Loss issue

[YongxiangLei]

Hi,

When I use the Bayesian LSTM to construct a network as the ipython given, I use the customed temperature data and found the loss cannot decrease during the training process.

The original data is preprocessed by scaler function like this:

Does anyone come across this issue, I would be so so grateful if you could help.

Best regards,
Yong

[ynashed]

@lweidsab Did you try to tune the KL divergence weight complexity_cost_weight? It maybe set too high.