Weight Regularization with LSTM Networks for Time Series Forecasting - MachineLearningMastery.com

Long Short-Term Memory (LSTM) models are a recurrent neural network capable of learning sequences of observations. This may make them a network well suited to time series forecasting. An issue with...

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Weight Regularization with LSTM Networks for Time Series Forecasting - MachineLearningMastery.com

Source: MachineLearningMastery.com

Long Short-Term Memory (LSTM) models are a recurrent neural network capable of learning sequences of observations. This may make them a network well suited to time series forecasting. An issue with LSTMs is that they can easily overfit training data, reducing their predictive skill. Weight regularization is a technique for imposing constraints (such as L1 […]