Python 训练具有稀疏标签形状问题的LSTM模型?
预测股票日收益的LSTM模型。我使用了Python 训练具有稀疏标签形状问题的LSTM模型?,python,tensorflow,keras,neural-network,lstm,Python,Tensorflow,Keras,Neural Network,Lstm,预测股票日收益的LSTM模型。我使用了pd.qcut()将数据分成四分位数,使用这些四分位数作为稀疏标签 然后,我构建了LSTM模型: regressor = Sequential() regressor.add(LSTM(units = 50, return_sequences = True, input_shape = (X_train_scaled_sequence.shape[1], X_train_scaled_sequence.shape[2]))) regressor.add
pd.qcut()
将数据分成四分位数,使用这些四分位数作为稀疏标签
然后,我构建了LSTM模型:
regressor = Sequential()
regressor.add(LSTM(units = 50, return_sequences = True,
input_shape = (X_train_scaled_sequence.shape[1], X_train_scaled_sequence.shape[2])))
regressor.add(Dropout(DROUPOUT))
regressor.add(LSTM(units = 50, return_sequences = True))
regressor.add(Dropout(DROUPOUT))
regressor.add(LSTM(units = 50, return_sequences = True))
regressor.add(Dropout(DROUPOUT))
regressor.add(LSTM(units = 50))
regressor.add(Dropout(DROUPOUT))
regressor.add(Dense(units = 10, activation='softmax'))
opt = SGD(lr=0.001)
regressor.compile(loss = tf.keras.losses.SparseCategoricalCrossentropy(),
optimizer = opt,
metrics = [tf.keras.metrics.Accuracy()])
history = regressor.fit(X_train_scaled_sequence, Y_train_scaled_sequence,
validation_data=(X_val_scaled_sequence, Y_val_scaled_sequence), epochs = EPOCHS, batch_size = BATCH_SIZE)
数据形状:
print(X_train_scaled_sequence.shape)
>>> (2575, 60, 154)
print(Y_train_scaled_sequence.shape)
>>> (2575,)
但是我得到了这个错误
raise ValueError("Shapes %s and %s are incompatible" % (self, other))
ValueError: Shapes (None, 10) and (None, 1) are incompatible
我把数据分成十位数,因此有10个标签。我把数据分成十位数,因此有10个标签