好的,可以将CuDNNGRU替换为Bidirectional(CuDNNGRU),并在其后面添加MultiHeadAttention层。具体代码如下:
from keras.layers import Input, Conv1D, Dropout, concatenate, Dense, Lambda, Activation, CuDNNGRU, Bidirectional
from keras.models import Model
from keras_self_attention import SeqSelfAttention
def LSTNet(trainX1,trainX2,trainY,config):
input1 = Input(shape=(trainX1.shape[1], trainX1.shape[2]))
conv1 = Conv1D(filters=48, kernel_size=6, strides=1, activation='relu') # for input1
# It's a probelm that I can't find any way to use the same Conv1D layer to train the two inputs,
conv2 = Conv1D(filters=48, kernel_size=6 , strides=1, activation='relu') # for input2
conv2.set_weights(conv1.get_weights()) # at least use same weight
conv1out = conv1(input1)
gru1out = Bidirectional(CuDNNGRU(64, return_sequences=True))(conv1out)
gru1out = SeqSelfAttention(attention_activation='sigmoid')(gru1out)
gru1out = Dropout(config.dropout)(gru1out)
input2 = Input(shape=(trainX2.shape[1], trainX2.shape[2]))
conv2out = conv2(input2)
gru2out = Bidirectional(CuDNNGRU(64, return_sequences=True))(conv2out)
gru2out = SeqSelfAttention(attention_activation='sigmoid')(gru2out)
gru2out = Dropout(config.dropout)(gru2out)
gru_out = concatenate([gru1out,gru2out])
output = Dense(trainY.shape[1])(gru_out)
#highway 使用Dense模拟AR自回归过程,为预测添加线性成份,同时使输出可以响应输入的尺度变化。
highway_window = config.highway_window
#截取近3个窗口的时间维 保留了所有的输入维度
z = Lambda