How to set window size for LSTM in Matlab?

I was wondering how I can set the window size in an LSTM network, but cant find it under the layer settings.

I'm using the LSTM for time series regression and simulation.

Thanks!

[Ameer Hamza]

Are you using the Deep Network Designer app?

[Lucas Ferreira-Correia]

No I've got the network topology laid out in code, it's as follows:

For my problem I am using 3 inputs to compute 1 output

numHiddenUnits = 60;
[inputSize, ~] = size(XTrain{1});
layer = [
    sequenceInputLayer(inputSize,"Normalization","zscore")
    lstmLayer(numHiddenUnits,'OutputMode','sequence')
    fullyConnectedLayer(1)
    regressionLayer
];

[Lucas Ferreira-Correia]

Do I have to process the data in a special way perhaps?

[mhd z]

I have the same problem.

Answer 1

[Ameer Hamza]

You can use NumHiddenUnits option to specify the window size (if by window size, you mean the number of memory units).

lstmLayer(numHiddenUnits,'OutputMode','sequence', 'NumHiddenUnits', 100); % 100 units

[Lucas Ferreira-Correia]

Thank you for your answer!

I'm afraid that is not quite what I'm looking for. By window size I mean the amount of previous data points taken into the LSTM. My signal is quite dynamic and I would like to adjust how many of these data points are considered. Patrick van der Smagt explains it pretty well in this comment.

Hope this clears things up?

Thank you in advance!

[Ameer Hamza]

Yes, this is what hidden units are doing in lstm: https://www.mathworks.com/help/deeplearning/ref/nnet.cnn.layer.lstmlayer.html#mw_9f7c5f93-4bf2-4ddb-b922-b1c122668b9a_sep_mw_7732d29e-17f2-4182-af4b-402fdb332b67. It shows how many past datapoints are saved in LSTM.

[Lucas Ferreira-Correia]

Thank you! Perhaps I misunderstood the description but I thought the number of hidden units refers to the amount of cell states and hidden states passed on from cell to cell. Is that the same thing as the window size?

[Ameer Hamza]

Yes, window size defined in the researchgate link is the memory units in the lstm. It is the same as the hidden units in MATLAB.

[mhd z]

then what is the matlab's equivalent for number of units in python?

in python : window size = number of hidden units in matlba

in python: number of units = ? in matlab