Autoencoder with 3D convolutions and convolutional LSTMs - keras

I have implemented a variational autoencoder with CNN layers in the encoder and decoder. The code is shown below. My training data (train_X) consists of 40'000 images with size 64 x 80 x 1 and my validation data (valid_X) consists of 4500 images of size 64 x 80 x 1.
I would like to adapt my network in the following two ways:
Instead of using 2D convolutions (Conv2D and Conv2DTranspose) I would like to use 3D convolutions to take time into account (as the third dimension). For that I would like to use slices of 10 images, i.e. I will have images of size 64 x 80 x 1 x 10. Can I just use Conv3D and Conv3DTranspose or are other changes necessary?
I would like to try out convolutional LSTMs (ConvLSTM2D) in the encoder and decoder instead of plain 2D convolutions. Again, the input size of the images would be 64 x 80 x 1 x 10 (i.e. time series of 10 images). How can I adapt my network to work with ConvLSTM2D?
import keras
from keras import backend as K
from keras.layers import (Dense, Input, Flatten)
from keras.layers import Lambda, Conv2D
from keras.models import Model
from keras.layers import Reshape, Conv2DTranspose
from keras.losses import mse
def sampling(args):
z_mean, z_log_var = args
batch = K.shape(z_mean)[0]
dim = K.int_shape(z_mean)[1]
epsilon = K.random_normal(shape=(batch, dim))
return z_mean + K.exp(0.5 * z_log_var) * epsilon
inner_dim = 16
latent_dim = 6
image_size = (64,78,1)
inputs = Input(shape=image_size, name='encoder_input')
x = inputs
x = Conv2D(32, 3, strides=2, activation='relu', padding='same')(x)
x = Conv2D(64, 3, strides=2, activation='relu', padding='same')(x)
# shape info needed to build decoder model
shape = K.int_shape(x)
# generate latent vector Q(z|X)
x = Flatten()(x)
x = Dense(inner_dim, activation='relu')(x)
z_mean = Dense(latent_dim, name='z_mean')(x)
z_log_var = Dense(latent_dim, name='z_log_var')(x)
z = Lambda(sampling, output_shape=(latent_dim,), name='z')([z_mean, z_log_var])
# instantiate encoder model
encoder = Model(inputs, [z_mean, z_log_var, z], name='encoder')
# build decoder model
latent_inputs = Input(shape=(latent_dim,), name='z_sampling')
x = Dense(inner_dim, activation='relu')(latent_inputs)
x = Dense(shape[1] * shape[2] * shape[3], activation='relu')(x)
x = Reshape((shape[1], shape[2], shape[3]))(x)
x = Conv2DTranspose(64, 3, strides=2, activation='relu', padding='same')(x)
x = Conv2DTranspose(32, 3, strides=2, activation='relu', padding='same')(x)
outputs = Conv2DTranspose(filters=1, kernel_size=3, activation='sigmoid', padding='same', name='decoder_output')(x)
# instantiate decoder model
decoder = Model(latent_inputs, outputs, name='decoder')
# instantiate VAE model
outputs = decoder(encoder(inputs)[2])
vae = Model(inputs, outputs, name='vae')
def vae_loss(x, x_decoded_mean):
reconstruction_loss = mse(K.flatten(x), K.flatten(x_decoded_mean))
reconstruction_loss *= image_size[0] * image_size[1]
kl_loss = 1 + z_log_var - K.square(z_mean) - K.exp(z_log_var)
kl_loss = K.sum(kl_loss, axis=-1)
kl_loss *= -0.5
vae_loss = K.mean(reconstruction_loss + kl_loss)
return vae_loss
optimizer = keras.optimizers.Adam(lr=0.001, beta_1=0.9, beta_2=0.999, epsilon=1e-08, decay=0.000)
vae.compile(loss=vae_loss, optimizer=optimizer)
vae.fit(train_X, train_X,
epochs=500,
batch_size=128,
verbose=1,
shuffle=True,
validation_data=(valid_X, valid_X))
Thank you very much for the help. I really appreciate it.

Have your input shape as (10, 64 , 80, 1) and just replace the layers.
The boring part is to organize the input data, if you're going to use sliding windows or just reshape from (images, 64,80,1) to (images//10, 10, 64,80,1).
Sliding windows (Overlapping) or not?
1 - Ok.... if you want your model to understand individual segments of 10 images you may overlap or not. Your choice. Performance may be better with overlapping, but not necessarily.
There isn't really an order in the images, as long as the 10 frames are in order.
This is supported by Conv3D and by LSTM with stateful=False.
2 - But if you want your model to understand the entire sequence, dividing the sequences only because of memory, only LSTM with stateful=True can support this.
(A Conv3D with kernel size = (frames, w, h) will work, but limited to frames, never understanding sequences longer than frames. It may still be capable of detecting the existence of punctual events, though, but not long sequence relationships)
In this case, for the LSTM you will need to:
set shuffle = False in training
use a fixed batch size of sequences
not overlap images
create a manual training loop where you do model.reset_states() every time you are giving "new sequences" for training AND predicting
The loop structure would be:
for epoch in range(epochs):
for group_of_sequences in range(groups):
model.reset_states()
sequences = getAGroupOfCompleteSequences() #shape (sequences, total_length, ....)
for batch in range(slide_divisions):
batch = sequences[:,10*batch : 10*(batch+1)]
model.train_on_batch(batch, ....)

Related

How to Determine the Output Shape of a Conv2DTranspose of an AutoEncoder

I am building an autoencoder for learning 28 ultrasound time signals of shape [262144,2] i.e. 262144 pairs of time and voltage points concatenated to form a [262144x2] tensor as input data to a stacked convolutional encoder. The latent space is set to produce a vector of length 16. The problem arise from the decoder, where a 'for loop' is used to stack two Conv2DTranspose layers each with a filter sizes of 64 and 32 and a kernel of 3 to the latent space output in order to reproduce the original input shape of [262144x2]. Instead, the decoder network gives a [262144x4] output tensor which does not match the validation and input data shapes of [262144x2]. What model parameters (filter, kernel, strides and padding) should I use to get appropriate tensor dimensions? the code and output are shown below. Your assistance is greatly appreciated!
from keras.layers import Dense, Input
from keras.layers import Conv2D, Flatten
from keras.layers import Reshape, Conv2DTranspose
from keras.models import Model
from keras.datasets import mnist
from keras.utils import plot_model
from keras import backend as K
import numpy as np
import matplotlib.pyplot as plt
x_Train = Signals
x_Test = Signals1
Sig_size1 = x_Train.shape[1]
Sig_size2 = x_Train.shape[2]
Sig_size11 = x_Test.shape[1]
Sig_size22 = x_Test.shape[2]
x_Train = np.reshape(x_Train,[-1, Sig_size1, Sig_size2, 1])
x_Train = x_Train.astype('float32') / np.max(x_Train)
x_Test = np.reshape(x_Test,[-1, Sig_size11, Sig_size22, 1])
x_Test = x_Test.astype('float32') / np.max(x_Test)
# network parameters# encoder/decoder number of filters per CNN layer
input_shape = (Sig_size1, Sig_size2, 1)
batch_size = 32 # Was 32
kernel_size = 1 # Was 3
latent_dim = 16 # Was 16
# encoder/decoder number of filters per CNN layer
layer_filters = [2, 6]
# build the autoencoder model
# first build the encoder model
inputs = Input(shape=input_shape, name='encoder_input')
x = inputs
# stack of Conv2D(32)-Conv2D(64)
for filters in layer_filters:
x = Conv2D(filters=filters,
kernel_size=kernel_size,
strides=2,
activation='relu',
padding='same')(x)
shape = K.int_shape(x)
# generate latent vector
x = Flatten()(x)
latent = Dense(latent_dim, name='latent_vector')(x)
# instantiate encoder model
encoder = Model(inputs, latent, name='encoder')
encoder.summary()
plot_model(encoder, to_file='encoder.png', show_shapes=True)
# build the decoder model
latent_inputs = Input(shape=(latent_dim,), name='decoder_input')
# use the shape (7, 7, 64) that was earlier saved
x = Dense(shape[1] * shape[2] * shape[3])(latent_inputs)
# from vector to suitable shape for transposed conv
x = Reshape((shape[1], shape[2], shape[3]))(x)
# stack of Conv2DTranspose(64)-Conv2DTranspose(32)
layer_filters = [1,8] ########change
kernel_size = 3 # Was 3
# for filters in layer_filters[::-1]:
for filters in layer_filters[::-1]:
x = Conv2DTranspose(filters=filters,
kernel_size=kernel_size,
strides=2,
activation='relu',
padding='same')(x)
# layer_filters = [64, 32]
kernel_size = 3 # Was 3
# reconstruct the input
outputs = Conv2DTranspose(filters=1, #Was 1
kernel_size=kernel_size,
activation='sigmoid',
padding='same',
name='decoder_output')(x)
# instantiate decoder model
decoder = Model(latent_inputs, outputs, name='decoder')
decoder.summary()
plot_model(decoder, to_file='decoder.png', show_shapes=True)
# autoencoder = encoder + decoder
# instantiate autoencoder model
autoencoder = Model(inputs,
decoder(encoder(inputs)),
name='autoencoder')
autoencoder.summary()
plot_model(autoencoder,
to_file='autoencoder.png',
show_shapes=True)
# Mean Square Error (MSE) loss funtion, Adam optimizer
autoencoder.compile(loss='mse', optimizer='adam')
# train the autoencoder
autoencoder.fit(x_Train,
x_Train,
validation_data=(x_Test, x_Test),
epochs=1,
batch_size=batch_size)
# predict the autoencoder output from test data
x_decoded = autoencoder.predict(x_Test)
This code was adapted from Advanced Deep Learning with Keras by Rowel Atienza (Chapter 3 for a denoising decoder for MNIST data)

Measuring uncertainty using MC Dropout on pytorch

I am trying to implement Bayesian CNN using Mc Dropout on Pytorch,
the main idea is that by applying dropout at test time and running over many forward passes , you get predictions from a variety of different models.
I’ve found an application of the Mc Dropout and I really did not get how they applied this method and how exactly they did choose the correct prediction from the list of predictions
here is the code
def mcdropout_test(model):
model.train()
test_loss = 0
correct = 0
T = 100
for data, target in test_loader:
if args.cuda:
data, target = data.cuda(), target.cuda()
data, target = Variable(data, volatile=True), Variable(target)
output_list = []
for i in xrange(T):
output_list.append(torch.unsqueeze(model(data), 0))
output_mean = torch.cat(output_list, 0).mean(0)
test_loss += F.nll_loss(F.log_softmax(output_mean), target, size_average=False).data[0] # sum up batch loss
pred = output_mean.data.max(1, keepdim=True)[1] # get the index of the max log-probability
correct += pred.eq(target.data.view_as(pred)).cpu().sum()
test_loss /= len(test_loader.dataset)
print('\nMC Dropout Test set: Average loss: {:.4f}, Accuracy: {}/{} ({:.2f}%)\n'.format(
test_loss, correct, len(test_loader.dataset),
100. * correct / len(test_loader.dataset)))
train()
mcdropout_test()
I have replaced
data, target = Variable(data, volatile=True), Variable(target)
by adding
with torch.no_grad(): at the beginning
And this is how I have defined my CNN
class Net(nn.Module):
def __init__(self):
super(Net, self).__init__()
self.conv1 = nn.Conv2d(3, 192, 5, padding=2)
self.pool = nn.MaxPool2d(2, 2)
self.conv2 = nn.Conv2d(192, 192, 5, padding=2)
self.fc1 = nn.Linear(192 * 8 * 8, 1024)
self.fc2 = nn.Linear(1024, 256)
self.fc3 = nn.Linear(256, 10)
self.dropout = nn.Dropout(p=0.3)
nn.init.xavier_uniform_(self.conv1.weight)
nn.init.constant_(self.conv1.bias, 0.0)
nn.init.xavier_uniform_(self.conv2.weight)
nn.init.constant_(self.conv2.bias, 0.0)
nn.init.xavier_uniform_(self.fc1.weight)
nn.init.constant_(self.fc1.bias, 0.0)
nn.init.xavier_uniform_(self.fc2.weight)
nn.init.constant_(self.fc2.bias, 0.0)
nn.init.xavier_uniform_(self.fc3.weight)
nn.init.constant_(self.fc3.bias, 0.0)
def forward(self, x):
x = self.pool(F.relu(self.dropout(self.conv1(x)))) # recommended to add the relu
x = self.pool(F.relu(self.dropout(self.conv2(x)))) # recommended to add the relu
x = x.view(-1, 192 * 8 * 8)
x = F.relu(self.fc1(x))
x = F.relu(self.fc2(self.dropout(x)))
x = self.fc3(self.dropout(x)) # no activation function needed for the last layer
return x
Can anyone help me to get the right implementation of the Monte Carlo Dropout method on CNN?
Implementing MC Dropout in Pytorch is easy. All that is needed to be done is to set the dropout layers of your model to train mode. This allows for different dropout masks to be used during the different various forward passes. Below is an implementation of MC Dropout in Pytorch illustrating how multiple predictions from the various forward passes are stacked together and used for computing different uncertainty metrics.
import sys
import numpy as np
import torch
import torch.nn as nn
def enable_dropout(model):
""" Function to enable the dropout layers during test-time """
for m in model.modules():
if m.__class__.__name__.startswith('Dropout'):
m.train()
def get_monte_carlo_predictions(data_loader,
forward_passes,
model,
n_classes,
n_samples):
""" Function to get the monte-carlo samples and uncertainty estimates
through multiple forward passes
Parameters
----------
data_loader : object
data loader object from the data loader module
forward_passes : int
number of monte-carlo samples/forward passes
model : object
keras model
n_classes : int
number of classes in the dataset
n_samples : int
number of samples in the test set
"""
dropout_predictions = np.empty((0, n_samples, n_classes))
softmax = nn.Softmax(dim=1)
for i in range(forward_passes):
predictions = np.empty((0, n_classes))
model.eval()
enable_dropout(model)
for i, (image, label) in enumerate(data_loader):
image = image.to(torch.device('cuda'))
with torch.no_grad():
output = model(image)
output = softmax(output) # shape (n_samples, n_classes)
predictions = np.vstack((predictions, output.cpu().numpy()))
dropout_predictions = np.vstack((dropout_predictions,
predictions[np.newaxis, :, :]))
# dropout predictions - shape (forward_passes, n_samples, n_classes)
# Calculating mean across multiple MCD forward passes
mean = np.mean(dropout_predictions, axis=0) # shape (n_samples, n_classes)
# Calculating variance across multiple MCD forward passes
variance = np.var(dropout_predictions, axis=0) # shape (n_samples, n_classes)
epsilon = sys.float_info.min
# Calculating entropy across multiple MCD forward passes
entropy = -np.sum(mean*np.log(mean + epsilon), axis=-1) # shape (n_samples,)
# Calculating mutual information across multiple MCD forward passes
mutual_info = entropy - np.mean(np.sum(-dropout_predictions*np.log(dropout_predictions + epsilon),
axis=-1), axis=0) # shape (n_samples,)
Moving on to the implementation which is posted in the question above, multiple predictions from T different forward passes are obtained by first setting the model to train mode (model.train()). Note that this is not desirable because unwanted stochasticity will be introduced in the predictions if there are layers other than dropout such as batch-norm in the model. Hence the best way is to just set the dropout layers to train mode as shown in the snippet above.

Deep learning Keras model CTC_Loss gives loss = infinity

i've a CRNN model for text recognition, it was published on Github, trained on english language,
Now i'm doing the same thing using this algorithm but for arabic.
My ctc function is:
def ctc_lambda_func(args):
y_pred, labels, input_length, label_length = args
# the 2 is critical here since the first couple outputs of the RNN
# tend to be garbage:
y_pred = y_pred[:, 2:, :]
return K.ctc_batch_cost(labels, y_pred, input_length, label_length)
My Model is:
def get_Model(training):
img_w = 128
img_h = 64
# Network parameters
conv_filters = 16
kernel_size = (3, 3)
pool_size = 2
time_dense_size = 32
rnn_size = 128
if K.image_data_format() == 'channels_first':
input_shape = (1, img_w, img_h)
else:
input_shape = (img_w, img_h, 1)
# Initialising the CNN
act = 'relu'
input_data = Input(name='the_input', shape=input_shape, dtype='float32')
inner = Conv2D(conv_filters, kernel_size, padding='same',
activation=act, kernel_initializer='he_normal',
name='conv1')(input_data)
inner = MaxPooling2D(pool_size=(pool_size, pool_size), name='max1')(inner)
inner = Conv2D(conv_filters, kernel_size, padding='same',
activation=act, kernel_initializer='he_normal',
name='conv2')(inner)
inner = MaxPooling2D(pool_size=(pool_size, pool_size), name='max2')(inner)
conv_to_rnn_dims = (img_w // (pool_size ** 2), (img_h // (pool_size ** 2)) * conv_filters)
inner = Reshape(target_shape=conv_to_rnn_dims, name='reshape')(inner)
# cuts down input size going into RNN:
inner = Dense(time_dense_size, activation=act, name='dense1')(inner)
# Two layers of bidirectional GRUs
# GRU seems to work as well, if not better than LSTM:
gru_1 = GRU(rnn_size, return_sequences=True, kernel_initializer='he_normal', name='gru1')(inner)
gru_1b = GRU(rnn_size, return_sequences=True, go_backwards=True, kernel_initializer='he_normal', name='gru1_b')(inner)
gru1_merged = add([gru_1, gru_1b])
gru_2 = GRU(rnn_size, return_sequences=True, kernel_initializer='he_normal', name='gru2')(gru1_merged)
gru_2b = GRU(rnn_size, return_sequences=True, go_backwards=True, kernel_initializer='he_normal', name='gru2_b')(gru1_merged)
# transforms RNN output to character activations:
inner = Dense(num_classes+1, kernel_initializer='he_normal',
name='dense2')(concatenate([gru_2, gru_2b]))
y_pred = Activation('softmax', name='softmax')(inner)
Model(inputs=input_data, outputs=y_pred).summary()
labels = Input(name='the_labels', shape=[30], dtype='float32')
input_length = Input(name='input_length', shape=[1], dtype='int64')
label_length = Input(name='label_length', shape=[1], dtype='int64')
# Keras doesn't currently support loss funcs with extra parameters
# so CTC loss is implemented in a lambda layer
loss_out = Lambda(ctc_lambda_func, output_shape=(1,), name='ctc')([y_pred, labels, input_length, label_length])
# clipnorm seems to speeds up convergence
# the loss calc occurs elsewhere, so use a dummy lambda func for the loss
if training:
return Model(inputs=[input_data, labels, input_length, label_length], outputs=loss_out)
return Model(inputs=[input_data], outputs=y_pred)
Then i compile it with SGD optimizer (Tried SGD,adam)
sgd = SGD(lr=0.0000002, decay=1e-6, momentum=0.9, nesterov=True, clipnorm=5)
model.compile(loss={'ctc': lambda y_true, y_pred: y_pred}, optimizer=sgd)
Then i fit the model with my training set (Images of words up to 30 characters) into (sequence of labels of 30
model.fit_generator(generator=tiger_train.next_batch(),
steps_per_epoch=int(tiger_train.n / batch_size),
epochs=30,
callbacks=[checkpoint],
validation_data=tiger_val.next_batch(),
validation_steps=int(tiger_val.n / val_batch_size))
Once it starts, it give me loss = inf, after many searches, i didn't find any similar problem.
So my questions is, how can i solve this, what can make a ctc_loss compute an infinite cost?
Thanks in advance
I found the problem, it was dimensions problem,
For R-CNN OCR using CTC layer, if you are detecting a sequence with length n, you should have an image with at least a width of (2*n-1). The more the better till you reach the best image/timesteps ratio to let the CTC layer able to recognize the letter correctly. If image with is less than (2*n-1), it will give a nan loss.
This error is happened when image text have two equal characters in the same sequence e.g happen --> pp. for so that you can remove data that has this characteristic.

Error in model performance metrics

Well my neural network is as follows :
# Leaks data input is a 2-D vector of window*size*341 features
# Reshape to match picture format [Height x Width x Channel]
# Tensor input become 4-D: [Batch Size, Height, Width, Channel]
x = tf.reshape(x, shape= [-1, 16, 341, 2])
# Convolution Layer with 32 filters and a kernel size of 5
conv1 = tf.layers.conv2d(x, 6, 2, activation=tf.nn.relu)
# Max Pooling (down-sampling) with strides of 2 and kernel size of 2
conv1 = tf.layers.max_pooling2d(conv1, 2, 2)
# Convolution Layer with 64 filters and a kernel size of 3
conv2 = tf.layers.conv2d(conv1, 8, 3, activation=tf.nn.relu)
# Max Pooling (down-sampling) with strides of 2 and kernel size of 2
conv2 = tf.layers.max_pooling2d(conv2, 2, 2)
# Flatten the data to a 1-D vector for the fully connected layer
fc1 = tf.contrib.layers.flatten(conv2)
# Fully connected layer (in tf contrib folder for now)
fc1 = tf.layers.dense(fc1, 1024)
# Apply Dropout (if is_training is False, dropout is not applied)
fc1 = tf.layers.dropout(fc1, rate=dropout, training=is_training)
# 1-layer LSTM with n_hidden units.
out = tf.layers.dense(fc1, n_classes)
it predicts a multi-label classification vector on len = 339, first i wanted to make sure that i'm fully able to overfit small sample of data to make sure that every thing work okey and well defined.
I trained my neural network on 1700 len data,to measure my model performance i added accuracy as follow :
logits_train = conv_net(features, num_classes, dropout, reuse=False,
is_training=True)
logits_test = conv_net(features, num_classes, dropout, reuse=True,
is_training=False)
# Predictions
pred_classes = tf.cast(tf.greater(logits_test,0.5), tf.float32)
pred_probas = tf.nn.sigmoid(logits_test)
# If prediction mode, early return
if mode == tf.estimator.ModeKeys.PREDICT:
return tf.estimator.EstimatorSpec(mode, predictions=pred_classes)
# Define loss and optimizer
#tf.one_hot(tf.cast(labels,dtype=tf.int32),depth=2)
loss_op = tf.reduce_mean(tf.nn.sigmoid_cross_entropy_with_logits(labels=tf.cast(labels,dtype=tf.float32),logits=logits_train))
optimizer = tf.train.AdamOptimizer(learning_rate=learning_rate)
train_op = optimizer.minimize(loss_op,global_step=tf.train.get_global_step())
# Evaluate the accuracy of the model
accuracy = tf.metrics.accuracy(labels=labels , predictions = pred_classes )
#correct_prediction = tf.equal(tf.round(tf.nn.sigmoid(logits_test)), tf.round(labels))
#accuracy1 = tf.metrics.mean(tf.cast(correct_prediction, tf.float32))
#acc_op = tf.metrics.mean(tf.nn.sigmoid_cross_entropy_with_logits(logits=pred_classes,labels=labels))
# TF Estimators requires to return a EstimatorSpec, that specify
# the different ops for training, evaluating, ...
estim_specs = tf.estimator.EstimatorSpec(
mode=mode,
predictions=pred_probas,
loss=loss_op,
train_op=train_op,
eval_metric_ops={'accuracy': accuracy})
return estim_specs
The problem is that with few epochs the performance seems to be very good
for i in range(1,50):
print('Epoch',(i+1))
input_fn = tf.estimator.inputs.numpy_input_fn(x= curr_data_batch,y=curr_target_batch[:,:339] ,batch_size=96, shuffle=False)
model.train(input_fn=input_fn)
if (i+1) % 10 :
# eval the model
eval_model = model.evaluate(input_fn=input_fn)
print('Loss ,',eval_model['loss'] )
print('accuracy ,',eval_model['accuracy'] )
Loss , 0.029562088
accuracy , 0.9958855
Epoch 3:
Loss , 0.028194984
accuracy , 0.99588597
Epoch 4:
Loss , 0.027557796
accuracy , 0.9958862
but when i try to predict same training data i got fully oposet metrics
loss = 0.65
accuracy = 0.33
I don't know where this issue come from did i miss defined something or no ?
Ty

Keras LSTM layers input shape

I am trying to feed a sequence with 20 featuresto an LSTM network as shown in the code. But I get an error that my Input0 is incompatible with LSTM input. Not sure how to change my layer structure to fit the data.
def build_model(features, aux1=None, aux2=None):
# create model
features[0] = np.asarray(features[0])
main_input = Input(shape=features[0].shape, dtype='float32', name='main_input')
main_out = LSTM(40, activation='relu')
aux1_input = Input(shape=(len(aux1[0]),), dtype='float32', name='aux1_input')
aux1_out = Dense(len(aux1[0]))(aux1_input)
aux2_input = Input(shape=(len(aux2[0]),), dtype='float32', name='aux2_input')
aux2_out = Dense(len(aux2[0]))(aux2_input)
x = concatenate([aux1_out, main_out, aux2_out])
x = Dense(64, activation='relu')(x)
x = Dropout(0.5)(x)
output = Dense(1, activation='sigmoid', name='main_output')(x)
model = Model(inputs=[aux1_input, aux2_input, main_input], outputs= [output])
return model
Features variable is an array of shape (1456, 20) I have 1456 days and for each day I have 20 variables.
Your main_input should be of shape (samples, timesteps, features)
and then you should define main_input like this:
main_input = Input(shape=(timesteps,)) # for stateless RNN (your one)
or main_input = Input(batch_shape=(batch_size, timesteps,)) for stateful RNN (not the one you are using in your example)
if your features[0] is a 1-dimensional array of various features (1 timestep), then you also have to reshape features[0] like this:
features[0] = np.reshape(features[0], (1, features[0].shape))
and then do it to features[1], features[2] etc
or better reshape all your samples at once:
features = np.reshape(features, (features.shape[0], 1, features.shape[1]))
LSTM layers are designed to work with "sequences".
You say your sequence has 20 features, but how many time steps does it have?? Do you mean 20 time steps instead?
An LSTM layer requires input shapes such as (BatchSize, TimeSteps, Features).
If it's the case that you have 1 feature in each of the 20 time steps, you must shape your data as:
inputData = someData.reshape(NumberOfSequences, 20, 1)
And the Input tensor should take this shape:
main_input = Input((20,1), ...) #yes, it ignores the batch size

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