How to maintain a list of Parameters in Model

[ksudoh]

When I implemented stacked LSTMs, there was a need to maintain layer-wise parameter matrices in one Parameter, such as

• Wx[0]: Parameter Wx for layer 1,
• Wx[1]: Parameter Wx for layer 2, ... .

Currently there are no good ways to do so,
then my current implementation defines large concatenated matrices and extracts corresponding parts by F.slice(); this is not efficient, hard to read, and suffers from a constraint of the parameter sizes (the size of rows or columns has to be the same).

• Wx = F.concat([ Wx[0], Wx[1], ... , Wx[n-1] ], 1)
• Wx[i] = F.slice(Wx, 1, d*i, (d+1)*i)

If we can maintain such kind of Parameter lists or sets, implementation of stacked models becomes much easier.