I am using the input gradient as feature important and want to compare the feature importance of a train datapoint with the human annotated feature importance. I would like to make this comparison differentiable such that it can be learned through backpropagation. For that, I am writing a custom loss function that in addition to the regular loss (e.g. m.s.e. on the prediction vs true labels) also checks whether the input gradient is correct (e.g. m.s.e. of the input gradient vs the human annotated feature importance).
With the following code I am able to get the input gradient:
from keras import backend as K
import numpy as np
from keras.models import Model
from keras.layers import Input, Dense
def normalize(x):
# utility function to normalize a tensor by its L2 norm
return x / (K.sqrt(K.mean(K.square(x))) + 1e-5)
# Amount of training samples
N = 1000
input_dim = 10
# Generate training set make the 1st and 2nd feature same as the target feature
X = np.random.standard_normal(size=(N, input_dim))
y = np.random.randint(low=0, high=2, size=(N, 1))
X[:, 1] = y[:, 0]
X[:, 2] = y[:, 0]
# Create simple model
inputs = Input(shape=(input_dim,))
x = Dense(10, name="dense1")(inputs)
output = Dense(1, activation='sigmoid')(x)
model = Model(input=[inputs], output=output)
# Compile and fit model
model.compile(optimizer='adam', loss="mse", metrics=['accuracy'])
model.fit([X], y, epochs=100, batch_size=64)
# Get function to get input gradients
gradients = K.gradients(model.output, model.input)[0]
gradient_function = K.function([model.input], [normalize(gradients)])
# Get input gradient values of the training-set
grads_val = gradient_function([X])[0]
print(grads_val[:2])
This prints the following (you can see that the 1st and the 2nd features have the highest importance):
[[ 1.2629046e-02 2.2765596e+00 2.1479919e+00 2.1558853e-02
4.5277486e-03 2.9851785e-03 9.5279224e-04 -1.0903150e-02
-1.2230731e-02 2.1960819e-02]
[ 1.1318034e-02 2.0402350e+00 1.9250139e+00 1.9320872e-02
4.0577268e-03 2.6752844e-03 8.5390132e-04 -9.7713526e-03
-1.0961102e-02 1.9681118e-02]]
How can I write a custom loss function in which the input gradients are differentiable?
I started with the following loss function.
from keras.losses import mean_squared_error
def custom_loss():
# human annotated feature importance
# Let's say that it says to only look at the second feature
human_feature_importance = []
for i in range(N):
human_feature_importance.append([0,0,1,0,0,0,0,0,0,0])
def loss(y_true, y_pred):
# Get regular loss
regular_loss_value = mean_squared_error(y_true, y_pred)
# Somehow get the input gradient of each training sample as a tensor
# It should be differential w.r.t. all of the weights
gradients = ??
feature_importance_loss_value = mean_squared_error(gradients, human_feature_importance)
# Combine the both losses
return regular_loss_value + feature_importance_loss_value
return loss
I also found an implementation in tensorflow to make the input gradient differentialble: https://github.com/dtak/rrr/blob/master/rrr/tensorflow_perceptron.py#L18
Related
I am getting acquainted with Tensorflow-Probability and here I am running into a problem. During training, the model returns nan as the loss (possibly meaning a huge loss that causes overflowing). Since the functional form of the synthetic data is not overly complicated and the ratio of data points to parameters is not frightening at first glance at least I wonder what is the problem and how it could be corrected.
The code is the following --accompanied by some possibly helpful images:
# Create and plot 5000 data points
x_train = np.linspace(-1, 2, 5000)[:, np.newaxis]
y_train = np.power(x_train, 3) + 0.1*(2+x_train)*np.random.randn(5000)[:, np.newaxis]
plt.scatter(x_train, y_train, alpha=0.1)
plt.show()
# Define the prior weight distribution -- all N(0, 1) -- and not trainable
def prior(kernel_size, bias_size, dtype = None):
n = kernel_size + bias_size
prior_model = Sequential([
tfpl.DistributionLambda(
lambda t: tfd.MultivariateNormalDiag(loc = tf.zeros(n) , scale_diag = tf.ones(n)
))
])
return(prior_model)
# Define variational posterior weight distribution -- multivariate Gaussian
def posterior(kernel_size, bias_size, dtype = None):
n = kernel_size + bias_size
posterior_model = Sequential([
tfpl.VariableLayer(tfpl.MultivariateNormalTriL.params_size(n) , dtype = dtype), # The parameters of the model are declared Variables that are trainable
tfpl.MultivariateNormalTriL(n) # The posterior function will return to the Variational layer that will call it a MultivariateNormalTril object that will have as many dimensions
# as the parameters of the Variational Dense Layer. That means that each parameter will be generated by a distinct Normal Gaussian shifted and scaled
# by a mu and sigma learned from the data, independently of all the other weights. The output of this Variablelayer will become the input to the
# MultivariateNormalTriL object.
# The shape of the VariableLayer object will be defined by the number of paramaters needed to create the MultivariateNormalTriL object given
# that it will live in a Space of n dimensions (event_size = n). This number is returned by the tfpl.MultivariateNormalTriL.params_size(n)
])
return(posterior_model)
x_in = Input(shape = (1,))
x = tfpl.DenseVariational(units= 2**4,
make_prior_fn=prior,
make_posterior_fn=posterior,
kl_weight=1/x_train.shape[0],
activation='relu')(x_in)
x = tfpl.DenseVariational(units= 2**4,
make_prior_fn=prior,
make_posterior_fn=posterior,
kl_weight=1/x_train.shape[0],
activation='relu')(x)
x = tfpl.DenseVariational(units=tfpl.IndependentNormal.params_size(1),
make_prior_fn=prior,
make_posterior_fn=posterior,
kl_weight=1/x_train.shape[0])(x)
y_out = tfpl.IndependentNormal(1)(x)
model = Model(inputs = x_in, outputs = y_out)
def nll(y_true, y_pred):
return -y_pred.log_prob(y_true)
model.compile(loss=nll, optimizer= 'Adam')
model.summary()
Train the model
history = model.fit(x_train1, y_train1, epochs=500)
The problem seems to be in the loss function: negative log-likelihood of the independent normal distribution without any specified location and scale leads to the untamed variance which leads to the blowing up the final loss value. Since you're experimenting with the variational layers, you must be interested in the estimation of the epistemic uncertainty, to that end, I'd recommend to apply the constant variance.
I tried to make a couple of slight changes to your code within the following lines:
first of all, the final output y_out comes directly from the final variational layer without any IndpendnetNormal distribution layer:
y_out = tfpl.DenseVariational(units=1,
make_prior_fn=prior,
make_posterior_fn=posterior,
kl_weight=1/x_train.shape[0])(x)
second, the loss function now contains the necessary calculations with the normal distribution you need but with the static variance in order to avoid the blowing up of the loss during training:
def nll(y_true, y_pred):
dist = tfp.distributions.Normal(loc=y_pred, scale=1.0)
return tf.reduce_sum(-dist.log_prob(y_true))
then the model is compiled and trained in the same way as before:
model.compile(loss=nll, optimizer= 'Adam')
history = model.fit(x_train, y_train, epochs=3000)
and finally let's sample 100 different predictions from the trained model and plot these values to visualize the epistemic uncertainty of the model:
predicted = [model(x_train) for _ in range(100)]
for i, res in enumerate(predicted):
plt.plot(x_train, res , alpha=0.1)
plt.scatter(x_train, y_train, alpha=0.1)
plt.show()
After 3000 epochs the result looks like this (with the reduced number of training points to 3000 instead of 5000 to speed-up the training):
The model has 38,589 trainable parameters but you have only 5,000 points as data; so, effective training is impossible with so many parameters.
I would like to code in tf.Keras a Neural Network with a couple of loss functions. One is a standard mse (mean squared error) with a factor loading, while the other is basically a regularization term on the output of a hidden layer. This second loss is added through self.add_loss() in a user-defined class inheriting from tf.keras.layers.Layer. I have a couple of questions (the first is more important though).
1) The error I get when trying to combine the two losses together is the following:
ValueError: Shapes must be equal rank, but are 0 and 1
From merging shape 0 with other shapes. for '{{node AddN}} = AddN[N=2, T=DT_FLOAT](loss/weighted_loss/value, model/new_layer/mul_1)' with input shapes: [], [100].
So it comes from the fact that the tensors which should add up to make one unique loss value have different shapes (and ranks). Still, when I try to print the losses during the training, I clearly see that the vectors returned as losses have shape batch_size and rank 1. Could it be that when the 2 losses are summed I have to provide them (or at least the loss of add_loss) as scalar? I know the mse is usually returned as a vector where each entry is the mse from one sample in the batch, hence having batch_size as shape. I think I tried to do the same with the "regularization" loss. Do you have an explanation for this behavio(u)r?
The sample code which gives me error is the following:
import numpy as np
import tensorflow as tf
from tensorflow.keras import backend as K
from tensorflow.keras.models import Model
from tensorflow.keras.layers import Dense, Input
def rate_mse(rate=1e5):
#tf.function # also needed for printing
def loss(y_true, y_pred):
tmp = rate*K.mean(K.square(y_pred - y_true), axis=-1)
# tf.print('shape %s and rank %s output in mse'%(K.shape(tmp), tf.rank(tmp)))
tf.print('shape and rank output in mse',[K.shape(tmp), tf.rank(tmp)])
tf.print('mse loss:',tmp) # print when I put tf.function
return tmp
return loss
class newLayer(tf.keras.layers.Layer):
def __init__(self, rate=5e-2, **kwargs):
super(newLayer, self).__init__(**kwargs)
self.rate = rate
# #tf.function # to be commented for NN training
def call(self, inputs):
tmp = self.rate*K.mean(inputs*inputs, axis=-1)
tf.print('shape and rank output in regularizer',[K.shape(tmp), tf.rank(tmp)])
tf.print('regularizer loss:',tmp)
self.add_loss(tmp, inputs=True)
return inputs
tot_n = 10000
xx = np.random.rand(tot_n,1)
yy = np.pi*xx
train_size = int(0.9*tot_n)
xx_train = xx[:train_size]; xx_val = xx[train_size:]
yy_train = yy[:train_size]; yy_val = yy[train_size:]
reg_layer = newLayer()
input_layer = Input(shape=(1,)) # input
hidden = Dense(20, activation='relu', input_shape=(2,))(input_layer) # hidden layer
hidden = reg_layer(hidden)
output_layer = Dense(1, activation='linear')(hidden)
model = Model(inputs=[input_layer], outputs=[output_layer])
model.compile(optimizer='Adam', loss=rate_mse(), experimental_run_tf_function=False)
#model.compile(optimizer='Adam', loss=None, experimental_run_tf_function=False)
model.fit(xx_train, yy_train, epochs=100, batch_size = 100,
validation_data=(xx_val,yy_val), verbose=1)
#new_xx = np.random.rand(10,1); new_yy = np.pi*new_xx
#model.evaluate(new_xx,new_yy)
print(model.predict(np.array([[1]])))
2) I would also have a secondary question related to this code. I noticed that printing with tf.print inside the function rate_mse only works with tf.function. Similarly, the call method of newLayer is only taken into consideration if the same decorator is commented during training. Can someone explain why this is the case or reference me to a possible solution?
Thanks in advance to whoever can provide me help. I am currently using Tensorflow 2.2.0 and keras version is 2.3.0-tf.
I stuck with the same problem for a few days. "Standard" loss is going to be a scalar at the moment when we add it to the loss from add_loss. The only way how I get it working is to add one more axis while calculating mean. So we will get a scalar, and it will work.
tmp = self.rate*K.mean(inputs*inputs, axis=[0, -1])
I am a beginner of Deep Learning and trying to making discriminator that judge cats/non-cats.
But When I run the code following, runtime error occured.
I know that "requires_grad" must be set to True in order to calculate the gradient automatically, but since X_train and Y_train are variables for reading, they are set to False.
I would be grateful if you could modify this code.
X_train = torch.tensor(train_set_x, dtype=dtype,requires_grad=False)
Y_train = torch.tensor(train_set_y, dtype=dtype,requires_grad=False)
def train_model(X_train, Y_train, X_test, Y_test, n_h, num_iterations=10000,learning_rate=0.5, print_cost=False):
"""
Arguments:
X_train -- training set represented by a numpy array of shape (num_px * num_px * 3, m_train)
Y_train -- training labels represented by a numpy array (vector) of shape (1, m_train)
X_test -- test set represented by a numpy array of shape (num_px * num_px * 3, m_test)
Y_test -- test labels represented by a numpy array (vector) of shape (1, m_test)
n_h -- size of the hidden layer
num_iterations -- number of iterations in gradient descent loop
learning_rate -- hyperparameter representing the learning rate used in the update rule of optimize()
print_cost -- if True, print the cost every 200 iterations
Returns:
d -- dictionary containing information about the model.
"""
n_x = X.size(1)
n_y = Y.size(1)
# Create model
model = nn.Sequential(
nn.Linear(n_x,n_h),
nn.ReLU(),
nn.Linear(n_h,n_y),
nn.ReLU()
)
# Initialize parameters
for name, param in model.named_parameters():
if name.find('weight') != -1:
torch.nn.init.orthogonal_(param)
elif name.find('bias') != -1:
torch.nn.init.constant_(param, 0)
# Cost function
cost_fn = nn.BCELoss()
# Loop (gradient descent)
for i in range(0, num_iterations):
# Forward propagation: compute predicted labels by passing input data to the model.
Y_predicted = model(X_train)
A2 = (Y_predicted > 0.5).float()
# Cost function. Inputs: predicted and true values. Outputs: "cost".
cost = cost_fn(A2, Y_train)
# Print the cost every 100 iterations
if print_cost and i % 100 == 0:
print("Cost after iteration %i: %f" % (i, cost.item()))
# Zero the gradients before running the backward pass. See hint in problem description
model.zero_grad()
# Backpropagation. Compute gradient of the cost function with respect to all the
# learnable parameters of the model. Use autograd to compute the backward pass.
cost.backward()
# Gradient descent parameter update.
with torch.no_grad():
for param in model.parameters():
# Your code here !!
param -= learning_rate * param.grad
d = {"model": model,
"learning_rate": learning_rate,
"num_iterations": num_iterations}
return d
RuntimeError: element 0 of tensors does not require grad and does not have a grad_fn
I believe your problem is that you are mixing numpy arrays and torch tensors. Pytorch tensors are a bit like numpy arrays, but they also kept in a computational graph that is responsible for the backward pass.
The description of your received variables X_train, Y_train, X_test, Y_test says they are numpy arrays. You should convert them all to torch tensors:
x = torch.tensor(x)
I also noticed that you are manually performing gradient updates. Unless that was your intention, I would recomend you using one of pytorch's optimizers.
from torch.optim import SGD
model = nn.Sequential(
nn.Linear(n_x,n_h),
nn.ReLU(),
nn.Linear(n_h,n_y),
nn.Sigmoid() # You are using BCELoss, you should give it an input from 0 to 1
)
optimizer = SGD(model.parameters(), lr=learning_rate)
cost_fn = nn.BCELoss()
optimizer.zero_grad()
y = model(x)
cost = cost_fn(y, target)
cost.backward()
optimizer.step() # << updated the gradients of your model
Notice that it is recomended to use torch.nn.BCEWithLogitsLoss instead of BCELoss. The first implements sigmoid and the binary cross entropy together with some math tricks to make it more numerically stable. Your model should look something like:
model = nn.Sequential(
nn.Linear(n_x,n_h),
nn.ReLU(),
nn.Linear(n_h,n_y)
)
I want to build an autoencoder where each layer in the encoder has the same meaning as a correspondent layer in the decoder. So if the autoencoder is perfectly trained, the values of those layers should be roughly the same.
So lets say the autoencoder consists of e1 -> e2 -> e3 -> d2 -> d1, whereas e1 is the input and d1 the output. A normal autoencoder trains to have the same result in d1 as e1, but I want the additional constraint, that e2 and d2 are the same. Therefore I want an additional backpropagation path which leads from d2 to e2 and trains at the same time as the normal path from d1 to e1. (d stands for decoder, e for encoder).
I tried to use the error between e2 and d2 as a regularization term with the CustomRegularization layer from the first answer of this link https://github.com/keras-team/keras/issues/5563. I also use this for the error between e1 and d1 instead of the normal path.
The following code is written such that more than 1 intermediate layer can be handled and also uses 4 layers.
In the out commented code is a normal autoencoder which only propagates from start to end.
from keras.layers import Dense
import numpy as np
from keras.datasets import mnist
from keras.models import Model
from keras.engine.topology import Layer
from keras import objectives
from keras.layers import Input
import keras
import matplotlib.pyplot as plt
#A layer which can be given as an output to force a regularization term between two layers
class CustomRegularization(Layer):
def __init__(self, **kwargs):
super(CustomRegularization, self).__init__(**kwargs)
def call(self, x, mask=None):
ld=x[0]
rd=x[1]
bce = objectives.binary_crossentropy(ld, rd)
loss2 = keras.backend.sum(bce)
self.add_loss(loss2, x)
return bce
def get_output_shape_for(self, input_shape):
return (input_shape[0][0],1)
def zero_loss(y_true, y_pred):
return keras.backend.zeros_like(y_pred)
#Create regularization layer between two corresponding layers of encoder and decoder
def buildUpDownRegularization(layerNo, input, up_layers, down_layers):
for i in range(0, layerNo):
input = up_layers[i](input)
start = input
for i in range(layerNo, len(up_layers)):
input = up_layers[i](input)
for j in range(0, len(down_layers) - layerNo):
input = down_layers[j](input)
end = input
cr = CustomRegularization()([start, end])
return cr
# Define shape of the network, layers, some hyperparameters and training data
sizes = [784, 400, 200, 100, 50]
up_layers = []
down_layers = []
for i in range(1, len(sizes)):
layer = Dense(units=sizes[i], activation='sigmoid', input_dim=sizes[i-1])
up_layers.append(layer)
for i in range(len(sizes)-2, -1, -1):
layer = Dense(units=sizes[i], activation='sigmoid', input_dim=sizes[i+1])
down_layers.append(layer)
batch_size = 128
num_classes = 10
epochs = 100
(x_train, y_train), (x_test, y_test) = mnist.load_data()
x_train = x_train.astype('float32')
x_test = x_test.astype('float32')
x_train /= 255
x_test /= 255
x_train = x_train.reshape([x_train.shape[0], 28*28])
x_test = x_test.reshape([x_test.shape[0], 28*28])
y_train = x_train
y_test = x_test
optimizer = keras.optimizers.Adam(lr=0.001, beta_1=0.9, beta_2=0.999, epsilon=None, decay=0.0, amsgrad=False)
"""
### Normal autoencoder like in base mnist example
model = keras.models.Sequential()
for layer in up_layers:
model.add(layer)
for layer in down_layers:
model.add(layer)
model.compile(optimizer=optimizer, loss=keras.backend.binary_crossentropy)
model.fit(x_train, y_train, batch_size=batch_size, epochs=epochs)
score = model.evaluate(x_test, y_test, verbose=0)
#print('Test loss:', score[0])
#print('Test accuracy:', score[1])
decoded_imgs = model.predict(x_test)
n = 10 # how many digits we will display
plt.figure(figsize=(20, 4))
for i in range(n):
# display original
ax = plt.subplot(2, n, i + 1)
plt.imshow(x_test[i].reshape(28, 28))
plt.gray()
ax.get_xaxis().set_visible(False)
ax.get_yaxis().set_visible(False)
# display reconstruction
ax = plt.subplot(2, n, i + 1 + n)
plt.imshow(decoded_imgs[i].reshape(28, 28))
plt.gray()
ax.get_xaxis().set_visible(False)
ax.get_yaxis().set_visible(False)
plt.show()
"""
### My autoencoder where each subpart is also an autoencoder
#This part is only because the model needs a path from start to end, contentwise this should do nothing
output = input = Input(shape=(sizes[0],))
for i in range(0, len(up_layers)):
output = up_layers[i](output)
for i in range(0, len(down_layers)):
output = down_layers[i](output)
crs = [output]
losses = [zero_loss]
#Build the regularization layer
for i in range(len(up_layers)):
crs.append(buildUpDownRegularization(i, input, up_layers, down_layers))
losses.append(zero_loss)
#Create and train model with adapted training data
network = Model([input], crs)
optimizer = keras.optimizers.Adam(lr=0.0001, beta_1=0.9, beta_2=0.999, epsilon=None, decay=0.0, amsgrad=False)
network.compile(loss=losses, optimizer=optimizer)
dummy_train = np.zeros([y_train.shape[0], 1])
dummy_test = np.zeros([y_test.shape[0], 1])
training_data = [y_train]
test_data = [y_test]
for i in range(len(network.outputs)-1):
training_data.append(dummy_train)
test_data.append(dummy_test)
network.fit(x_train, training_data, batch_size=batch_size, epochs=epochs,verbose=1, validation_data=(x_test, test_data))
score = network.evaluate(x_test, test_data, verbose=0)
print('Test loss:', score[0])
print('Test accuracy:', score[1])
decoded_imgs = network.predict(x_test)
n = 10 # how many digits we will display
plt.figure(figsize=(20, 4))
for i in range(n):
# display original
ax = plt.subplot(2, n, i + 1)
plt.imshow(x_test[i].reshape(28, 28))
plt.gray()
ax.get_xaxis().set_visible(False)
ax.get_yaxis().set_visible(False)
# display reconstruction
ax = plt.subplot(2, n, i + 1 + n)
plt.imshow(decoded_imgs[0][i].reshape(28, 28))
plt.gray()
ax.get_xaxis().set_visible(False)
ax.get_yaxis().set_visible(False)
plt.show()
If you run the code as is it will show, that the reproduction ability is no longer given in my code.
I expect a similar behavior to the uncommented code, which shows a normal autoencoder.
Edit: As mentioned in the answers this works well with MSE instead of crossentropy and a lr of .01. 100 epochs with that setting produce really good results.
Edit 2: I would like that the backpropagation works as in this [image] (https://imgur.com/OOo757x). So the backpropagation of the loss of a certain layer stops at the corresponding layer. I think I didn't make this clear before and I don't know if the code currently does that.
Edit 3: Although this code runs and returns a good looking solution the CustomRegularization layer is not doing what I thought it would do, therefore it does not do the same things as in the description.
It seems like the main issue is the use of binary cross-entropy to minimize the difference between encoder and decoder. The internal representation in the network is not going to be a single class probability like the output might be if you were classifying MNIST digits. I was able to get your network to output some reasonable-looking reconstructions with these simple changes:
Using objectives.mean_squared_error instead of objectives.binary_crossentropy in the CustomRegularization class
Changing number of epochs to 5
Changing learning rate to .01
Changes 2 and 3 were simply made to speed up the testing. Change 1 is the key here. Cross entropy is designed for problems where there is a binary "ground truth" variable and an estimate of that variable. However, you do not have a binary truth value in the middle of your network, only at the output layer. Thus a cross entropy loss function in the middle of the network doesn't make much sense (at least to me) -- it will be trying to measure entropy for a variable that isn't binary. Mean squared error, on the other hand, is a bit more generic and should work for this case since you are simply minimizing the difference between two real values. In essence, the middle of the network is performing regression (difference between activations in two continuous values, i.e. layers), not classification, so it needs a loss function that is appropriate for regression.
I also want to suggest that there may be a better approach to accomplish what you want. If you really want the encoder and decoder to be exactly the same, you can share weights between them. Then they will be identical, not just highly similar, and your model will have fewer parameters to train. There is a decent explanation of shared (tied) weights autoencoders with Keras here if you're curious.
Reading your code it does seem like it is doing what you want in your illustration, but I am not really sure how to verify that.
The goal is to predict a timeseries Y of 87601 timesteps (10 years) and 9 targets. The input features X (exogenous input) are 11 timeseries of 87600 timesteps. The output has one more timestep, as this is the initial value.
The output Yt at timestep t depends on the input Xt and on the previous output Yt-1.
Hence, the model should look like this: Model layout
I could only find this thread on this: LSTM: How to feed the output back to the input? #4068.
I tried to implemented this with Keras as follows:
def build_model():
# Input layers
input_x = layers.Input(shape=(features,), name='input_x')
input_y = layers.Input(shape=(targets,), name='input_y-1')
# Merge two inputs
merge = layers.concatenate([input_x,input_y], name='merge')
# Normalise input
norm = layers.Lambda(normalise, name='scale')(merge)
# Hidden layers
x = layers.Dense(128, input_shape=(features,))(norm)
# Output layer
output = layers.Dense(targets, activation='relu', name='output')(x)
model = Model(inputs=[input_x,input_y], outputs=output)
model.compile(loss='mean_squared_error', optimizer=Adam())
return model
def make_prediction(model, X, y):
y_pred = [y[0,None,:]]
for i in range(len(X)):
y_pred.append(model.predict([X[i,None,:],y_pred[i]]))
y_pred = np.asarray(y_pred)
y_pred = y_pred.reshape(y_pred.shape[0],y_pred.shape[2])
return y_pred
# Fit
model = build_model()
model.fit([X_train, y_train[:-1]], [y_train[1:]]], epochs=200,
batch_size=24, shuffle=False)
# Predict
y_hat = make_prediction(model, X_train, y_train)
This works, but is it not what I want to achieve, as there is no connection between input and output. Hence, the model doesn't learn how to correct for an error in the fed-back output, which results in poor accuracy when predicting as the error on the output is accumulated at every timestep.
Is there a way in Keras to implement the output-input feed-back during training stage?
Also, as the initial value of Y is always known, I want to feed this to the network as well.