使用任何循环层的目的是让输出不仅是独立于其他项目的单个项目的结果，而且是一系列项目的结果，这样层对序列中一个项目的操作的输出就是结果该项目和序列中它之前的任何项目。时间步数定义了这样一个序列的长度。即一个序列中应该处理多少个项目，并影响彼此的结果输出。

LSTM 层以这样的方式运行，即它接受 number_of_timesteps、dimensions_of_each_item 形式的输入。如果参数 return_sequences 设置为 False（默认情况下），则该层会将所有时间步的输入“复合”为单个输出。如果您考虑一个包含 10 个项目的序列，则 return_sequences 设置为 False 的 LSTM 层将从这样的序列中生成单个输出项目，并且该单个项目的属性将是所有项目（时间步长）的结果顺序。在多对一设计的情况下，这就是您想要的。

return_sequences 设置为 True 的 LSTM 层将为输入序列中的每个项目（时间步长）产生一个输出。这样做的方式是，在任何时间步，输出不仅取决于当前正在操作的项目，还取决于序列中的先前项目。在多对多设计的情况下，这就是您想要的。

由于 LSTM 层将一系列项目作为输入，因此模型中 LSTM 层之前的任何层都需要生成一个序列作为输出。在您的 Type 1 模型的情况下，前几层不会对序列进行操作，而是一次对单个项目进行操作。因此，这不会产生用于 LSTM 操作的项目序列。

使用 TimeDistributed 可以让层对序列中的每个项目进行操作，而这些项目不会相互影响。因此，TimeDistributed 层对项目序列进行操作，但没有递归。

在您的类型 2 模型的情况下，第一层将产生一个 5 个时间步长的序列，并且对序列中每个项目执行的操作将彼此独立，因为包装在 TimeDistributed 中的层是非循环的。由于 LSTM 层使用默认设置，return_sequences = False，因此 LSTM 层将为每个此类 5 个项目的序列生成单个输出。

模型中的最终输出节点数完全取决于用例。单个节点适用于二进制分类或产生某种分数。

我想你也许可以使用我以前的工作。在这段代码中，我创建了（随机波长和相位的）正弦波，并将 LSTM 训练为来自这些正弦波的一系列点，并输出完成每个正弦波的 150 个点的序列。

这是模型：

    features_num=5 
    latent_dim=40

    ##
    encoder_inputs = Input(shape=(None, features_num))
    encoded = LSTM(latent_dim, return_state=False ,return_sequences=True)(encoder_inputs)
    encoded = LSTM(latent_dim, return_state=False ,return_sequences=True)(encoded)
    encoded = LSTM(latent_dim, return_state=False ,return_sequences=True)(encoded)
    encoded = LSTM(latent_dim, return_state=True)(encoded)

    encoder = Model (input=encoder_inputs, output=encoded)
    ##

    encoder_outputs, state_h, state_c = encoder(encoder_inputs)
    encoder_states = [state_h, state_c]

    decoder_inputs=Input(shape=(1, features_num))
    decoder_lstm_1 = LSTM(latent_dim, return_sequences=True, return_state=True)
    decoder_lstm_2 = LSTM(latent_dim, return_sequences=True, return_state=True)
    decoder_lstm_3 = LSTM(latent_dim, return_sequences=True, return_state=True)
    decoder_lstm_4 = LSTM(latent_dim, return_sequences=True, return_state=True)

    decoder_dense = Dense(features_num)

    all_outputs = []
    inputs = decoder_inputs


    states_1=encoder_states
   # Place holder values:
    states_2=states_1; states_3=states_1; states_4=states_1

    for _ in range(1):
        # Run the decoder on the first timestep
        outputs_1, state_h_1, state_c_1 = decoder_lstm_1(inputs, initial_state=states_1)
        outputs_2, state_h_2, state_c_2 = decoder_lstm_2(outputs_1)
        outputs_3, state_h_3, state_c_3 = decoder_lstm_3(outputs_2)
        outputs_4, state_h_4, state_c_4 = decoder_lstm_4(outputs_3)

        # Store the current prediction (we will concatenate all predictions later)
        outputs = decoder_dense(outputs_4)
        all_outputs.append(outputs)
        # Reinject the outputs as inputs for the next loop iteration
        # as well as update the states
        inputs = outputs
        states_1 = [state_h_1, state_c_1]
        states_2 = [state_h_2, state_c_2]
        states_3 = [state_h_3, state_c_3]
        states_4 = [state_h_4, state_c_4]


    for _ in range(149):
        # Run the decoder on each timestep
        outputs_1, state_h_1, state_c_1 = decoder_lstm_1(inputs, initial_state=states_1)
        outputs_2, state_h_2, state_c_2 = decoder_lstm_2(outputs_1, initial_state=states_2)
        outputs_3, state_h_3, state_c_3 = decoder_lstm_3(outputs_2, initial_state=states_3)
        outputs_4, state_h_4, state_c_4 = decoder_lstm_4(outputs_3, initial_state=states_4)

        # Store the current prediction (we will concatenate all predictions later)
        outputs = decoder_dense(outputs_4)
        all_outputs.append(outputs)
        # Reinject the outputs as inputs for the next loop iteration
        # as well as update the states
        inputs = outputs
        states_1 = [state_h_1, state_c_1]
        states_2 = [state_h_2, state_c_2]
        states_3 = [state_h_3, state_c_3]
        states_4 = [state_h_4, state_c_4]


    # Concatenate all predictions
    decoder_outputs = Lambda(lambda x: K.concatenate(x, axis=1))(all_outputs)   

    model = Model([encoder_inputs, decoder_inputs], decoder_outputs)

    #model = load_model('pre_model.h5')


    print(model.summary())

这是整个脚本：

from keras.models import Model
from keras.layers import Input, LSTM, Dense, TimeDistributed,Lambda, Dropout, Activation ,RepeatVector
from keras.callbacks import ModelCheckpoint 
import numpy as np

from keras.layers import Lambda
from keras import backend as K

from keras.models import load_model

import os


features_num=5 
latent_dim=40

##
encoder_inputs = Input(shape=(None, features_num))
encoded = LSTM(latent_dim, return_state=False ,return_sequences=True)(encoder_inputs)
encoded = LSTM(latent_dim, return_state=False ,return_sequences=True)(encoded)
encoded = LSTM(latent_dim, return_state=False ,return_sequences=True)(encoded)
encoded = LSTM(latent_dim, return_state=True)(encoded)

encoder = Model (input=encoder_inputs, output=encoded)
##

encoder_outputs, state_h, state_c = encoder(encoder_inputs)
encoder_states = [state_h, state_c]

decoder_inputs=Input(shape=(1, features_num))
decoder_lstm_1 = LSTM(latent_dim, return_sequences=True, return_state=True)
decoder_lstm_2 = LSTM(latent_dim, return_sequences=True, return_state=True)
decoder_lstm_3 = LSTM(latent_dim, return_sequences=True, return_state=True)
decoder_lstm_4 = LSTM(latent_dim, return_sequences=True, return_state=True)

decoder_dense = Dense(features_num)

all_outputs = []
inputs = decoder_inputs

# Place holder values:
states_1=encoder_states
states_2=states_1; states_3=states_1; states_4=states_1

for _ in range(1):
    # Run the decoder on one timestep
    outputs_1, state_h_1, state_c_1 = decoder_lstm_1(inputs, initial_state=states_1)
    outputs_2, state_h_2, state_c_2 = decoder_lstm_2(outputs_1)
    outputs_3, state_h_3, state_c_3 = decoder_lstm_3(outputs_2)
    outputs_4, state_h_4, state_c_4 = decoder_lstm_4(outputs_3)

    # Store the current prediction (we will concatenate all predictions later)
    outputs = decoder_dense(outputs_4)
    all_outputs.append(outputs)
    # Reinject the outputs as inputs for the next loop iteration
    # as well as update the states
    inputs = outputs
    states_1 = [state_h_1, state_c_1]
    states_2 = [state_h_2, state_c_2]
    states_3 = [state_h_3, state_c_3]
    states_4 = [state_h_4, state_c_4]


for _ in range(149):
    # Run the decoder on one timestep
    outputs_1, state_h_1, state_c_1 = decoder_lstm_1(inputs, initial_state=states_1)
    outputs_2, state_h_2, state_c_2 = decoder_lstm_2(outputs_1, initial_state=states_2)
    outputs_3, state_h_3, state_c_3 = decoder_lstm_3(outputs_2, initial_state=states_3)
    outputs_4, state_h_4, state_c_4 = decoder_lstm_4(outputs_3, initial_state=states_4)

    # Store the current prediction (we will concatenate all predictions later)
    outputs = decoder_dense(outputs_4)
    all_outputs.append(outputs)
    # Reinject the outputs as inputs for the next loop iteration
    # as well as update the states
    inputs = outputs
    states_1 = [state_h_1, state_c_1]
    states_2 = [state_h_2, state_c_2]
    states_3 = [state_h_3, state_c_3]
    states_4 = [state_h_4, state_c_4]


# Concatenate all predictions
decoder_outputs = Lambda(lambda x: K.concatenate(x, axis=1))(all_outputs)   

model = Model([encoder_inputs, decoder_inputs], decoder_outputs)

#model = load_model('pre_model.h5')


print(model.summary())


model.compile(loss='mean_squared_error', optimizer='adam')


def create_wavelength(min_wavelength, max_wavelength, fluxes_in_wavelength, category )  :         
#category :: 0 - train ; 2 - validate ; 4- test. 1;3;5 - dead space
    c=(category+np.random.random())/6         
    k = fluxes_in_wavelength
#
    base= (np.trunc(k*np.random.random()*(max_wavelength-min_wavelength))       +k*min_wavelength)  /k
    answer=base+c/k
    return (answer)       

def make_line(length,category):
    shift= np.random.random()
    wavelength = create_wavelength(30,10,1,category)
    a=np.arange(length)
    answer=np.sin(a/wavelength+shift)
    return answer

def make_data(seq_num,seq_len,dim,category):
    data=np.array([]).reshape(0,seq_len,dim)
    for i in range (seq_num):
        mini_data=np.array([]).reshape(0,seq_len)
        for j in range (dim):
            line = make_line(seq_len,category)
            line=line.reshape(1,seq_len)            
            mini_data=np.append(mini_data,line,axis=0)
        mini_data=np.swapaxes(mini_data,1,0)
        mini_data=mini_data.reshape(1,seq_len,dim)      
        data=np.append(data,mini_data,axis=0)
    return (data)


def train_generator():
    while True:
        sequence_length = np.random.randint(150, 300)+150       
        data=make_data(1000,sequence_length,features_num,0) # category=0 in train


    #   decoder_target_data is the same as decoder_input_data but offset by one timestep

        encoder_input_data = data[:,:-150,:] # all but last 150 

        decoder_input_data = data[:,-151,:] # the one before the last 150.
        decoder_input_data=decoder_input_data.reshape((decoder_input_data.shape[0],1,decoder_input_data.shape[1]))


        decoder_target_data = (data[:, -150:, :]) # last 150        
        yield [encoder_input_data, decoder_input_data], decoder_target_data
def val_generator():
    while True:

        sequence_length = np.random.randint(150, 300)+150       
        data=make_data(1000,sequence_length,features_num,2) # category=2 in val

        encoder_input_data = data[:,:-150,:] # all but last 150 

        decoder_input_data = data[:,-151,:] # the one before the last 150.
        decoder_input_data=decoder_input_data.reshape((decoder_input_data.shape[0],1,decoder_input_data.shape[1]))

        decoder_target_data = (data[:, -150:, :]) # last 150        
        yield [encoder_input_data, decoder_input_data], decoder_target_data

filepath_for_w= 'flux_p2p_s2s_model.h5' 
checkpointer=ModelCheckpoint(filepath_for_w, monitor='val_loss', verbose=0, save_best_only=True, mode='auto', period=1)     
model.fit_generator(train_generator(),callbacks=[checkpointer], steps_per_epoch=30, epochs=2000, verbose=1,validation_data=val_generator(),validation_steps=30)
model.save(filepath_for_w)




def predict_wave(input_wave,input_for_decoder):  # input wave= x[n,:,:], ie points except the last 150; each wave has feature_num features. run this function for all such instances (=n)   
    #print (input_wave.shape)
    #print (input_for_decoder.shape)
    pred= model.predict([input_wave,input_for_decoder])

    return pred

def predict_many_waves_from_input(x):   
    x, x2=x # x == encoder_input_data ; x==2 decoder_input_data

    instance_num= x.shape[0]


    multi_predict_collection=np.zeros((x.shape[0],150,x.shape[2]))

    for n in range(instance_num):
        input_wave=x[n,:,:].reshape(1,x.shape[1],x.shape[2])
        input_for_decoder=x2[n,:,:].reshape(1,x2.shape[1],x2.shape[2])
        wave_prediction=predict_wave(input_wave,input_for_decoder)
        multi_predict_collection[n,:,:]=wave_prediction
    return (multi_predict_collection)

def test_maker():
    if True:        
        sequence_length = np.random.randint(150, 300)+150       
        data=make_data(470,sequence_length,features_num,4) # category=4 in test

        encoder_input_data = data[:,:-150,:] # all but last 150 

        decoder_input_data = data[:,-151,:] # the one before the last 150.
        decoder_input_data=decoder_input_data.reshape((decoder_input_data.shape[0],1,decoder_input_data.shape[1]))

        decoder_target_data = (data[:, -150:, :]) # last 150        
        return [encoder_input_data, decoder_input_data],    decoder_target_data

x,y= test_maker()   



a=predict_many_waves_from_input (x) # is that right..?
x=x[0] # keep the wave (generated data except last 150 time points) 
print (x.shape)
print (y.shape)
print (a.shape)

np.save ('a.npy',a)
np.save ('y.npy',y)
np.save ('x.npy',x)



print (np.mean(np.absolute(y[:,:,0]-a[:,:,0])))
print (np.mean(np.absolute(y[:,:,1]-a[:,:,1])))
print (np.mean(np.absolute(y[:,:,2]-a[:,:,2])))
print (np.mean(np.absolute(y[:,:,3]-a[:,:,3])))
print (np.mean(np.absolute(y[:,:,4]-a[:,:,4])))