我正在尝试将sklearn的TimeSeriesSplit应用于时间序列模型分类问题。下面的代码有效,但是我不确定此fit_generator是基于先前的结果还是只是重新开始学习?
tscv = TimeSeriesSplit()
for tr_index, val_index in tscv.split(X):
X_tr, X_val = X[tr_index], X[val_index]
y_tr, y_val = Y[tr_index], Y[val_index]
generator = TimeseriesGenerator(X_tr, y_tr, length=n_input, batch_size=32)
history.append(model.fit_generator(generator, epochs=100, validation_data=
TimeseriesGenerator(X_val, y_val, length=n_input, batch_size=32), verbose=2))
答案 0 :(得分:1)
一些注意事项:
model.fit_generator()
已从TensorFlow 2.1开始弃用,取而代之的是model.fit()
。您可能要选择后者。更新:
您可以在documentation中看到拆分次数为5。因此,您将拥有5个不同的网络,所有这些网络都从头开始。
https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.TimeSeriesSplit.html