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Multivariate LSTM mini-batch size error

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Harry Bannister
Harry Bannister on 18 Apr 2021
Edited: Niccolò Dal Santo on 26 Jul 2021
Coding a multivariate LSTM for power demand regression/forecasting. Please see attached code.
After training the LSTM on a N x 1 cell array (26 x 1 cells) training set of EMD (of the demand data) and some other non-0 change information (renewables, ccgt, etc), trying to predict using the trained LSTM throws the following error:
Error using DAGNetwork/predictRNN>iAssertInitialStateIsValidForPredict (line 67)
Incorrect network state. The network expects mini-batches size of 45, but was
passed a mini-batch of size 1.
Error in DAGNetwork/predictRNN (line 9)
iAssertInitialStateIsValidForPredict(statefulLayers, dispatcher.MiniBatchSize)
Error in DAGNetwork/predictAndUpdateState (line 130)
[Y, finalState, predictNetwork] = this.predictRNN(X, dispatcher, ...
Error in SeriesNetwork/predictAndUpdateState (line 396)
[this.UnderlyingDAGNetwork, Y] =
this.UnderlyingDAGNetwork.predictAndUpdateState(X, varargin{:});
Error in DPM_V2_1 (line 124)
[net,YPred(i,:)] =
predictAndUpdateState(net,XTest(i,:),'ExecutionEnvironment','gpu');
I have attempted to change the miniBatchSize in the training options, however I don't think this is the solution, and didn't get any change in results.
Altering the sequenceLength to longest also didn't get any results.
Any help would be appreciated, thanks
  1 Comment
Shashank Gupta
Shashank Gupta on 22 Apr 2021
Hi Harry,
I ran the attached file as it is and I am not able to get the same error as yours. Although looking at the error, it seems like the numFeatures and mini batch size is mismatched. Try looking at this direction.

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Answers (1)

Niccolò Dal Santo
Niccolò Dal Santo on 26 Jul 2021
Edited: Niccolò Dal Santo on 26 Jul 2021
Hi Harry,
I was able to reproduce the error you report, which is caused by the fact that you do not reset the state of the network before the for-loop. You can add the following line before the for-loop which invokes the predictAndUpdateState method:
net = resetState(net);
Notice that for training the network in R2021a release I had to changed the definition of YTrain to
YTrain = cell2mat(YTrain(2:end,:));
The format of the inputs to trainNetwork for training on sequences from cell arrays are
  • The input X a cell array of size N x 1, where each element is one time series of size C x S, C being the number of features and S being the number of timesteps. Each element of the cell array is an observation.
  • The input Y a matrix of targets or a cell array of size N x 1, where each element is a matrix of size R x S, R being the number of output responses and S being the number of timestepsv(which must be equal to the corresponding input observation).
Please see the documentation page of trainNetwork function for further details: https://www.mathworks.com/help/deeplearning/ref/trainnetwork.html#bu6sn4c-2
I hope this helps.
Cheers,
Niccolò

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