Keras model doesn't learn at all

Question

My model weights (I output them to weights_before.txt and weights_after.txt) are precisely the same before and after the training, i.e. the training doesn't change anything, there's no fitting happening.

My data look like this (I basically want the model to predict the sign of feature, result is 0 if feature is negative, 1 if positive):

,feature,zerosColumn,result
0,-5,0,0
1,5,0,1
2,-3,0,0
3,5,0,1
4,3,0,1
5,3,0,1
6,-3,0,0
...

Brief summary of my approach:

1. Load the data.
2. Split it column-wise to x (feature) and y (result), split these two row-wise to test and validation sets.
3. Transform these sets into TimeseriesGenerators (not necessary in this scenario but I want to get this setup working and I don't see any reason why it shouldn't).
4. Create and compile simple Sequential model with few Dense layers and softmax activation on its output layer, use binary_crossentropy as loss function.
5. Train the model... nothing happens!

Complete code follows:

import keras
import pandas as pd
import numpy as np

np.random.seed(570)

TIMESERIES_LENGTH = 1
TIMESERIES_SAMPLING_RATE = 1
TIMESERIES_BATCH_SIZE = 1024
TEST_SET_RATIO = 0.2  # the portion of total data to be used as test set
VALIDATION_SET_RATIO = 0.2  # the portion of total data to be used as validation set
RESULT_COLUMN_NAME = 'feature'
FEATURE_COLUMN_NAME = 'result'

def create_network(csv_path, save_model):
    before_file = open("weights_before.txt", "w")
    after_file = open("weights_after.txt", "w")

    data = pd.read_csv(csv_path)

    data[RESULT_COLUMN_NAME] = data[RESULT_COLUMN_NAME].shift(1)
    data = data.dropna()

    x = data.ix[:, 1:2]
    y = data.ix[:, 3]

    test_set_length = int(round(len(x) * TEST_SET_RATIO))
    validation_set_length = int(round(len(x) * VALIDATION_SET_RATIO))

    x_train_and_val = x[:-test_set_length]
    y_train_and_val = y[:-test_set_length]
    x_train = x_train_and_val[:-validation_set_length].values
    y_train = y_train_and_val[:-validation_set_length].values
    x_val = x_train_and_val[-validation_set_length:].values
    y_val = y_train_and_val[-validation_set_length:].values


    train_gen = keras.preprocessing.sequence.TimeseriesGenerator(
        x_train,
        y_train,
        length=TIMESERIES_LENGTH,
        sampling_rate=TIMESERIES_SAMPLING_RATE,
        batch_size=TIMESERIES_BATCH_SIZE
    )

    val_gen = keras.preprocessing.sequence.TimeseriesGenerator(
        x_val,
        y_val,
        length=TIMESERIES_LENGTH,
        sampling_rate=TIMESERIES_SAMPLING_RATE,
        batch_size=TIMESERIES_BATCH_SIZE
    )
    model = keras.models.Sequential()
    model.add(keras.layers.Dense(10, activation='relu', input_shape=(TIMESERIES_LENGTH, 1)))
    model.add(keras.layers.Dropout(0.2))
    model.add(keras.layers.Dense(10, activation='relu'))
    model.add(keras.layers.Dropout(0.2))
    model.add(keras.layers.Flatten())
    model.add(keras.layers.Dense(1, activation='softmax'))

    for item in model.get_weights():
        before_file.write("%s\n" % item)

    model.compile(
        loss=keras.losses.binary_crossentropy,
        optimizer="adam",
        metrics=[keras.metrics.binary_accuracy]
    )

    history = model.fit_generator(
        train_gen,
        epochs=10,
        verbose=1,
        validation_data=val_gen
    )

    for item in model.get_weights():
        after_file.write("%s\n" % item)

    before_file.close()
    after_file.close()

create_network("data/sign_data.csv", False)

Do you have any ideas?

Answer 1

The problem is that you are using softmax as the activation function of last layer. Essentially, softmax normalizes its input to make the sum of the elements to be one. Therefore, if you use it on a layer with only one unit (i.e. Dense(1,...)), then it would always output 1. To fix this, change the activation function of last layer to sigmoid which outputs a value in the range (0,1).