I am developing an LSTM autoencoder model for anomaly detection. I have my keras model setup as below:
from keras.models import Sequential
from keras import Model, layers
from keras.layers import Layer, Conv1D, Input, Masking, Dense, RNN, LSTM, Dropout, RepeatVector, TimeDistributed, Masking, Reshape
def create_RNN_with_attention():
x=Input(shape=(X_train_dt.shape[1], X_train_dt.shape[2]))
RNN_layer_1 = LSTM(units=64, return_sequences=False)(x)
attention_layer = attention()(RNN_layer_1)
dropout_layer_1 = Dropout(rate=0.2)(attention_layer)
repeat_vector_layer = RepeatVector(n=X_train_dt.shape[1])(dropout_layer_1)
RNN_layer_2 = LSTM(units=64, return_sequences=True)(repeat_vector_layer)
dropout_layer_1 = Dropout(rate=0.2)(RNN_layer_2)
output = TimeDistributed(Dense(X_train_dt.shape[2], trainable=True))(dropout_layer_1)
model=Model(x,output)
model.compile(loss='mae', optimizer='adam')
return model
Notice the attention layer that I added, attention_layer
. Before adding this, the model compiled perfectly, however after adding this attention_layer - the model is throwing out the following error: ValueError: Input 0 is incompatible with layer repeat_vector_40: expected ndim=2, found ndim=1
My attention layer is setup as follows:
import keras.backend as K
class attention(Layer):
def __init__(self,**kwargs):
super(attention,self).__init__(**kwargs)
def build(self,input_shape):
self.W=self.add_weight(name='attention_weight', shape=(input_shape[-1],1),
initializer='random_normal', trainable=True)
self.b=self.add_weight(name='attention_bias', shape=(input_shape[1],1),
initializer='zeros', trainable=True)
super(attention, self).build(input_shape)
def call(self,x):
# Alignment scores. Pass them through tanh function
e = K.tanh(K.dot(x,self.W)+self.b)
# Remove dimension of size 1
e = K.squeeze(e, axis=-1)
# Compute the weights
alpha = K.softmax(e)
# Reshape to tensorFlow format
alpha = K.expand_dims(alpha, axis=-1)
# Compute the context vector
context = x * alpha
context = K.sum(context, axis=1)
return context
The idea of the attention mask is to allow the model to focus on more prominent features as is trains.
Why am I getting the error above and how can I fix this?
I think that the problem lies in this line:
RNN_layer_1 = LSTM(units=64, return_sequences=False)(x)
This layer outputs a tensor of shape (batch_size, 64)
. So this means that you output a vector and then run attention mechanism on w.r.t. to the batch dimension instead of a sequential dimension. This also means that you output with a squeezed batch dimension that is not acceptable for any keras
layer. This is why the Repeat
layer raises error as it expects vector of at least shape (batch_dimension, dim)
.
If you want to run attention mechanism over a sequence then you should switch the line mentioned above to:
RNN_layer_1 = LSTM(units=64, return_sequences=True)(x)