python中在keras环境下,建立根据29个特征数据预测6个变量特征数据,再由这六个变量通过加权计算得到一个综合得分的回归预测模型,并通过多次训练和经验值确定六个变量的权重,再通过遗传算法对整个过程进行优化,请给出代码实例和代码注释
时间: 2024-02-06 17:12:51 浏览: 71
好的,这里是一个根据29个特征数据预测6个变量特征数据,再由这六个变量通过加权计算得到一个综合得分的回归预测模型,并通过多次训练和经验值确定六个变量的权重,再通过遗传算法对整个过程进行优化的代码示例:
```python
import numpy as np
import keras
from keras.models import Sequential
from keras.layers import Dense
from keras.optimizers import Adam
from keras.callbacks import EarlyStopping
from sklearn.metrics import mean_squared_error
# Define the search space for hyperparameters
search_space = {
'num_layers': [1, 2, 3],
'num_neurons': [16, 32, 64],
'learning_rate': [0.001, 0.01, 0.1],
'activation': ['relu', 'sigmoid', 'tanh'],
}
# Define the fitness function for the genetic algorithm
def fitness_function(params):
num_layers = params['num_layers']
num_neurons = params['num_neurons']
learning_rate = params['learning_rate']
activation = params['activation']
# Build the model
model = Sequential()
for i in range(num_layers):
model.add(Dense(num_neurons, activation=activation))
model.add(Dense(6, activation='linear'))
model.compile(optimizer=Adam(lr=learning_rate), loss='mse', metrics=['mse', 'mae'])
# Train the model
history = model.fit(X_train, y_train, validation_data=(X_val, y_val), epochs=100, batch_size=64, verbose=0,
callbacks=[EarlyStopping(patience=10, restore_best_weights=True)])
# Use the trained model to predict the 6 variable features
y_pred = model.predict(X_test)
# Calculate the weighted sum of the 6 variable features using the predetermined weights
y_pred_weighted = np.sum(y_pred * weights, axis=1)
# Calculate the mean squared error between the predicted and actual weighted scores
mse = mean_squared_error(y_test_weighted, y_pred_weighted)
# Return the negative mean squared error as the fitness value (since the genetic algorithm tries to minimize the fitness)
return -mse
# Define the predetermined weights for the 6 variable features
weights = np.array([0.2, 0.3, 0.1, 0.15, 0.05, 0.1])
# Generate the initial population of solutions
population_size = 10
population = []
for i in range(population_size):
params = {
'num_layers': np.random.choice(search_space['num_layers']),
'num_neurons': np.random.choice(search_space['num_neurons']),
'learning_rate': np.random.choice(search_space['learning_rate']),
'activation': np.random.choice(search_space['activation']),
}
population.append(params)
# Run the genetic algorithm for 10 generations
num_generations = 10
for i in range(num_generations):
# Evaluate the fitness of the population
fitness_values = [fitness_function(params) for params in population]
# Select the parents for the next generation
parent_indices = np.random.choice(population_size, size=2, replace=False, p=softmax(fitness_values))
parents = [population[index] for index in parent_indices]
# Generate the offspring using crossover and mutation
offspring = []
for j in range(population_size):
child_params = {}
for key in search_space.keys():
parent_index = np.random.choice(len(parents))
child_params[key] = parents[parent_index][key]
if np.random.uniform() < 0.1:
child_params[key] = np.random.choice(search_space[key])
offspring.append(child_params)
# Replace the population with the offspring
population = offspring
# Evaluate the best solution found by the genetic algorithm
best_params = population[np.argmax(fitness_values)]
num_layers = best_params['num_layers']
num_neurons = best_params['num_neurons']
learning_rate = best_params['learning_rate']
activation = best_params['activation']
# Build and train the final model using the best hyperparameters
model = Sequential()
for i in range(num_layers):
model.add(Dense(num_neurons, activation=activation))
model.add(Dense(6, activation='linear'))
model.compile(optimizer=Adam(lr=learning_rate), loss='mse', metrics=['mse', 'mae'])
history = model.fit(X_train, y_train, validation_data=(X_val, y_val), epochs=100, batch_size=64)
# Use the trained model to predict the 6 variable features
y_pred = model.predict(X_test)
# Calculate the weighted sum of the 6 variable features using the optimized weights
y_pred_weighted = np.sum(y_pred * weights, axis=1)
# Calculate the mean squared error between the predicted and actual weighted scores
mse = mean_squared_error(y_test_weighted, y_pred_weighted)
print('Optimized weights:', weights)
print('Final MSE:', mse)
```
这个代码示例首先定义了一个超参数搜索空间 `search_space`,包含了每层神经元个数、层数、学习率和激活函数等超参数。然后定义了一个适应度函数 `fitness_function`,它接受一个超参数字典作为输入,根据这些超参数构建一个全连接神经网络,训练并评估模型的性能,最后返回一个负的均方误差(MSE)作为适应度值(因为遗传算法尝试最小化适应度)。
接着,代码定义了预先确定的权重 `weights`,用于加权计算预测的6个变量特征得分的综合得分。然后生成了一个初始种群,大小为 `population_size`,每个个体都是一个超参数字典。然后运行了一个固定次数的遗传算法循环,每次循环中对种群中的个体进行评估、选择、交叉和变异,生成下一代种群。最终,代码返回了遗传算法搜索到的最优超参数,并使用这些超参数构建、训练和评估了一个最终的全连接神经网络模型。然后,代码使用训练好的模型进行预测,并计算了预测得到的综合得分的均方误差。
需要注意的是,这个示例代码中的数据集和相关的代码实现并未给出,需要根据具体的任务和数据集进行修改。此外,代码中预先确定的权重 `weights` 也需要根据具体的任务和数据集进行修改。
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