Hi,
I try to make forecasting for one TS input.
I need to have one sequence (fixed length) as input and one sequence as output (different fixed length as input). Can I do that with this configuration, or I should be use encoder/decoder system?
public MultiLayerConfiguration getLstmNetworkConfiguration() {
NeuralNetConfiguration.Builder builder = new NeuralNetConfiguration.Builder();
builder.seed(123);
builder.biasInit(0);
builder.miniBatch(true);
builder.updater(updater);
builder.weightInit(WeightInit.XAVIER);
builder.optimizationAlgo(OptimizationAlgorithm.STOCHASTIC_GRADIENT_DESCENT);
builder.l2(0.0001);
NeuralNetConfiguration.ListBuilder listBuilder = builder.list();
for (int i = 0; i < HIDDEN_LAYER_CONT; i++) {
LSTM.Builder hiddenLayerBuilder = new LSTM.Builder();
hiddenLayerBuilder.nIn(i == 0 ? experimentDto.getNumInputs() : HIDDEN_LAYER_WIDTH);
hiddenLayerBuilder.nOut(HIDDEN_LAYER_WIDTH);
hiddenLayerBuilder.activation(Activation.TANH);
hiddenLayerBuilder.weightInit(WeightInit.XAVIER);
listBuilder.layer(i, hiddenLayerBuilder.build());
}
listBuilder.layer(HIDDEN_LAYER_CONT, new DenseLayer.Builder()
.nIn(HIDDEN_LAYER_WIDTH)
.nOut(DENSE_LAYER_WIDTH)
.activation(Activation.RELU)
.build());
listBuilder.layer(HIDDEN_LAYER_CONT+1, new RnnOutputLayer.Builder()
.nIn(DENSE_LAYER_WIDTH)
.nOut(experimentDto.getNumOutputs())
.activation(Activation.IDENTITY)
.lossFunction(LossFunctions.LossFunction.MSE)
.build());
return listBuilder.build();
}
Please, where can I find example for encoder/decoder system?
Thanks,
Vladimir