接着上一个问题,请使用鲸鱼优化算法优化XGBoost模型的参数,并且给出鲸鱼优化算法的原始代码和绘制学习曲线
时间: 2023-06-24 17:07:14 浏览: 170
WOA-鲸鱼优化算法-MATLAB.zip
好的,以下是使用鲸鱼优化算法优化XGBoost模型参数的步骤和代码。
步骤:
1. 定义目标函数:即需要被最小化的损失函数,例如均方误差(MSE)、平均绝对误差(MAE)等。
2. 定义超参数空间:即待优化的模型参数的取值范围。
3. 初始化鲸群:即随机生成一些初始鲸鱼个体。
4. 计算适应度:即计算每个鲸鱼个体在目标函数下的表现。
5. 更新位置:即根据鲸鱼的适应度和位置信息,更新鲸鱼的位置。
6. 重复步骤4和步骤5,直到达到预设停止条件或达到最大迭代次数为止。
代码:
```python
import xgboost as xgb
from whale_optimization import WhaleOptimizationAlgorithm as WOA
from sklearn.datasets import load_boston
from sklearn.metrics import mean_squared_error
from sklearn.model_selection import train_test_split
# 加载数据
data = load_boston()
X_train, X_test, y_train, y_test = train_test_split(data.data, data.target, test_size=0.2, random_state=42)
# 定义目标函数
def objective_func(params):
params['max_depth'] = int(params['max_depth'])
dtrain = xgb.DMatrix(X_train, label=y_train)
dtest = xgb.DMatrix(X_test, label=y_test)
model = xgb.train(params, dtrain)
y_pred = model.predict(dtest)
mse = mean_squared_error(y_test, y_pred)
return mse
# 定义超参数空间
params_space = {
'eta': (0.01, 1),
'max_depth': (2, 10),
'subsample': (0.5, 1),
'colsample_bytree': (0.5, 1),
'min_child_weight': (1, 10)
}
# 初始化鲸群
woa = WOA(objective_func, params_space, max_iter=50, verbose=True)
# 运行优化算法
best_params, best_score = woa.optimize()
# 输出最佳参数和分数
print('Best score:', best_score)
print('Best params:', best_params)
# 训练最佳模型并计算测试集上的MSE
best_params['max_depth'] = int(best_params['max_depth'])
dtrain = xgb.DMatrix(X_train, label=y_train)
dtest = xgb.DMatrix(X_test, label=y_test)
model = xgb.train(best_params, dtrain)
y_pred = model.predict(dtest)
mse = mean_squared_error(y_test, y_pred)
print('MSE:', mse)
```
鲸鱼优化算法的原始代码如下:
```python
import numpy as np
class WhaleOptimizationAlgorithm:
def __init__(self, objective_func, params_space, max_iter=100, population_size=10, a=2, b=1, c=0.5, l=1.5, verbose=False):
self.objective_func = objective_func
self.params_space = params_space
self.max_iter = max_iter
self.population_size = population_size
self.a = a
self.b = b
self.c = c
self.l = l
self.verbose = verbose
def optimize(self):
# 初始化种群
population = self.initialize_population()
best_whale = None
best_score = float('inf')
# 迭代优化
for i in range(self.max_iter):
# 计算适应度
fitness = self.calculate_fitness(population)
# 更新最佳鲸鱼
min_index = np.argmin(fitness)
if fitness[min_index] < best_score:
best_whale = population[min_index]
best_score = fitness[min_index]
if self.verbose:
print(f'Iteration {i}: Best score = {best_score}')
# 更新位置
for j in range(self.population_size):
a = 2 - i * ((2) / self.max_iter)
r1 = np.random.uniform(0, 1)
r2 = np.random.uniform(0, 1)
A = 2 * a * r1 - a
C = 2 * r2
p = np.random.uniform(0, 1)
if p < 0.5:
if np.abs(A) >= 1:
rand_leader_index = np.random.randint(0, self.population_size - 1)
X_rand = population[rand_leader_index]
D_X_rand = np.abs(C * X_rand - population[j])
new_position = X_rand - A * D_X_rand
else:
D_best = np.abs(C * best_whale - population[j])
new_position = best_whale - A * D_best
else:
distance_to_best = np.abs(best_whale - population[j])
new_position = distance_to_best * np.exp(self.b * self.l) * np.cos(2 * np.pi * self.l) + best_whale
population[j] = self.clip_position(new_position)
# 返回最佳参数和分数
best_params = self.decode_position(best_whale)
return best_params, best_score
def initialize_population(self):
population = []
for i in range(self.population_size):
whale = np.zeros(len(self.params_space))
for j, param_name in enumerate(self.params_space):
param_range = self.params_space[param_name]
whale[j] = np.random.uniform(*param_range)
population.append(whale)
return np.array(population)
def calculate_fitness(self, population):
fitness = []
for whale in population:
params = self.decode_position(whale)
score = self.objective_func(params)
fitness.append(score)
return np.array(fitness)
def decode_position(self, whale):
params = {}
for j, param_name in enumerate(self.params_space):
param_range = self.params_space[param_name]
param_value = param_range[0] + whale[j] * (param_range[1] - param_range[0])
params[param_name] = param_value
return params
def clip_position(self, position):
for i, param_name in enumerate(self.params_space):
param_range = self.params_space[param_name]
position[i] = np.clip(position[i], param_range[0], param_range[1])
return position
```
绘制学习曲线的代码如下:
```python
import matplotlib.pyplot as plt
# 记录每次迭代的最佳分数
scores = []
woa = WOA(objective_func, params_space, max_iter=50, verbose=True)
for i in range(woa.max_iter):
best_params, best_score = woa.optimize()
scores.append(best_score)
# 绘制学习曲线
plt.plot(range(len(scores)), scores)
plt.xlabel('Iteration')
plt.ylabel('Best score')
plt.show()
```
这段代码会运行50次优化算法,并记录每次迭代得到的最佳分数,最后绘制出学习曲线。
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