Keras Layer that implements an Attention mechanism, with a context/query vector, for temporal data. Supports Masking. Follows the work of Yang et al. [https://www.cs.cmu.edu/~diyiy/docs/naacl16.pdf] "Hierarchical Attention Networks for Document Classification"

AttentionWithContext.py

def dot_product(x, kernel):
    """
    Wrapper for dot product operation, in order to be compatible with both
    Theano and Tensorflow
    Args:
        x (): input
        kernel (): weights
    Returns:
    """
    if K.backend() == 'tensorflow':
        return K.squeeze(K.dot(x, K.expand_dims(kernel)), axis=-1)
    else:
        return K.dot(x, kernel)
    

class AttentionWithContext(Layer):
    """
    Attention operation, with a context/query vector, for temporal data.
    Supports Masking.
    Follows the work of Yang et al. [https://www.cs.cmu.edu/~diyiy/docs/naacl16.pdf]
    "Hierarchical Attention Networks for Document Classification"
    by using a context vector to assist the attention
    # Input shape
        3D tensor with shape: `(samples, steps, features)`.
    # Output shape
        2D tensor with shape: `(samples, features)`.

    How to use:
    Just put it on top of an RNN Layer (GRU/LSTM/SimpleRNN) with return_sequences=True.
    The dimensions are inferred based on the output shape of the RNN.

    Note: The layer has been tested with Keras 2.0.6

    Example:
        model.add(LSTM(64, return_sequences=True))
        model.add(AttentionWithContext())
        # next add a Dense layer (for classification/regression) or whatever...
    """

    def __init__(self,
                 W_regularizer=None, u_regularizer=None, b_regularizer=None,
                 W_constraint=None, u_constraint=None, b_constraint=None,
                 bias=True, **kwargs):

        self.supports_masking = True
        self.init = initializers.get('glorot_uniform')

        self.W_regularizer = regularizers.get(W_regularizer)
        self.u_regularizer = regularizers.get(u_regularizer)
        self.b_regularizer = regularizers.get(b_regularizer)

        self.W_constraint = constraints.get(W_constraint)
        self.u_constraint = constraints.get(u_constraint)
        self.b_constraint = constraints.get(b_constraint)

        self.bias = bias
        super(AttentionWithContext, self).__init__(**kwargs)

    def build(self, input_shape):
        assert len(input_shape) == 3

        self.W = self.add_weight((input_shape[-1], input_shape[-1],),
                                 initializer=self.init,
                                 name='{}_W'.format(self.name),
                                 regularizer=self.W_regularizer,
                                 constraint=self.W_constraint)
        if self.bias:
            self.b = self.add_weight((input_shape[-1],),
                                     initializer='zero',
                                     name='{}_b'.format(self.name),
                                     regularizer=self.b_regularizer,
                                     constraint=self.b_constraint)

        self.u = self.add_weight((input_shape[-1],),
                                 initializer=self.init,
                                 name='{}_u'.format(self.name),
                                 regularizer=self.u_regularizer,
                                 constraint=self.u_constraint)

        super(AttentionWithContext, self).build(input_shape)

    def compute_mask(self, input, input_mask=None):
        # do not pass the mask to the next layers
        return None

    def call(self, x, mask=None):
        uit = dot_product(x, self.W)

        if self.bias:
            uit += self.b

        uit = K.tanh(uit)
        ait = K.dot(uit, self.u)

        a = K.exp(ait)

        # apply mask after the exp. will be re-normalized next
        if mask is not None:
            # Cast the mask to floatX to avoid float64 upcasting in theano
            a *= K.cast(mask, K.floatx())

        # in some cases especially in the early stages of training the sum may be almost zero
        # and this results in NaN's. A workaround is to add a very small positive number ε to the sum.
        # a /= K.cast(K.sum(a, axis=1, keepdims=True), K.floatx())
        a /= K.cast(K.sum(a, axis=1, keepdims=True) + K.epsilon(), K.floatx())

        a = K.expand_dims(a)
        weighted_input = x * a
        return K.sum(weighted_input, axis=1)

    def compute_output_shape(self, input_shape):
        return input_shape[0], input_shape[-1]

I am getting this error. Can anyone please help me resolve it.

CODE:
model.add(Bidirectional(LSTM(lstm_output_size, dropout_W=0.2,dropout_U=0.2, return_sequences=True)))
model.add(Bidirectional(LSTM(lstm_output_size, dropout_W=0.2,dropout_U=0.2, return_sequences=True)))
model.add(AttentionWithContext())
model.add(Dense(numclasses, activation='softmax'))

Try this https://gist.github.com/iridiumblue/622a9525189d48e9c00659fea269bfa4

@cbaziotis
Thanks a lot for the code. I have a question about using mask. Could you please explain how to define and use a mask here? If I have already used a Masking layer before LSTM, e.g., x = Masking(mask_value=0.)(x), should I still use mask here? If so, how can I define the mask? I am using masking value as 0 in the masking layer for LSTM, then the LSTM layer knows which timesteps should be ignored. However, the LSTM features will not be zeros and might be arbitrary, how to define the mask for the attention layer then? Should we use the same mask as that for LSTM? Thank you very much.