # No Bias
@@ -246,6 +270,9 @@ end
     h = randn(Float32, 5)
     test_gradients(r, x, h)
 
+    # initial states are zero
+    @test Flux.initialstates(r) ≈ zeros(Float32, 5)
+
     # no initial state same as zero initial state
     @test r(x) ≈ r(x, zeros(Float32, 5))
 
@@ -277,7 +304,10 @@ end
     @test size(y) == (4, 3, 1)
     test_gradients(model, x)
 
-    # no initial state same as zero initial state
     gru = model.gru
+    # initial states are zero
+    @test Flux.initialstates(gru) ≈ zeros(Float32, 4)
+    
+    # no initial state same as zero initial state
     @test gru(x) ≈ gru(x, zeros(Float32, 4))
 end