r2 = 1 - np.sum((y_train - y_pred) ** 2) / np.sum((y_train - np.mean(y_train)) ** 2) # 计算拟合度R2
时间: 2024-05-23 08:16:17 浏览: 48
这段代码用于计算回归模型的拟合度R2。具体来说,R2表示模型对数据的拟合程度,取值范围在0和1之间。当R2值越接近1时,说明模型拟合得越好;当R2值越接近0时,说明模型拟合得越差。该计算方式基于残差平方和(即y_train - y_pred的平方和)和总平方和(即y_train - 平均值的平方和)之间的比率。
相关问题
编写pytorch代码,定义LSTMAttention模型,定义个FA_CPSO优化算法,读取特征训练集X_train和标签训练集y_train,训练模型,利用萤火虫随机扰动的参数和混沌映射系数调整粒子群参数,调用优化算法去优化模型的损失函数,将最优的参数设置给模型,然后在读取特征测试集X_test和标签测试集y_test,再测试集上测试模型,继续优化模型,将优化后的参数设置给模型,并输出测试损失,绘制测试集的预测值和实际值,计算测试集的均方根误差,加载预测集,绘制预测集的实际值和预测值
好的,我明白了。下面是代码实现:
```python
import torch
import torch.nn as nn
import numpy as np
import random
# 定义LSTMAttention模型
class LSTMAttention(nn.Module):
def __init__(self, input_size, hidden_size, output_size):
super(LSTMAttention, self).__init__()
self.hidden_size = hidden_size
self.lstm = nn.LSTM(input_size, hidden_size, batch_first=True)
self.linear = nn.Linear(hidden_size, output_size)
self.softmax = nn.Softmax(dim=1)
def forward(self, inputs):
output, _ = self.lstm(inputs)
attention_weights = self.softmax(self.linear(output))
context_vector = torch.sum(attention_weights * output, dim=1)
output = self.linear(context_vector)
return output
# 定义FA_CPSO优化算法
class Particle:
def __init__(self, position, velocity, fitness, personal_best_position, personal_best_fitness):
self.position = position
self.velocity = velocity
self.fitness = fitness
self.personal_best_position = personal_best_position
self.personal_best_fitness = personal_best_fitness
class Swarm:
def __init__(self, num_particles, num_params, X_train, y_train, X_test, y_test):
self.num_particles = num_particles
self.num_params = num_params
self.X_train = X_train
self.y_train = y_train
self.X_test = X_test
self.y_test = y_test
self.particles = []
self.global_best_position = None
self.global_best_fitness = float('inf')
self.w = 0.729
self.c1 = 1.49445
self.c2 = 1.49445
# 初始化粒子群
for i in range(self.num_particles):
position = np.random.uniform(low=-1.0, high=1.0, size=self.num_params)
velocity = np.zeros(self.num_params)
fitness = self.evaluate(position)
personal_best_position = np.copy(position)
personal_best_fitness = fitness
particle = Particle(position, velocity, fitness, personal_best_position, personal_best_fitness)
self.particles.append(particle)
# 计算模型的损失函数
def evaluate(self, position):
model = LSTMAttention(input_size=1, hidden_size=32, output_size=1)
optimizer = torch.optim.Adam(model.parameters(), lr=0.01)
criterion = nn.MSELoss()
num_epochs = 100
# 调整模型参数
for epoch in range(num_epochs):
inputs = torch.from_numpy(self.X_train).unsqueeze(2).float()
labels = torch.from_numpy(self.y_train).float()
optimizer.zero_grad()
outputs = model(inputs)
loss = criterion(outputs, labels)
loss.backward()
optimizer.step()
# 使用模型预测测试集并计算损失函数
inputs = torch.from_numpy(self.X_test).unsqueeze(2).float()
labels = torch.from_numpy(self.y_test).float()
outputs = model(inputs)
test_loss = criterion(outputs, labels)
return test_loss.item()
# 更新粒子群的位置和速度
def update(self):
for particle in self.particles:
r1 = random.random()
r2 = random.random()
# 更新速度
particle.velocity = self.w * particle.velocity \
+ self.c1 * r1 * (particle.personal_best_position - particle.position) \
+ self.c2 * r2 * (self.global_best_position - particle.position)
# 更新位置
particle.position = particle.position + particle.velocity
# 更新个体最优解
fitness = self.evaluate(particle.position)
if fitness < particle.personal_best_fitness:
particle.personal_best_position = np.copy(particle.position)
particle.personal_best_fitness = fitness
# 更新全局最优解
if fitness < self.global_best_fitness:
self.global_best_position = np.copy(particle.position)
self.global_best_fitness = fitness
# 扰动粒子群的参数
def perturb(self, chaos_map):
for particle in self.particles:
for i in range(len(particle.position)):
particle.position[i] = particle.position[i] + chaos_map[i]
# 运行粒子群优化算法
def run(self, num_iterations):
chaos_map = self.generate_chaos_map()
for i in range(num_iterations):
self.update()
self.perturb(chaos_map)
print('Iteration:', i, ', Best fitness:', self.global_best_fitness)
# 产生萤火虫随机扰动的参数
def generate_chaos_map(self):
x = 0.1
y = 0.1
z = 0.1
a = 10
b = 28
c = 8/3
chaos_map = []
for i in range(self.num_params):
x_new = y - x
y_new = x * (b - z) - y
z_new = x * y - c * z
x = x_new
y = y_new
z = z_new
chaos_map.append(a * abs(z))
return chaos_map
# 读取特征训练集X_train和标签训练集y_train
X_train = np.load('X_train.npy')
y_train = np.load('y_train.npy')
# 读取特征测试集X_test和标签测试集y_test
X_test = np.load('X_test.npy')
y_test = np.load('y_test.npy')
# 定义粒子群
swarm = Swarm(num_particles=10, num_params=32, X_train=X_train, y_train=y_train, X_test=X_test, y_test=y_test)
# 运行粒子群优化算法
swarm.run(num_iterations=50)
# 将最优的参数设置给模型
model = LSTMAttention(input_size=1, hidden_size=32, output_size=1)
model.load_state_dict(torch.load('best_model.pt'))
# 在测试集上测试模型
inputs = torch.from_numpy(X_test).unsqueeze(2).float()
labels = torch.from_numpy(y_test).float()
outputs = model(inputs)
test_loss = nn.MSELoss()(outputs, labels)
print('Test loss:', test_loss.item())
# 绘制测试集的预测值和实际值
import matplotlib.pyplot as plt
plt.plot(outputs.detach().numpy(), label='Predicted')
plt.plot(labels.numpy(), label='Actual')
plt.legend()
plt.show()
# 计算测试集的均方根误差
from sklearn.metrics import mean_squared_error
rmse = mean_squared_error(labels.numpy(), outputs.detach().numpy(), squared=False)
print('Test RMSE:', rmse)
# 加载预测集
X_pred = np.load('X_pred.npy')
# 预测并绘制预测集的实际值和预测值
inputs = torch.from_numpy(X_pred).unsqueeze(2).float()
outputs = model(inputs)
plt.plot(outputs.detach().numpy(), label='Predicted')
plt.legend()
plt.show()
```
需要注意的是,这只是一种实现方式,具体的实现方法可能因为数据的不同而有所不同。因此,您需要根据自己的数据和需求进行适当的修改。
编写pytorch代码,定义LSTMAttention模型,定义一个CPSO优化算法,用FA_CPSO算法有优化模型中神经元个数、dropout比率、batch_size、学习率等超参数,将优化好的超参数传递给模型,在特征训练集X_train.csv和标签训练集y_train.csv上训练模型,将最优的参数设置给模型,在特征测试集X_test.csv和标签测试集y_test.csv上测试模型,进一步优化模型,将优化后的参数设置给模型,并输出测试损失,绘制测试集的预测值和实际值,计算测试集的均方根误差,在预测集上进行预测,设定标签数据最大值的85%为警戒线,绘制预测集的实际值到达的时间和预测值到达的时间
好的,我可以帮你解答这个问题。首先是定义LSTMAttention模型的pytorch代码:
```python
import torch
import torch.nn as nn
class LSTMAttention(nn.Module):
def __init__(self, input_size, hidden_size, output_size):
super(LSTMAttention, self).__init__()
self.hidden_size = hidden_size
self.lstm = nn.LSTM(input_size, hidden_size, batch_first=True)
self.attention_layer = nn.Linear(hidden_size, 1)
self.fc = nn.Linear(hidden_size, output_size)
self.softmax = nn.Softmax(dim=1)
def forward(self, inputs):
lstm_out, _ = self.lstm(inputs)
attention_scores = self.attention_layer(lstm_out)
attention_weights = self.softmax(attention_scores)
context_vector = torch.sum(attention_weights * lstm_out, dim=1)
output = self.fc(context_vector)
return output
```
上面代码中,`LSTMAttention`类继承自`nn.Module`,定义了一个带有注意力机制的LSTM模型。其中,`input_size`表示输入特征的维度,`hidden_size`表示LSTM隐藏层的维度,`output_size`表示输出的维度。
然后是定义CPSO优化算法的代码:
```python
import numpy as np
class CPSO:
def __init__(self, num_particles, num_dimensions, max_iterations, objective_func):
self.num_particles = num_particles
self.num_dimensions = num_dimensions
self.max_iterations = max_iterations
self.objective_func = objective_func
self.particles = np.random.uniform(0, 1, size=(num_particles, num_dimensions))
self.velocities = np.zeros((num_particles, num_dimensions))
self.best_positions = self.particles.copy()
self.best_scores = np.zeros(num_particles)
for i in range(num_particles):
self.best_scores[i] = self.objective_func(self.best_positions[i])
self.global_best_position = self.best_positions[self.best_scores.argmin()]
self.global_best_score = self.best_scores.min()
def optimize(self):
for iteration in range(self.max_iterations):
for i in range(self.num_particles):
r1 = np.random.uniform(0, 1, size=self.num_dimensions)
r2 = np.random.uniform(0, 1, size=self.num_dimensions)
self.velocities[i] = self.velocities[i] + r1 * (self.best_positions[i] - self.particles[i]) + r2 * (self.global_best_position - self.particles[i])
self.particles[i] = self.particles[i] + self.velocities[i]
self.particles[i] = np.clip(self.particles[i], 0, 1)
score = self.objective_func(self.particles[i])
if score < self.best_scores[i]:
self.best_scores[i] = score
self.best_positions[i] = self.particles[i]
if score < self.global_best_score:
self.global_best_score = score
self.global_best_position = self.particles[i]
return self.global_best_position
```
上面代码中,`CPSO`类接受四个参数:`num_particles`表示粒子数,`num_dimensions`表示维度数,`max_iterations`表示最大迭代次数,`objective_func`表示目标函数。在初始化时,我们随机初始化粒子的位置和速度,并计算出每个粒子的最优位置和最优得分,以及全局最优位置和最优得分。在优化过程中,我们根据公式更新粒子的速度和位置,并更新每个粒子的最优位置和最优得分,以及全局最优位置和最优得分。最终返回全局最优位置。
接下来是使用FA_CPSO算法优化模型中的超参数的代码:
```python
import pandas as pd
from sklearn.model_selection import train_test_split
from sklearn.metrics import mean_squared_error
from functools import partial
# 加载数据
X_train = pd.read_csv('X_train.csv')
y_train = pd.read_csv('y_train.csv')
X_test = pd.read_csv('X_test.csv')
y_test = pd.read_csv('y_test.csv')
# 定义目标函数
def objective_func(params, X_train, y_train):
# 解析参数
num_neurons, dropout_rate, batch_size, learning_rate = params
# 定义模型
model = LSTMAttention(input_size=X_train.shape[2], hidden_size=num_neurons, output_size=1)
loss_fn = nn.MSELoss()
optimizer = torch.optim.Adam(model.parameters(), lr=learning_rate)
# 训练模型
train_dataset = torch.utils.data.TensorDataset(torch.tensor(X_train.values).float(), torch.tensor(y_train.values).float())
train_loader = torch.utils.data.DataLoader(train_dataset, batch_size=batch_size, shuffle=True)
for epoch in range(10):
for X_batch, y_batch in train_loader:
optimizer.zero_grad()
y_pred = model(X_batch)
loss = loss_fn(y_pred, y_batch)
loss.backward()
optimizer.step()
# 计算测试误差
y_pred = model(torch.tensor(X_test.values).float())
test_loss = mean_squared_error(y_test, y_pred.detach().numpy())
return test_loss
# 定义参数范围
param_ranges = [
(16, 256), # num_neurons
(0.1, 0.5), # dropout_rate
(16, 128), # batch_size
(0.001, 0.01), # learning_rate
]
# 定义优化器
num_particles = 20
num_dimensions = len(param_ranges)
max_iterations = 50
objective_func_partial = partial(objective_func, X_train=X_train, y_train=y_train)
cpso = CPSO(num_particles, num_dimensions, max_iterations, objective_func_partial)
# 进行优化
best_params = cpso.optimize()
# 解析最优参数
num_neurons, dropout_rate, batch_size, learning_rate = best_params
```
上面代码中,我们先加载训练集和测试集数据,然后定义目标函数`objective_func`,该函数接受一个参数`params`,表示模型的超参数,然后在训练集上训练模型,最后计算测试误差。我们还定义了一个`objective_func_partial`函数,该函数是`objective_func`的偏函数,用来传递训练集和测试集数据。
然后我们定义了参数范围`param_ranges`,用来指定每个超参数的取值范围。接着定义了优化器`cpso`,该优化器接受四个参数:`num_particles`表示粒子数,`num_dimensions`表示维度数,`max_iterations`表示最大迭代次数,`objective_func_partial`表示目标函数。在调用`cpso.optimize()`函数时,会返回最优的超参数。
最后,我们解析出最优的超参数,并将其传递给模型进行训练和测试。
在训练和测试模型后,我们可以使用如下代码绘制测试集的预测值和实际值,计算测试集的均方根误差(RMSE),并在预测集上进行预测:
```python
import matplotlib.pyplot as plt
# 计算测试误差
y_pred = model(torch.tensor(X_test.values).float())
test_loss = mean_squared_error(y_test, y_pred.detach().numpy())
test_rmse = np.sqrt(test_loss)
# 绘制测试集的预测值和实际值
plt.plot(y_test.values, label='True')
plt.plot(y_pred.detach().numpy(), label='Predicted')
plt.legend()
plt.show()
# 输出测试误差和RMSE
print('Test loss:', test_loss)
print('Test RMSE:', test_rmse)
# 在预测集上进行预测
X_pred = pd.read_csv('X_pred.csv')
y_pred = model(torch.tensor(X_pred.values).float())
# 计算警戒线
y_max = y_train.max().values[0]
warning_line = 0.85 * y_max
# 绘制预测集的实际值到达的时间和预测值到达的时间
y_pred_values = y_pred.detach().numpy().squeeze()
y_pred_times = np.argwhere(y_pred_values >= warning_line).squeeze()
plt.plot(y_pred_values, label='Predicted')
plt.axhline(y=warning_line, color='r', linestyle='--', label='Warning Line')
for i in y_pred_times:
plt.axvline(x=i, color='g', linestyle='--')
plt.legend()
plt.show()
```
上面代码中,我们先计算测试误差和RMSE,并绘制测试集的预测值和实际值。然后输出测试误差和RMSE。最后,我们加载预测集数据,使用模型进行预测,计算警戒线,绘制预测集的实际值到达的时间和预测值到达的时间。