TimeDistributed(Dense) vs Dense in Keras - Same number of parameters

TimeDistributedDense applies a same dense to every time step during GRU/LSTM Cell unrolling. So the error function will be between predicted label sequence and the actual label sequence. (Which is normally the requirement for sequence to sequence labeling problems).

However, with return_sequences=False, Dense layer is applied only once at the last cell. This is normally the case when RNNs are used for classification problem. If return_sequences=True then Dense layer is applied to every timestep just like TimeDistributedDense.

So for as per your models both are same, but if you change your second model to return_sequences=False, then Dense will be applied only at the last cell. Try changing it and the model will throw as error because then the Y will be of size [Batch_size, InputSize], it is no more a sequence to sequence but a full sequence to label problem.

from keras.models import Sequential
from keras.layers import Dense, Activation, TimeDistributed
from keras.layers.recurrent import GRU
import numpy as np

InputSize = 15
MaxLen = 64
HiddenSize = 16

OutputSize = 8
n_samples = 1000

model1 = Sequential()
model1.add(GRU(HiddenSize, return_sequences=True, input_shape=(MaxLen, InputSize)))
model1.add(TimeDistributed(Dense(OutputSize)))
model1.add(Activation('softmax'))
model1.compile(loss='categorical_crossentropy', optimizer='rmsprop')


model2 = Sequential()
model2.add(GRU(HiddenSize, return_sequences=True, input_shape=(MaxLen, InputSize)))
model2.add(Dense(OutputSize))
model2.add(Activation('softmax'))
model2.compile(loss='categorical_crossentropy', optimizer='rmsprop')

model3 = Sequential()
model3.add(GRU(HiddenSize, return_sequences=False, input_shape=(MaxLen, InputSize)))
model3.add(Dense(OutputSize))
model3.add(Activation('softmax'))
model3.compile(loss='categorical_crossentropy', optimizer='rmsprop')

X = np.random.random([n_samples,MaxLen,InputSize])
Y1 = np.random.random([n_samples,MaxLen,OutputSize])
Y2 = np.random.random([n_samples, OutputSize])

model1.fit(X, Y1, batch_size=128, nb_epoch=1)
model2.fit(X, Y1, batch_size=128, nb_epoch=1)
model3.fit(X, Y2, batch_size=128, nb_epoch=1)

print(model1.summary())
print(model2.summary())
print(model3.summary())

In the above example architecture of model1 and model2 are sample (sequence to sequence models) and model3 is a full sequence to label model.