Multiple outputs Keras

keras.R

library(keras)
library(tensorflow)

input <- layer_input(shape = list(365, 10))
representation <- input %>%
  layer_lstm(units = 32, input_shape = list(365, 10)) %>%
  layer_dropout(rate = 0.2)

output1 <- representation %>%
  layer_dense(units = 2, name = "out1")

output2 <- representation %>%
  layer_dense(units = 2, name = "out2")

model <- keras_model(input, list(out1 = output1, out2 = output2))

loss1 <- function(y_true, y_pred) {
  tensorflow::tf$reduce_mean(y_pred)
}

loss2 <- function(y_true, y_pred) {
  tensorflow::tf$reduce_mean(-y_pred)
}

model %>% compile(
  optimizer = optimizer_adam(),
  loss = list(out1 = loss1, out2 = loss2),
  loss_weights = list(0.8, 0.2),
  metrics = 'mape'
)

model %>% fit(
  x = tf$random$uniform(shape = shape(100, 365, 10)),
  y = list(
    out1 = tf$random$uniform(shape = shape(100, 1)),
    out2 = tf$random$uniform(shape = shape(100, 1))
  )
)