I am still figuring out how to resolve this error...
As I have to fixed my first layer of input shape to
input_shape=(BATCH_SIZE, N_PAST, N_FEATURES)
I am getting errors on any error for LSTM and GRU
model = tf.keras.models.Sequential([
tf.keras.layers.LSTM(64, return_sequences=True, input_shape=(BATCH_SIZE,N_PAST, N_FEATURES)),
tf.keras.layers.Dense(N_FEATURES)
])
model.summary()
optimizer = tf.keras.optimizers.SGD(lr=1e-8, momentum=0.9)
model.compile(
loss="mse",
optimizer=optimizer,
metrics=["mae"]
)
model.fit(
train_set, validation_data=valid_set,validation_steps=100, epochs=100
)
There is never a need to give a model a fixed value for the batch_size dimension, tensorflow will handle this dynamically depending on the given data shape.
So in the construction of the model:
tf.keras.layers.Dense(7, input_shape=(N_PAST, N_FEATURES), activation='relu')
When executing summary() this layers should have an input shape of (None, N_PAST, N_FEATURES)