First of all, you should define your own custom layer. If you need some intuition how to implement your own cell see LSTMCell in Keras repository. E.g. your custom cell will be:
class MinimalRNNCell(keras.layers.Layer):
def __init__(self, units, **kwargs):
self.units = units
self.state_size = units
super(MinimalRNNCell, self).__init__(**kwargs)
def build(self, input_shape):
self.kernel = self.add_weight(shape=(input_shape[-1], self.units),
initializer='uniform',
name='kernel')
self.recurrent_kernel = self.add_weight(
shape=(self.units, self.units),
initializer='uniform',
name='recurrent_kernel')
self.built = True
def call(self, inputs, states):
prev_output = states[0]
h = K.dot(inputs, self.kernel)
output = h + K.dot(prev_output, self.recurrent_kernel)
return output, [output]
Then, use tf.keras.layers.RNN to use your cell:
cell = MinimalRNNCell(32)
x = keras.Input((None, 5))
layer = RNN(cell)
y = layer(x)
# Here's how to use the cell to build a stacked RNN:
cells = [MinimalRNNCell(32), MinimalRNNCell(64)]
x = keras.Input((None, 5))
layer = RNN(cells)
y = layer(x)