请提供一段python代码:基于GA的遗传算法,用于优化20个one class svm单类分类器模型的20组参数
时间: 2023-06-09 09:07:14 浏览: 93
以下是一段基于GA的遗传算法,用于优化20个one class svm单类分类器模型的20组参数的Python代码:
```
import numpy as np
from sklearn import svm
from sklearn.metrics import roc_auc_score
from genetic_algorithm import GeneticAlgorithm
# define the parameter space
param_space = {
'kernel': ['linear', 'poly', 'rbf', 'sigmoid'],
'gamma': [0.001, 0.01, 0.1, 1, 10, 100],
'nu': np.linspace(0.01, 0.99, 99),
'degree': range(1, 6),
'coef0': np.linspace(0, 1, 101)
}
# define the fitness function
def fitness_func(params):
clf = svm.OneClassSVM(**params)
y_pred = clf.fit_predict(X_train)
auc = roc_auc_score(y_train, y_pred)
return auc
# define the genetic algorithm
ga = GeneticAlgorithm(param_space, fitness_func)
# define the training data
X_train = np.random.randn(100, 20)
y_train = np.ones(100)
# run the genetic algorithm
ga.evolve()
# get the best parameters
best_params = ga.best_individual()[0]
# train the models with the best parameters
models = []
for i in range(20):
model = svm.OneClassSVM(**best_params)
model.fit(X_train)
models.append(model)
```
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