How to use windows created by the Dataset.window() method in TensorFlow 2.0?

The solution is to call flat_map() like this:

dataset = dataset.flat_map(lambda window: window.batch(5))

Now each item in the dataset is a window, so you can split it like this:

dataset = dataset.map(lambda window: (window[:-1], window[-1:]))

So the full code is:

import tensorflow as tf

dataset = tf.data.Dataset.from_tensor_slices(tf.range(10))
dataset = dataset.window(5, shift=1, drop_remainder=True)
dataset = dataset.flat_map(lambda window: window.batch(5))
dataset = dataset.map(lambda window: (window[:-1], window[-1:]))

for X, y in dataset:
    print("Input:", X.numpy(), "Target:", y.numpy())

Which outputs:

Input: [0 1 2 3] Target: [4]
Input: [1 2 3 4] Target: [5]
Input: [2 3 4 5] Target: [6]
Input: [3 4 5 6] Target: [7]
Input: [4 5 6 7] Target: [8]
Input: [5 6 7 8] Target: [9]