LSTM neural network for regression

Hello, I would like to create a recurrent neural network for a regression problem. I'd like to use a LSTM network with a continuous output, but I'm getting an error when building the network with a LSTM Layer and Regression Layer: "Regression is not supported for networks with LSTM layers."
Is there a way I can work around this to have a simple, continuous output from -1 to 1 instead of just a classification?
My input is [720 10] - there are 720 features and 10 samples over time. The feature values are roughly between -10 and 30. My output should be [12 1] - there are twelve output variables and each has a value ranging from -1 to 1.
Thanks, Jake

3 Comments

For N pairs of I-dimensional inputs and corresponding O-dimensional "O"utput targets, the matrix dimensiona are
[ I N ] = size(input)
[O N ] = size(target)
with, typically,
N > 10*max(I,O)
It is not clear to me what your values of I, O and N are
The time sequence data is continuous. The input features are adjustable. The length of a given sequence is adjustable as well.
The question is more, how do I get MATLAB neural network with an LSTM layer to work with a regression layer...
Can an LSTM layer be used with a regression layer?

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on 8 Oct 2017

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