How to Diagnose Overfitting and Underfitting of LSTM Models

Last Updated on January 8, 2020

It can be difficult to determine whether your Long Short-Term Memory model is performing well on your sequence prediction problem.

You may be getting a good model skill score, but it is important to know whether your model is a good fit for your data or if it is underfit or overfit and could do better with a different configuration.

In this tutorial, you will discover how you can diagnose the fit of your LSTM model on your sequence prediction problem.

After completing this tutorial, you will know:

  • How to gather and plot training history of LSTM models.
  • How to diagnose an underfit, good fit, and overfit model.
  • How to develop more robust diagnostics by averaging multiple model runs.

Kick-start your project with my new book Long Short-Term Memory Networks With Python, including step-by-step tutorials and the Python source code files for all examples.

Let’s get started.

  • Update Jan/2020: Updated API for Keras 2.3 and TensorFlow 2.0.

Tutorial Overview

This tutorial is divided into 6 parts; they are:

  1. Training History in Keras
  2. Diagnostic Plots
  3. Underfit Example
  4. Good Fit Example
  5. Overfit Example
  6. Multiple Runs Example

1. Training History in Keras

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