I am using Keras newsgroup example code for text classification. I have saved the trained model using the h5py library. Will the embedding layer also get saved or should I write some extra code when loading the model to use the embedding layer?
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Embedding layer is part of the model so it will be saved with the model. Check out this on saving the model.
Also one important addition, the Keras Embedding layer will be initialized with the random values at the very start of the training process, and the parameters will be learned in the training phase.

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