Hi Emirhan,
I understand that you are trying to define a loss function in MATLAB such that the truth of the loss function is the previous time step output of an LSTM.
This can be achieved by defining a custom loss function that takes as inputs both the predicted output at time step ‘t’ and the true output at time step ‘t-1’. Make sure that this loss function considers two predicted outputs and two true outputs as inputs to backpropagate through both ‘y_1’ and ‘y_2’.
Please follow the below mentioned steps for the same:
- Define the custom loss function that uses the previous time step output as truth
- Shift the true output by one time step
- Define the loss as the mean squared error between the predicted outputs and the shifted true outputs
- Combine the losses
