So now that we have covered some basics for both CNTK and LSTM, it’s time to dive into our example application. You can find this project with the code that accompanies this book. Make sure you have it open in Microsoft Visual Studio before proceeding. You can follow the instructions in the upcoming The Code section if you need further instructions.

The example we are creating uses Microsoft CNTK as a back-end and will use a simple sine wave as our function. The sine wave was plotted earlier and is used due to it’s being widely familiar to most individuals.

Here are screenshots of what our example application looks like:

The preceding screenshot shows our main screen, displaying our sine wave data points, our training data. The goal is to get our training data (blue) to match the red as closely as possible in shape, as follows:

The following screen allows us to plot our loss function:

The following screen allows us to plot our observed versus predicted values. The goal is to have the predicted values (blue) match as closely as possible the actual values (shown in red):