Traceback (most recent call last): File "D:/pycharm/projects/Pythoneeee/projects/例子.py", line 53, in <module> theta_ml = trust_region_newton(theta_init, X, y) File "D:/pycharm/projects/Pythoneeee/projects/例子.py", line 37, in trust_region_newton p = minimize(lambda p: np.dot(grad, p) + 0.5*np.dot(p.T, np.dot(H, p)), File "D:\pycharm\projects\venv\lib\site-packages\scipy\optimize\_minimize.py", line 626, in minimize constraints = standardize_constraints(constraints, x0, meth) File "D:\pycharm\projects\venv\lib\site-packages\scipy\optimize\_minimize.py", line 987, in standardize_constraints constraints[i] = old_constraint_to_new(i, con) File "D:\pycharm\projects\venv\lib\site-packages\scipy\optimize\_constraints.py", line 549, in old_constraint_to_new raise ValueError("Unknown constraint type '%s'." % con['type']) ValueError: Unknown constraint type 'trust-region'.
时间: 2023-08-27 19:03:57 浏览: 172
感谢提供错误信息。根据错误提示,似乎是在使用Scipy库中的`minimize`函数时出现了问题。具体来说,错误信息显示未知的约束类型`trust-region`,这可能是因为Scipy库的版本不同导致的。为了解决这个问题,您可以尝试使用`minimize`函数的替代方案。例如,可以使用`scipy.optimize.fmin_tnc`函数来代替`minimize`函数,并指定约束类型为`None`。下面是修改后的代码:
```python
import numpy as np
from scipy.optimize import fmin_tnc
# 定义目标函数
def negative_log_likelihood(theta, X, y):
# 计算模型预测值
y_pred = np.dot(X, theta)
# 计算负对数似然函数
neg_log_likelihood = -np.sum(y*np.log(y_pred) + (1-y)*np.log(1-y_pred))
return neg_log_likelihood
# 定义计算梯度的函数
def gradient(theta, X, y):
# 计算模型预测值
y_pred = np.dot(X, theta)
# 计算梯度
grad = np.dot(X.T, y_pred - y)
return grad
# 定义计算海森矩阵的函数
def hessian(theta, X, y):
# 计算模型预测值
y_pred = np.dot(X, theta)
# 计算海森矩阵
H = np.dot(X.T * y_pred * (1 - y_pred), X)
return H
# 定义信赖域和局部线性近似方法
def trust_region_newton(theta_init, X, y, radius=0.1, max_iter=100):
theta = theta_init
for i in range(max_iter):
# 计算梯度和海森矩阵
grad = gradient(theta, X, y)
H = hessian(theta, X, y)
# 使用信赖域方法求解更新量
p = fmin_tnc(func=lambda p: np.dot(grad, p) + 0.5*np.dot(p.T, np.dot(H, p)),
x0=np.zeros_like(theta), fprime=lambda p: np.dot(H, p) + grad,
args=(X, y), bounds=None)
# 更新参数
theta += p[0]
return theta
# 生成随机数据集
n_samples, n_features = 1000, 10
X = np.random.normal(size=(n_samples, n_features))
y = np.random.binomial(1, 0.5, size=n_samples)
# 初始化参数
theta_init = np.zeros(n_features)
# 求解最大似然估计
theta_ml = trust_region_newton(theta_init, X, y)
print("最大似然估计的参数为:", theta_ml)
```
在这个修改后的代码中,我们使用了`scipy.optimize.fmin_tnc`函数来代替`minimize`函数,并将约束类型指定为`None`。同时,我们还对计算梯度和海森矩阵的函数进行了微调,以适配`fmin_tnc`函数的接口。
阅读全文