请提供一段python代码:基于ski-opt GA的遗传算法,用于优化初始种群--20组参数,适应度函数使用逆方差加权求和的方式
时间: 2024-05-12 20:18:12 浏览: 160
以下是一段基于Scipy-Optimize的遗传算法的Python代码,用于优化20组参数,并使用逆方差加权求和的方式计算适应度函数:
```
import numpy as np
from scipy.optimize import differential_evolution
def fitness_func(x):
# 先定义逆方差加权求和的函数
def inv_cov_weighted_sum(x):
weights = np.diag(1 / np.cov(x.T))
means = np.mean(x, axis=0)
x_centered = x - means
return np.dot(x_centered.T, np.dot(weights, x_centered))
# 计算适应度函数值
num_params = 20
fitness = np.zeros(10)
for i in range(10):
initial_population = np.random.uniform(-5, 5, size=(100, num_params))
res = differential_evolution(inv_cov_weighted_sum, bounds=[(-5, 5)]*num_params, popsize=100, init=initial_population)
fitness[i] = inv_cov_weighted_sum(res.x)
return np.mean(fitness)
bounds = [(-5, 5)]*20
result = differential_evolution(fitness_func, bounds)
print(result.x)
```
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