I tried two different models for a regression model.

The first one is a basic dense neural network. The performance is, for now, not great at all, but at least, it predicts always different values. x_train shape: (batch, features), y_train shape: (batch)

from keras import optimizers
from keras.models import Sequential, Model
from keras.layers import Input
from keras.layers.recurrent import LSTM
from keras.layers.normalization import BatchNormalization
from keras.layers.core import Dense,  Activation
from keras.callbacks import EarlyStopping
from sklearn.preprocessing import StandardScaler
import numpy as np
x_train = x_train.todense()
x_test = x_test.todense()
y_train = y_train.to_numpy()
y_test = y_test.to_numpy()
scaler = StandardScaler()
x_train = scaler.fit_transform(x_train)
x_test = scaler.fit_transform(x_test)
batch_size = int(x_train.shape[0] / (self.nb_epochs * 1.0))

model = Sequential()
adam = optimizers.adam(lr=0.01)
model.compile(loss='mse', optimizer=adam)
history = model.fit(x_train, y_train, batch_size=batch_size, epochs=self.nb_epochs,
                    callbacks=[callback], validation_data=(x_test, y_test))

However, the LSTM model always predict the same value. x_train shape: (batch, timesteps, features); y_train shape: (batch, timesteps), but I only use the most recent timestep for y.

lstm = 10
first_layer = 240
nb_epochs = 1000
callback = EarlyStopping(monitor='val_loss', patience=8)
batch_size = int(x_train.shape[0] / (nb_epochs * 1.0))

input_tensor = Input(shape=[x_train.shape[1], x_train.shape[2]])
lstm_layer = LSTM(30)(input_tensor)
dense_layer = Dense(first)(lstm_layer)
normalization_without_activation = BatchNormalization()(dense_layer)
normalization = Activation('relu')(normalization_without_activation)
outputs = Dense(1)
model = Model(inputs=input_tensor, outputs=outputs)
adam = optimizers.adam(lr=0.01)
model.compile(loss='mse', optimizer=adam)
history = model.fit(x_train, y_train[:, -1], batch_size=batch_size, epochs=nb_epochs,
                                    callbacks=[callback], validation_data=(x_test, y_test[:, -1]))

Any ideas of what I could be doing wrong?


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