INNER CODE UNIT · Python

builModel

adminho/trading-stock-thailand · DeepQ_trade.py:67

	def builModel(self, num_seq, num_features, num_output):				
		model = Sequential()		
		# I used GRU network		
		model.add(GRU(input_shape=(num_seq, num_features), units=20, return_sequences=True))
		model.add(BatchNormalization(trainable = True))	 
		model.add(GRU(units=20, return_sequences=False))
		model.add(BatchNormalization(trainable = True))			
		model.add(Dense(units=20, activation='relu'))
		model.add(BatchNormalization(trainable = True))
		model.add(Dense(num_output, activation='linear'))
		
		print("\nBuild model...")
		print(model.summary())
		
		try:
			if os.path.exists(self.h5_file):
				print("Loaded model(weights) from file: %s " % (self.h5_file))
				model.load_weights(self.h5_file)	

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