Keras を使用して LSTM ネットワークを開発しています。「gridsearchcv」を使用してパラメーターを最適化しています。エポックパラメーターをグリッドサーチしたくないため、「早期停止」機能を導入することにしました。残念ながら、"delta_min" を非常に大きく、"patience" を非常に低く設定しても、トレーニングは停止しません。トレーニング フェーズが Earlystopping コールバックを無視しているようです。
gridsearchcv と Earlystopping は互換性がないのでしょうか?
私のコードの下:
import pandas as pd
import numpy as np
from sklearn.preprocessing import MinMaxScaler
from keras.models import Sequential
from keras.layers import LSTM, Dense
from keras.wrappers.scikit_learn import KerasRegressor
from sklearn.metrics import mean_squared_error
from sklearn.metrics import mean_absolute_error
from sklearn.metrics import make_scorer
from sklearn.model_selection import GridSearchCV
from time import time
#for earlystop implementation
from keras.callbacks import EarlyStopping
def create_model(optimizer, hl1_nodes, input_shape):
# creation of the NN - Electric Load
# LSTM layers followed by other LSTM layer must have the parameter "return_sequences" set at True
model = Sequential()
model.add(LSTM(units = hl1_nodes , input_shape=input_shape, return_sequences=False))
model.add(Dense(1, activation="linear")) # output layer
model.compile(optimizer=optimizer, loss='mean_squared_error', metrics=['mean_absolute_error'])
model.summary()
return model
def LSTM_1HL_method(X_train, X_test, Y_train, Y_test):
# normalize X and Y data
mmsx = MinMaxScaler()
mmsy = MinMaxScaler()
X_train = mmsx.fit_transform(X_train)
X_test = mmsx.transform(X_test)
Y_train = mmsy.fit_transform(Y_train)
Y_test = mmsy.transform(Y_test)
# NN for Electric Load
# LSTM Input Shape
time_steps = 1 # number of time-steps you are feeding a sequence (?)
inputs_numb = X_train.shape[1] # number of inputs
input_shape=(time_steps, inputs_numb)
model = KerasRegressor(build_fn=create_model,verbose=1,input_shape=input_shape)
#GridSearch code
start=time()
optimizers = ['adam']
epochs = np.array([1000])
hl1_nodes = np.array([32, 64, 128])
btcsz = np.array([1,X_train.shape[0]])
earlyStop=[EarlyStopping(monitor="loss",verbose=1,mode='min',min_delta=1000,patience=1)] #early stop setting
param_grid = dict(optimizer=optimizers, hl1_nodes=hl1_nodes, nb_epoch=epochs,batch_size=btcsz, callbacks=[earlyStop])
scoring = make_scorer(mean_squared_error) #in order to use a metric as a scorer
grid = GridSearchCV(estimator=model, param_grid=param_grid, scoring = scoring)
# NN training
X_train = X_train.reshape(X_train.shape[0], 1, X_train.shape[1])
grid_result = grid.fit(X_train, Y_train)
# Predictions - Electric Load
Yhat_train = grid_result.predict(X_train)
X_test = X_test.reshape(X_test.shape[0], 1, X_test.shape[1])
Yhat_test = grid_result.predict(X_test)
# Denormalization - Electric Load
Yhat_train=Yhat_train.reshape(-1,1)
Yhat_test=Yhat_test.reshape(-1,1)
Yhat_train = mmsy.inverse_transform(Yhat_train)
Yhat_test = mmsy.inverse_transform(Yhat_test)
return Yhat_train, Yhat_test