该文档是matlab编写的算法,请转译成python语言
时间: 2024-09-28 14:07:33 浏览: 49
此MATLAB脚本实现了一个名为`randomfrog_pls`的功能,主要用于高维数据中的变量选择,并且使用了随机蛙跳(Random Frog)的方法进行操作。下面是基于相同逻辑的一个Python版本示意代码:
```python
import numpy as np
from sklearn.preprocessing import scale
from sklearn.cross_decomposition import PLSRegression
from sklearn.model_selection import cross_val_score
def pls_cross_validation(X, y, n_components, cv_folds, method):
# Placeholder for actual implementation
pass
def generate_new_model(current_variables, new_size, importance_scores, all_variable_indices, X, y, n_components, method, criterion):
current_length = len(current_variables)
difference = new_size - current_length
if difference > 0:
available_indices = np.setdiff1d(all_variable_indices, current_variables)
# Select candidates and evaluate them
selected_candidates = available_indices[np.random.choice(len(available_indices), min(3 * difference, len(available_indices)), replace=False)]
temp_model_vars = np.concatenate((current_variables, selected_candidates))
temp_importance = abs(getattr(pls_regression(X[:, temp_model_vars], y, n_components, method).fit(), criterion))
# Choose top features based on scores
sorted_scores_idx = np.argsort(temp_importance)[::-1]
return temp_model_vars[sorted_scores_idx[:new_size]]
elif difference < 0:
# For reduction in size, just pick the highest scoring ones
sorted_scores_idx = np.argsort(importance_scores)[::-1]
return current_variables[sorted_scores_idx[:new_size]]
else:
return current_variables
def randomfrog_pls(X, y, max_latent_variables, data_preprocess_method, iterations, initial_sample_size, evaluation_criterion):
if evaluation_criterion not in ['regcoef', 'sr']:
evaluation_criterion = 'regcoef'
if initial_sample_size < 2:
initial_sample_size = 2
num_samples, num_features = X.shape
variable_indices = np.arange(num_features)
if data_preprocess_method == 'autoscaling':
X = scale(X)
sampled_variables = np.random.choice(variable_indices, initial_sample_size, replace=False)
models = np.zeros((iterations, num_features), dtype=bool)
probabilities = np.zeros(num_features)
for iteration in range(iterations):
new_sample_size = int(round(np.random.randn() * 0.3 * len(sampled_variables)) + len(sampled_variables))
new_sample_size = max(min(new_sample_size, num_features), 2)
# Assuming that this function is implemented elsewhere
regression_result = pls_regression(X[:, sampled_variables], y, max_latent_variables, data_preprocess_method)
if evaluation_criterion == 'regcoef':
feature_importance = abs(regression_result.coef_)
elif evaluation_criterion == 'sr':
feature_importance = regression_result.scores_
proposed_variables = generate_new_model(
sampled_variables,
new_sample_size,
feature_importance,
variable_indices,
X,
y,
max_latent_variables,
data_preprocess_method,
evaluation_criterion
)
# Assuming that this function is implemented elsewhere
current_cv_score = pls_cross_validation(X[:, sampled_variables], y, max_latent_variables, 3, data_preprocess_method)
proposed_cv_score = pls_cross_validation(X[:, proposed_variables], y, max_latent_variables, 3, data_preprocess_method)
accept_probability = 1 if proposed_cv_score < current_cv_score else 0.1 * current_cv_score / proposed_cv_score
should_accept = accept_probability > np.random.rand()
if should_accept:
sampled_variables = proposed_variables
models[iteration, sampled_variables] = True
probabilities[sampled_variables] += 1
if iteration % 100 == 0:
print(f"The {iteration}th sampling for random frog finished.")
probabilities /= iterations
sorted_indices = np.argsort(probabilities)[::-1]
top_10_variables = sorted_indices[:10]
result = {
"iterations": iterations,
"initial_sample_size": initial_sample_size,
"models": models,
"time_minutes": None, # This would be calculated from start to finish time
"data_preprocessing": data_preprocess_method,
"variable_ranking": sorted_indices,
"top_10_variables": top_10_variables,
"probabilities": probabilities,
"sample_sizes_per_iteration": None, # To be filled with logic similar to MATLAB code
"rmse_per_iteration": None # To be filled with logic similar to MATLAB code
}
return result
def pls_regression(X, y, n_components, method):
# Placeholder for actual implementation
pass
```
注意:这个Python示例代码中包含了两个占位函数`pls_regression`和`pls_cross_validation`,在实际应用时需要根据具体需求来实现这两个函数。另外,在MATLAB原始代码中存在一些特定于工具箱的操作,例如`PLS.regcoef_pretreat`或`PLS.SR`等属性访问方式,这些需要替换为适合Python环境下的对应方法。此外,对于模型评估准则的选择(如'regcoef'与'sr'),也需要根据具体应用场景确定其对应的Python实现。
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