CODEWITHSUNDEEP
tensorflowmachine-learningdeep-learningkeraslstm
Slyron
Slyron

Reputation: 804

Getting keras LSTM layer to accept two inputs?

I'm working with padded sequences of maximum length 50. I have two types of sequence data:

1) A sequence, seq1, of integers (1-100) that correspond to event types (e.g. [3,6,3,1,45,45....3]

2) A sequence, seq2, of integers representing time, in minutes, from the last event in seq1. So the last element is zero, by definition. So for example [100, 96, 96, 45, 44, 12,... 0]. seq1 and seq2 are the same length, 50.

I'm trying to run the LSTM primarily on the event/seq1 data, but have the time/seq2 strongly influence the forget gate within the LSTM. The reason for this is I want the LSTM to tend to really penalize older events and be more likely to forget them. I was thinking about multiplying the forget weight by the inverse of the current value of the time/seq2 sequence. Or maybe (1/seq2_element + 1), to handle cases where it's zero minutes.

I see in the keras code (LSTMCell class) where the change would have to be:

f = self.recurrent_activation(x_f + K.dot(h_tm1_f,self.recurrent_kernel_f))

So I need to modify keras' LSTM code to accept multiple inputs. As an initial test, within the LSTMCell class, I changed the call function to look like this:

 def call(self, inputs, states, training=None):
        time_input = inputs[1]
        inputs = inputs[0]

So that it can handle two inputs given as a list.

When I try running the model with the Functional API:

# Input 1: event type sequences
# Take the event integer sequences, run them through an embedding layer to get float vectors, then run through LSTM
main_input = Input(shape =(max_seq_length,), dtype = 'int32', name = 'main_input')
x = Embedding(output_dim = embedding_length, input_dim = num_unique_event_symbols, input_length = max_seq_length, mask_zero=True)(main_input)

## Input 2: time vectors 
auxiliary_input = Input(shape=(max_seq_length,1), dtype='float32', name='aux_input')
m = Masking(mask_value = 99999999.0)(auxiliary_input)

lstm_out = LSTM(32)(x, time_vector = m)

# Auxiliary loss here from first input
auxiliary_output = Dense(1, activation='sigmoid', name='aux_output')(lstm_out)

# An abitrary number of dense, hidden layers here
x = Dense(64, activation='relu')(lstm_out)

# The main output node
main_output = Dense(1, activation='sigmoid', name='main_output')(x)

## Compile and fit the model
model = Model(inputs=[main_input, auxiliary_input], outputs=[main_output, auxiliary_output])
model.compile(optimizer='adam', loss='binary_crossentropy', metrics=['accuracy'], loss_weights=[1., 0.2])
print(model.summary())
np.random.seed(21)
model.fit([train_X1, train_X2], [train_Y, train_Y], epochs=1, batch_size=200)

However, I get the following error: 

An `initial_state` was passed that is not compatible with `cell.state_size`. Received `state_spec`=[InputSpec(shape=(None, 50, 1), ndim=3)]; however `cell.state_size` is (32, 32)

Any advice?

Upvotes: 2

Views: 2357

Answers (2)

neurite
neurite

Reputation: 2824

I would like to throw in a different ideas here. They don't require you to modify the Keras code.

After the embedding layer of the event types, stack the embeddings with the elapsed time. The Keras function is keras.layers.Concatenate(axis=-1). Imagine this, a single even type is mapped to a n dimensional vector by the embedding layer. You just add the elapsed time as one more dimension after the embedding so that it becomes a n+1 vector.

Another idea, sort of related to your problem/question and may help here, is 1D convolution. The convolution can happen right after the concatenated embeddings. The intuition for applying convolution to event types and elapsed time is actually 1x1 convolution. In such a way that you linearly combine the two together and the parameters are trained. Note in terms of convolution, the dimensions of the vectors are called channels. Of course, you can also convolve more than 1 event at a step. Just try it. It may or may not help.

Upvotes: 0

nuric
nuric

Reputation: 11225

You can't pass a list of inputs to default recurrent layers in Keras. The input_spec is fixed and the recurrent code is implemented based on single tensor input also pointed out in the documentation, ie it doesn't magically iterate over 2 inputs of same timesteps and pass that to the cell. This is partly because of how the iterations are optimised and assumptions made if the network is unrolled etc.

If you like 2 inputs, you can pass constants (doc) to the cell which will pass the tensor as is. This is mainly to implement attention models in the future. So 1 input will iterate over timesteps while the other will not. If you really like 2 inputs to be iterated like a zip() in python, you will have to implement a custom layer.

Upvotes: 3

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