Adding return state option to recurrent layers

src/layers/recurrent.jl

@@ -4,7 +4,7 @@
     yt, state = cell(x_t, state)
     y = vcat(y, [yt])
   end
-  return stack(y, dims = 2)
+  return stack(y, dims = 2), state
 end
 
 """
@@ -58,16 +58,27 @@
 julia> y = rnn(x); # out x len x batch_size
 ```
 """
-struct Recurrence{M}
+struct Recurrence{S,M}
   cell::M
 end
 
 @layer Recurrence
 
 initialstates(rnn::Recurrence) = initialstates(rnn.cell)
 
+function Recurrence(cell; return_state = false)
+  return Recurrence{return_state, typeof(cell)}(cell)
+end
+
 (rnn::Recurrence)(x::AbstractArray) = rnn(x, initialstates(rnn))
-(rnn::Recurrence)(x::AbstractArray, state) = scan(rnn.cell, x, state)
+
+function (rnn::Recurrence{false})(x::AbstractArray, state)
+  first(scan(rnn.cell, x, state))
+end
+
+function (rnn::Recurrence{true})(x::AbstractArray, state)
+  scan(rnn.cell, x, state)
+end
 
 # Vanilla RNN
 @doc raw"""
@@ -193,8 +204,8 @@
 end
 
 @doc raw"""
-    RNN(in => out, σ = tanh; init_kernel = glorot_uniform, 
-      init_recurrent_kernel = glorot_uniform, bias = true)
+    RNN(in => out, σ = tanh; return_state = false,
+      init_kernel = glorot_uniform, init_recurrent_kernel = glorot_uniform, bias = true)
 
 The most basic recurrent layer. Essentially acts as a `Dense` layer, but with the
 output fed back into the input each time step.  
@@ -212,6 +223,7 @@
 
 - `in => out`: The input and output dimensions of the layer.
 - `σ`: The non-linearity to apply to the output. Default is `tanh`.
+- `return_state`: Option to return the last state together with the output. Default is `false`.
 - `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`.
@@ -227,7 +239,8 @@
        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, initialized by [`initialstates`](@ref).
 
-Returns all new hidden states `h_t` as an array of size `out x len x batch_size`.
+Returns all new hidden states `h_t` as an array of size `out x len x batch_size`. When `return_state = true` it returns
+a tuple of the hidden stats `h_t` and the last state of the iteration.
 
 # Examples
 
@@ -260,26 +273,43 @@
 model = Model(RNN(32 => 64), zeros(Float32, 64))
 ```
 """
-struct RNN{M}
+struct RNN{S,M}
   cell::M
 end
 
 @layer :noexpand RNN
 
 initialstates(rnn::RNN) = initialstates(rnn.cell)
 
-function RNN((in, out)::Pair, σ = tanh; cell_kwargs...)
+function RNN((in, out)::Pair, σ = tanh; return_state = false, cell_kwargs...)
   cell = RNNCell(in => out, σ; cell_kwargs...)
-  return RNN(cell)
+  return RNN{return_state, typeof(cell)}(cell)
+end
+
+function RNN(cell::RNNCell; return_state::Bool=false)
+  RNN{return_state, typeof(cell)}(cell)
 end
 
 (rnn::RNN)(x::AbstractArray) = rnn(x, initialstates(rnn))
 
-function (m::RNN)(x::AbstractArray, h)
+function (rnn::RNN{false})(x::AbstractArray, h)
   @assert ndims(x) == 2 || ndims(x) == 3
   # [x] = [in, L] or [in, L, B]
   # [h] = [out] or [out, B]
-  return scan(m.cell, x, h)
+  return first(scan(rnn.cell, x, h))
+end
+
+function (rnn::RNN{true})(x::AbstractArray, h)
+  @assert ndims(x) == 2 || ndims(x) == 3
+  # [x] = [in, L] or [in, L, B]
+  # [h] = [out] or [out, B]
+  return scan(rnn.cell, x, h)
+end
+
+function Functors.functor(rnn::RNN{S}) where {S}
+  params = (cell = rnn.cell,)
+  reconstruct = p -> RNN{S, typeof(p.cell)}(p.cell)
+  return params, reconstruct
 end
 
 function Base.show(io::IO, m::RNN)
@@ -391,7 +421,7 @@
 
 
 @doc raw"""
-    LSTM(in => out; init_kernel = glorot_uniform,
+    LSTM(in => out; return_state = false, init_kernel = glorot_uniform,
       init_recurrent_kernel = glorot_uniform, bias = true)
 
 [Long Short Term Memory](https://www.researchgate.net/publication/13853244_Long_Short-term_Memory)
@@ -415,6 +445,7 @@
 # Arguments
 
 - `in => out`: The input and output dimensions of the layer.
+- `return_state`: Option to return the last state together with the output. Default is `false`.
 - `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`.
@@ -430,7 +461,8 @@
     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, initialized by [`initialstates`](@ref).
 
-Returns all new hidden states `h_t` as an array of size `out x len` or `out x len x batch_size`.
+Returns all new hidden states `h_t` as an array of size `out x len` or `out x len x batch_size`. When `return_state = true` it returns
+a tuple of the hidden stats `h_t` and the last state of the iteration.
 
 # Examples
 
@@ -452,24 +484,39 @@
 size(h)  # out x len x batch_size
 ```
 """
-struct LSTM{M}
+struct LSTM{S,M}
   cell::M
 end
 
 @layer :noexpand LSTM
 
 initialstates(lstm::LSTM) = initialstates(lstm.cell)
 
-function LSTM((in, out)::Pair; cell_kwargs...)
+function LSTM((in, out)::Pair; return_state = false, cell_kwargs...)
   cell = LSTMCell(in => out; cell_kwargs...)
-  return LSTM(cell)
+  return LSTM{return_state, typeof(cell)}(cell)
+end
+
+function LSTM(cell::LSTMCell; return_state::Bool=false)
+  LSTM{return_state, typeof(cell)}(cell)
 end
 
 (lstm::LSTM)(x::AbstractArray) = lstm(x, initialstates(lstm))
 
-function (m::LSTM)(x::AbstractArray, state0)
+function (lstm::LSTM{false})(x::AbstractArray, state0)
   @assert ndims(x) == 2 || ndims(x) == 3
-  return scan(m.cell, x, state0)
+  return first(scan(lstm.cell, x, state0))
+end
+
+function (lstm::LSTM{true})(x::AbstractArray, state0)
+  @assert ndims(x) == 2 || ndims(x) == 3
+  return scan(lstm.cell, x, state0)
+end
+
+function Functors.functor(lstm::LSTM{S}) where {S}
+  params = (cell = lstm.cell,)
+  reconstruct = p -> LSTM{S, typeof(p.cell)}(p.cell)
+  return params, reconstruct
 end
 
 function Base.show(io::IO, m::LSTM)
@@ -578,7 +625,7 @@
   print(io, "GRUCell(", size(m.Wi, 2), " => ", size(m.Wi, 1) ÷ 3, ")")
 
 @doc raw"""
-    GRU(in => out; init_kernel = glorot_uniform,
+    GRU(in => out; return_state = false, init_kernel = glorot_uniform,
       init_recurrent_kernel = glorot_uniform, bias = true)
 
 [Gated Recurrent Unit](https://arxiv.org/abs/1406.1078v1) layer. Behaves like an
@@ -599,6 +646,7 @@
 # Arguments
 
 - `in => out`: The input and output dimensions of the layer.
+- `return_state`: Option to return the last state together with the output. Default is `false`.
 - `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`.
@@ -613,7 +661,8 @@
 - `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`.
+Returns all new hidden states `h_t` as an array of size `out x len x batch_size`. When `return_state = true` it returns
+a tuple of the hidden stats `h_t` and the last state of the iteration.
 
 # Examples
 
@@ -625,24 +674,39 @@
 h = gru(x, h0)  # out x len x batch_size
 ```
 """
-struct GRU{M}
+struct GRU{S,M}
   cell::M
 end
 
 @layer :noexpand GRU
 
 initialstates(gru::GRU) = initialstates(gru.cell)
 
-function GRU((in, out)::Pair; cell_kwargs...)
+function GRU((in, out)::Pair; return_state = false, cell_kwargs...)
   cell = GRUCell(in => out; cell_kwargs...)
-  return GRU(cell)
+  return GRU{return_state, typeof(cell)}(cell)
+end
+
+function GRU(cell::GRUCell; return_state::Bool=false)
+  GRU{return_state, typeof(cell)}(cell)
 end
 
 (gru::GRU)(x::AbstractArray) = gru(x, initialstates(gru))
 
-function (m::GRU)(x::AbstractArray, h)
+function (gru::GRU{false})(x::AbstractArray, h)
+  @assert ndims(x) == 2 || ndims(x) == 3
+  return first(scan(gru.cell, x, h))
+end
+
+function (gru::GRU{true})(x::AbstractArray, h)
   @assert ndims(x) == 2 || ndims(x) == 3
-  return scan(m.cell, x, h)
+  return scan(gru.cell, x, h)
+end
+
+function Functors.functor(gru::GRU{S}) where {S}
+  params = (cell = gru.cell,)
+  reconstruct = p -> GRU{S, typeof(p.cell)}(p.cell)
+  return params, reconstruct
 end
 
 function Base.show(io::IO, m::GRU)
@@ -739,7 +803,7 @@
 
 
 @doc raw"""
-    GRUv3(in => out; init_kernel = glorot_uniform,
+    GRUv3(in => out; return_state = false, init_kernel = glorot_uniform,
       init_recurrent_kernel = glorot_uniform, bias = true)
 
 [Gated Recurrent Unit](https://arxiv.org/abs/1406.1078v3) layer. Behaves like an
@@ -764,6 +828,7 @@
 # Arguments
 
 - `in => out`: The input and output dimensions of the layer.
+- `return_state`: Option to return the last state together with the output. Default is `false`.
 - `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`.
@@ -778,7 +843,8 @@
 - `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`.
+Returns all new hidden states `h_t` as an array of size `out x len x batch_size`. When `return_state = true` it returns
+a tuple of the hidden stats `h_t` and the last state of the iteration.
 
 # Examples
 
@@ -790,24 +856,39 @@
 h = gruv3(x, h0)  # out x len x batch_size
 ```
 """
-struct GRUv3{M}
+struct GRUv3{S,M}
   cell::M
 end
 
 @layer :noexpand GRUv3
 
 initialstates(gru::GRUv3) = initialstates(gru.cell)
 
-function GRUv3((in, out)::Pair; cell_kwargs...)
+function GRUv3((in, out)::Pair; return_state = false, cell_kwargs...)
   cell = GRUv3Cell(in => out; cell_kwargs...)
-  return GRUv3(cell)
+  return GRUv3{return_state, typeof(cell)}(cell)
+end
+
+function GRUv3(cell::GRUv3Cell; return_state::Bool=false)
+  GRUv3{return_state, typeof(cell)}(cell)
 end
 
 (gru::GRUv3)(x::AbstractArray) = gru(x, initialstates(gru))
 
-function (m::GRUv3)(x::AbstractArray, h)
+function (gru::GRUv3{false})(x::AbstractArray, h)
   @assert ndims(x) == 2 || ndims(x) == 3
-  return scan(m.cell, x, h)
+  return first(scan(gru.cell, x, h))
+end
+
+function (gru::GRUv3{true})(x::AbstractArray, h)
+  @assert ndims(x) == 2 || ndims(x) == 3
+  return scan(gru.cell, x, h)
+end
+
+function Functors.functor(gru::GRUv3{S}) where {S}
+  params = (cell = gru.cell,)
+  reconstruct = p -> GRUv3{S, typeof(p.cell)}(p.cell)
+  return params, reconstruct
 end
 
 function Base.show(io::IO, m::GRUv3)