I know it's pretty late, I hope this can help.
what you are asking, technically, is possible by modifying the LSTM-cell in call method. I modify it and make it return 4 dimension instead of 3 when you give return_sequences=True
.
Code
from keras.layers.recurrent import _generate_dropout_mask
class Mod_LSTMCELL(LSTMCell):
def call(self, inputs, states, training=None):
if 0 < self.dropout < 1 and self._dropout_mask is None:
self._dropout_mask = _generate_dropout_mask(
K.ones_like(inputs),
self.dropout,
training=training,
count=4)
if (0 < self.recurrent_dropout < 1 and
self._recurrent_dropout_mask is None):
self._recurrent_dropout_mask = _generate_dropout_mask(
K.ones_like(states[0]),
self.recurrent_dropout,
training=training,
count=4)
# dropout matrices for input units
dp_mask = self._dropout_mask
# dropout matrices for recurrent units
rec_dp_mask = self._recurrent_dropout_mask
h_tm1 = states[0] # previous memory state
c_tm1 = states[1] # previous carry state
if self.implementation == 1:
if 0 < self.dropout < 1.:
inputs_i = inputs * dp_mask[0]
inputs_f = inputs * dp_mask[1]
inputs_c = inputs * dp_mask[2]
inputs_o = inputs * dp_mask[3]
else:
inputs_i = inputs
inputs_f = inputs
inputs_c = inputs
inputs_o = inputs
x_i = K.dot(inputs_i, self.kernel_i)
x_f = K.dot(inputs_f, self.kernel_f)
x_c = K.dot(inputs_c, self.kernel_c)
x_o = K.dot(inputs_o, self.kernel_o)
if self.use_bias:
x_i = K.bias_add(x_i, self.bias_i)
x_f = K.bias_add(x_f, self.bias_f)
x_c = K.bias_add(x_c, self.bias_c)
x_o = K.bias_add(x_o, self.bias_o)
if 0 < self.recurrent_dropout < 1.:
h_tm1_i = h_tm1 * rec_dp_mask[0]
h_tm1_f = h_tm1 * rec_dp_mask[1]
h_tm1_c = h_tm1 * rec_dp_mask[2]
h_tm1_o = h_tm1 * rec_dp_mask[3]
else:
h_tm1_i = h_tm1
h_tm1_f = h_tm1
h_tm1_c = h_tm1
h_tm1_o = h_tm1
i = self.recurrent_activation(x_i + K.dot(h_tm1_i,
self.recurrent_kernel_i))
f = self.recurrent_activation(x_f + K.dot(h_tm1_f,
self.recurrent_kernel_f))
c = f * c_tm1 + i * self.activation(x_c + K.dot(h_tm1_c,
self.recurrent_kernel_c))
o = self.recurrent_activation(x_o + K.dot(h_tm1_o,
self.recurrent_kernel_o))
else:
if 0. < self.dropout < 1.:
inputs *= dp_mask[0]
z = K.dot(inputs, self.kernel)
if 0. < self.recurrent_dropout < 1.:
h_tm1 *= rec_dp_mask[0]
z += K.dot(h_tm1, self.recurrent_kernel)
if self.use_bias:
z = K.bias_add(z, self.bias)
z0 = z[:, :self.units]
z1 = z[:, self.units: 2 * self.units]
z2 = z[:, 2 * self.units: 3 * self.units]
z3 = z[:, 3 * self.units:]
i = self.recurrent_activation(z0)
f = self.recurrent_activation(z1)
c = f * c_tm1 + i * self.activation(z2)
o = self.recurrent_activation(z3)
h = o * self.activation(c)
if 0 < self.dropout + self.recurrent_dropout:
if training is None:
h._uses_learning_phase = True
return tf.expand_dims(tf.concat([h,c],axis=0),0), [h, c]
Sample code
# create a cell
test = Mod_LSTMCELL(100)
# Input timesteps=10, features=7
in1 = Input(shape=(10,7))
out1 = RNN(test, return_sequences=True)(in1)
M = Model(inputs=[in1],outputs=[out1])
M.compile(keras.optimizers.Adam(),loss='mse')
ans = M.predict(np.arange(7*10,dtype=np.float32).reshape(1, 10, 7))
print(ans.shape)
# state_h
print(ans[0,0,0,:])
# state_c
print(ans[0,0,1,:])