Create the parameter vectors for the MDN

mdn_parameter_vectors.py

from tensorflow.keras.layers import Input, Dense, Concatenate

neurons = 500     # Neurons of the DNN hidden layers
components = 2    # Number of components in the mixture
no_parameters = 3 # Paramters of the mixture (alpha, mu, sigma)

inputs = Input(shape=(x_train.shape[1],))
h1 = Dense(neurons, activation="relu")(inputs)
h2 = Dense(neurons, activation="relu")(h1)

alphas = Dense(components, activation="softmax", name="alphas")(h2)   # Create vector for alpha (softmax constrained)
mus = Dense(components, name="mus")(h2)                               # Create vector for mus
sigmas = Dense(components, activation="nnelu", name="sigmas")(h2)     # Create vector sigmas (nnelu constrained)
pvector = Concatenate(name="output")([alphas, mus, sigmas])           # Concatenate (required for model compilation)