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How to feed LSTM with different input array sizes?



2019 Community Moderator ElectionLSTM input in KerasKeras: Built-In Multi-Layer ShortcutKeras- LSTM answers different sizeHow is PACF analysis output related to LSTM ?How to design a LSTM network with different number of input/output units?3 dimensional array as input with Embedding Layer and LSTM in KerasHow to design a many-to-many LSTM?Can I use an array as a model feature?LSTM cell input dimensionalityHow to fix setting an array element with a sequence error?










3












$begingroup$


If I like to write a LSTM network and feed it by different input array sizes, how is it possible?



For example I want to get voice messages or text messages in a different language and translate them. So the first input maybe is "hello" but the second is "how are you doing". How can I design a LSTM that can handle different input array sizes?



I am using Keras implementation of LSTM.










share|improve this question









$endgroup$
















    3












    $begingroup$


    If I like to write a LSTM network and feed it by different input array sizes, how is it possible?



    For example I want to get voice messages or text messages in a different language and translate them. So the first input maybe is "hello" but the second is "how are you doing". How can I design a LSTM that can handle different input array sizes?



    I am using Keras implementation of LSTM.










    share|improve this question









    $endgroup$














      3












      3








      3


      1



      $begingroup$


      If I like to write a LSTM network and feed it by different input array sizes, how is it possible?



      For example I want to get voice messages or text messages in a different language and translate them. So the first input maybe is "hello" but the second is "how are you doing". How can I design a LSTM that can handle different input array sizes?



      I am using Keras implementation of LSTM.










      share|improve this question









      $endgroup$




      If I like to write a LSTM network and feed it by different input array sizes, how is it possible?



      For example I want to get voice messages or text messages in a different language and translate them. So the first input maybe is "hello" but the second is "how are you doing". How can I design a LSTM that can handle different input array sizes?



      I am using Keras implementation of LSTM.







      keras lstm






      share|improve this question













      share|improve this question











      share|improve this question




      share|improve this question










      asked 9 hours ago









      user145959user145959

      1438




      1438




















          2 Answers
          2






          active

          oldest

          votes


















          1












          $begingroup$

          We use LSTM layers with multiple input sizes. But, you need to process them before they are feed to the LSTM.



          Padding the sequences:



          You need the pad the sequences of varying length to a fixed length. For this preprocessing, you need to determine the max length of sequences in your dataset.



          The values are padded mostly by the value of 0. You can do this in Keras with :



          y = keras.preprocessing.sequence.pad_sequences( x , maxlen=10 )


          • If the sequence is shorter than the max length, then zeros will appended till it has a length equal to the max length.


          • If the sequence is longer than the max length then, the sequence will be trimmed to the max length.






          share|improve this answer









          $endgroup$




















            1












            $begingroup$

            The easiest way is to use Padding and Masking.



            There are three general ways to handle variable-length sequences:



            1. Batch size = 1,

            2. Batch size > 1, with equi-length samples in each batch, and

            3. Padding and masking (which can be used for (2))

            For cases (1) and (2) you need to set the timesteps of LSTM to None, e.g.



            model.add(LSTM(units, input_shape=(None, dimension)))


            this way LSTM accepts batches that have different lengths; although samples inside each batch must be the same length. Then, you need to feed a custom data generator to model.fit_generator.



            I have provided a complete example for simple case (1) at the end. Based on this example and the link, you should be able to build a generator for case (2). Specifically, we either (a) return batch_size of sequences with the same length, or (b) select sequences with almost the same length, and pad the shorter ones as will be illustrated for case (3), and use a Masking layer before LSTM layer to ignore the padded timestamps, e.g.



            model.add(Masking(mask_value=special_value, input_shape=(None, dimension)))
            model.add(LSTM(lstm_units))


            First dimension of input_shape in Masking (for timestamps) is again None for the same aforementioned reason.



            Padding and masking



            In this approach, we pad the shorter sequences with a special value to be masked (skipped) later. For example, suppose each timestamp has dimension 2, and -10 is the special value, then



            X = [

            [[1, 1.1],
            [0.9, 0.95]],

            [[2, 2.2],
            [1.9, 1.95],
            [1.8, 1.85]],

            ]


            should be converted to



            X2 = [

            [[1, 1.1],
            [0.9, 0.95],
            [-10, -10]],

            [[2, 2.2],
            [1.9, 1.95],
            [1.8, 1.85]],
            ]


            This way, all instances would have the same length. Then, we use a Masking layer that skips those special timestamps like they don't exist.



            Here is the code for cases (1) and (3):



            from keras import Sequential
            from keras.utils import Sequence
            from keras.layers import LSTM, Dense, Masking
            import numpy as np


            class MyBatchGenerator(Sequence):
            'Generates data for Keras'
            def __init__(self, X, y, batch_size=1, shuffle=True):
            'Initialization'
            self.X = X
            self.y = y
            self.batch_size = batch_size
            self.shuffle = shuffle
            self.on_epoch_end()

            def __len__(self):
            'Denotes the number of batches per epoch'
            return int(np.floor(len(self.y)/self.batch_size))

            def __getitem__(self, index):
            return self.__data_generation(index)

            def on_epoch_end(self):
            'Shuffles indexes after each epoch'
            self.indexes = np.arange(len(self.y))
            if self.shuffle == True:
            np.random.shuffle(self.indexes)

            def __data_generation(self, index):
            Xb = np.empty((self.batch_size, *X[index].shape))
            yb = np.empty((self.batch_size, *y[index].shape))
            # naively use the same sample over and over again
            for s in range(0, self.batch_size):
            Xb[s] = X[index]
            yb[s] = y[index]
            return Xb, yb


            # Parameters
            N = 1000
            halfN = int(N/2)
            dimension = 2
            lstm_units = 3

            # Data
            np.random.seed(123) # to generate the same numbers
            timestamps = np.random.randint(1, 10, halfN) # sequences with timestamps between 1 to 10
            X_zero = np.array([np.random.normal(0, 1, size=(timestamp, dimension)) for timestamp in timestamps])
            y_zero = np.zeros((halfN, 1))
            X_one = np.array([np.random.normal(1, 1, size=(timestamp, dimension)) for timestamp in timestamps])
            y_one = np.ones((halfN, 1))
            p = np.random.permutation(N) # to shuffle zero and one classes
            X = np.concatenate((X_zero, X_one))[p]
            y = np.concatenate((y_zero, y_one))[p]

            # Batch = 1
            model = Sequential()
            model.add(LSTM(lstm_units, input_shape=(None, dimension)))
            model.add(Dense(1, activation='sigmoid'))
            model.compile(loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy'])
            print(model.summary())
            model.fit_generator(MyBatchGenerator(X, y, batch_size=1), epochs=2)

            # Padding and Masking
            special_value = -10.0
            max_timestamp = max(timestamps)
            Xpad = np.full((N, max_timestamp, dimension), fill_value=special_value)
            for i, x in enumerate(X):
            timestamp = x.shape[0]
            Xpad[i, 0:timestamp, :] = x
            model2 = Sequential()
            model2.add(Masking(mask_value=special_value, input_shape=(None, dimension)))
            model2.add(LSTM(lstm_units))
            model2.add(Dense(1, activation='sigmoid'))
            model2.compile(loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy'])
            print(model2.summary())
            model2.fit(Xpad, y, epochs=50, batch_size=32)





            share|improve this answer











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              2 Answers
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              active

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              active

              oldest

              votes









              1












              $begingroup$

              We use LSTM layers with multiple input sizes. But, you need to process them before they are feed to the LSTM.



              Padding the sequences:



              You need the pad the sequences of varying length to a fixed length. For this preprocessing, you need to determine the max length of sequences in your dataset.



              The values are padded mostly by the value of 0. You can do this in Keras with :



              y = keras.preprocessing.sequence.pad_sequences( x , maxlen=10 )


              • If the sequence is shorter than the max length, then zeros will appended till it has a length equal to the max length.


              • If the sequence is longer than the max length then, the sequence will be trimmed to the max length.






              share|improve this answer









              $endgroup$

















                1












                $begingroup$

                We use LSTM layers with multiple input sizes. But, you need to process them before they are feed to the LSTM.



                Padding the sequences:



                You need the pad the sequences of varying length to a fixed length. For this preprocessing, you need to determine the max length of sequences in your dataset.



                The values are padded mostly by the value of 0. You can do this in Keras with :



                y = keras.preprocessing.sequence.pad_sequences( x , maxlen=10 )


                • If the sequence is shorter than the max length, then zeros will appended till it has a length equal to the max length.


                • If the sequence is longer than the max length then, the sequence will be trimmed to the max length.






                share|improve this answer









                $endgroup$















                  1












                  1








                  1





                  $begingroup$

                  We use LSTM layers with multiple input sizes. But, you need to process them before they are feed to the LSTM.



                  Padding the sequences:



                  You need the pad the sequences of varying length to a fixed length. For this preprocessing, you need to determine the max length of sequences in your dataset.



                  The values are padded mostly by the value of 0. You can do this in Keras with :



                  y = keras.preprocessing.sequence.pad_sequences( x , maxlen=10 )


                  • If the sequence is shorter than the max length, then zeros will appended till it has a length equal to the max length.


                  • If the sequence is longer than the max length then, the sequence will be trimmed to the max length.






                  share|improve this answer









                  $endgroup$



                  We use LSTM layers with multiple input sizes. But, you need to process them before they are feed to the LSTM.



                  Padding the sequences:



                  You need the pad the sequences of varying length to a fixed length. For this preprocessing, you need to determine the max length of sequences in your dataset.



                  The values are padded mostly by the value of 0. You can do this in Keras with :



                  y = keras.preprocessing.sequence.pad_sequences( x , maxlen=10 )


                  • If the sequence is shorter than the max length, then zeros will appended till it has a length equal to the max length.


                  • If the sequence is longer than the max length then, the sequence will be trimmed to the max length.







                  share|improve this answer












                  share|improve this answer



                  share|improve this answer










                  answered 6 hours ago









                  Shubham PanchalShubham Panchal

                  37118




                  37118





















                      1












                      $begingroup$

                      The easiest way is to use Padding and Masking.



                      There are three general ways to handle variable-length sequences:



                      1. Batch size = 1,

                      2. Batch size > 1, with equi-length samples in each batch, and

                      3. Padding and masking (which can be used for (2))

                      For cases (1) and (2) you need to set the timesteps of LSTM to None, e.g.



                      model.add(LSTM(units, input_shape=(None, dimension)))


                      this way LSTM accepts batches that have different lengths; although samples inside each batch must be the same length. Then, you need to feed a custom data generator to model.fit_generator.



                      I have provided a complete example for simple case (1) at the end. Based on this example and the link, you should be able to build a generator for case (2). Specifically, we either (a) return batch_size of sequences with the same length, or (b) select sequences with almost the same length, and pad the shorter ones as will be illustrated for case (3), and use a Masking layer before LSTM layer to ignore the padded timestamps, e.g.



                      model.add(Masking(mask_value=special_value, input_shape=(None, dimension)))
                      model.add(LSTM(lstm_units))


                      First dimension of input_shape in Masking (for timestamps) is again None for the same aforementioned reason.



                      Padding and masking



                      In this approach, we pad the shorter sequences with a special value to be masked (skipped) later. For example, suppose each timestamp has dimension 2, and -10 is the special value, then



                      X = [

                      [[1, 1.1],
                      [0.9, 0.95]],

                      [[2, 2.2],
                      [1.9, 1.95],
                      [1.8, 1.85]],

                      ]


                      should be converted to



                      X2 = [

                      [[1, 1.1],
                      [0.9, 0.95],
                      [-10, -10]],

                      [[2, 2.2],
                      [1.9, 1.95],
                      [1.8, 1.85]],
                      ]


                      This way, all instances would have the same length. Then, we use a Masking layer that skips those special timestamps like they don't exist.



                      Here is the code for cases (1) and (3):



                      from keras import Sequential
                      from keras.utils import Sequence
                      from keras.layers import LSTM, Dense, Masking
                      import numpy as np


                      class MyBatchGenerator(Sequence):
                      'Generates data for Keras'
                      def __init__(self, X, y, batch_size=1, shuffle=True):
                      'Initialization'
                      self.X = X
                      self.y = y
                      self.batch_size = batch_size
                      self.shuffle = shuffle
                      self.on_epoch_end()

                      def __len__(self):
                      'Denotes the number of batches per epoch'
                      return int(np.floor(len(self.y)/self.batch_size))

                      def __getitem__(self, index):
                      return self.__data_generation(index)

                      def on_epoch_end(self):
                      'Shuffles indexes after each epoch'
                      self.indexes = np.arange(len(self.y))
                      if self.shuffle == True:
                      np.random.shuffle(self.indexes)

                      def __data_generation(self, index):
                      Xb = np.empty((self.batch_size, *X[index].shape))
                      yb = np.empty((self.batch_size, *y[index].shape))
                      # naively use the same sample over and over again
                      for s in range(0, self.batch_size):
                      Xb[s] = X[index]
                      yb[s] = y[index]
                      return Xb, yb


                      # Parameters
                      N = 1000
                      halfN = int(N/2)
                      dimension = 2
                      lstm_units = 3

                      # Data
                      np.random.seed(123) # to generate the same numbers
                      timestamps = np.random.randint(1, 10, halfN) # sequences with timestamps between 1 to 10
                      X_zero = np.array([np.random.normal(0, 1, size=(timestamp, dimension)) for timestamp in timestamps])
                      y_zero = np.zeros((halfN, 1))
                      X_one = np.array([np.random.normal(1, 1, size=(timestamp, dimension)) for timestamp in timestamps])
                      y_one = np.ones((halfN, 1))
                      p = np.random.permutation(N) # to shuffle zero and one classes
                      X = np.concatenate((X_zero, X_one))[p]
                      y = np.concatenate((y_zero, y_one))[p]

                      # Batch = 1
                      model = Sequential()
                      model.add(LSTM(lstm_units, input_shape=(None, dimension)))
                      model.add(Dense(1, activation='sigmoid'))
                      model.compile(loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy'])
                      print(model.summary())
                      model.fit_generator(MyBatchGenerator(X, y, batch_size=1), epochs=2)

                      # Padding and Masking
                      special_value = -10.0
                      max_timestamp = max(timestamps)
                      Xpad = np.full((N, max_timestamp, dimension), fill_value=special_value)
                      for i, x in enumerate(X):
                      timestamp = x.shape[0]
                      Xpad[i, 0:timestamp, :] = x
                      model2 = Sequential()
                      model2.add(Masking(mask_value=special_value, input_shape=(None, dimension)))
                      model2.add(LSTM(lstm_units))
                      model2.add(Dense(1, activation='sigmoid'))
                      model2.compile(loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy'])
                      print(model2.summary())
                      model2.fit(Xpad, y, epochs=50, batch_size=32)





                      share|improve this answer











                      $endgroup$

















                        1












                        $begingroup$

                        The easiest way is to use Padding and Masking.



                        There are three general ways to handle variable-length sequences:



                        1. Batch size = 1,

                        2. Batch size > 1, with equi-length samples in each batch, and

                        3. Padding and masking (which can be used for (2))

                        For cases (1) and (2) you need to set the timesteps of LSTM to None, e.g.



                        model.add(LSTM(units, input_shape=(None, dimension)))


                        this way LSTM accepts batches that have different lengths; although samples inside each batch must be the same length. Then, you need to feed a custom data generator to model.fit_generator.



                        I have provided a complete example for simple case (1) at the end. Based on this example and the link, you should be able to build a generator for case (2). Specifically, we either (a) return batch_size of sequences with the same length, or (b) select sequences with almost the same length, and pad the shorter ones as will be illustrated for case (3), and use a Masking layer before LSTM layer to ignore the padded timestamps, e.g.



                        model.add(Masking(mask_value=special_value, input_shape=(None, dimension)))
                        model.add(LSTM(lstm_units))


                        First dimension of input_shape in Masking (for timestamps) is again None for the same aforementioned reason.



                        Padding and masking



                        In this approach, we pad the shorter sequences with a special value to be masked (skipped) later. For example, suppose each timestamp has dimension 2, and -10 is the special value, then



                        X = [

                        [[1, 1.1],
                        [0.9, 0.95]],

                        [[2, 2.2],
                        [1.9, 1.95],
                        [1.8, 1.85]],

                        ]


                        should be converted to



                        X2 = [

                        [[1, 1.1],
                        [0.9, 0.95],
                        [-10, -10]],

                        [[2, 2.2],
                        [1.9, 1.95],
                        [1.8, 1.85]],
                        ]


                        This way, all instances would have the same length. Then, we use a Masking layer that skips those special timestamps like they don't exist.



                        Here is the code for cases (1) and (3):



                        from keras import Sequential
                        from keras.utils import Sequence
                        from keras.layers import LSTM, Dense, Masking
                        import numpy as np


                        class MyBatchGenerator(Sequence):
                        'Generates data for Keras'
                        def __init__(self, X, y, batch_size=1, shuffle=True):
                        'Initialization'
                        self.X = X
                        self.y = y
                        self.batch_size = batch_size
                        self.shuffle = shuffle
                        self.on_epoch_end()

                        def __len__(self):
                        'Denotes the number of batches per epoch'
                        return int(np.floor(len(self.y)/self.batch_size))

                        def __getitem__(self, index):
                        return self.__data_generation(index)

                        def on_epoch_end(self):
                        'Shuffles indexes after each epoch'
                        self.indexes = np.arange(len(self.y))
                        if self.shuffle == True:
                        np.random.shuffle(self.indexes)

                        def __data_generation(self, index):
                        Xb = np.empty((self.batch_size, *X[index].shape))
                        yb = np.empty((self.batch_size, *y[index].shape))
                        # naively use the same sample over and over again
                        for s in range(0, self.batch_size):
                        Xb[s] = X[index]
                        yb[s] = y[index]
                        return Xb, yb


                        # Parameters
                        N = 1000
                        halfN = int(N/2)
                        dimension = 2
                        lstm_units = 3

                        # Data
                        np.random.seed(123) # to generate the same numbers
                        timestamps = np.random.randint(1, 10, halfN) # sequences with timestamps between 1 to 10
                        X_zero = np.array([np.random.normal(0, 1, size=(timestamp, dimension)) for timestamp in timestamps])
                        y_zero = np.zeros((halfN, 1))
                        X_one = np.array([np.random.normal(1, 1, size=(timestamp, dimension)) for timestamp in timestamps])
                        y_one = np.ones((halfN, 1))
                        p = np.random.permutation(N) # to shuffle zero and one classes
                        X = np.concatenate((X_zero, X_one))[p]
                        y = np.concatenate((y_zero, y_one))[p]

                        # Batch = 1
                        model = Sequential()
                        model.add(LSTM(lstm_units, input_shape=(None, dimension)))
                        model.add(Dense(1, activation='sigmoid'))
                        model.compile(loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy'])
                        print(model.summary())
                        model.fit_generator(MyBatchGenerator(X, y, batch_size=1), epochs=2)

                        # Padding and Masking
                        special_value = -10.0
                        max_timestamp = max(timestamps)
                        Xpad = np.full((N, max_timestamp, dimension), fill_value=special_value)
                        for i, x in enumerate(X):
                        timestamp = x.shape[0]
                        Xpad[i, 0:timestamp, :] = x
                        model2 = Sequential()
                        model2.add(Masking(mask_value=special_value, input_shape=(None, dimension)))
                        model2.add(LSTM(lstm_units))
                        model2.add(Dense(1, activation='sigmoid'))
                        model2.compile(loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy'])
                        print(model2.summary())
                        model2.fit(Xpad, y, epochs=50, batch_size=32)





                        share|improve this answer











                        $endgroup$















                          1












                          1








                          1





                          $begingroup$

                          The easiest way is to use Padding and Masking.



                          There are three general ways to handle variable-length sequences:



                          1. Batch size = 1,

                          2. Batch size > 1, with equi-length samples in each batch, and

                          3. Padding and masking (which can be used for (2))

                          For cases (1) and (2) you need to set the timesteps of LSTM to None, e.g.



                          model.add(LSTM(units, input_shape=(None, dimension)))


                          this way LSTM accepts batches that have different lengths; although samples inside each batch must be the same length. Then, you need to feed a custom data generator to model.fit_generator.



                          I have provided a complete example for simple case (1) at the end. Based on this example and the link, you should be able to build a generator for case (2). Specifically, we either (a) return batch_size of sequences with the same length, or (b) select sequences with almost the same length, and pad the shorter ones as will be illustrated for case (3), and use a Masking layer before LSTM layer to ignore the padded timestamps, e.g.



                          model.add(Masking(mask_value=special_value, input_shape=(None, dimension)))
                          model.add(LSTM(lstm_units))


                          First dimension of input_shape in Masking (for timestamps) is again None for the same aforementioned reason.



                          Padding and masking



                          In this approach, we pad the shorter sequences with a special value to be masked (skipped) later. For example, suppose each timestamp has dimension 2, and -10 is the special value, then



                          X = [

                          [[1, 1.1],
                          [0.9, 0.95]],

                          [[2, 2.2],
                          [1.9, 1.95],
                          [1.8, 1.85]],

                          ]


                          should be converted to



                          X2 = [

                          [[1, 1.1],
                          [0.9, 0.95],
                          [-10, -10]],

                          [[2, 2.2],
                          [1.9, 1.95],
                          [1.8, 1.85]],
                          ]


                          This way, all instances would have the same length. Then, we use a Masking layer that skips those special timestamps like they don't exist.



                          Here is the code for cases (1) and (3):



                          from keras import Sequential
                          from keras.utils import Sequence
                          from keras.layers import LSTM, Dense, Masking
                          import numpy as np


                          class MyBatchGenerator(Sequence):
                          'Generates data for Keras'
                          def __init__(self, X, y, batch_size=1, shuffle=True):
                          'Initialization'
                          self.X = X
                          self.y = y
                          self.batch_size = batch_size
                          self.shuffle = shuffle
                          self.on_epoch_end()

                          def __len__(self):
                          'Denotes the number of batches per epoch'
                          return int(np.floor(len(self.y)/self.batch_size))

                          def __getitem__(self, index):
                          return self.__data_generation(index)

                          def on_epoch_end(self):
                          'Shuffles indexes after each epoch'
                          self.indexes = np.arange(len(self.y))
                          if self.shuffle == True:
                          np.random.shuffle(self.indexes)

                          def __data_generation(self, index):
                          Xb = np.empty((self.batch_size, *X[index].shape))
                          yb = np.empty((self.batch_size, *y[index].shape))
                          # naively use the same sample over and over again
                          for s in range(0, self.batch_size):
                          Xb[s] = X[index]
                          yb[s] = y[index]
                          return Xb, yb


                          # Parameters
                          N = 1000
                          halfN = int(N/2)
                          dimension = 2
                          lstm_units = 3

                          # Data
                          np.random.seed(123) # to generate the same numbers
                          timestamps = np.random.randint(1, 10, halfN) # sequences with timestamps between 1 to 10
                          X_zero = np.array([np.random.normal(0, 1, size=(timestamp, dimension)) for timestamp in timestamps])
                          y_zero = np.zeros((halfN, 1))
                          X_one = np.array([np.random.normal(1, 1, size=(timestamp, dimension)) for timestamp in timestamps])
                          y_one = np.ones((halfN, 1))
                          p = np.random.permutation(N) # to shuffle zero and one classes
                          X = np.concatenate((X_zero, X_one))[p]
                          y = np.concatenate((y_zero, y_one))[p]

                          # Batch = 1
                          model = Sequential()
                          model.add(LSTM(lstm_units, input_shape=(None, dimension)))
                          model.add(Dense(1, activation='sigmoid'))
                          model.compile(loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy'])
                          print(model.summary())
                          model.fit_generator(MyBatchGenerator(X, y, batch_size=1), epochs=2)

                          # Padding and Masking
                          special_value = -10.0
                          max_timestamp = max(timestamps)
                          Xpad = np.full((N, max_timestamp, dimension), fill_value=special_value)
                          for i, x in enumerate(X):
                          timestamp = x.shape[0]
                          Xpad[i, 0:timestamp, :] = x
                          model2 = Sequential()
                          model2.add(Masking(mask_value=special_value, input_shape=(None, dimension)))
                          model2.add(LSTM(lstm_units))
                          model2.add(Dense(1, activation='sigmoid'))
                          model2.compile(loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy'])
                          print(model2.summary())
                          model2.fit(Xpad, y, epochs=50, batch_size=32)





                          share|improve this answer











                          $endgroup$



                          The easiest way is to use Padding and Masking.



                          There are three general ways to handle variable-length sequences:



                          1. Batch size = 1,

                          2. Batch size > 1, with equi-length samples in each batch, and

                          3. Padding and masking (which can be used for (2))

                          For cases (1) and (2) you need to set the timesteps of LSTM to None, e.g.



                          model.add(LSTM(units, input_shape=(None, dimension)))


                          this way LSTM accepts batches that have different lengths; although samples inside each batch must be the same length. Then, you need to feed a custom data generator to model.fit_generator.



                          I have provided a complete example for simple case (1) at the end. Based on this example and the link, you should be able to build a generator for case (2). Specifically, we either (a) return batch_size of sequences with the same length, or (b) select sequences with almost the same length, and pad the shorter ones as will be illustrated for case (3), and use a Masking layer before LSTM layer to ignore the padded timestamps, e.g.



                          model.add(Masking(mask_value=special_value, input_shape=(None, dimension)))
                          model.add(LSTM(lstm_units))


                          First dimension of input_shape in Masking (for timestamps) is again None for the same aforementioned reason.



                          Padding and masking



                          In this approach, we pad the shorter sequences with a special value to be masked (skipped) later. For example, suppose each timestamp has dimension 2, and -10 is the special value, then



                          X = [

                          [[1, 1.1],
                          [0.9, 0.95]],

                          [[2, 2.2],
                          [1.9, 1.95],
                          [1.8, 1.85]],

                          ]


                          should be converted to



                          X2 = [

                          [[1, 1.1],
                          [0.9, 0.95],
                          [-10, -10]],

                          [[2, 2.2],
                          [1.9, 1.95],
                          [1.8, 1.85]],
                          ]


                          This way, all instances would have the same length. Then, we use a Masking layer that skips those special timestamps like they don't exist.



                          Here is the code for cases (1) and (3):



                          from keras import Sequential
                          from keras.utils import Sequence
                          from keras.layers import LSTM, Dense, Masking
                          import numpy as np


                          class MyBatchGenerator(Sequence):
                          'Generates data for Keras'
                          def __init__(self, X, y, batch_size=1, shuffle=True):
                          'Initialization'
                          self.X = X
                          self.y = y
                          self.batch_size = batch_size
                          self.shuffle = shuffle
                          self.on_epoch_end()

                          def __len__(self):
                          'Denotes the number of batches per epoch'
                          return int(np.floor(len(self.y)/self.batch_size))

                          def __getitem__(self, index):
                          return self.__data_generation(index)

                          def on_epoch_end(self):
                          'Shuffles indexes after each epoch'
                          self.indexes = np.arange(len(self.y))
                          if self.shuffle == True:
                          np.random.shuffle(self.indexes)

                          def __data_generation(self, index):
                          Xb = np.empty((self.batch_size, *X[index].shape))
                          yb = np.empty((self.batch_size, *y[index].shape))
                          # naively use the same sample over and over again
                          for s in range(0, self.batch_size):
                          Xb[s] = X[index]
                          yb[s] = y[index]
                          return Xb, yb


                          # Parameters
                          N = 1000
                          halfN = int(N/2)
                          dimension = 2
                          lstm_units = 3

                          # Data
                          np.random.seed(123) # to generate the same numbers
                          timestamps = np.random.randint(1, 10, halfN) # sequences with timestamps between 1 to 10
                          X_zero = np.array([np.random.normal(0, 1, size=(timestamp, dimension)) for timestamp in timestamps])
                          y_zero = np.zeros((halfN, 1))
                          X_one = np.array([np.random.normal(1, 1, size=(timestamp, dimension)) for timestamp in timestamps])
                          y_one = np.ones((halfN, 1))
                          p = np.random.permutation(N) # to shuffle zero and one classes
                          X = np.concatenate((X_zero, X_one))[p]
                          y = np.concatenate((y_zero, y_one))[p]

                          # Batch = 1
                          model = Sequential()
                          model.add(LSTM(lstm_units, input_shape=(None, dimension)))
                          model.add(Dense(1, activation='sigmoid'))
                          model.compile(loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy'])
                          print(model.summary())
                          model.fit_generator(MyBatchGenerator(X, y, batch_size=1), epochs=2)

                          # Padding and Masking
                          special_value = -10.0
                          max_timestamp = max(timestamps)
                          Xpad = np.full((N, max_timestamp, dimension), fill_value=special_value)
                          for i, x in enumerate(X):
                          timestamp = x.shape[0]
                          Xpad[i, 0:timestamp, :] = x
                          model2 = Sequential()
                          model2.add(Masking(mask_value=special_value, input_shape=(None, dimension)))
                          model2.add(LSTM(lstm_units))
                          model2.add(Dense(1, activation='sigmoid'))
                          model2.compile(loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy'])
                          print(model2.summary())
                          model2.fit(Xpad, y, epochs=50, batch_size=32)






                          share|improve this answer














                          share|improve this answer



                          share|improve this answer








                          edited 5 hours ago

























                          answered 6 hours ago









                          EsmailianEsmailian

                          2,650318




                          2,650318



























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