请提供使用python实现遗传算法优化OneClassSVM分类器参数的示例代码
时间: 2023-06-06 09:08:14 浏览: 123
好的,以下是使用遗传算法优化OneClassSVM分类器参数的示例代码:
```python
import numpy as np
from sklearn.metrics import confusion_matrix
from sklearn.model_selection import train_test_split
from sklearn.svm import OneClassSVM
import genetic_algorithm as ga # 遗传算法模块,需自行安装
# 定义目标函数:返回 OneClassSVM 分类器在测试集上的混淆矩阵(即 TP,FP,TN,FN)
def fitness_func(params, x_train, x_test):
clf = OneClassSVM(kernel='rbf', nu=params[0], gamma=params[1])
clf.fit(x_train)
y_pred = clf.predict(x_test)
cm = confusion_matrix(y_test, y_pred) # 计算混淆矩阵
tp, fp, tn, fn = cm.ravel() # 摊平混淆矩阵
return tp, fp, tn, fn
# 加载数据集
data = np.load('data.npy')
x = data[:, :-1]
y = data[:, -1]
# 划分训练集和测试集
x_train, x_test, y_train, y_test = train_test_split(x, y, test_size=0.3, random_state=42)
# 定义变量的取值范围(nu ∈ [0.01, 0.3],gamma ∈ [0.01, 10.0])
genes = [
{'name': 'nu', 'type': 'float', 'min': 0.01, 'max': 0.3},
{'name': 'gamma', 'type': 'float', 'min': 0.01, 'max': 10.0},
]
# 定义遗传算法的相关参数
num_generations = 50
population_size = 10
mutation_rate = 0.01
# 运行遗传算法进行参数优化
best_params, best_fitness = ga.run(fitness_func, genes, x_train, x_test,
num_generations, population_size, mutation_rate)
# 打印最佳参数和最佳适应度
print('Best parameters:', best_params)
print('Best fitness:', best_fitness)
# 运行 OneClassSVM 分类器,并在测试集上计算混淆矩阵
clf = OneClassSVM(kernel='rbf', nu=best_params[0], gamma=best_params[1])
clf.fit(x_train)
y_pred = clf.predict(x_test)
cm = confusion_matrix(y_test, y_pred)
# 打印混淆矩阵
print('Confusion matrix:')
print(cm)
```
其中, `genetic_algorithm.py` 是自己编写的遗传算法模块,也可以使用开源遗传算法库,例如 DEAP。运行时需要将数据集 `data.npy` 放在同一目录下,并在代码中指定变量的取值范围。
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