I'm new with Keras and I'm trying to implement a Sequence to Sequence LSTM. Particularly, I have a dataset with 9 features and I want to predict 5 continuous values.
I split the training and the test set and their shape are respectively:
X TRAIN (59010, 9)
X TEST (25291, 9)
Y TRAIN (59010, 5)
Y TEST (25291, 5)
The LSTM is extremely simple at the moment:
model = Sequential()
model.add(LSTM(100, input_shape=(9,), return_sequences=True))
model.compile(loss="mean_absolute_error", optimizer="adam", metrics= ['accuracy'])
history = model.fit(X_train,y_train,epochs=100, validation_data=(X_test,y_test))
But I have the following error:
ValueError: Input 0 is incompatible with layer lstm_1: expected ndim=3, found ndim=2
Can anyone help me?
LSTM layer expects inputs to have shape of (batch_size, timesteps, input_dim)
. In keras you need to pass (timesteps, input_dim
) for input_shape argument. But you are setting input_shape (9,). This shape does not include timesteps dimension. The problem can be solved by adding extra dimension to input_shape for time dimension. E.g adding extra dimension with value 1 could be simple solution. For this you have to reshape input dataset( X Train) and Y shape. But this might be problematic because the time resolution is 1 and you are feeding length one sequence. With length one sequence as input, using LSTM does not seem the right option.
x_train = x_train.reshape(-1, 1, 9)
x_test = x_test.reshape(-1, 1, 9)
y_train = y_train.reshape(-1, 1, 5)
y_test = y_test.reshape(-1, 1, 5)
model = Sequential()
model.add(LSTM(100, input_shape=(1, 9), return_sequences=True))
model.add(LSTM(5, input_shape=(1, 9), return_sequences=True))
model.compile(loss="mean_absolute_error", optimizer="adam", metrics= ['accuracy'])
history = model.fit(X_train,y_train,epochs=100, validation_data=(X_test,y_test))
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