写一个粒子群优化算法耦合随机森林的二分类pyhthon代码,其中包括ROC曲线
时间: 2023-07-13 20:07:53 浏览: 144
以下是一个基于粒子群优化算法和随机森林的二分类Python代码示例,其中包括ROC曲线的绘制。
```python
import numpy as np
import pandas as pd
from sklearn.ensemble import RandomForestClassifier
from sklearn.metrics import roc_curve, auc
# 定义粒子群优化算法
class PSO():
def __init__(self, X, y, n_particles, n_iterations):
self.X = X
self.y = y
self.n_particles = n_particles
self.n_iterations = n_iterations
self.particles_position = np.random.uniform(low=0, high=1, size=(self.n_particles, self.X.shape[1]))
self.particles_velocity = np.zeros_like(self.particles_position)
self.global_best_position = np.zeros(self.X.shape[1])
self.global_best_fitness = np.inf
self.local_best_position = self.particles_position.copy()
self.local_best_fitness = np.ones(self.n_particles) * np.inf
self.fitness_history = []
# 计算粒子的适应度
def fitness(self, position):
clf = RandomForestClassifier(n_estimators=10, max_depth=5, random_state=0)
clf.fit(self.X[:, position > 0.5], self.y)
fpr, tpr, _ = roc_curve(self.y, clf.predict_proba(self.X[:, position > 0.5])[:, 1])
return auc(fpr, tpr)
# 执行粒子群优化算法
def optimize(self):
for i in range(self.n_iterations):
for j in range(self.n_particles):
fitness_candidate = self.fitness(self.particles_position[j])
if fitness_candidate < self.local_best_fitness[j]:
self.local_best_fitness[j] = fitness_candidate
self.local_best_position[j] = self.particles_position[j]
if fitness_candidate < self.global_best_fitness:
self.global_best_fitness = fitness_candidate
self.global_best_position = self.particles_position[j]
self.fitness_history.append(self.global_best_fitness)
for j in range(self.n_particles):
self.particles_velocity[j] = 0.5 * self.particles_velocity[j] + 0.5 * np.random.uniform(low=0, high=1, size=self.X.shape[1]) * (self.local_best_position[j] - self.particles_position[j]) + 0.5 * np.random.uniform(low=0, high=1, size=self.X.shape[1]) * (self.global_best_position - self.particles_position[j])
self.particles_position[j] = self.particles_position[j] + self.particles_velocity[j]
return self.global_best_position
# 读取数据
data = pd.read_csv('data.csv')
X = data.drop('target', axis=1).values
y = data['target'].values
# 执行粒子群优化算法
pso = PSO(X, y, n_particles=20, n_iterations=100)
selected_features = pso.optimize()
# 训练随机森林模型并绘制ROC曲线
clf = RandomForestClassifier(n_estimators=10, max_depth=5, random_state=0)
clf.fit(X[:, selected_features > 0.5], y)
fpr, tpr, _ = roc_curve(y, clf.predict_proba(X[:, selected_features > 0.5])[:, 1])
auc_score = auc(fpr, tpr)
print('AUC score:', auc_score)
plt.plot(fpr, tpr, label='ROC curve (area = %0.2f)' % auc_score)
plt.plot([0, 1], [0, 1], 'k--')
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('Receiver operating characteristic example')
plt.legend(loc="lower right")
plt.show()
```
在上面的代码中,我们首先定义了一个PSO类,其中包括初始化粒子的位置和速度、计算粒子适应度、执行粒子群优化算法等方法。然后,我们读取数据并使用PSO选择最佳特征,最后训练随机森林模型并绘制ROC曲线。
需要注意的是,由于我们使用了随机森林模型,因此在计算粒子适应度时,我们只使用了选择出来的特征进行模型训练。并且,在绘制ROC曲线时,我们也只绘制了选择出来的特征对应的ROC曲线。
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