pytroch粒子群优化lstm代码
时间: 2023-11-10 20:05:35 浏览: 140
基于粒子群算法优化长短期神经网络lstm的时间序列预测,PSO-LSTM(代码完整,数据齐全)
以下是使用PyTorch实现粒子群优化算法(PSO)进行LSTM网络训练的代码示例:
首先,需要导入相关的Python库:
```python
import torch
from torch import nn, optim
import numpy as np
```
然后,定义一个PSO类来实现优化算法:
```python
class PSO():
def __init__(self, n_particles, n_features, n_hidden, n_outputs, c1, c2, w):
self.n_particles = n_particles
self.n_features = n_features
self.n_hidden = n_hidden
self.n_outputs = n_outputs
self.c1 = c1
self.c2 = c2
self.w = w
self.particles = torch.zeros((self.n_particles, self.n_features))
self.velocities = torch.zeros((self.n_particles, self.n_features))
self.best_positions = torch.zeros((self.n_particles, self.n_features))
self.best_errors = torch.ones(self.n_particles) * np.inf
self.error_history = []
def sigmoid(self, x):
return 1 / (1 + torch.exp(-x))
def fit(self, X_train, y_train, n_iterations):
model = nn.Sequential(
nn.LSTM(input_size=X_train.shape[2], hidden_size=self.n_hidden),
nn.Linear(self.n_hidden, self.n_outputs),
nn.Sigmoid()
)
criterion = nn.MSELoss()
optimizer = optim.Adam(model.parameters())
for i in range(n_iterations):
for j in range(self.n_particles):
model.load_state_dict(self.particles[j].view_as(model.state_dict()))
y_pred, _ = model(X_train)
error = criterion(y_pred, y_train)
if error < self.best_errors[j]:
self.best_positions[j] = self.particles[j]
self.best_errors[j] = error
if error < self.error_history[-1]:
self.best_global_position = self.particles[j]
self.best_global_error = error
self.velocities[j] += self.c1 * torch.rand(self.n_features) * (
self.best_positions[j] - self.particles[j]) + self.c2 * torch.rand(self.n_features) * (
self.best_global_position - self.particles[j])
self.particles[j] += self.w * self.velocities[j]
self.error_history.append(self.best_global_error.item())
return self.best_global_position
```
在上述代码中,我们首先定义了一个PSO类,它包含以下参数:
- n_particles:粒子数目
- n_features:特征数目
- n_hidden:LSTM的隐藏层神经元数目
- n_outputs:LSTM输出层神经元数目
- c1:粒子自身学习因子
- c2:群体学习因子
- w:惯性因子
然后,我们使用sigmoid函数来进行激活函数的计算,使用PyTorch库定义LSTM模型,使用Adam优化器进行训练。
在fit()函数中,我们使用for循环迭代n_iterations次,对每个粒子进行模型训练,并根据误差更新粒子的速度和位置。最终,我们返回全局最优位置。
下面是使用上述PSO类进行LSTM网络训练的示例:
```python
# 加载数据
X_train = torch.rand(100, 10, 1)
y_train = torch.rand(100, 1)
# 定义PSO参数
n_particles = 10
n_features = sum(p.numel() for p in model.parameters())
n_hidden = 50
n_outputs = 1
c1 = 0.5
c2 = 0.5
w = 0.9
# 初始化PSO
pso = PSO(n_particles=n_particles, n_features=n_features, n_hidden=n_hidden, n_outputs=n_outputs, c1=c1, c2=c2, w=w)
# 使用PSO训练LSTM网络
best_global_position = pso.fit(X_train, y_train, n_iterations=100)
# 使用全局最优位置进行预测
model.load_state_dict(best_global_position.view_as(model.state_dict()))
y_pred, _ = model(X_train)
```
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