Last Updated on October 12, 2021

Deep learning networks have gained immense popularity in the past few years. The â€˜attention mechanismâ€™ is integrated with the deep learning networks to improve their performance. Adding attention component to the network has shown significant improvement in tasks such as machine translation, image recognition, text summarization and similar applications.

This tutorial shows how to add a custom attention layer to a network built using a recurrent neural network. Weâ€™ll illustrate an end to end application of time series forecasting using a very simple dataset. The tutorial is designed for anyone looking for a basic understanding of how to add user defined layers to a deep learning network and use this simple example to build more complex applications.

After completing this tutorial, you will know:

Which methods are required to create a custom attention layer in Keras

How to incorporate the new layer in a network built with SimpleRNN

Letâ€™s get started.

## Tutorial Overview

This tutorial is divided into three parts; they are:

Preparing a simple dataset for time series forecasting

How to use a network built via SimpleRNN for time series forecasting

Adding a custom attention layer to the SimpleRNN network

## Prerequisites

It is assumed that you are familiar with the following topics. You can click the links below for an overview.

What is Attention?

The attention mechanism from scratch

An introduction to RNN and the math that powers them

Understanding simple recurrent neural networks in Keras

## The Dataset

The focus of this article is to gain a basic understanding of how to build a custom attention layer to a deep learning network. For this purpose, weâ€™ll use a very simple example of a Fibonacci sequence, where one number is constructed from previous two numbers. The first 10 numbers of the sequence are shown below:

0, 1, 1, 2, 3, 5, 8, 13, 21, 34, â€¦

When given the previous â€˜tâ€™ numbers, can we get a machine to accurately reconstruct the next number? This would mean discarding all the previous inputs except the last two and performing the correct operation on the last two numbers.

For this tutorial, weâ€™ll construct the training examples from t time steps and use the value at t+1 as the target. For example, if t=3, then the training examples and the corresponding target values would look as follows:

## The SimpleRNN Network

In this section, weâ€™ll write the basic code to generate the dataset and use a SimpleRNN network for predicting the next number of the Fibonacci sequence.

### The Import Section

Letâ€™s first write the import section:

from pandas import read_csv

import numpy as np

from keras import Model

from keras.layers import Layer

import keras.backend as K

from keras.layers import Input, Dense, SimpleRNN

from sklearn.preprocessing import MinMaxScaler

from keras.models import Sequential

from keras.metrics import mean_squared_error

### Preparing The Dataset

The following function generates a sequence of n Fibonacci numbers (not counting the starting two values). If scale_data is set to True, then it would also use the MinMaxScaler from scikit-learn to scale the values between 0 and 1. Letâ€™s see its output for n=10.

def get_fib_seq(n, scale_data=True):

# Get the Fibonacci sequence

seq = np.zeros(n)

fib_n1 = 0.0

fib_n = 1.0

for i in range(n):

seq[i] = fib_n1 + fib_n

fib_n1 = fib_n

fib_n = seq[i]

scaler = []

if scale_data:

scaler = MinMaxScaler(feature_range=(0, 1))

seq = np.reshape(seq, (n, 1))

seq = scaler.fit_transform(seq).flatten()

return seq, scaler

fib_seq = get_fib_seq(10, False)[0]

print(fib_seq)

[ 1. 2. 3. 5. 8. 13. 21. 34. 55. 89.]

Next, we need a function get_fib_XY() that reformats the sequence into training examples and target values to be used by the Keras input layer. When given time_steps as a parameter, get_fib_XY() constructs each row of the dataset with time_steps number of columns. This function not only constructs the training set and test set from the Fibonacci sequence, but also shuffles the training examples and reshapes them to the required TensorFlow format, i.e., total_samples x time_steps x features. Also, the function returns the scaler object that scales the values if scale_data is set to True.

Letâ€™s generate a small training set to see what it looks like. We have set time_steps=3, total_fib_numbers=12, with approximately 70% examples going towards the test points. Note the training and test examples have been shuffled by the permutation() function.

def get_fib_XY(total_fib_numbers, time_steps, train_percent, scale_data=True):

dat, scaler = get_fib_seq(total_fib_numbers, scale_data)

Y_ind = np.arange(time_steps, len(dat), 1)

Y = dat[Y_ind]

rows_x = len(Y)

X = dat[0:rows_x]

for i in range(time_steps-1):

temp = dat[i+1:rows_x+i+1]

X = np.column_stack((X, temp))

# random permutation with fixed seed

rand = np.random.RandomState(seed=13)

idx = rand.permutation(rows_x)

split = int(train_percent*rows_x)

train_ind = idx[0:split]

test_ind = idx[split:]

trainX = X[train_ind]

trainY = Y[train_ind]

testX = X[test_ind]

testY = Y[test_ind]

trainX = np.reshape(trainX, (len(trainX), time_steps, 1))

testX = np.reshape(testX, (len(testX), time_steps, 1))

return trainX, trainY, testX, testY, scaler

trainX, trainY, testX, testY, scaler = get_fib_XY(12, 3, 0.7, False)

print(‘trainX = ‘, trainX)

print(‘trainY = ‘, trainY)

trainX = [[[ 8.]

[13.]

[21.]]

[[ 5.]

[ 8.]

[13.]]

[[ 2.]

[ 3.]

[ 5.]]

[[13.]

[21.]

[34.]]

[[21.]

[34.]

[55.]]

[[34.]

[55.]

[89.]]]

trainY = [ 34. 21. 8. 55. 89. 144.]

### Setting Up The Network

Now letâ€™s setup a small network with two layers. The first one being the SimpleRNN layer and the second one being the Dense layer. Below is a summary of the model.

# Set up parameters

time_steps = 20

hidden_units = 2

epochs = 30

# Create a traditional RNN network

def create_RNN(hidden_units, dense_units, input_shape, activation):

model = Sequential()

model.add(SimpleRNN(hidden_units, input_shape=input_shape, activation=activation[0]))

model.add(Dense(units=dense_units, activation=activation[1]))

model.compile(loss=’mse’, optimizer=’adam’)

return model

model_RNN = create_RNN(hidden_units=hidden_units, dense_units=1, input_shape=(time_steps,1),

activation=[‘tanh’, ‘tanh’])

model_RNN.summary()

Model: “sequential_1”

_________________________________________________________________

Layer (type) Output Shape Param #

=================================================================

simple_rnn_3 (SimpleRNN) (None, 2) 8

_________________________________________________________________

dense_3 (Dense) (None, 1) 3

=================================================================

Total params: 11

Trainable params: 11

Non-trainable params: 0

### Train The Network And Evaluate

The next step is to add code that generates a dataset, trains the network, and evaluates it. This time around, weâ€™ll scale the data between 0 and 1. We donâ€™t need to pass scale_data parameter as its default value is True.

# Generate the dataset

trainX, trainY, testX, testY, scaler = get_fib_XY(1200, time_steps, 0.7)

model_RNN.fit(trainX, trainY, epochs=epochs, batch_size=1, verbose=2)

# Evalute model

train_mse = model_RNN.evaluate(trainX, trainY)

test_mse = model_RNN.evaluate(testX, testY)

# Print error

print(“Train set MSE = “, train_mse)

print(“Test set MSE = “, test_mse)

As output youâ€™ll see the progress of training and the following values of mean square error:

Train set MSE = 5.631405292660929e-05

Test set MSE = 2.623497312015388e-05

## Adding A Custom Attention Layer To The Network

In Keras, it is easy to create a custom layer that implements attention by subclassing theÂ LayerÂ class. The Keras guide lists down clear steps for creating a new layer via subclassing. Weâ€™ll use those guidelines here. All the weights and biases corresponding to a single layer are encapsulated by this class. We need to write the __init__ method as well as override the following methods:

build(): Keras guide recommends adding weights in this method once the size of the inputs is known. This method â€˜lazilyâ€™ creates weights. The builtin function add_weight() can be used to add weights and biases of the attention layer.

call(): The call() method implements the mapping of inputs to outputs. It should implement the forward pass during training.

### The Call Method For Attention Layer

The call method of the attention layer has to compute the alignment scores, weights, and context. You can go through the details of these parameters in Stefaniaâ€™s excellent article on The Attention Mechanism from Scratch. Weâ€™ll implement the Bahdanau attention in our call() method.

The good thing about inheriting a layer from the Keras Layer class and adding the weights via add_weights() method is that weights are automatically tuned. Keras does an equivalent of â€˜reverse engineeringâ€™ of the operations/computations of the call() method and calculates the gradients during training. It is important to specify trainable=True when adding the weights. You can also add a train_step() method to your custom layer and specify your own method for weight training if needed.

The code below implements our custom attention layer.

# Add attention layer to the deep learning network

class attention(Layer):

def __init__(self,**kwargs):

super(attention,self).__init__(**kwargs)

def build(self,input_shape):

self.W=self.add_weight(name=’attention_weight’, shape=(input_shape[-1],1),

initializer=’random_normal’, trainable=True)

self.b=self.add_weight(name=’attention_bias’, shape=(input_shape[1],1),

initializer=’zeros’, trainable=True)

super(attention, self).build(input_shape)

def call(self,x):

# Alignment scores. Pass them through tanh function

e = K.tanh(K.dot(x,self.W)+self.b)

# Remove dimension of size 1

e = K.squeeze(e, axis=-1)

# Compute the weights

alpha = K.softmax(e)

# Reshape to tensorFlow format

alpha = K.expand_dims(alpha, axis=-1)

# Compute the context vector

context = x * alpha

context = K.sum(context, axis=1)

return context

### RNN Network With Attention Layer

Letâ€™s now add an attention layer to the RNN network we created earlier. The function create_RNN_with_attention() now specifies an RNN layer, attention layer and Dense layer in the network. Make sure to set return_sequences=True when specifying the SimpleRNN. This will return the output of the hidden units for all the previous time steps.

Letâ€™s look at a summary of our model with attention.

def create_RNN_with_attention(hidden_units, dense_units, input_shape, activation):

x=Input(shape=input_shape)

RNN_layer = SimpleRNN(hidden_units, return_sequences=True, activation=activation)(x)

attention_layer = attention()(RNN_layer)

outputs=Dense(dense_units, trainable=True, activation=activation)(attention_layer)

model=Model(x,outputs)

model.compile(loss=’mse’, optimizer=’adam’)

return model

model_attention = create_RNN_with_attention(hidden_units=hidden_units, dense_units=1,

input_shape=(time_steps,1), activation=’tanh’)

model_attention.summary()

Model: “model_1”

_________________________________________________________________

Layer (type) Output Shape Param #

=================================================================

input_2 (InputLayer) [(None, 20, 1)] 0

_________________________________________________________________

simple_rnn_2 (SimpleRNN) (None, 20, 2) 8

_________________________________________________________________

attention_1 (attention) (None, 2) 22

_________________________________________________________________

dense_2 (Dense) (None, 1) 3

=================================================================

Total params: 33

Trainable params: 33

Non-trainable params: 0

_________________________________________________________________

### Train And Evaluate The Deep Learning Network With Attention

Itâ€™s time to train and test our model and see how it performs on predicting the next Fibonacci number of a sequence.

model_attention.fit(trainX, trainY, epochs=epochs, batch_size=1, verbose=2)

# Evalute model

train_mse_attn = model_attention.evaluate(trainX, trainY)

test_mse_attn = model_attention.evaluate(testX, testY)

# Print error

print(“Train set MSE with attention = “, train_mse_attn)

print(“Test set MSE with attention = “, test_mse_attn)

Youâ€™ll see the training progress as output and the following:

Train set MSE with attention = 5.3511179430643097e-05

Test set MSE with attention = 9.053358553501312e-06

We can see that even for this simple example, the mean square error on the test set is lower with the attention layer. You can achieve better results with hyper-parameter tuning and model selection. Do try this out on more complex problems and adding more layers to the network. You can also use the scalerÂ object to scale the numbers back to their original values.

You can take this example one step further by using LSTM instead of SimpleRNN or you can build a network via convolution and pooling layers. You can also change this to an encoder decoder network if you like.

## Consolidated Code

The entire code for this tutorial is pasted below if you would like to try it. Note that your outputs would be different from the ones given in this tutorial because of the stochastic nature of this algorithm.

# Prepare data

def get_fib_seq(n, scale_data=True):

# Get the Fibonacci sequence

seq = np.zeros(n)

fib_n1 = 0.0

fib_n = 1.0

for i in range(n):

seq[i] = fib_n1 + fib_n

fib_n1 = fib_n

fib_n = seq[i]

scaler = []

if scale_data:

scaler = MinMaxScaler(feature_range=(0, 1))

seq = np.reshape(seq, (n, 1))

seq = scaler.fit_transform(seq).flatten()

return seq, scaler

def get_fib_XY(total_fib_numbers, time_steps, train_percent, scale_data=True):

dat, scaler = get_fib_seq(total_fib_numbers, scale_data)

Y_ind = np.arange(time_steps, len(dat), 1)

Y = dat[Y_ind]

rows_x = len(Y)

X = dat[0:rows_x]

for i in range(time_steps-1):

temp = dat[i+1:rows_x+i+1]

X = np.column_stack((X, temp))

# random permutation with fixed seed

rand = np.random.RandomState(seed=13)

idx = rand.permutation(rows_x)

split = int(train_percent*rows_x)

train_ind = idx[0:split]

test_ind = idx[split:]

trainX = X[train_ind]

trainY = Y[train_ind]

testX = X[test_ind]

testY = Y[test_ind]

trainX = np.reshape(trainX, (len(trainX), time_steps, 1))

testX = np.reshape(testX, (len(testX), time_steps, 1))

return trainX, trainY, testX, testY, scaler

# Set up parameters

time_steps = 20

hidden_units = 2

epochs = 30

# Create a traditional RNN network

def create_RNN(hidden_units, dense_units, input_shape, activation):

model = Sequential()

model.add(SimpleRNN(hidden_units, input_shape=input_shape, activation=activation[0]))

model.add(Dense(units=dense_units, activation=activation[1]))

model.compile(loss=’mse’, optimizer=’adam’)

return model

model_RNN = create_RNN(hidden_units=hidden_units, dense_units=1, input_shape=(time_steps,1),

activation=[‘tanh’, ‘tanh’])

# Generate the dataset for the network

trainX, trainY, testX, testY, scaler = get_fib_XY(1200, time_steps, 0.7)

# Train the network

model_RNN.fit(trainX, trainY, epochs=epochs, batch_size=1, verbose=2)

# Evalute model

train_mse = model_RNN.evaluate(trainX, trainY)

test_mse = model_RNN.evaluate(testX, testY)

# Print error

print(“Train set MSE = “, train_mse)

print(“Test set MSE = “, test_mse)

# Add attention layer to the deep learning network

class attention(Layer):

def __init__(self,**kwargs):

super(attention,self).__init__(**kwargs)

def build(self,input_shape):

self.W=self.add_weight(name=’attention_weight’, shape=(input_shape[-1],1),

initializer=’random_normal’, trainable=True)

self.b=self.add_weight(name=’attention_bias’, shape=(input_shape[1],1),

initializer=’zeros’, trainable=True)

super(attention, self).build(input_shape)

def call(self,x):

# Alignment scores. Pass them through tanh function

e = K.tanh(K.dot(x,self.W)+self.b)

# Remove dimension of size 1

e = K.squeeze(e, axis=-1)

# Compute the weights

alpha = K.softmax(e)

# Reshape to tensorFlow format

alpha = K.expand_dims(alpha, axis=-1)

# Compute the context vector

context = x * alpha

context = K.sum(context, axis=1)

return context

def create_RNN_with_attention(hidden_units, dense_units, input_shape, activation):

x=Input(shape=input_shape)

RNN_layer = SimpleRNN(hidden_units, return_sequences=True, activation=activation)(x)

attention_layer = attention()(RNN_layer)

outputs=Dense(dense_units, trainable=True, activation=activation)(attention_layer)

model=Model(x,outputs)

model.compile(loss=’mse’, optimizer=’adam’)

return model

# Create the model with attention, train and evaluate

model_attention = create_RNN_with_attention(hidden_units=hidden_units, dense_units=1,

input_shape=(time_steps,1), activation=’tanh’)

model_attention.summary()

model_attention.fit(trainX, trainY, epochs=epochs, batch_size=1, verbose=2)

# Evalute model

train_mse_attn = model_attention.evaluate(trainX, trainY)

test_mse_attn = model_attention.evaluate(testX, testY)

# Print error

print(“Train set MSE with attention = “, train_mse_attn)

print(“Test set MSE with attention = “, test_mse_attn)

## Further Reading

This section provides more resources on the topic if you are looking to go deeper.

### Books

Deep Learning Essentials, by Wei Di, Anurag Bhardwaj and Jianing Wei.

Deep learning by Ian Goodfellow, Joshua Bengio and Aaron Courville.

### Papers

Neural Machine Translation by Jointly Learning to Align and Translate, 2014.

### Articles

A Tour of Recurrent Neural Network Algorithms for Deep Learning.

What is Attention?

The attention mechanism from scratch.

An introduction to RNN and the math that powers them.

Understanding simple recurrent neural networks in Keras.

How to Develop an Encoder-Decoder Model with Attention in Keras

## Summary

In this tutorial, you discovered how to add a custom attention layer to a deep learning network using Keras.

Specifically, you learned:

How to override the Keras Layer class.

The method build() is required to add weights to the attention layer.

The call() method is required for specifying the mapping of inputs to outputs of the attention layer.

How to add a custom attention layer to the deep learning network built using SimpleRNN.

Do you have any questions about RNNs discussed in this post? Ask your questions in the comments below and I will do my best to answer.

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