# lstm

## Syntax

## Description

The long short-term memory (LSTM) operation allows a network to learn long-term dependencies between time steps in time series and sequence data.

applies a long short-term memory (LSTM) calculation to input `Y`

= lstm(`X`

,`H0`

,`C0`

,`weights`

,`recurrentWeights`

,`bias`

)`X`

using the
initial hidden state `H0`

, initial cell state `C0`

, and
parameters `weights`

, `recurrentWeights`

, and
`bias`

. The input `X`

must be a formatted
`dlarray`

. The output `Y`

is a formatted
`dlarray`

with the same dimension format as `X`

, except
for any `"S"`

dimensions.

The `lstm`

function updates the cell and hidden states using the
hyperbolic tangent function (tanh) as the state activation function. The
`lstm`

function uses the sigmoid function given by $$\sigma (x)={(1+{e}^{-x})}^{-1}$$ as the gate activation function.

`[`

also returns the hidden state and cell state after the LSTM operation.`Y`

,`hiddenState`

,`cellState`

] = lstm(`X`

,`H0`

,`C0`

,`weights`

,`recurrentWeights`

,`bias`

)

`___ = lstm(___,`

specifies additional options using one or more name-value arguments.`Name=Value`

)

## Examples

### Apply LSTM Operation to Sequence Data

Perform an LSTM operation using three hidden units.

Create the input sequence data as 32 observations with 10 channels and a sequence length of 64

```
numFeatures = 10;
numObservations = 32;
sequenceLength = 64;
X = randn(numFeatures,numObservations,sequenceLength);
X = dlarray(X,"CBT");
```

Create the initial hidden and cell states with three hidden units. Use the same initial hidden state and cell state for all observations.

numHiddenUnits = 3; H0 = zeros(numHiddenUnits,1); C0 = zeros(numHiddenUnits,1);

Create the learnable parameters for the LSTM operation.

weights = dlarray(randn(4*numHiddenUnits,numFeatures),"CU"); recurrentWeights = dlarray(randn(4*numHiddenUnits,numHiddenUnits),"CU"); bias = dlarray(randn(4*numHiddenUnits,1),"C");

Perform the LSTM calculation

[Y,hiddenState,cellState] = lstm(X,H0,C0,weights,recurrentWeights,bias);

View the size and dimensions of the output.

size(Y)

`ans = `*1×3*
3 32 64

dims(Y)

ans = 'CBT'

View the size of the hidden and cell states.

size(hiddenState)

`ans = `*1×2*
3 32

size(cellState)

`ans = `*1×2*
3 32

## Input Arguments

`X`

— Input data

`dlarray`

| numeric array

Input data, specified as a formatted `dlarray`

, an unformatted
`dlarray`

, or a numeric array. When `X`

is not a
formatted `dlarray`

, you must specify the dimension label format using
the `DataFormat`

option. If `X`

is a numeric array,
at least one of `H0`

, `C0`

,
`weights`

, `recurrentWeights`

, or
`bias`

must be a `dlarray`

.

`X`

must contain a sequence dimension labeled `"T"`

. If
`X`

has any spatial dimensions labeled `"S"`

, they
are flattened into the `"C"`

channel dimension. If `X`

does not have a channel dimension, then one is added. If `X`

has any
unspecified dimensions labeled `"U"`

, they must be singleton.

`H0`

— Initial hidden state vector

`dlarray`

| numeric array

Initial hidden state vector, specified as a formatted `dlarray`

, an
unformatted `dlarray`

, or a numeric array.

If `H0`

is a formatted `dlarray`

, it must contain a
channel dimension labeled `"C"`

and optionally a batch dimension
labeled `"B"`

with the same size as the `"B"`

dimension of `X`

. If `H0`

does not have a
`"B"`

dimension, the function uses the same hidden state vector for
each observation in `X`

.

The size of the `"C"`

dimension determines the number of hidden
units. The size of the `"C"`

dimension of `H0`

must be
equal to the size of the `"C"`

dimensions of `C0`

.

If `H0`

is a not a formatted `dlarray`

, the size
of the first dimension determines the number of hidden units and must be the same size
as the first dimension or the `"C"`

dimension of
`C0`

.

`C0`

— Initial cell state vector

`dlarray`

| numeric array

Initial cell state vector, specified as a formatted `dlarray`

, an
unformatted `dlarray`

, or a numeric array.

If `C0`

is a formatted `dlarray`

, it must contain
a channel dimension labeled `'C'`

and optionally a batch dimension
labeled `'B'`

with the same size as the `'B'`

dimension of `X`

. If `C0`

does not have a
`'B'`

dimension, the function uses the same cell state vector for
each observation in `X`

.

The size of the `'C'`

dimension determines the number of hidden
units. The size of the `'C'`

dimension of `C0`

must be
equal to the size of the `'C'`

dimensions of `H0`

.

If `C0`

is a not a formatted `dlarray`

, the size
of the first dimension determines the number of hidden units and must be the same size
as the first dimension or the `'C'`

dimension of
`H0`

.

`weights`

— Weights

`dlarray`

| numeric array

Weights, specified as a formatted `dlarray`

, an unformatted
`dlarray`

, or a numeric array.

Specify `weights`

as a matrix of size
`4*NumHiddenUnits`

-by-`InputSize`

, where
`NumHiddenUnits`

is the size of the `"C"`

dimension
of both `C0`

and `H0`

, and
`InputSize`

is the size of the `"C"`

dimension of
`X`

multiplied by the size of each `"S"`

dimension
of `X`

, where present.

If `weights`

is a formatted `dlarray`

, it must
contain a `"C"`

dimension of size `4*NumHiddenUnits`

and a `"U"`

dimension of size `InputSize`

.

`recurrentWeights`

— Recurrent weights

`dlarray`

| numeric array

Recurrent weights, specified as a formatted `dlarray`

, an
unformatted `dlarray`

, or a numeric array.

Specify `recurrentWeights`

as a matrix of size
`4*NumHiddenUnits`

-by-`NumHiddenUnits`

, where
`NumHiddenUnits`

is the size of the `"C"`

dimension
of both `C0`

and `H0`

.

If `recurrentWeights`

is a formatted `dlarray`

, it
must contain a `"C"`

dimension of size
`4*NumHiddenUnits`

and a `"U"`

dimension of size
`NumHiddenUnits`

.

`bias`

— Bias

`dlarray`

vector | numeric vector

Bias, specified as a formatted `dlarray`

, an unformatted
`dlarray`

, or a numeric array.

Specify `bias`

as a vector of length
`4*NumHiddenUnits`

, where `NumHiddenUnits`

is the
size of the `"C"`

dimension of both `C0`

and
`H0`

.

If `bias`

is a formatted `dlarray`

, the
nonsingleton dimension must be labeled with `"C"`

.

### Name-Value Arguments

Specify optional pairs of arguments as
`Name1=Value1,...,NameN=ValueN`

, where `Name`

is
the argument name and `Value`

is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.

*
Before R2021a, use commas to separate each name and value, and enclose*
`Name`

*in quotes.*

**Example: **```
Y =
lstm(X,H0,C0,weights,recurrentWeights,bias,DataFormat="CTB")
```

applies the LSTM
operation and specifies that the data has format `"CTB"`

(channel, time,
batch).

`DataFormat`

— Description of data dimensions

character vector | string scalar

Description of the data dimensions, specified as a character vector or string scalar.

A data format is a string of characters, where each character describes the type of the corresponding data dimension.

The characters are:

`"S"`

— Spatial`"C"`

— Channel`"B"`

— Batch`"T"`

— Time`"U"`

— Unspecified

For example, consider an array containing a batch of sequences where the first, second,
and third dimensions correspond to channels, observations, and time steps, respectively. You
can specify that this array has the format `"CBT"`

(channel, batch,
time).

You can specify multiple dimensions labeled `"S"`

or `"U"`

.
You can use the labels `"C"`

, `"B"`

, and
`"T"`

at most once. The software ignores singleton trailing
`"U"`

dimensions after the second dimension.

If the input data is not a formatted `dlarray`

object, then you must
specify the `DataFormat`

option.

For more information, see Deep Learning Data Formats.

**Data Types: **`char`

| `string`

`StateActivationFunction`

— State activation function

`"tanh"`

(default) | `"softsign"`

| `"relu"`

*Since R2024a*

Activation function to update the cell and hidden state, specified as one of these values:

`"tanh"`

— Use the hyperbolic tangent function (tanh).`"softsign"`

— Use the softsign function $$\text{softsign}(x)=\frac{x}{1+\left|x\right|}$$.`"relu"`

— Use the rectified linear unit (ReLU) function $$\text{ReLU}(x)=\{\begin{array}{cc}x,& x>0\\ 0,& x\le 0\end{array}$$.

The software uses this option as the function $${\sigma}_{c}$$ in the calculations to update the cell and hidden state.

For more information, see the definition of Long Short-Term Memory Layer on the `lstmLayer`

reference page.

`GateActivationFunction`

— Gate activation function

`"sigmoid"`

(default) | `"hard-sigmoid"`

*Since R2024a*

Activation function to apply to the gates, specified as one of these values:

`"sigmoid"`

— Use the sigmoid function, $$\sigma (x)={(1+{e}^{-x})}^{-1}$$.`"hard-sigmoid"`

— Use the hard sigmoid function,$$\sigma (x)=\{\begin{array}{cc}\begin{array}{l}0\hfill \\ 0.2x+0.5\hfill \\ 1\hfill \end{array}& \begin{array}{l}\text{if}x-2.5\hfill \\ \text{if}-2.5\le x\le 2.5\hfill \\ \text{if}x2.5\hfill \end{array}\end{array}.$$

The software uses this option as the function $${\sigma}_{g}$$ in the calculations for the layer gates.

For more information, see the definition of Long Short-Term Memory Layer on the `lstmLayer`

reference
page.

## Output Arguments

`Y`

— LSTM output

`dlarray`

LSTM output, returned as a `dlarray`

. The output
`Y`

has the same underlying data type as the input
`X`

.

If the input data `X`

is a formatted `dlarray`

,
`Y`

has the same dimension format as `X`

, except for
any `"S"`

dimensions. If the input data is not a formatted
`dlarray`

, `Y`

is an unformatted
`dlarray`

with the same dimension order as the input data.

The size of the `"C"`

dimension of `Y`

is the same
as the number of hidden units, specified by the size of the `"C"`

dimension of `H0`

or `C0`

.

`hiddenState`

— Hidden state vector

`dlarray`

| numeric array

Hidden state vector for each observation, returned as a `dlarray`

or a numeric
array with the same data type as `H0`

.

If the input `H0`

is a formatted `dlarray`

, then the output
`hiddenState`

is a formatted `dlarray`

with the
format `"CB"`

.

`cellState`

— Cell state vector

`dlarray`

| numeric array

Cell state vector for each observation, returned as a `dlarray`

or
a numeric array. `cellState`

is returned with the same data type as
`C0`

.

If the input `C0`

is a formatted `dlarray`

, the
output `cellState`

is returned as a formatted
`dlarray`

with the format `'CB'`

.

## Algorithms

### Long Short-Term Memory

The LSTM operation allows a network to learn long-term dependencies
between time steps in time series and sequence data. For more information, see the
definition of Long Short-Term Memory Layer on the `lstmLayer`

reference
page.

### Deep Learning Array Formats

Most deep learning networks and functions operate on different dimensions of the input data in different ways.

For example, an LSTM operation iterates over the time dimension of the input data and a batch normalization operation normalizes over the batch dimension of the input data.

To provide input data with labeled dimensions or input data with additional layout information, you can use *data formats*.

A data format is a string of characters, where each character describes the type of the corresponding data dimension.

The characters are:

`"S"`

— Spatial`"C"`

— Channel`"B"`

— Batch`"T"`

— Time`"U"`

— Unspecified

For example, consider an array containing a batch of sequences where the first, second,
and third dimensions correspond to channels, observations, and time steps, respectively. You
can specify that this array has the format `"CBT"`

(channel, batch,
time).

To create formatted input data, create a `dlarray`

object and specify the format using the second argument.

To provide additional layout information with unformatted data, specify the format using the `FMT`

argument.

For more information, see Deep Learning Data Formats.

## Extended Capabilities

### GPU Arrays

Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.

Usage notes and limitations:

When at least one of the following input arguments is a

`gpuArray`

or a`dlarray`

with underlying data of type`gpuArray`

, this function runs on the GPU:`X`

`H0`

`C0`

`weights`

`recurrentWeights`

`bias`

For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).

## Version History

**Introduced in R2019b**

### R2024a: Specify state and gate activation functions

Specify the state and gate activation functions using the `StateActivationFunction`

and `GateActivationFunction`

name-value arguments, respectively.

## See Also

`dlarray`

| `fullyconnect`

| `softmax`

| `dlgradient`

| `dlfeval`

| `gru`

| `attention`

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