我想在 Pytorch 中为多元输入实现LSTM。
在这篇文章https://machinelearningmastery.com/how-to-develop-lstm-models-for-time-series-forecasting/ 之后，使用 keras，输入数据的形状为（样本数，时间步数，数量并行特征）
in_seq1 = array([10, 20, 30, 40, 50, 60, 70, 80, 90])
in_seq2 = array([15, 25, 35, 45, 55, 65, 75, 85, 95])
out_seq = array([in_seq1[i]+in_seq2[i] for i in range(len(in_seq1))])
. . .
Input Output
[[10 15]
[20 25]
[30 35]] 65
[[20 25]
[30 35]
[40 45]] 85
[[30 35]
[40 45]
[50 55]] 105
[[40 45]
[50 55]
[60 65]] 125
[[50 55]
[60 65]
[70 …尝试使用 Keras 和 PyTorch 在相同的数据集上获得类似的结果。
from numpy import array
from numpy import hstack
from sklearn.model_selection import train_test_split
# split a multivariate sequence into samples
def split_sequences(sequences, n_steps):
X, y = list(), list()
for i in range(len(sequences)):
# find the end of this pattern
end_ix = i + n_steps
# check if we are beyond the dataset
if end_ix > len(sequences):
break
# gather input and output parts of the pattern
seq_x, seq_y = sequences[i:end_ix, :-1], sequences[end_ix-1, -1]
X.append(seq_x)
y.append(seq_y) …