Skip to content
This repository was archived by the owner on Nov 8, 2018. It is now read-only.
This repository was archived by the owner on Nov 8, 2018. It is now read-only.

Keras and dist-keras results differ #81

@pooja9410

Description

@pooja9410

I am trying to build LSTM model on time-series data. I am using MinMaxScaler to change range of features and target variable, then I reshaped data into 3d [samples, timestep, dimensions]
Then I created a neural network model with 3 lstm layers. And after training, I am calculating r2 score on test data.

Same things I have done using dist-keras. But I am getting different results.

mxscaler_f = MinMaxScaler(inputCol='features', outputCol="features_normalized")
mxscaler_model_f = mxscaler_f.fit(dataset)
dataset = mxscaler_model_f.transform(dataset)

mxscaler = MinMaxScaler(inputCol='target', outputCol="adjclose_min")
mxscaler_model = mxscaler.fit(dataset)
dataset = mxscaler_model.transform(dataset)

dataset = dataset.select("features_normalized", "label_index", "adjclose_min")
dataset.cache()

raw_dataset = dataset
nb_features = len(raw_dataset.select("features_normalized").take(1)[0]["features_normalized"])

timesteps = 1
dimension = nb_features
reshape_transformer = ReshapeTransformer("features_normalized", "matrix", (timesteps, dimension))
raw_dataset = reshape_transformer.transform(raw_dataset)

train_len = int(0.7 * raw_dataset.count())
training_set = sqlContext.createDataFrame(raw_dataset.head(train_len), raw_dataset.schema)
test_set = raw_dataset.subtract(training_set)

optimizer = 'adagrad'
loss = 'mse'
model = Sequential()
model.add(LSTM(80, input_shape=(1,nb_features), return_sequences=True))
model.add(LSTM(70, return_sequences=True))
model.add(LSTM(50 , return_sequences=False))
model.add(Dense(1, kernel_initializer='uniform', activation='relu'))
trainer = SingleTrainer(keras_model=model, loss=loss, worker_optimizer=optimizer, 
                    features_col="features_normalized",label_col="adjclose_min", num_epoch=20, batch_size=512)
trained_model = trainer.train(training_set)
test_set = test_set.select("matrix", "adjclose_min", "label_index")
predictor = ModelPredictor(keras_model=trained_model, features_col="matrix")
test_set = predictor.predict(test_set)
newone = test_set.rdd.map(extract).toDF(["adjclose_min","label_index","pred"])
evaluator = RegressionEvaluator(metricName='r2', predictionCol="pred", labelCol="adjclose_min")
score = evaluator.evaluate(newone)

What wrong I am doing?

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions