LSTM neural network for regression
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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
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