Yo uso KerasClassifier para entrenar al clasificador.

El código está abajo:

import numpy
from pandas import read_csv
from keras.models import Sequential
from keras.layers import Dense
from keras.wrappers.scikit_learn import KerasClassifier
from keras.utils import np_utils
from sklearn.model_selection import cross_val_score
from sklearn.model_selection import KFold
from sklearn.preprocessing import LabelEncoder
from sklearn.pipeline import Pipeline
# fix random seed for reproducibility
seed = 7
numpy.random.seed(seed)
# load dataset
dataframe = read_csv("iris.csv", header=None)
dataset = dataframe.values
X = dataset[:,0:4].astype(float)
Y = dataset[:,4]
# encode class values as integers
encoder = LabelEncoder()
encoder.fit(Y)
encoded_Y = encoder.transform(Y)
#print("encoded_Y")
#print(encoded_Y)
# convert integers to dummy variables (i.e. one hot encoded)
dummy_y = np_utils.to_categorical(encoded_Y)
#print("dummy_y")
#print(dummy_y)
# define baseline model
def baseline_model():
    # create model
    model = Sequential()
    model.add(Dense(4, input_dim=4, init='normal', activation='relu'))
    #model.add(Dense(4, init='normal', activation='relu'))
    model.add(Dense(3, init='normal', activation='softmax'))
    # Compile model
    model.compile(loss='categorical_crossentropy', optimizer='adam', metrics=['accuracy'])

    return model

estimator = KerasClassifier(build_fn=baseline_model, nb_epoch=200, batch_size=5, verbose=0)
#global_model = baseline_model()
kfold = KFold(n_splits=10, shuffle=True, random_state=seed)
results = cross_val_score(estimator, X, dummy_y, cv=kfold)
print("Accuracy: %.2f%% (%.2f%%)" % (results.mean()*100, results.std()*100))

Pero, ¿cómo guardar el modelo final para la predicción futura?

Usualmente uso el siguiente código para guardar el modelo:

# serialize model to JSON
model_json = model.to_json()
with open("model.json", "w") as json_file:
    json_file.write(model_json)
# serialize weights to HDF5
model.save_weights("model.h5")
print("Saved model to disk")

Pero no sé cómo insertar el código del modelo guardado en el código de KerasClassifier.

Gracias.