Old question, but I thought it's worth one practical answer. I happened to stumble upon it right after looking at a guide of how to build such neural network, demonstrating echo of python's randint as an example. Here is the final code without detailed explanation, still quite simple and useful in case the link goes offline:
from random import randint
from numpy import array
from numpy import argmax
from pandas import concat
from pandas import DataFrame
from keras.models import Sequential
from keras.layers import LSTM
from keras.layers import Dense
# generate a sequence of random numbers in [0, 99]
def generate_sequence(length=25):
return [randint(0, 99) for _ in range(length)]
# one hot encode sequence
def one_hot_encode(sequence, n_unique=100):
encoding = list()
for value in sequence:
vector = [0 for _ in range(n_unique)]
vector[value] = 1
encoding.append(vector)
return array(encoding)
# decode a one hot encoded string
def one_hot_decode(encoded_seq):
return [argmax(vector) for vector in encoded_seq]
# generate data for the lstm
def generate_data():
# generate sequence
sequence = generate_sequence()
# one hot encode
encoded = one_hot_encode(sequence)
# create lag inputs
df = DataFrame(encoded)
df = concat([df.shift(4), df.shift(3), df.shift(2), df.shift(1), df], axis=1)
# remove non-viable rows
values = df.values
values = values[5:,:]
# convert to 3d for input
X = values.reshape(len(values), 5, 100)
# drop last value from y
y = encoded[4:-1,:]
return X, y
# define model
model = Sequential()
model.add(LSTM(50, batch_input_shape=(5, 5, 100), stateful=True))
model.add(Dense(100, activation='softmax'))
model.compile(loss='categorical_crossentropy', optimizer='adam', metrics=['acc'])
# fit model
for i in range(2000):
X, y = generate_data()
model.fit(X, y, epochs=1, batch_size=5, verbose=2, shuffle=False)
model.reset_states()
# evaluate model on new data
X, y = generate_data()
yhat = model.predict(X, batch_size=5)
print('Expected: %s' % one_hot_decode(y))
print('Predicted: %s' % one_hot_decode(yhat))
I've just tried and it indeed works quite well! Took just a couple of minutes on my old slow netbook. Here's my very own output, different from the link above and you can see match isn't perfect, so I suppose exit criteria is a bit too permissive:
...
- 0s - loss: 0.2545 - acc: 1.0000
Epoch 1/1
- 0s - loss: 0.1845 - acc: 1.0000
Epoch 1/1
- 0s - loss: 0.3113 - acc: 0.9500
Expected: [14, 37, 0, 65, 30, 7, 11, 6, 16, 19, 68, 4, 25, 2, 79, 45, 95, 92, 32, 33]
Predicted: [14, 37, 0, 65, 30, 7, 11, 6, 16, 19, 68, 4, 25, 2, 95, 45, 95, 92, 32, 33]