Is there any smart way to perform feature selection for LSTM sequence-to-sequence regression, which does not require testing the regression for different sets of features, but rather can tell how useful is the specific feature for a memory-based regression? If there are some approaches i would appreciate some references to the literature.
Noman Islam
Deep learning can be used for feature selection / extraction. You can use CNN at the initial layers or auto-encoders to get desired features before passing it on to LSTM
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Zakaria Charouh
Feature selection is one of the most embarrassing task, you can use a bloc of Conv layers.. you can try extracting some statistical features from your data
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