你能写出改进粒子群算法优化后的SVR代码吗
时间: 2023-03-29 07:04:08 浏览: 74
我可以提供改进粒子群算法优化后的SVR代码,以下是代码示例:
```
// 导入必要的库
#include <iostream>
#include <cmath>
#include <vector>
#include <random>
using namespace std;
// 定义粒子结构体
struct Particle {
vector<double> position;
vector<double> velocity;
double fitness;
vector<double> pBest;
double pBestFitness;
};
// 定义SVR模型
class SVR {
public:
SVR(double c, double gamma) : C(c), gamma(gamma) {}
double predict(vector<double>& x) {
double sum = .;
for (int i = ; i < x.size(); i++) {
sum += pow(x[i] - center[i], 2) / (2 * pow(sigma[i], 2));
}
return alpha * exp(-sum) + b;
}
void train(vector<vector<double>>& X, vector<double>& y) {
// 初始化参数
int n = X.size();
int d = X[].size();
center = vector<double>(d, .);
sigma = vector<double>(d, .);
alpha = vector<double>(n, .);
b = .;
// 计算中心和方差
for (int i = ; i < d; i++) {
double sum = .;
for (int j = ; j < n; j++) {
sum += X[j][i];
}
center[i] = sum / n;
sum = .;
for (int j = ; j < n; j++) {
sum += pow(X[j][i] - center[i], 2);
}
sigma[i] = sqrt(sum / n);
}
// 计算核函数矩阵
vector<vector<double>> K(n, vector<double>(n, .));
for (int i = ; i < n; i++) {
for (int j = ; j < n; j++) {
double sum = .;
for (int k = ; k < d; k++) {
sum += pow(X[i][k] - X[j][k], 2) / pow(sigma[k], 2);
}
K[i][j] = exp(-gamma * sum);
}
}
// 求解alpha和b
vector<vector<double>> H(n + 1, vector<double>(n + 1, .));
for (int i = ; i < n; i++) {
for (int j = ; j < n; j++) {
H[i][j] = K[i][j];
}
H[i][n] = 1.;
H[n][i] = 1.;
}
H[n][n] = .;
vector<double> f(n + 1, .);
for (int i = ; i < n; i++) {
f[i] = y[i];
}
alpha = solve(H, f);
b = alpha[n];
alpha.pop_back();
}
private:
double C;
double gamma;
vector<double> center;
vector<double> sigma;
vector<double> alpha;
double b;
vector<double> solve(vector<vector<double>>& A, vector<double>& b) {
int n = A.size();
vector<vector<double>> L(n, vector<double>(n, .));
vector<double> y(n, .);
vector<double> x(n, .);
// Cholesky分解
for (int i = ; i < n; i++) {
double sum = .;
for (int k = ; k < i; k++) {
sum += pow(L[i][k], 2);
}
L[i][i] = sqrt(A[i][i] - sum);
for (int j = i + 1; j < n; j++) {
sum = .;
for (int k = ; k < i; k++) {
sum += L[i][k] * L[j][k];
}
L[j][i] = (A[j][i] - sum) / L[i][i];
}
}
// 前向代入
for (int i = ; i < n; i++) {
double sum = .;
for (int j = ; j < i; j++) {
sum += L[i][j] * y[j];
}
y[i] = (b[i] - sum) / L[i][i];
}
// 后向代入
for (int i = n - 1; i >= ; i--) {
double sum = .;
for (int j = i + 1; j < n; j++) {
sum += L[j][i] * x[j];
}
x[i] = (y[i] - sum) / L[i][i];
}
return x;
}
};
// 定义改进粒子群算法
class ImprovedPSO {
public:
ImprovedPSO(int n, int m, int maxIter, double w, double c1, double c2, double vMax, double tol) :
n(n), m(m), maxIter(maxIter), w(w), c1(c1), c2(c2), vMax(vMax), tol(tol) {}
void optimize(SVR& svr, vector<vector<double>>& X, vector<double>& y) {
// 初始化粒子群
vector<Particle> particles(n);
for (int i = ; i < n; i++) {
particles[i].position = vector<double>(m, .);
particles[i].velocity = vector<double>(m, .);
particles[i].fitness = 1e10;
particles[i].pBest = particles[i].position;
particles[i].pBestFitness = particles[i].fitness;
for (int j = ; j < m; j++) {
particles[i].position[j] = rand() / double(RAND_MAX);
particles[i].velocity[j] = rand() / double(RAND_MAX);
}
}
// 迭代优化
for (int iter = ; iter < maxIter; iter++) {
for (int i = ; i < n; i++) {
// 更新速度和位置
for (int j = ; j < m; j++) {
particles[i].velocity[j] = w * particles[i].velocity[j] +
c1 * rand() / double(RAND_MAX) * (particles[i].pBest[j] - particles[i].position[j]) +
c2 * rand() / double(RAND_MAX) * (globalBest[j] - particles[i].position[j]);
if (particles[i].velocity[j] > vMax) {
particles[i].velocity[j] = vMax;
}
if (particles[i].velocity[j] < -vMax) {
particles[i].velocity[j] = -vMax;
}
particles[i].position[j] += particles[i].velocity[j];
if (particles[i].position[j] > 1.) {
particles[i].position[j] = 1.;
}
if (particles[i].position[j] < .) {
particles[i].position[j] = .;
}
}
// 计算适应度
svr.train(X, y);
double fitness = .;
for (int j = ; j < X.size(); j++) {
double yPred = svr.predict(X[j]);
fitness += pow(yPred - y[j], 2);
}
if (fitness < particles[i].fitness) {
particles[i].fitness = fitness;
particles[i].pBest = particles[i].position;
particles[i].pBestFitness = fitness;
}
if (fitness < globalBestFitness) {
globalBest = particles[i].position;
globalBestFitness = fitness;
}
}
// 判断是否收敛
if (globalBestFitness < tol) {
break;
}
}
}
private:
int n;
int m;
int maxIter;
double w;
double c1;
double c2;
double vMax;
double tol;
vector<double> globalBest;
double globalBestFitness = 1e10;
};
// 测试代码
int main() {
// 生成随机数据
int n = 100;
int d = 5;
vector<vector<double>> X(n, vector<double>(d, .));
vector<double> y(n, .);
default_random_engine generator;
normal_distribution<double> distribution(., 1.);
for (int i = ; i < n; i++) {
for (int j = ; j < d; j++) {
X[i][j] = distribution(generator);
}
y[i] = sin(X[i][]) + cos(X[i][1]) + X[i][2] * X[i][3] - X[i][4] * X[i][4];
}
// 初始化SVR和PSO
double c = 1.;
double gamma = .1;
SVR svr(c, gamma);
int maxIter = 100;
double w = .8;
double c1 = 2.;
double c2 = 2.;
double vMax = .1;
double tol = 1e-6;
ImprovedPSO pso(50, d, maxIter, w, c1, c2, vMax, tol);
// 进行优化
pso.optimize(svr, X, y);
// 输出结果
cout << "Global best fitness: " << globalBestFitness << endl;
cout << "Global best position: ";
for (int i = ; i < d; i++) {
cout << globalBest[i] << " ";
}
cout << endl;
return ;
}
```