% 遗传算法参数设置 population_size = 50;%种群大小 chromosome_length = 649;%染色体长度 sparse_degree = 30;%稀疏度 crossover_rate = 0.6; %交叉度 mutation_rate = 0.2; %变异度 max_generations = 80;%最大迭代次数 % 初始化种群 population = initialize_population(population_size, chromosome_length, sparse_degree); %解码,获取资产位置 selected_assets_matrixs=zeros(population_size,sparse_degree); for i = 1:population_size chromosome = population(i,:); selected_assets_matrixs(i,:)= decode_chromosome(chromosome);% 资产索引(selected_assets) end %初始化资产比例 asset_ratios=zeros(population_size,sparse_degree); for k=1:population_size asset_ratios(k,:)= rand(sparse_degree, 1); asset_ratios(k,:) = asset_ratios(k,:) / sum(asset_ratios(k,:)); end %计算初始种群的目标函数值 objectives =[]; objectives = cost_func(population_size,asset_ratios,selected_assets_matrixs,insample_CSI300,insample_ESG100); %初始种群的非支配排序及拥挤度计算 [F,ndx] = fast_nondominated_sort(objectives); crowding_distance = calculate_crowding_distance(objectives, F,ndx); %开始迭代 gen = 1; for gen = 1:max_generations %选择父代个体 parent_indices = select_parents(crowding_distance); %执行交叉操作 children = crossover(population, parent_indices, crossover_rate); %执行变异操作 children = mutation(children, mutation_rate); %对新的个体进行解码,得到资产比例和资产位置 selected_assets_matrixs=zeros(population_size,sparse_degree); asset_ratios=zeros(population_size,sparse_degree); for i = 1:population_size chromosome = children(i,:); selected_assets_matrixs(i,:)= decode_chromosome(chromosome);% 资产索引(selected_assets) asset_ratios(i,:)= rand(sparse_degree, 1); asset_ratios(i,:) = asset_ratios(i,:) / sum(asset_ratios(i,:)); end %计算新个体的目标函数值 new_objectives = cost_func(population_size,asset_ratios,selected_assets_matrixs,insample_CSI300,insample_ESG100); %将新个体加入到种群中,并删除种群中适应度值较差的个体 population = insert_children(population, parent_indices, children, new_objectives, objectives); [F,ndx] = fast_nondominated_sort(new_objectives); crowding_distance = calculate_crowding_distance(new_objectives, F,ndx); objectives = new_objectives; end这段代码有什么错误
时间: 2024-01-29 11:04:12 浏览: 87
这段代码可能存在以下问题:
1. 在计算新个体的目标函数值时,使用了旧的种群大小 population_size,而没有更新为新的种群大小,可能会导致计算错误。
2. 在每次迭代中,都对整个种群进行了解码、资产比例初始化等操作,而没有只对新增的个体进行操作,这样做会增加程序的计算时间复杂度。
3. 没有对新个体进行非支配排序和拥挤度计算,而是直接将新个体加入到种群中,这样可能会破坏种群的多样性,影响算法的性能。
4. 在调用 insert_children() 函数时,没有传入新个体的目标函数值 new_objectives,而是传入了旧的目标函数值 objectives,这样会导致非支配排序和拥挤度计算出现问题。
建议修改代码如下:
```
% 遗传算法参数设置
population_size = 50;%种群大小
chromosome_length = 649;%染色体长度
sparse_degree = 30;%稀疏度
crossover_rate = 0.6; %交叉度
mutation_rate = 0.2; %变异度
max_generations = 80;%最大迭代次数
% 初始化种群
population = initialize_population(population_size, chromosome_length, sparse_degree);
% 解码,获取资产位置
selected_assets_matrixs = zeros(population_size, sparse_degree);
for i = 1:population_size
chromosome = population(i, :);
selected_assets_matrixs(i, :) = decode_chromosome(chromosome);% 资产索引(selected_assets)
end
% 初始化资产比例
asset_ratios = zeros(population_size, sparse_degree);
for k = 1:population_size
asset_ratios(k, :) = rand(sparse_degree, 1);
asset_ratios(k, :) = asset_ratios(k, :) / sum(asset_ratios(k, :));
end
% 计算初始种群的目标函数值
objectives = cost_func(population_size, asset_ratios, selected_assets_matrixs, insample_CSI300, insample_ESG100);
% 初始种群的非支配排序及拥挤度计算
[F, ndx] = fast_nondominated_sort(objectives);
crowding_distance = calculate_crowding_distance(objectives, F, ndx);
% 开始迭代
for gen = 1:max_generations
% 选择父代个体
parent_indices = select_parents(crowding_distance);
% 执行交叉操作
children = crossover(population(parent_indices, :), crossover_rate);
% 执行变异操作
children = mutation(children, mutation_rate);
% 对新的个体进行解码,得到资产比例和资产位置
new_selected_assets_matrixs = zeros(length(parent_indices), sparse_degree);
new_asset_ratios = zeros(length(parent_indices), sparse_degree);
for i = 1:length(parent_indices)
chromosome = children(i, :);
new_selected_assets_matrixs(i, :) = decode_chromosome(chromosome);% 资产索引(selected_assets)
new_asset_ratios(i, :) = rand(sparse_degree, 1);
new_asset_ratios(i, :) = new_asset_ratios(i, :) / sum(new_asset_ratios(i, :));
end
% 计算新个体的目标函数值
new_objectives = cost_func(length(parent_indices), new_asset_ratios, new_selected_assets_matrixs, insample_CSI300, insample_ESG100);
% 将新个体加入到种群中,并删除种群中适应度值较差的个体
population = insert_children(population, parent_indices, children, new_objectives);
objectives = [objectives; new_objectives];% 更新目标函数值
[F, ndx] = fast_nondominated_sort(objectives);
crowding_distance = calculate_crowding_distance(objectives, F, ndx);
end
```
修改后的代码对新增的个体进行了单独处理,减少了程序的计算时间复杂度;同时,对新个体进行了非支配排序和拥挤度计算,并更新了目标函数值。
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