Why do I get the same output from Predict function in LSTM?

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Nazila Pourhajy
Nazila Pourhajy 2021-11-1
编辑： Nazila Pourhajy 2021-11-3
Hi everyone.
I have input matrix with 8 feature and 1000 samples.I want to predict price with this matrix. I train LSTM with input matrix and test LSTM with Predict function. I test trained LSTM 10 times with predict function,But I get the same output from Predict function every time.How cal I solve this problem? here is may code:
function LSTM_net(data,dataTest,filename,range,date,varargin)
%--------------80% of data for train and 20% for validation----------------
out_day=cell.empty;
index=size(data{1,1},1)*0.8;
findex=round(index,0);
dataTrain=data(1:findex,:);
dataval=data(findex+1:end,:);
%-----------------Normalization of training/validation data----------------
dataTrain(isnan(dataTrain))=0;
dataval(isnan(dataval))=0;
dataTrain=rescale(dataTrain,0,1);
dataval=rescale(dataval,0,1);
YTrain = dataTrain(:,end)';
XTrain = dataTrain(:,1:end-1)';
XTrain = num2cell(XTrain,1);
YTrain = num2cell(YTrain,1);
yval= dataval(:,end)';
xval = dataval(:,1:end-1)';
xval = num2cell(xval,1);
yval = num2cell(yval,1);
%-----------------------Define Network Architecture------------------------
numResponses = size(YTrain{1},1);
featureDimension = size(XTrain{1},1);
numHiddenUnits = 15;
layers = [ ...
sequenceInputLayer(featureDimension)
lstmLayer(numHiddenUnits,'OutputMode','sequence')
dropoutLayer(0.5) %%0.5
fullyConnectedLayer(numResponses)
regressionLayer];
maxepochs = 500;
options = trainingOptions('sgdm', ...
'MaxEpochs',maxepochs, ...
'InitialLearnRate',0.01, ...
'L2Regularization',0.001,...
'ValidationData',{xval,yval},...
'ValidationPatience',5,...
'ValidationFrequency',10);
%---------------------------------set test data----------------------------
dataTest=rescale(dataTest,0,1);
YTest = dataTest{k,1}(:,end)';
XTest = dataTest{k,1}(:,1:end-1)';
XTest = num2cell(XTest,1);
YTest = num2cell(YTest,1);
%---------------------------------Train the Network------------------------
out_net=single.empty;
%load('net_checkpoint__110__2021_11_01__10_49_03_555','net');
[net1,info] = trainNetwork(XTrain,YTrain,layers,options);
for i=1:10
YPred = predict(net1,XTest);
net1 = resetState(net1);
%figure;
%subplot(2,1,1);
y1 = (cell2mat(YPred(1:end, 1:end)));
%plot(y1);
%title('Forcasted');
%subplot(2,1,2);
y2 = (cell2mat(YTest(1:end, 1:end))');
%plot(y2);
%title('Observed');
y1(isnan(y1))=0;
y2(isnan(y2))=0;
%----------------------------calculate MAE,RMSE,MAPE-----------------------
out_net(i,1)=mean(info.TrainingRMSE(1,:),2);
out_net(i,2)=mean(abs(y1-y2)); %MAE
out_net(i,3)=mean(abs((y1-y2)/mean(y1))); %MAPE
out_net(i,4) = sqrt(mean((y1-y2).^2)); %RMSE
if size(varargin,1)==1 %for plot regression
predict_y(:,i)=y1;
end
end
end
I trained LSTM one time and predict it for 10 times and I get the same YPred answer every time.Is my code true?Please help me.

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