I am using Jason Brownlee's tutorial (mirror) to apply LSTM network on some syslog/network log data. He's a master!
I have syslog data(a specific event) for each day for last 1 year and so I am using LSTM network for time series analysis. I am using LSTM from Keras deep learning library.
As I understand -
- About Batch_size
A batch of data is a fixed-sized number of rows from the training dataset that defines how many patterns to process before updating the weights of the network. Based on the batch_size the Model takes random samples from the data for the analysis. For time series this is not desirable, hence the batch_size should always be 1.
- About setting value for shuffle value
By default, the samples within an epoch are shuffled prior to being exposed to the network. This is undesirable for the LSTM because we want the network to build up state as it learns across the sequence of observations. We can disable the shuffling of samples by setting “shuffle” to “False“.
Scenario1 - Using above two rules/guidelines - I ran several trials with different number of neurons, epoch size and different layers and got better results from the baseline model(persistence model).
Scenario2- Without using above guidelines/rules - I ran several trials with different number of neurons, epoch size and different layers and got even better results than Scenario 1.
Query - Setting shuffle to True and Batch_size values to 1 for time series. Is this a rule or a guideline?
It seems logical reading the tutorial that the data for time series should not be shuffled as we do not want to change the sequence of data, but for my data the results are better if I let the data be shuffled. At the end what I think, what matters is how I get better predictions with my runs. I think I should try and put away "theory" over concrete evidence, such as metrics, elbows, RMSEs,etc.
Kindly enlighten.
