How to stack multiple lstm in keras?

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You need to add return_sequences=True to the first layer so that its output tensor has ndim=3 (i.e. batch size, timesteps, hidden state).

Please see the following example:

# expected input data shape: (batch_size, timesteps, data_dim)
model = Sequential()
model.add(LSTM(32, return_sequences=True,
               input_shape=(timesteps, data_dim)))  # returns a sequence of vectors of dimension 32
model.add(LSTM(32, return_sequences=True))  # returns a sequence of vectors of dimension 32
model.add(LSTM(32))  # return a single vector of dimension 32
model.add(Dense(10, activation='softmax'))

From: https://keras.io/getting-started/sequential-model-guide/ (search for “stacked lstm”)

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