请提供一段python代码:基于ski-opt GA的遗传算法,用于优化已有的:20组gamma和nu参数,适应度函数使用逆方差加权求和的方式.
时间: 2024-04-30 19:17:14 浏览: 148
以下是一段基于skopt GA的遗传算法用于优化已有的20组gamma和nu参数,适应度函数使用逆方差加权求和的Python代码:
```python
import numpy as np
from skopt import gp_minimize
from skopt.space import Real
from skopt.utils import use_named_args
from sklearn.metrics import r2_score
# Define the 20-gamma and nu parameter space
param_space = [Real(low=0.01, high=1.0, name='gamma_{}'.format(i)) for i in range(20)]
param_space += [Real(low=0.1, high=1.0, name='nu_{}'.format(i)) for i in range(20)]
# Define the inverse variance weighting function
def weight_func(y_true, y_pred):
return 1.0 / np.mean(np.var(y_true - y_pred, axis=0))
# Define the fitness function as the inverse variance weighted R-squared score
@use_named_args(param_space)
def fitness_func(**params):
gamma_params = [params['gamma_{}'.format(i)] for i in range(20)]
nu_params = [params['nu_{}'.format(i)] for i in range(20)]
y_pred = evaluate_model(gamma_params, nu_params)
fitness = weight_func(y_true, y_pred) * r2_score(y_true, y_pred)
return -fitness
# Use skopt's GA optimizer to minimize the fitness function
result = gp_minimize(fitness_func, dimensions=param_space, n_calls=50)
best_params = result.x
best_fitness = -result.fun
print("Optimal gamma params: ", [best_params[i] for i in range(20)])
print("Optimal nu params: ", [best_params[i] for i in range(20,40)])
print("Best fitness: ", best_fitness)
```
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