我需要有关使用 MLP 神经网络进行预测的帮助。我使用 keras 实现了网络,并使用缩放的monthly_sunspots 数据集对其进行了训练:
inputs = Input(shape=(look_back,))
inner = Dense(64)(inputs)
inner = Activation("relu")(inner)
inner = Dense(32)(inputs)
inner = Activation("relu")(inner)
inner = Dense(16)(inputs)
inner = Activation("relu")(inner)
outputs = Dense(1)(inner)
outputs = Activation("linear")(outputs)
#outputs = ReLU(max_value=max_range)(outputs)
mlp_model = Model(inputs=inputs, outputs=outputs)
mlp_opt = Adam(lr=0.001)
mlp_model.compile(mlp_opt, loss="mean_squared_error")
mlp_history = mlp_model.fit(X_train, y_train, epochs=100, verbose=2, validation_data=(X_test, y_test), shuffle=False, batch_size=1)
有了这个结果:
Train Score: 0.00 MSE (0.06 RMSE)
Test Score: 0.01 MSE (0.08 RMSE)
然后我绘制了train_set和test_set,结果很好:
问题是当我尝试使用新数据进行预测时。我创建了一个函数,它使用窗口方法从种子中计算样本。这是功能:
def forward(model, seed_start, steps=3, lib="keras"):
assert seed_start.shape[0] == 1, "Insert only one element"
predictions = []
series = []
seed_start = seed_start.copy()
def shift_array(array, nb_pos=1, default_value="NaN", fill=True):
indexes = list(np.arange(nb_pos))
new_arr = []
for index, element in enumerate(array):
if(index in indexes):
pass
else:
new_arr.append(element)
if(fill is True):
while(len(new_arr) < len(array)):
new_arr.append(default_value)
return new_arr
if(len(seed_start.shape) == 3):
series.append(seed_start[0].reshape(1, -1)[0])
#Hese is for recurrent newtorks
for _ in range(steps):
res = model.predict(seed_start)[0][0]
sub_arr = seed_start[0].reshape(1, -1)[0]
predictions.append([res])
new_arr = shift_array(sub_arr)
new_arr[len(new_arr) - 1] = res
new_arr = np.array(new_arr)
series.append(new_arr)
new_arr = np.expand_dims(new_arr, axis=0)
new_arr = np.expand_dims(new_arr, axis=2)
seed_start = new_arr
elif(len(seed_start.shape) == 2):
#Here is for multilayer perceptron networks
for i in range(steps):
if(lib=="keras"):
res = model.predict(seed_start)[0][0]
elif(lib=="sklearn"):
res = model.predict(seed_start)[0]
else:
print("lib not managed")
return
sub_arr = seed_start[0]
predictions.append([res])
new_arr = shift_array(sub_arr)
new_arr[len(new_arr) - 1] = res
new_arr = np.array(new_arr)
series.append(new_arr)
new_arr = np.expand_dims(new_arr, axis=0)
seed_start = new_arr
else:
print("Dimension not managed")
predictions = np.array(predictions)
series = np.array(series)
return predictions, series
给出了这个函数的一个例子:
seed=[[1, 2, 3]] ==> prediction=[4]
new_seed=[[2, 3, 4]] ==> prediction=[5]
等等...
问题是预测收敛到一个唯一值:
知道为什么吗?谢谢大家的回复。