How can exchanging columns yield a different result (LSTM)?












0












$begingroup$


Scenario 1. Let's say I have 3 response series (Y1,Y2,Y3) and one exogenous variable (X1). Thus, I am training LSTM on batches of form [Y1_,Y2_,Y3_,X1_] to predict [Y1*,Y2*,Y3*], where _ indicates a corresponding slice and * is (t+1) observation.



Scenario 2. Now suppose I train a separate model with responses (Y3,Y2,Y1) feeding [Y3_,Y2_,Y1_,X1_] to predict [Y3*,Y2*,Y1*], i.e. literally exchanged columns Y1 and Y3. The results (performance on the test set) are different now. In particular, Y3 and Y1 are predicted better and worse respectively in comparison with scenario 1.



I have 'my own' implementation of LSTM in tensorflow, but I also checked this in keras to isolate the anomaly and have the same problem there. The way I create those slices before feeding into the model seems correct/consistent. Is this a bug?










share|improve this question









$endgroup$

















    0












    $begingroup$


    Scenario 1. Let's say I have 3 response series (Y1,Y2,Y3) and one exogenous variable (X1). Thus, I am training LSTM on batches of form [Y1_,Y2_,Y3_,X1_] to predict [Y1*,Y2*,Y3*], where _ indicates a corresponding slice and * is (t+1) observation.



    Scenario 2. Now suppose I train a separate model with responses (Y3,Y2,Y1) feeding [Y3_,Y2_,Y1_,X1_] to predict [Y3*,Y2*,Y1*], i.e. literally exchanged columns Y1 and Y3. The results (performance on the test set) are different now. In particular, Y3 and Y1 are predicted better and worse respectively in comparison with scenario 1.



    I have 'my own' implementation of LSTM in tensorflow, but I also checked this in keras to isolate the anomaly and have the same problem there. The way I create those slices before feeding into the model seems correct/consistent. Is this a bug?










    share|improve this question









    $endgroup$















      0












      0








      0


      2



      $begingroup$


      Scenario 1. Let's say I have 3 response series (Y1,Y2,Y3) and one exogenous variable (X1). Thus, I am training LSTM on batches of form [Y1_,Y2_,Y3_,X1_] to predict [Y1*,Y2*,Y3*], where _ indicates a corresponding slice and * is (t+1) observation.



      Scenario 2. Now suppose I train a separate model with responses (Y3,Y2,Y1) feeding [Y3_,Y2_,Y1_,X1_] to predict [Y3*,Y2*,Y1*], i.e. literally exchanged columns Y1 and Y3. The results (performance on the test set) are different now. In particular, Y3 and Y1 are predicted better and worse respectively in comparison with scenario 1.



      I have 'my own' implementation of LSTM in tensorflow, but I also checked this in keras to isolate the anomaly and have the same problem there. The way I create those slices before feeding into the model seems correct/consistent. Is this a bug?










      share|improve this question









      $endgroup$




      Scenario 1. Let's say I have 3 response series (Y1,Y2,Y3) and one exogenous variable (X1). Thus, I am training LSTM on batches of form [Y1_,Y2_,Y3_,X1_] to predict [Y1*,Y2*,Y3*], where _ indicates a corresponding slice and * is (t+1) observation.



      Scenario 2. Now suppose I train a separate model with responses (Y3,Y2,Y1) feeding [Y3_,Y2_,Y1_,X1_] to predict [Y3*,Y2*,Y1*], i.e. literally exchanged columns Y1 and Y3. The results (performance on the test set) are different now. In particular, Y3 and Y1 are predicted better and worse respectively in comparison with scenario 1.



      I have 'my own' implementation of LSTM in tensorflow, but I also checked this in keras to isolate the anomaly and have the same problem there. The way I create those slices before feeding into the model seems correct/consistent. Is this a bug?







      neural-network tensorflow lstm






      share|improve this question













      share|improve this question











      share|improve this question




      share|improve this question










      asked yesterday









      John DoeJohn Doe

      64




      64






















          0






          active

          oldest

          votes











          Your Answer





          StackExchange.ifUsing("editor", function () {
          return StackExchange.using("mathjaxEditing", function () {
          StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
          StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
          });
          });
          }, "mathjax-editing");

          StackExchange.ready(function() {
          var channelOptions = {
          tags: "".split(" "),
          id: "557"
          };
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function() {
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled) {
          StackExchange.using("snippets", function() {
          createEditor();
          });
          }
          else {
          createEditor();
          }
          });

          function createEditor() {
          StackExchange.prepareEditor({
          heartbeatType: 'answer',
          autoActivateHeartbeat: false,
          convertImagesToLinks: false,
          noModals: true,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: null,
          bindNavPrevention: true,
          postfix: "",
          imageUploader: {
          brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
          contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
          allowUrls: true
          },
          onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          });


          }
          });














          draft saved

          draft discarded


















          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fdatascience.stackexchange.com%2fquestions%2f45958%2fhow-can-exchanging-columns-yield-a-different-result-lstm%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown

























          0






          active

          oldest

          votes








          0






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes
















          draft saved

          draft discarded




















































          Thanks for contributing an answer to Data Science Stack Exchange!


          • Please be sure to answer the question. Provide details and share your research!

          But avoid



          • Asking for help, clarification, or responding to other answers.

          • Making statements based on opinion; back them up with references or personal experience.


          Use MathJax to format equations. MathJax reference.


          To learn more, see our tips on writing great answers.




          draft saved


          draft discarded














          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fdatascience.stackexchange.com%2fquestions%2f45958%2fhow-can-exchanging-columns-yield-a-different-result-lstm%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown





















































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown

































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown







          Popular posts from this blog

          How to label and detect the document text images

          Vallis Paradisi

          Tabula Rosettana