Can we save any of the created LSTM models themselves? I believe that “pickling” is the standard method to serialize python objects to a file. Ideally, I wanted to create a python module that contained one or more functions that either allowed me to specify an LSTM model to load or used a hard-coded pre-fit model to generate forecasts based on data passed in to initialize the model.
I tried to use it but gave me an error.
Code that I used:
# create and fit the LSTM network
batch_size = 1
model = Sequential()
model.add(LSTM(50, batch_input_shape=(batch_size, look_back, 1), stateful=True, return_sequences=True))
model.add(Dropout(0.3))
model.add(Activation('relu'))
model.add(LSTM(50, batch_input_shape=(batch_size, look_back, 1), stateful=True))
model.add(Dropout(0.3))
model.add(Activation('relu'))
model.add(Dense(1))
model.add(Activation('relu'))
model.compile(loss='mean_squared_error', optimizer='adam', metrics = ['accuracy'])
for i in range(10):
model.fit(trainX, trainY, epochs=1, batch_size=batch_size, verbose=2, shuffle=False)
model.reset_states()
with open ('sequential.pickle','wb') as f:
pickle.dump(model,f)
pickle_in = open ('sequential.pickle','rb')
model = pickle.load(pickle_in)
# make predictions
trainPredict = model.predict(trainX, batch_size=batch_size)
model.reset_states()
testPredict = model.predict(testX, batch_size=batch_size)