Deep Learning Quick Reference

Measuring performance

After 10 epochs in a stateful configuration, our loss has stopped improving and our network is fairly well trained, as you can see from the following graph:

We have a fit network that appears to have learned something. We can now make some sort of prediction as to the price flow of bitcoin. If we're able to do it well, we will all be very rich. Before we go buy that mansion, we should probably measure our model's performance.

The ultimate test of a financial model is this question: Are you willing to put money on it? It's difficult to answer this question because measuring performance in a time series problem can be challenging. ...