LSTM evaluation metric MAE explanation
I have a hard time understanding the LSTM model performance as I summarize my model as follow:
X_train.shape
(120, 7, 11)
y_train.shape
(120,)
X_test.shape
(16, 7, 11)
y_test.shape
(16,)
model = keras.Sequential()
model.add(keras.layers.LSTM(100, input_shape=(X_train.shape[1], X_train.shape[2]), return_sequences = True))
model.add(keras.layers.Dropout(rate = 0.2))
model.add(keras.layers.LSTM(20))
model.add(keras.layers.Dropout(rate = 0.2))
model.add(keras.layers.Dense(1))
model.compile(loss='mean_squared_error', optimizer=keras.optimizers.Adam(0.001), metrics = ['mae'])
history = model.fit(
X_train, y_train,
epochs=60,
batch_size=5,
verbose= 0,
validation_split = 0.1,
shuffle=False
)
Based on the below plots, both MSE and MAE decrease in the training process and their corresponding values are near zero.
However the prediction is not precise enough as I realize:
y_pred = model.predict(X_test)
model.evaluate(X_test,y_test)
[0.04673878103494644, 0.15574690699577332]
So my question is, how does really my model perform? I mean how can interpret its performance,since both MSE and MAE seem to be low but the prediction values are not quite convincing.
Topic lstm performance
Category Data Science