LSTM-MDN

hy2dl.modelzoo.lstmmdn.LSTMMDN combines an LSTM network with a Mixture Density Network (MDN) output layer. The MDN layer allows modeling the output as a mixture of probability distributions, enabling probabilistic predictions.

Currently available distributions are: gaussian and asymmetric_laplacian. Further details can be found in hy2dl.utils.distributions and Probabilistic model

LSTM with mix density network output layer.

Further details can be found in: Klotz et al. (2022). An example using this model can be found in the notebooks folder in the GitHub repository.