写一个双向GRU回归预测的matlab代码
时间: 2024-03-24 18:40:00 浏览: 67
以下是一个使用双向 GRU 进行回归预测的 MATLAB 代码,使用的是一个简单的时间序列数据集:
```matlab
% 生成时间序列数据
n = 100; % 数据点数目
x = linspace(0, 10*pi, n)';
y = sin(x) + randn(n, 1)*0.1;
% 将数据集分为训练集和测试集
frac_train = 0.8; % 训练集占总数据的比例
n_train = round(n * frac_train);
x_train = x(1:n_train);
y_train = y(1:n_train);
x_test = x(n_train+1:end);
y_test = y(n_train+1:end);
% 定义模型参数
input_size = 1; % 输入特征维度
hidden_size = 16; % 隐藏状态维度
output_size = 1; % 输出维度
learning_rate = 0.01; % 学习率
num_epochs = 100; % 迭代次数
% 初始化模型参数
params.Wir = randn(hidden_size, input_size);
params.Whr = randn(hidden_size, hidden_size);
params.bir = zeros(hidden_size, 1);
params.bhr = zeros(hidden_size, 1);
params.Wiz = randn(hidden_size, input_size);
params.Whz = randn(hidden_size, hidden_size);
params.biz = zeros(hidden_size, 1);
params.bhz = zeros(hidden_size, 1);
params.Wi = randn(hidden_size, input_size);
params.Wh = randn(hidden_size, hidden_size);
params.bi = zeros(hidden_size, 1);
params.bh = zeros(hidden_size, 1);
params.Wo = randn(output_size, hidden_size*2);
params.bo = zeros(output_size, 1);
% 训练模型
for epoch = 1:num_epochs
% 初始化梯度
dWir = zeros(size(params.Wir));
dWhr = zeros(size(params.Whr));
dbir = zeros(size(params.bir));
dbhr = zeros(size(params.bhr));
dWiz = zeros(size(params.Wiz));
dWhz = zeros(size(params.Whz));
dbiz = zeros(size(params.biz));
dbhz = zeros(size(params.bhz));
dWi = zeros(size(params.Wi));
dWh = zeros(size(params.Wh));
dbi = zeros(size(params.bi));
dbh = zeros(size(params.bh));
dWo = zeros(size(params.Wo));
dbo = zeros(size(params.bo));
loss = 0;
% 随机打乱训练集顺序
idxs = randperm(n_train);
x_train = x_train(idxs);
y_train = y_train(idxs);
% 遍历训练集
for t = 2:n_train
% 前向传播
x_t = x_train(t);
h_prev = zeros(hidden_size, 1);
h_rev_prev = zeros(hidden_size, 1);
for i = 1:t-1
x_i = x_train(i);
% 正向 GRU
[h, z, r] = forward_gru(x_i, h_prev, params, 'f');
% 反向 GRU
[h_rev, z_rev, r_rev] = forward_gru(x_train(t-i), h_rev_prev, params, 'b');
h_prev = h;
h_rev_prev = h_rev;
end
% 拼接正向和反向 GRU 的输出
h_concat = [h; h_rev];
% 输出层
y_pred = params.Wo * h_concat + params.bo;
% 计算损失和梯度
loss = loss + (y_pred - y_train(t))^2;
dY = 2 * (y_pred - y_train(t));
[dWo_t, dbo_t, dh_concat] = backward_output(dY, h_concat, params);
[dH, dH_rev] = deal(zeros(hidden_size, 1));
for i = t-1:-1:1
x_i = x_train(i);
% 正向 GRU
[dH_t, dh_prev, dparams_t] = backward_gru(dh_concat, x_i, h_prev, z, r, params, 'f');
% 反向 GRU
[dH_rev_t, dh_rev_prev, dparams_rev_t] = backward_gru(dH_rev, x_train(t-i), h_rev_prev, z_rev, r_rev, params, 'b');
dH = dH + dH_t;
dH_rev = dH_rev + dH_rev_t;
dh_prev = dh_prev + dH_t;
dh_rev_prev = dh_rev_prev + dH_rev_t;
% 累计梯度
dWir = dparams_t.Wir + dparams_rev_t.Wir;
dWhr = dparams_t.Whr + dparams_rev_t.Whr;
dbir = dbir + dparams_t.bir + dparams_rev_t.bir;
dbhr = dbhr + dparams_t.bhr + dparams_rev_t.bhr;
dWiz = dparams_t.Wiz + dparams_rev_t.Wiz;
dWhz = dparams_t.Whz + dparams_rev_t.Whz;
dbiz = dbiz + dparams_t.biz + dparams_rev_t.biz;
dbhz = dbhz + dparams_t.bhz + dparams_rev_t.bhz;
dWi = dparams_t.Wi + dparams_rev_t.Wi;
dWh = dparams_t.Wh + dparams_rev_t.Wh;
dbi = dbi + dparams_t.bi + dparams_rev_t.bi;
dbh = dbh + dparams_t.bh + dparams_rev_t.bh;
end
dH = dH + dh_prev;
dH_rev = dH_rev + dh_rev_prev;
% 反向传播更新参数
params.Wir = params.Wir - learning_rate * dWir;
params.Whr = params.Whr - learning_rate * dWhr;
params.bir = params.bir - learning_rate * dbir;
params.bhr = params.bhr - learning_rate * dbhr;
params.Wiz = params.Wiz - learning_rate * dWiz;
params.Whz = params.Whz - learning_rate * dWhz;
params.biz = params.biz - learning_rate * dbiz;
params.bhz = params.bhz - learning_rate * dbhz;
params.Wi = params.Wi - learning_rate * dWi;
params.Wh = params.Wh - learning_rate * dWh;
params.bi = params.bi - learning_rate * dbi;
params.bh = params.bh - learning_rate * dbh;
params.Wo = params.Wo - learning_rate * dWo_t;
params.bo = params.bo - learning_rate * dbo_t;
end
% 输出训练进度
fprintf('Epoch %d, loss = %f\n', epoch, loss/n_train);
end
% 测试模型
y_pred = zeros(n - n_train, 1);
h_prev = zeros(hidden_size, 1);
h_rev_prev = zeros(hidden_size, 1);
for i = 1:n-n_train
x_i = x_test(i);
% 正向 GRU
[h, z, r] = forward_gru(x_i, h_prev, params, 'f');
% 反向 GRU
[h_rev, z_rev, r_rev] = forward_gru(x_test(n-n_train-i), h_rev_prev, params, 'b');
h_prev = h;
h_rev_prev = h_rev;
% 拼接正向和反向 GRU 的输出
h_concat = [h; h_rev];
% 输出层
y_pred(i) = params.Wo * h_concat + params.bo;
end
% 绘制预测结果
figure;
plot(x, y, 'b', x_test, y_pred, 'r');
legend('Ground Truth', 'Predicted');
xlabel('x');
ylabel('y');
```
需要注意的是,这只是一个简单的实现,实际中可能需要进行更多的调试和优化。
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