请生成一段MOGA做特征选择的代码
时间: 2023-10-14 20:06:04 浏览: 86
好的,以下是使用MOGA进行特征选择的示例代码:
```python
import numpy as np
from sklearn.datasets import make_classification
from sklearn.model_selection import train_test_split
from sklearn.metrics import accuracy_score
from pymoo.algorithms.moo.nsga2 import NSGA2
from pymoo.factory import get_crossover, get_mutation, get_sampling
from pymoo.model.problem import Problem
from pymoo.optimize import minimize
# 生成数据集
X, y = make_classification(n_samples=100, n_features=10, n_informative=5, n_redundant=2, random_state=42)
# 划分训练集和测试集
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.3, random_state=42)
# 定义特征选择问题
class FeatureSelection(Problem):
def __init__(self, X, y):
super().__init__(n_var=X.shape[1], n_obj=2, n_constr=0, xl=0, xu=1)
self.X = X
self.y = y
def _evaluate(self, X, out, *args, **kwargs):
# 计算每个特征子集的适应度
accs = []
for i in range(X.shape[0]):
selected_features = np.where(X[i] == 1)[0]
X_train_selected = self.X[:, selected_features]
X_test_selected = X_test[:, selected_features]
clf = RandomForestClassifier(n_estimators=100, random_state=42)
clf.fit(X_train_selected, y_train)
y_pred = clf.predict(X_test_selected)
acc = accuracy_score(y_test, y_pred)
accs.append(acc)
accs = np.array(accs)
out["F"] = np.column_stack((-accs, -np.mean(X, axis=1))) # 最小化分类准确率和特征数量
# 定义算法和运算子
algorithm = NSGA2(
pop_size=100,
sampling=get_sampling("bin_random"),
crossover=get_crossover("bin_hux"),
mutation=get_mutation("bin_bitflip"),
)
# 最小化问题
problem = FeatureSelection(X_train, y_train)
res = minimize(problem, algorithm, ('n_gen', 50), seed=42)
# 输出结果
selected_features = np.where(res.X[-1] == 1)[0]
print("Selected features:", selected_features)
X_train_selected = X_train[:, selected_features]
X_test_selected = X_test[:, selected_features]
clf = RandomForestClassifier(n_estimators=100, random_state=42)
clf.fit(X_train_selected, y_train)
y_pred = clf.predict(X_test_selected)
acc = accuracy_score(y_test, y_pred)
print("Accuracy:", acc)
```
这段代码使用了MOGA算法来进行特征选择,目标是最小化分类准确率和特征数量。算法使用了NSGA2算法,运算子包括二进制随机采样、二进制单点杂交和二进制位翻转变异。最终输出选择的特征和分类准确率。
阅读全文