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adding test run info
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‎b5f47746c83698528343678663ac3c96/test_run.txt‎

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C:\Users\thund\Source\Repos\stock-prediction-deep-neural-learning>python stock_prediction_deep_learning.py
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Using TensorFlow backend.
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2020-07-04 11:45:59.136621: I tensorflow/stream_executor/platform/default/dso_loader.cc:44] Successfully opened dynamic library cudart64_100.dll
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[*********************100%***********************] 1 of 1 completed
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Date Close
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0 2004-08-19 49.982655
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1 2004-08-20 53.952770
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2 2004-08-23 54.495735
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3 2004-08-24 52.239193
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4 2004-08-25 52.802086
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5 2004-08-26 53.753517
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6 2004-08-27 52.876804
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7 2004-08-30 50.814533
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8 2004-08-31 50.993862
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9 2004-09-01 49.937820
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10 2004-09-02 50.565468
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11 2004-09-03 49.818268
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12 2004-09-07 50.600338
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13 2004-09-08 50.958992
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14 2004-09-09 50.963974
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15 2004-09-10 52.468334
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16 2004-09-13 53.549286
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17 2004-09-14 55.536835
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18 2004-09-15 55.790882
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19 2004-09-16 56.772205
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20 2004-09-17 58.525631
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21 2004-09-20 59.457142
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22 2004-09-21 58.699978
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23 2004-09-22 58.968971
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24 2004-09-23 60.184414
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25 2004-09-24 59.691261
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26 2004-09-27 58.909195
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27 2004-09-28 63.193138
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28 2004-09-29 65.295258
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29 2004-09-30 64.558022
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... ... ...
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3966 2020-05-21 1402.800049
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3967 2020-05-22 1410.420044
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3968 2020-05-26 1417.020020
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3969 2020-05-27 1417.839966
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3970 2020-05-28 1416.729980
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3971 2020-05-29 1428.920044
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3972 2020-06-01 1431.819946
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3973 2020-06-02 1439.219971
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3974 2020-06-03 1436.380005
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3975 2020-06-04 1412.180054
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3976 2020-06-05 1438.390015
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3977 2020-06-08 1446.609985
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3978 2020-06-09 1456.160034
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3979 2020-06-10 1465.849976
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3980 2020-06-11 1403.839966
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3981 2020-06-12 1413.180054
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3982 2020-06-15 1419.849976
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3983 2020-06-16 1442.719971
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3984 2020-06-17 1451.119995
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3985 2020-06-18 1435.959961
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3986 2020-06-19 1431.719971
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3987 2020-06-22 1451.859985
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3988 2020-06-23 1464.410034
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3989 2020-06-24 1431.969971
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3990 2020-06-25 1441.329956
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3991 2020-06-26 1359.900024
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3992 2020-06-29 1394.969971
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3993 2020-06-30 1413.609985
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3994 2020-07-01 1438.040039
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3995 2020-07-02 1464.699951
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[3996 rows x 2 columns]
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plotting Data and Histogram
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mean: [0.39079931]
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max 0.9999999999999999
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min 0.0
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Std dev: [0.2458499]
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2020-07-04 11:48:21.138896: I tensorflow/stream_executor/platform/default/dso_loader.cc:44] Successfully opened dynamic library nvcuda.dll
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2020-07-04 11:48:22.208454: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1618] Found device 0 with properties:
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name: GeForce GTX 960M major: 5 minor: 0 memoryClockRate(GHz): 1.176
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pciBusID: 0000:01:00.0
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2020-07-04 11:48:22.223599: I tensorflow/stream_executor/platform/default/dlopen_checker_stub.cc:25] GPU libraries are statically linked, skip dlopen check.
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2020-07-04 11:48:22.238423: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1746] Adding visible gpu devices: 0
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2020-07-04 11:48:22.246250: I tensorflow/core/platform/cpu_feature_guard.cc:142] Your CPU supports instructions that this TensorFlow binary was not compiled to use: AVX2
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2020-07-04 11:48:22.278976: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1618] Found device 0 with properties:
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name: GeForce GTX 960M major: 5 minor: 0 memoryClockRate(GHz): 1.176
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pciBusID: 0000:01:00.0
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2020-07-04 11:48:22.294318: I tensorflow/stream_executor/platform/default/dlopen_checker_stub.cc:25] GPU libraries are statically linked, skip dlopen check.
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2020-07-04 11:48:22.308765: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1746] Adding visible gpu devices: 0
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2020-07-04 11:48:26.174138: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1159] Device interconnect StreamExecutor with strength 1 edge matrix:
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2020-07-04 11:48:26.182085: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1165] 0
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2020-07-04 11:48:26.189684: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1178] 0: N
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2020-07-04 11:48:26.198153: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1304] Created TensorFlow device (/job:localhost/replica:0/task:0/device:GPU:0 with 3040 MB memory) -> physical GPU (device: 0, name: GeForce GTX 960M, pci bus id: 0000:01:00.0, compute capability: 5.0)
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Model: "sequential_1"
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_________________________________________________________________
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Layer (type) Output Shape Param #
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=================================================================
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lstm_1 (LSTM) (None, 60, 100) 40800
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_________________________________________________________________
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dropout_1 (Dropout) (None, 60, 100) 0
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_________________________________________________________________
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lstm_2 (LSTM) (None, 60, 50) 30200
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_________________________________________________________________
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dropout_2 (Dropout) (None, 60, 50) 0
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_________________________________________________________________
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lstm_3 (LSTM) (None, 60, 50) 20200
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_________________________________________________________________
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dropout_3 (Dropout) (None, 60, 50) 0
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_________________________________________________________________
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lstm_4 (LSTM) (None, 50) 20200
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_________________________________________________________________
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dropout_4 (Dropout) (None, 50) 0
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_________________________________________________________________
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dense_1 (Dense) (None, 1) 51
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=================================================================
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Total params: 111,451
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Trainable params: 111,451
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Non-trainable params: 0
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_________________________________________________________________
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Train on 3055 samples, validate on 881 samples
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Epoch 1/100
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2020-07-04 11:48:37.847380: I tensorflow/stream_executor/platform/default/dso_loader.cc:44] Successfully opened dynamic library cublas64_100.dll
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3055/3055 [==============================] - 47s 15ms/step - loss: 0.0222 - MSE: 0.0533 - val_loss: 0.0054 - val_MSE: 0.0198
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Epoch 2/100
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3055/3055 [==============================] - 43s 14ms/step - loss: 0.0072 - MSE: 0.0156 - val_loss: 0.0050 - val_MSE: 0.0129
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Epoch 3/100
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3055/3055 [==============================] - 43s 14ms/step - loss: 0.0060 - MSE: 0.0116 - val_loss: 0.0054 - val_MSE: 0.0104
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Epoch 4/100
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3055/3055 [==============================] - 43s 14ms/step - loss: 0.0053 - MSE: 0.0098 - val_loss: 0.0051 - val_MSE: 0.0091
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Epoch 5/100
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3055/3055 [==============================] - 43s 14ms/step - loss: 0.0050 - MSE: 0.0087 - val_loss: 0.0048 - val_MSE: 0.0083
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Epoch 6/100
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3055/3055 [==============================] - 44s 14ms/step - loss: 0.0045 - MSE: 0.0080 - val_loss: 0.0047 - val_MSE: 0.0076
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Epoch 7/100
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3055/3055 [==============================] - 44s 14ms/step - loss: 0.0045 - MSE: 0.0074 - val_loss: 0.0045 - val_MSE: 0.0072
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Epoch 8/100
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3055/3055 [==============================] - 44s 14ms/step - loss: 0.0041 - MSE: 0.0070 - val_loss: 0.0045 - val_MSE: 0.0068
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Epoch 9/100
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3055/3055 [==============================] - 43s 14ms/step - loss: 0.0038 - MSE: 0.0067 - val_loss: 0.0044 - val_MSE: 0.0065
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Epoch 10/100
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3055/3055 [==============================] - 53s 17ms/step - loss: 0.0038 - MSE: 0.0064 - val_loss: 0.0049 - val_MSE: 0.0062
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Epoch 11/100
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3055/3055 [==============================] - 67s 22ms/step - loss: 0.0034 - MSE: 0.0061 - val_loss: 0.0041 - val_MSE: 0.0060
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Epoch 12/100
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3055/3055 [==============================] - 71s 23ms/step - loss: 0.0035 - MSE: 0.0059 - val_loss: 0.0048 - val_MSE: 0.0058
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Epoch 13/100
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3055/3055 [==============================] - 68s 22ms/step - loss: 0.0031 - MSE: 0.0057 - val_loss: 0.0047 - val_MSE: 0.0056
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Epoch 14/100
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3055/3055 [==============================] - 64s 21ms/step - loss: 0.0029 - MSE: 0.0055 - val_loss: 0.0038 - val_MSE: 0.0054
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Epoch 15/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0031 - MSE: 0.0054 - val_loss: 0.0036 - val_MSE: 0.0053
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Epoch 16/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0027 - MSE: 0.0052 - val_loss: 0.0047 - val_MSE: 0.0051
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Epoch 17/100
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3055/3055 [==============================] - 63s 20ms/step - loss: 0.0028 - MSE: 0.0051 - val_loss: 0.0035 - val_MSE: 0.0050
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Epoch 18/100
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3055/3055 [==============================] - 65s 21ms/step - loss: 0.0024 - MSE: 0.0050 - val_loss: 0.0032 - val_MSE: 0.0049
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Epoch 19/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0026 - MSE: 0.0048 - val_loss: 0.0039 - val_MSE: 0.0048
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Epoch 20/100
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3055/3055 [==============================] - 63s 20ms/step - loss: 0.0024 - MSE: 0.0047 - val_loss: 0.0048 - val_MSE: 0.0047
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Epoch 21/100
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3055/3055 [==============================] - 62s 20ms/step - loss: 0.0022 - MSE: 0.0046 - val_loss: 0.0031 - val_MSE: 0.0046
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Epoch 22/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0022 - MSE: 0.0045 - val_loss: 0.0030 - val_MSE: 0.0045
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Epoch 23/100
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3055/3055 [==============================] - 62s 20ms/step - loss: 0.0023 - MSE: 0.0044 - val_loss: 0.0032 - val_MSE: 0.0044
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Epoch 24/100
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3055/3055 [==============================] - 72s 24ms/step - loss: 0.0021 - MSE: 0.0044 - val_loss: 0.0029 - val_MSE: 0.0043
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Epoch 25/100
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3055/3055 [==============================] - 76s 25ms/step - loss: 0.0021 - MSE: 0.0043 - val_loss: 0.0028 - val_MSE: 0.0042
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Epoch 26/100
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3055/3055 [==============================] - 86s 28ms/step - loss: 0.0022 - MSE: 0.0042 - val_loss: 0.0042 - val_MSE: 0.0042
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Epoch 27/100
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3055/3055 [==============================] - 64s 21ms/step - loss: 0.0021 - MSE: 0.0041 - val_loss: 0.0028 - val_MSE: 0.0041
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Epoch 28/100
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3055/3055 [==============================] - 65s 21ms/step - loss: 0.0021 - MSE: 0.0041 - val_loss: 0.0027 - val_MSE: 0.0040
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Epoch 29/100
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3055/3055 [==============================] - 67s 22ms/step - loss: 0.0022 - MSE: 0.0040 - val_loss: 0.0026 - val_MSE: 0.0040
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Epoch 30/100
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3055/3055 [==============================] - 64s 21ms/step - loss: 0.0020 - MSE: 0.0039 - val_loss: 0.0031 - val_MSE: 0.0039
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Epoch 31/100
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3055/3055 [==============================] - 65s 21ms/step - loss: 0.0019 - MSE: 0.0039 - val_loss: 0.0026 - val_MSE: 0.0039
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Epoch 32/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0019 - MSE: 0.0038 - val_loss: 0.0026 - val_MSE: 0.0038
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Epoch 33/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0023 - MSE: 0.0038 - val_loss: 0.0032 - val_MSE: 0.0038
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Epoch 34/100
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3055/3055 [==============================] - 67s 22ms/step - loss: 0.0022 - MSE: 0.0037 - val_loss: 0.0026 - val_MSE: 0.0037
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Epoch 35/100
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3055/3055 [==============================] - 64s 21ms/step - loss: 0.0021 - MSE: 0.0037 - val_loss: 0.0027 - val_MSE: 0.0037
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Epoch 36/100
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3055/3055 [==============================] - 64s 21ms/step - loss: 0.0021 - MSE: 0.0037 - val_loss: 0.0023 - val_MSE: 0.0036
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Epoch 37/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0019 - MSE: 0.0036 - val_loss: 0.0025 - val_MSE: 0.0036
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Epoch 38/100
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3055/3055 [==============================] - 65s 21ms/step - loss: 0.0019 - MSE: 0.0036 - val_loss: 0.0022 - val_MSE: 0.0035
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Epoch 39/100
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3055/3055 [==============================] - 68s 22ms/step - loss: 0.0022 - MSE: 0.0035 - val_loss: 0.0022 - val_MSE: 0.0035
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Epoch 40/100
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3055/3055 [==============================] - 70s 23ms/step - loss: 0.0020 - MSE: 0.0035 - val_loss: 0.0023 - val_MSE: 0.0035
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Epoch 41/100
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3055/3055 [==============================] - 62s 20ms/step - loss: 0.0019 - MSE: 0.0035 - val_loss: 0.0022 - val_MSE: 0.0034
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Epoch 42/100
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3055/3055 [==============================] - 62s 20ms/step - loss: 0.0019 - MSE: 0.0034 - val_loss: 0.0024 - val_MSE: 0.0034
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Epoch 43/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0019 - MSE: 0.0034 - val_loss: 0.0023 - val_MSE: 0.0034
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Epoch 44/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0020 - MSE: 0.0034 - val_loss: 0.0021 - val_MSE: 0.0033
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Epoch 45/100
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3055/3055 [==============================] - 66s 22ms/step - loss: 0.0019 - MSE: 0.0033 - val_loss: 0.0020 - val_MSE: 0.0033
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Epoch 46/100
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3055/3055 [==============================] - 62s 20ms/step - loss: 0.0019 - MSE: 0.0033 - val_loss: 0.0022 - val_MSE: 0.0033
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Epoch 47/100
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3055/3055 [==============================] - 63s 20ms/step - loss: 0.0020 - MSE: 0.0033 - val_loss: 0.0019 - val_MSE: 0.0033
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Epoch 48/100
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3055/3055 [==============================] - 62s 20ms/step - loss: 0.0018 - MSE: 0.0032 - val_loss: 0.0019 - val_MSE: 0.0032
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Epoch 49/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0019 - MSE: 0.0032 - val_loss: 0.0024 - val_MSE: 0.0032
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Epoch 50/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0019 - MSE: 0.0032 - val_loss: 0.0019 - val_MSE: 0.0032
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Epoch 51/100
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3055/3055 [==============================] - 65s 21ms/step - loss: 0.0021 - MSE: 0.0032 - val_loss: 0.0018 - val_MSE: 0.0031
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Epoch 52/100
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3055/3055 [==============================] - 67s 22ms/step - loss: 0.0018 - MSE: 0.0031 - val_loss: 0.0018 - val_MSE: 0.0031
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Epoch 53/100
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3055/3055 [==============================] - 71s 23ms/step - loss: 0.0021 - MSE: 0.0031 - val_loss: 0.0017 - val_MSE: 0.0031
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Epoch 54/100
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3055/3055 [==============================] - 66s 22ms/step - loss: 0.0017 - MSE: 0.0031 - val_loss: 0.0018 - val_MSE: 0.0031
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Epoch 55/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0020 - MSE: 0.0031 - val_loss: 0.0017 - val_MSE: 0.0031
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Epoch 56/100
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3055/3055 [==============================] - 66s 22ms/step - loss: 0.0018 - MSE: 0.0030 - val_loss: 0.0018 - val_MSE: 0.0030
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Epoch 57/100
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3055/3055 [==============================] - 63s 21ms/step - loss: 0.0018 - MSE: 0.0030 - val_loss: 0.0018 - val_MSE: 0.0030
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Epoch 58/100
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3055/3055 [==============================] - 62s 20ms/step - loss: 0.0017 - MSE: 0.0030 - val_loss: 0.0020 - val_MSE: 0.0030
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Epoch 00058: early stopping
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saving weights
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plotting loss
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plotting MSE
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display the content of the model
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loss : 0.002031383795714456
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MSE : 0.0029848262201994658
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plotting prediction results
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plotting predictions

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