model.py

from keras.models import Sequential
from keras.layers.core import Dense, Dropout, Activation
from keras.layers.recurrent import LSTM
from keras.layers.advanced_activations import LeakyReLU
from keras import optimizers


def build_model(layers):
    d = 0.2
    model = Sequential()
    model.add(LSTM(128, input_shape=(layers[1], layers[0]), return_sequences=True))
    model.add(Dropout(d))
    model.add(LSTM(64, input_shape=(layers[1], layers[0]), return_sequences=False))
    model.add(Dropout(d))
    model.add(Dense(16, kernel_initializer="uniform"))
    model.add(LeakyReLU(alpha=0.3))
    model.add(Dense(layers[2], kernel_initializer="uniform"))
    model.add(LeakyReLU(alpha=0.3))
    #adam = optimizers.Adam(lr=0.001, beta_1=0.9, beta_2=0.999, epsilon=1e-08, decay=0.0)
    model.compile(loss='mse', optimizer="rmsprop", metrics=['accuracy'])
    return model