INNER CODE UNIT · Python
buildModel
adminho/trading-stock-thailand · LSTM_predict_trend.py:28
def buildModel(X_shape, modelName):
# batch size, sequence num, features
_, sequence, features = X_shape
model = Sequential()
model.add(LSTM(input_dim=features,
input_length=sequence,
output_dim=50,
dropout_W=0.1, dropout_U=0.1,
return_sequences=True))
# now model.output_shape == (None, 60)
# note: `None` is the batch dimension.
model.add(Activation("relu"))
model.add(LSTM(50, dropout_W=0.1, dropout_U=0.1, return_sequences=True))
model.add(Activation("relu"))
model.add(LSTM(50, dropout_W=0.1, dropout_U=0.1, return_sequences=False))
# now model.output_shape == (None, 60)