0
$\begingroup$

I am training an LSTM for time series forecasting and it has produced an extremly high loss value during one epoch:

Epoch 00043: saving model to /...
904/904 - 2s - loss: 0.7537 - mean_absolute_error: 0.5772 - val_loss: 1.4430 
- val_mean_absolute_error: 0.7124

Epoch 00044: saving model to /...
904/904 - 2s - loss: 240372339275.7649 - mean_absolute_error: 56354.0078
- val_loss: 4.6229 - val_mean_absolute_error: 1.5681

Epoch 00045: saving model to /...
904/904 - 2s - loss: 1.3348 - mean_absolute_error: 0.7894 - val_loss: 2.2875     
- val_mean_absolute_error: 1.1510

My model:

model = keras.Sequential()
model.add(keras.layers.LSTM(360, activation='relu', input_shape=(N_STEPS, n_features)))
model.add(keras.layers.Dropout(0.1))
model.add(keras.layers.Dense(1, activation='relu'))
model.compile(optimizer='adam', loss='mse', metrics=['mae'])

What is the cause of this?

Theoretically, it shouldn't be able to have such a high loss unless it outputs very high values for that epoch. Which is strange since the model's output makes sense during other epochs.

$\endgroup$
0
$\begingroup$

Sorry I couldn't comment as it requires 50 Reputation. On Epoch 44 there is a huge spike in the loss. It is entirely possible that the model may have come across new data and it may have learned a few tricks up its sleeve. Try to plot loss of train & validation vs epoch to see if it underfits or overfits.

| improve this answer | |
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.