激活Dropout
在推理时,您只需指定training=True
(TF>2.0) 在感兴趣的层中(在最后一个LSTM
在你的情况下层)
with training=False
inp = Input(shape=(10, 1))
x = LSTM(1, dropout=0.3)(inp, training=False)
m = Model(inp,x)
# m.compile(...)
# m.fit(...)
X = np.random.uniform(0,1, (1,10,1))
output = []
for i in range(0,100):
output.append(m.predict(X)) # always the same
with training=True
inp = Input(shape=(10, 1))
x = LSTM(1, dropout=0.3)(inp, training=True)
m = Model(inp,x)
# m.compile(...)
# m.fit(...)
X = np.random.uniform(0,1, (1,10,1))
output = []
for i in range(0,100):
output.append(m.predict(X)) # always different
在您的示例中,这将变为:
input_sequence = Input(shape=(lookback, train_x.shape[2]))
encoder = LSTM(128, return_sequences=False)(input_sequence)
r_vec = RepeatVector(forward_pred)(encoder)
decoder = LSTM(128, return_sequences=True, dropout=0.1)(r_vec, training=True)
output = TimeDistributed(Dense(train_y.shape[2], activation='linear'))(decoder)
enc_dec_model = Model(input_sequence, output)
enc_dec_model.compile(
loss="mean_squared_error",
optimizer="adam",
metrics=['mean_squared_error']
)
enc_dec_model.fit(train_x, train_y, epochs=10, batch_size=32)
and the KerasDropoutPrediction
:
class KerasDropoutPrediction(object):
def __init__(self, model):
self.model = model
def predict(self, X, n_iter=10):
result = []
for _ in range(n_iter):
result.append(self.model.predict(X))
result = np.array(result)
return result
kdp = KerasDropoutPrediction(enc_dec_model)
y_pred_do = kdp.predict(test_x, n_iter=100)
y_pred_do_mean = y_pred_do.mean(axis=0)