How to handle weekdays in a NN?
What you have is a cyclical feature, i.e. a feature which takes values which repeat cyclically in time. With that trivial encoding, for any algorithm, Sunday will be one day from Saturday, but 6 from Monday. It should be one day, also.

The proper way to handle cyclic features is to encode them with a sine and a cosine variable. So instead of a feature weekday, you should have weekday_sin and weekday_cos, which are calculated as:

data['weekday_sin'] = np.sin(2 * np.pi * data['weekday']/7)
data['weekday_cos'] = np.cos(2 * np.pi * data['weekday']/7)


Although I can't assure you that this will work in your case, it is definitely a conceptual error you're dealing with.

For more in-depth explanation with some plots which make it a lot easier to understand, you can read this: https://www.kaggle.com/avanwyk/encoding-cyclical-features-for-deep-learning

Hope this helps!