How is it possible to use a validation set with a LSTM?

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When I try to use the Validation set with a LSTM layer, it shows the following error:
options = trainingOptions('adam', ...
'ExecutionEnvironment','gpu', ...
'GradientThreshold',1, ...
'MaxEpochs',maxEpochs, ...
'ValidationData',{XTest,YTest},...
'MiniBatchSize',miniBatchSize, ...
'LearnRateSchedule','piecewise', ...
'SequenceLength','longest', ...
'Shuffle','never', ...
'Verbose',0, ...
'Plots','training-progress');
net = trainNetwork(XTrain,categorical(YTrain),layers,options);
Error:
Training with validation data is not supported for networks with LSTM layers.
Is there another way to use the Validation set during the training of the network?

Accepted Answer

Joss Knight
Joss Knight on 29 Apr 2018
It's ugly, but if you use Checkpoints, then you can use an OutputFcn to (once per epoch) load the network from a checkpoint and run it against your validation data. It isn't very efficient, but it's okay if you're only doing it once per epoch. You won't get it on the training plot of course.
  10 Comments
Joss Knight
Joss Knight on 6 Oct 2020
Hey M J, you should probably ask a new question and provide a bit more detail and code. Thanks.
M J
M J on 8 Oct 2020
Edited: M J on 8 Oct 2020
Hi, thank you for your answer. I did ask a new question (see link below) :
I do not have a code for this, as I am really not sure where to even start. Also, I am not sure if it is okay to post a link to the question here, but if not, please let me know. Thank you.

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More Answers (2)

Mads Bergholt
Mads Bergholt on 17 May 2018
Dear Joss, will this be part of Matlab 2018b? This is an aspect of LSTM that is very important for validating these algorithms.
Best regards Mads
  3 Comments
XIANFENG XU
XIANFENG XU on 7 Nov 2018
I am sorry to say that this is still not included in Matlab 2018b. Sigh. Maybe we have to turn to Tensorflow for deep learning.

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Mads Bergholt
Mads Bergholt on 20 May 2018
thanks Joss

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