Classification metrics can't handle a mix of multilabel-indicator and multiclass targets
model = Sequential()
model.add(Dense(512, activation='relu', input_shape=(28 * 28,)))
model.add(Dense(10, activation='softmax'))
model.compile(optimizer='Adam', loss='categorical_crossentropy', metrics=['accuracy'])
(train_images, train_labels), (test_images, test_labels) = mnist.load_data()
train_images = train_images.reshape((60000, 28 * 28))
train_images = train_images.astype('float32') / 255
test_images = test_images.reshape((10000, 28 * 28))
test_images = test_images.astype('float32') / 255
train_labels = to_categorical(train_labels)
test_labels = to_categorical(test_labels)
model.fit(train_images, train_labels, epochs=10, batch_size=128)
rounded_predictions = model.predict_classes(test_images, batch_size=128, verbose=0)
cm = confusion_matrix(test_labels, rounded_predictions)