Hi David,
thank you for your reply. I tried what you suggested:
losstest = model.evaluate_generator(lstm_generator(X_pred.loc[date_idx], y_pred.loc[date_idx], sequence_length, batch_size), samples_per_epoch)
print("Evaluate 1: ",losstest)
losstest = model.fit_generator(lstm_generator(X_pred.loc[date_idx], y_pred.loc[date_idx], sequence_length, batch_size), samples_per_epoch=samples_per_epoch,nb_epoch=1 )
print("Fit: ",losstest.history)
losstest = model.evaluate_generator(lstm_generator(X_pred.loc[date_idx], y_pred.loc[date_idx], sequence_length, batch_size), samples_per_epoch)
print("Evaluate 2: ",losstest)
The output is
Evaluate 1: [0.14203481459494099, 0.71821969604740543]
Fit: {'loss': [0.10416310184402147], 'acc': [0.98418560425440471]}
Evaluate 2: [0.087580072839798379, 0.71369318014123673]
So, the loss aver the 2nd Evaluate and is more or less in range, but the accuracy is completely different.
Thanks,
Ernst