lstm.py

from keras.layers.core import Dense, Activation, Dropout
from keras.layers.recurrent import LSTM
from keras.models import Sequential


def build_improved_model(input_dim, output_dim, return_sequences):
    """
    Builds an improved Long Short term memory model using keras.layers.recurrent.lstm
    :param input_dim: input dimension of model
    :param output_dim: ouput dimension of model
    :param return_sequences: return sequence for the model
    :return: a 3 layered LSTM model
    """
    model = Sequential()
    model.add(LSTM(
        input_shape=(None, input_dim),
        units=output_dim,
        return_sequences=return_sequences))

    model.add(Dropout(0.2))

    model.add(LSTM(
        128,
        return_sequences=False))

    model.add(Dropout(0.2))

    model.add(Dense(
        units=1))
    model.add(Activation('linear'))

    return model


def build_basic_model(input_dim, output_dim, return_sequences):
    """
    Builds a basic lstm model 
    :param input_dim: input dimension of the model
    :param output_dim: output dimension of the model
    :param return_sequences: return sequence of the model
    :return: a basic lstm model with 3 layers.
    """
    model = Sequential()
    model.add(LSTM(
        input_shape=(None, input_dim),
        units=output_dim,
        return_sequences=return_sequences))

    model.add(LSTM(
        100,
        return_sequences=False))

    model.add(Dense(
        units=1))
    model.add(Activation('linear'))

    return model