sklearn中lstm_LSTM

LSTM 原理

import numpy as np

import pandas as pd

import matplotlib.pyplot as plt

import math

from keras.models import Sequential

from keras.layers import Dense, LSTM

from sklearn.preprocessing import MinMaxScaler

from sklearn.metrics import mean_squared_error

np.random.seed(7)

def create_dataset(dataset, look_back=1):

dataX, dataY = [], []

for i in range(len(dataset)-look_back-1):

a = dataset[i:(i+look_back), 0]

dataX.append(a)

dataY.append(dataset[i + look_back, 0])

return np.array(dataX), np.array(dataY)

dataframe = pd.read_csv('../input/traininggoogleprices/TrainPrices.csv', usecols=[1])

dataset = dataframe.values

dataset = dataset.astype('float32')

# normalize the dataset

scaler = MinMaxScaler(feature_range=(0, 1))

dataset = scaler.fit_transform(dataset)

train_size = int(len(dataset) * 0.9)

test_size = len(dataset) - train_size

train, test = dataset[0:train_size,:], dataset[train_size:len(dataset),:]

look_back=1

trainX, trainY = create_dataset(train, look_back)

testX, testY = create_dataset(test, look_back)

# reshape input to be [samples, time steps, features]

trainX = np.reshape(trainX, (trainX.shape[0], 1, trainX.shape[1]))

testX = np.reshape(testX, (testX.shape[0], 1, testX.shape[1]))

# create and fit the LSTM network

model = Sequential()

model.add(LSTM(128,activation='tanh', input_shape=(1, look_back), return_sequences=True))

model.add(LSTM(128,activation='tanh', input_shape=(1, look_back),return_sequences=False))

model.add(Dense(1, activation='relu'))

model.compile(loss='mse', optimizer='RMSProp', metrics = ['accuracy'])

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