Support for MultiRNNCell

[mchitre]

It would be nice to have the equivalent of MultiRNNCell in Lux

[avik-pal]

I will take a closer look at this, but I think we can just use Chain. If we can use a chain, we should just add a note in the manual

[mchitre]

Chains of this type work:

Chain(
  Recurrence(RNNCell(inputsize => latentsize); return_sequence=true),
  x -> stack(x; dims=2),
  Recurrence(RNNCell(latentsize => latentsize); return_sequence=true),
  x -> stack(x; dims=2)
      :
)

[avik-pal]

You might not need a stack here I think. Recurrence should be able to take a VectorOfArray input (this was one of the reasons to not stack the outputs by default)

[mchitre]

Yes, I just tested that. I only need the stack at the end to allow a Dense layer to take in the output. So:

Chain(
  Recurrence(RNNCell(inputsize => latentsize); return_sequence=true),
  Recurrence(RNNCell(latentsize => latentsize); return_sequence=true),
      :
  x -> stack(x; dims=2)
)

works.

[mchitre]

So just a note in the documentation is good enough for this.