Yes, you can use functional API to design a multi-output model. You can keep shared layers and 2 different outputs one with sigmoid another with linear activation.
N.B: Don't use input
as a variable, it's a function name in python.
from tensorflow.keras.layers import *
from tensorflow.keras.models import Model
seq_len = 100 # your sequence length
input_ = Input(shape=(seq_len,1))
gru1 = GRU(16, activation='tanh', return_sequences=True)(input_)
dense = TimeDistributed(Dense(16, activation='tanh'))(gru1)
output1 = TimeDistributed(Dense(1, activation="sigmoid", name="out1"))(dense)
output2 = TimeDistributed(Dense(1, activation="linear", name="out2"))(dense)
model = Model(input_, [output1, output2])
model.summary()
Model: "model_1"
__________________________________________________________________________________________________
Layer (type) Output Shape Param # Connected to
==================================================================================================
input_3 (InputLayer) [(None, 100, 1)] 0
__________________________________________________________________________________________________
gru_2 (GRU) (None, 100, 16) 912 input_3[0][0]
__________________________________________________________________________________________________
time_distributed_3 (TimeDistrib (None, 100, 16) 272 gru_2[0][0]
__________________________________________________________________________________________________
time_distributed_4 (TimeDistrib (None, 100, 1) 17 time_distributed_3[0][0]
__________________________________________________________________________________________________
time_distributed_5 (TimeDistrib (None, 100, 1) 17 time_distributed_3[0][0]
==================================================================================================
Total params: 1,218
Trainable params: 1,218
Non-trainable params: 0
Compiling with two loss functions:
losses = {
"out1": "binary_crossentropy",
"out2": "mse",
}
# initialize the optimizer and compile the model
model.compile(optimizer='adam', loss=losses, metrics=["accuracy", "mae"])