Nettet22. nov. 2024 · I'm working with a LSTM sequence to sequence classification model. The model takes the input of shape (n_samples, n_timesteps, n_features) and generates … NettetThis network demonstrates how to use LIME with recurrent neural networks. This focuses on keras-style "stateless" recurrent neural networks. These networks expect input with a shape (n_samples, n_timesteps, n_features) as opposed to the more normal (n_samples, n_features) input that most other machine learning algorithms expect.. To explain the …
Does LIME work with Seq2Seq LSTM model? #541 - Github
Nettet25. feb. 2024 · In this article, I will introduce the LIME approach. I will start with the questions that the inventors of LIME were concerned with, then walk you through their solutions. You may be interested in… Nettet30. jul. 2024 · explainer = shap.DeepExplainer((lime_model.layers[0].input, lime_model.layers[-1].output[2]), train_x) This resolves the error, but it results in the explainer having all zero values, so I'm not confident this is the correct way to solve this issue. Do yo have any suggestions to get SHAP explaining Keras/LSTM single value … can you play lego dimensions on pc
Time Series Analysis: KERAS LSTM Deep Learning - Part 1 - Business Science
Nettet27. mar. 2024 · Many-to-many: This is the easiest snippet when the length of the input and output matches the number of recurrent steps: model = Sequential () model.add (LSTM (1, input_shape= (timesteps, data_dim), return_sequences=True)) Many-to-many when number of steps differ from input/output length: this is freaky hard in Keras. NettetDescription. results = lime (blackbox) creates the lime object results using the machine learning model object blackbox, which contains predictor data. The lime function generates samples of a synthetic predictor data set and computes the predictions for the samples. To fit a simple model, use the fit function with results. Nettet9. apr. 2024 · Enhancing Time Series Momentum Strategies Using Deep Neural Networks. Bryan Lim, Stefan Zohren, Stephen Roberts. While time series momentum is a well-studied phenomenon in finance, common strategies require the explicit definition of both a trend estimator and a position sizing rule. In this paper, we introduce Deep … brine to smoke fish