为什么 CuDNNLSTM 和 LSTM 在 Keras 中有不同的预测?

Jar*_*ers 5 python lstm keras tensorflow

这是我的 RNN:

def make_cpu_regressor():

    regressor = Sequential()

    regressor.add(LSTM(units=50, return_sequences=True, input_shape=(X_train.shape[1], 1)))
    regressor.add(Dropout(0.2))

    regressor.add(LSTM(units=50, return_sequences=True))
    regressor.add(Dropout(0.2))

    regressor.add(LSTM(units=50, return_sequences=True))
    regressor.add(Dropout(0.2))

    regressor.add(LSTM(units=50))
    regressor.add(Dropout(0.2))

    regressor.add(Dense(units=1))

    regressor.compile(optimizer='adam', loss='mean_squared_error')

    regressor.fit(X_train, y_train, epochs=100, batch_size=32)
    regressor.save('model-cpu.h5')
    return regressor
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我创建了第二个,只有一个区别,我使用了CuDNNLSTM代替LSTM,其他一切都相同。使用 NN 的CuDNNLSTM训练速度要快得多,但在预测上存在显着差异:

CuDNNLSTM 与 LSTM 的预测差异

为什么预测会有如此大的差异?

当我修改CuDNNLSTM为单位 150 和 200 epochs(蓝线)时,结果要好得多:

CuDNNLSTM vs CuDNNLSTM vs LSTM 预测差异

编辑:这是 CuDNNLSTM 版本的代码:

def make_gpu_regressor():

    regressor = Sequential()
    regressor.add(CuDNNLSTM(units=50, return_sequences=True, input_shape=(X_train.shape[1], 1)))
    regressor.add(Dropout(0.2))

    regressor.add(CuDNNLSTM(units=50, return_sequences=True))
    regressor.add(Dropout(0.2))

    regressor.add(CuDNNLSTM(units=50, return_sequences=True))
    regressor.add(Dropout(0.2))

    regressor.add(CuDNNLSTM(units=50))
    regressor.add(Dropout(0.2))

    regressor.add(Dense(units=1))

    regressor.compile(optimizer='adam', loss='mean_squared_error')
    regressor.fit(x=X_train, y=y_train, epochs=100, batch_size=32)
    regressor.save('model_gpu.h5')
    return regressor

regressor_gpu = make_gpu_regressor()
regressor_cpu = make_cpu_regressor()

predicted_stock_price_gpu = regressor_gpu.predict(X_test)
predicted_stock_price_gpu = sc.inverse_transform(predicted_stock_price_gpu)
predicted_stock_price_cpu = regressor_cpu.predict(X_test)
predicted_stock_price_cpu = sc.inverse_transform(predicted_stock_price_cpu)
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