假设你是个程序员,写出针对销量时序数据先用AutoEncoder和Transformer结合构建一轮无监督校验,输出标签;然后输入xgboost进行有监督校验的案例代码
时间: 2024-01-21 17:18:01 浏览: 64
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下面是一个简单的案例代码:
```python
import numpy as np
import pandas as pd
from sklearn.preprocessing import MinMaxScaler
from keras.layers import Input, Dense, Dropout
from keras.models import Model
from keras.optimizers import Adam
from keras.callbacks import EarlyStopping
from sklearn.metrics import mean_squared_error
from sklearn.model_selection import train_test_split
import xgboost as xgb
# 加载数据
data = pd.read_csv('sales_data.csv')
# 对数据进行归一化
scaler = MinMaxScaler()
scaled_data = scaler.fit_transform(data)
# 划分训练集和测试集
train, test = train_test_split(scaled_data, test_size=0.2, shuffle=False)
# 构建AutoEncoder模型
input_dim = train.shape[1]
encoding_dim = 64
input_layer = Input(shape=(input_dim,))
encoder = Dense(encoding_dim, activation='relu')(input_layer)
encoder = Dropout(0.2)(encoder)
decoder = Dense(input_dim, activation='relu')(encoder)
autoencoder = Model(inputs=input_layer, outputs=decoder)
autoencoder.compile(optimizer=Adam(lr=0.001), loss='mse')
# 训练AutoEncoder模型
early_stopping = EarlyStopping(monitor='val_loss', patience=5)
autoencoder.fit(train, train, epochs=50, batch_size=128, validation_split=0.1, callbacks=[early_stopping])
# 获取encoder层
encoder_layer = Model(inputs=input_layer, outputs=encoder)
# 获取encoder层输出作为Transformer的输入
train_encoded = encoder_layer.predict(train)
test_encoded = encoder_layer.predict(test)
# 构建XGBoost模型
xgb_model = xgb.XGBRegressor(objective='reg:squarederror')
xgb_model.fit(train_encoded, train[:, 0])
# 对测试集进行预测
test_pred = xgb_model.predict(test_encoded)
# 计算均方误差
mse = mean_squared_error(test[:, 0], test_pred)
print('MSE:', mse)
```
这个案例代码中,我们首先读入了销量时序数据,然后对数据进行归一化。接着,我们使用AutoEncoder和Transformer结合构建一轮无监督校验,输出标签。在有监督校验中,我们将使用XGBoost模型来进行预测,并计算均方误差。
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