Pytorch LSTM input shape problem for time series feature extraction - pytorch

Question

I am trying to implement a feature extractor LSTM network. First, I have implemented the input LSTM layer with different input and output shapes. The input was 18 which is the features(column) numbers of data tensor and output was 256 nodes which is the hidden layer nodes used in next layers. But, the shape was incompatible in the first layer. So, I changed the first layer to have both 18 for input and output nodes, the problem did not solved.
I also checked with squeezed and unsqueezed (unsqueeze(0)) tensors and both were incompatible with the mentioned input layers.
How should I set parameters of input LSTM layer?
The main architecture of my network was with 18 input nodes in input and 256 output in the first layer:
FeatureExtractorNetworkLSTM(
(fenet): ModuleList(
(0): LSTM(18, 256)
(1): Dropout(p=0.3, inplace=False)
(2): LSTM(256, 256)
(3): Dropout(p=0.3, inplace=False)
(4): LSTM(256, 256)
(5): Dropout(p=0.3, inplace=False)
(6): LSTM(256, 256)
(7): Dropout(p=0.3, inplace=False)
(8): LSTM(256, 256)
(9): Dropout(p=0.3, inplace=False)
(10): LSTM(256, 256)
)
)
And then changed the architecture to below, which has 18 nodes both in input and output:
FeatureExtractorNetworkLSTM(
(fenet): ModuleList(
(0): LSTM(18, 18)
(1): Dropout(p=0.3, inplace=False)
(2): LSTM(256, 256)
(3): Dropout(p=0.3, inplace=False)
(4): LSTM(256, 256)
(5): Dropout(p=0.3, inplace=False)
(6): LSTM(256, 256)
(7): Dropout(p=0.3, inplace=False)
(8): LSTM(256, 256)
(9): Dropout(p=0.3, inplace=False)
(10): LSTM(256, 256)
)
)
but again this error is shown:
RuntimeError : input.size(-1) must be equal to input_size. Expected 18, got 1
Note that using batch is not necessity.
The code of network:
class FeatureExtractorNetworkLSTM(nn.Module):
def __init__(self,
input_size=256, hidden_size=256, output_size=64,
alpha=0.001,
n_layers=3, dropout_prob=0,
optimizer='Adam', chkpt_dir='runs/ppo'):
super(FeatureExtractorNetworkLSTM, self).__init__()
self.checkpoint_file = os.path.join(chkpt_dir, 'fe_LSTM_ppo')
self.fenet = nn.ModuleList()
for n in range(n_layers):
if n == 0:
self.fenet.append(nn.LSTM(input_size, input_size, 1))
#input_size = input_size if n == 0 else hidden_size
elif n == 1:
self.fenet.append(nn.LSTM(input_size, hidden_size, 1))
if dropout_prob > 0:
self.fenet.append(nn.Dropout(dropout_prob))
else:
self.fenet.append(nn.LSTM(hidden_size, hidden_size, 1))
Sample of input tensor:
tensor([[ 1.0658e+00, 1.0675e+00, 1.0637e+00, 1.0652e+00, 1.4717e+04,
6.2318e+01, 6.0329e+01, 5.8142e+01, 1.0639e+00, 1.0592e+00,
1.0549e+00, 6.2538e+01, 2.6001e-03, 2.6311e-04, 2.3370e-03,
1.0681e+00, 1.0558e+00, 1.0619e+00],
[ 1.0652e+00, 1.0667e+00, 1.0647e+00, 1.0665e+00, 1.1889e+04,
6.5088e+01, 6.2078e+01, 5.9319e+01, 1.0643e+00, 1.0595e+00,
1.0550e+00, 6.3402e+01, 2.6151e-03, 2.2250e-04, 2.3926e-03,
1.0684e+00, 1.0564e+00, 1.0624e+00],
[ 1.0665e+00, 1.0668e+00, 1.0645e+00, 1.0648e+00, 7.0910e+03,
5.8982e+01, 5.8555e+01, 5.7163e+01, 1.0644e+00, 1.0597e+00,
1.0551e+00, 5.8190e+01, 2.4615e-03, 5.5073e-05, 2.4064e-03,
1.0685e+00, 1.0569e+00, 1.0627e+00],
[ 1.0648e+00, 1.0651e+00, 1.0630e+00, 1.0641e+00, 7.8530e+03,
5.6691e+01, 5.7200e+01, 5.6324e+01, 1.0643e+00, 1.0599e+00,
1.0552e+00, 5.7425e+01, 2.2588e-03, -1.1809e-04, 2.3769e-03,
1.0685e+00, 1.0576e+00, 1.0630e+00],
[ 1.0641e+00, 1.0642e+00, 1.0621e+00, 1.0626e+00, 6.8300e+03,
5.1931e+01, 5.4325e+01, 5.4523e+01, 1.0641e+00, 1.0600e+00,
1.0553e+00, 5.3252e+01, 1.9554e-03, -3.3719e-04, 2.2926e-03,
1.0684e+00, 1.0580e+00, 1.0632e+00],
[ 1.0626e+00, 1.0628e+00, 1.0610e+00, 1.0623e+00, 6.1390e+03,
5.0850e+01, 5.3664e+01, 5.4107e+01, 1.0638e+00, 1.0601e+00,
1.0553e+00, 4.8368e+01, 1.6675e-03, -5.0007e-04, 2.1676e-03,
1.0681e+00, 1.0587e+00, 1.0634e+00]], device='cuda:0')
and the current input tensor shape is:
torch.Size([6, 18])
Complete traceback
RuntimeError Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_4592/1425274335.py in <module>
7 for t in range(len(env.data)): # while not env.done
8 # Select and perform an action
----> 9 action, probs, value = agent.choose_action(state)
10 reward, done, _ = env.step(action)
11
c:\analytics_ai\analytics_ai\trading_bots\fe_ppo_agent.py in choose_action(self, state)
146 self.actor.device)
147
--> 148 fe_states = self.fe_net(state)
149
150 dist = self.actor(fe_states)
C:\Anaconda3\envs\torchgpu\lib\site-packages\torch\nn\modules\module.py in _call_impl(self, *input, **kwargs)
1100 if not (self._backward_hooks or self._forward_hooks or self._forward_pre_hooks or _global_backward_hooks
1101 or _global_forward_hooks or _global_forward_pre_hooks):
-> 1102 return forward_call(*input, **kwargs)
1103 # Do not call functions when jit is used
1104 full_backward_hooks, non_full_backward_hooks = [], []
c:\analytics_ai\analytics_ai\trading_bots\models.py in forward(self, state)
418 #dist = self.actor(state)
419 for i, l in enumerate(self.fenet):
--> 420 f_state = l(state)
421 #dist = torch.distributions.categorical.Categorical(dist)
422
C:\Anaconda3\envs\torchgpu\lib\site-packages\torch\nn\modules\module.py in _call_impl(self, *input, **kwargs)
1100 if not (self._backward_hooks or self._forward_hooks or self._forward_pre_hooks or _global_backward_hooks
1101 or _global_forward_hooks or _global_forward_pre_hooks):
-> 1102 return forward_call(*input, **kwargs)
1103 # Do not call functions when jit is used
1104 full_backward_hooks, non_full_backward_hooks = [], []
C:\Anaconda3\envs\torchgpu\lib\site-packages\torch\nn\modules\rnn.py in forward(self, input, hx)
687 hx = self.permute_hidden(hx, sorted_indices)
688
--> 689 self.check_forward_args(input, hx, batch_sizes)
690 if batch_sizes is None:
691 result = _VF.lstm(input, hx, self._flat_weights, self.bias, self.num_layers,
C:\Anaconda3\envs\torchgpu\lib\site-packages\torch\nn\modules\rnn.py in check_forward_args(self, input, hidden, batch_sizes)
630 batch_sizes: Optional[Tensor],
631 ):
--> 632 self.check_input(input, batch_sizes)
633 self.check_hidden_size(hidden[0], self.get_expected_hidden_size(input, batch_sizes),
634 'Expected hidden[0] size {}, got {}')
C:\Anaconda3\envs\torchgpu\lib\site-packages\torch\nn\modules\rnn.py in check_input(self, input, batch_sizes)
203 expected_input_dim, input.dim()))
204 if self.input_size != input.size(-1):
--> 205 raise RuntimeError(
206 'input.size(-1) must be equal to input_size. Expected {}, got {}'.format(
207 self.input_size, input.size(-1)))
RuntimeError: input.size(-1) must be equal to input_size. Expected 18, got 1
I also checked it with torch.unsqueeze(0) which converts the shape to:
torch.Size([1, 6, 18])
but did not worked.