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Hello,
I really like your idea of the usage of 2D COV to LOB data and the attention layer. I have couple questions ; maybe you also think about them before. First, the accuracy doesn't improve much after several Epochs. Is that normal or suggesting an overfitting -- as the model has so many layers and the structure is complex. Second, can this model applied to regression problems? I changed the decoder input to shape (1,1), and decoder_dense output shape to 1. However, it often predict a constant y-pred value. Does that mean this structure is not suitable for regression problems? or need to be simplified. Thank you so much.
The text was updated successfully, but these errors were encountered:
Hello,
I really like your idea of the usage of 2D COV to LOB data and the attention layer. I have couple questions ; maybe you also think about them before. First, the accuracy doesn't improve much after several Epochs. Is that normal or suggesting an overfitting -- as the model has so many layers and the structure is complex. Second, can this model applied to regression problems? I changed the decoder input to shape (1,1), and decoder_dense output shape to 1. However, it often predict a constant y-pred value. Does that mean this structure is not suitable for regression problems? or need to be simplified. Thank you so much.
The text was updated successfully, but these errors were encountered: