'LSTM training difficulties
I wanted to train LSTM model for tabular time series data. My data shape is
((7342689, 50, 5), (7342689,))
I was having a hard time to handle the training loss. Initially I tried with default learning rate , but it didn't help. My class label is severely skewed. I have added focal loss and class weights to handle class imbalance issues. I have tried with adding one more layer with 50 neurons, but that loss started to increase instead of decrease. I appreciate your suggestions. Thanks!
Here is my current model architecture:
adam = Adam(learning_rate=0.0001)
model = keras.Sequential()
model.add(LSTM(100, input_shape = (50, 5)))
model.add(Dropout(0.5))
model.add(Dense(1, activation="sigmoid"))
model.compile(loss=tfa.losses.SigmoidFocalCrossEntropy()
, metrics=[keras.metrics.binary_accuracy]
, optimizer=adam)
model.summary()
class_weights = dict(zip(np.unique(y_train), class_weight.compute_class_weight('balanced', classes=np.unique(y_train),y=y_train)))
history=model.fit(X_train, y_train, batch_size=64, epochs=50,class_weight=class_weights)
Solution 1:[1]
The loss of the model first decreased and then increased, which may be because the optimization process got stuck in a local optimal solution. Maybe you can try reducing the learning rate and increasing the epoch.
Sources
This article follows the attribution requirements of Stack Overflow and is licensed under CC BY-SA 3.0.
Source: Stack Overflow
| Solution | Source |
|---|---|
| Solution 1 | ki-ljl |

