tensorflow / tensorflow/probability

How to Implement Bayesian LSTM layers for time-series prediction

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Description

How can I implement and using LSTM layers for time-series prediction with Tensorflow Probability? There is no any layer for RNN Deep learning in TFP layers in tfp.layers

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Research direction

The issue points to the tfp.layers API documentation but names no repository files or tests. Start by reviewing the existing tfp.layers implementations and TensorFlow Probability guidance for recurrent models; a concrete scope and acceptance criteria for Bayesian LSTM support would be needed before implementation can begin.

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Assessment

Tech stack
tensorflow
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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