Basic Long Short Term Memory (LSTM)

• Long Short Term Memory (LSTM) is a type of deep learning model that is mostly used for analysis of sequential data (time series data prediction).
• There are different application areas that are used: Language model, neural machine translation, music generation, time series prediction, financial prediction, etc.
• The aim of this implementation is to help to learn structure of basic LSTM (LSTM cell forward, LSTM cell backward, etc..).
• Code is adapted from Andrew Ng's Course 'Sequential models'.

LSTM Cell

LSTM Forward Pass

Reference

• Andrew Ng, Sequential Models Course, Deep Learning Specialization