ケラスとすべてのパラメータ(サンプル、タイムステップ、機能)でLSTMを使用する方法を練習しようとしています。 3Dリストは私を混乱させる。ケラスLSTM入力機能と不正確な寸法データ入力
私は株式データを持っています。リストの次の項目が+ -2.50のしきい値を超えている場合は売り買いをします。 :私のY.
私の特徴として、XIは私の500サンプルに対して[500,1,3]のデータフレームを持ち、各データは1時間増分で3つの特徴のため3つのタイムステップが1です。しかし、私はこのエラーが発生します:
ValueError: Error when checking model input: expected lstm_1_input to have 3 dimensions, but got array with shape (500, 3)
このコードを修正するにはどうしたらよいですか?
import json
import pandas as pd
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
"""
Sample of JSON file
{"time":"2017-01-02T01:56:14.000Z","usd":8.14},
{"time":"2017-01-02T02:56:14.000Z","usd":8.16},
{"time":"2017-01-02T03:56:15.000Z","usd":8.14},
{"time":"2017-01-02T04:56:16.000Z","usd":8.15}
"""
file = open("E.json", "r", encoding="utf8")
file = json.load(file)
"""
If the price jump of the next item is > or < +-2.50 the append 'Buy or 'Sell'
If its in the range of +- 2.50 then append 'Hold'
This si my classifier labels
"""
data = []
for row in range(len(file['data'])):
row2 = row + 1
if row2 == len(file['data']):
break
else:
difference = file['data'][row]['usd'] - file['data'][row2]['usd']
if difference > 2.50:
data.append((file['data'][row]['usd'], 'SELL'))
elif difference < -2.50:
data.append((file['data'][row]['usd'], 'BUY'))
else:
data.append((file['data'][row]['usd'], 'HOLD'))
"""
add the price the time step which si 1 and the features which is 3
"""
frame = pd.DataFrame(data)
features = pd.DataFrame()
# train LSTM
for x in range(500):
series = pd.Series(data=[500, 1, frame.iloc[x][0]])
features = features.append(series, ignore_index=True)
labels = frame.iloc[16000:16500][1]
# test
#yt = frame.iloc[16500:16512][0]
#xt = pd.get_dummies(frame.iloc[16500:16512][1])
# create LSTM
model = Sequential()
model.add(LSTM(3, input_shape=features.shape, activation='relu', return_sequences=False))
model.add(Dense(2, activation='relu'))
model.add(Dense(1, activation='relu'))
model.compile(loss='mse', optimizer='adam', metrics=['accuracy'])
model.fit(x=features.as_matrix(), y=labels.as_matrix())
"""
ERROR
Anaconda3\envs\Final\python.exe C:/Users/Def/PycharmProjects/Ether/Main.py
Using Theano backend.
Traceback (most recent call last):
File "C:/Users/Def/PycharmProjects/Ether/Main.py", line 62, in <module>
model.fit(x=features.as_matrix(), y=labels.as_matrix())
File "\Anaconda3\envs\Final\lib\site-packages\keras\models.py", line 845, in fit
initial_epoch=initial_epoch)
File "\Anaconda3\envs\Final\lib\site-packages\keras\engine\training.py", line 1405, in fit
batch_size=batch_size)
File "\Anaconda3\envs\Final\lib\site-packages\keras\engine\training.py", line 1295, in _standardize_user_data
exception_prefix='model input')
File "\Anaconda3\envs\Final\lib\site-packages\keras\engine\training.py", line 121, in _standardize_input_data
str(array.shape))
ValueError: Error when checking model input: expected lstm_1_input to have 3 dimensions, but got array with shape (500, 3)
"""
ありがとうございます。