定义粒子群优化算法xgboost多分类python
时间: 2023-07-24 21:14:04 浏览: 35
粒子群优化算法(Particle Swarm Optimization, PSO)可以用于优化XGBoost模型的超参数,以提高XGBoost在多分类问题中的性能。下面是一个基于Python的PSO算法定义的示例代码:
```python
import numpy as np
class Particle:
def __init__(self, x, v, fitness):
self.position = x
self.velocity = v
self.best_position = x
self.best_fitness = fitness
class PSO:
def __init__(self, n_particles, dim, lb, ub, eval_func, omega=0.5, phi_p=0.5, phi_g=0.5):
self.n_particles = n_particles
self.dim = dim
self.lb = lb
self.ub = ub
self.eval_func = eval_func
self.omega = omega
self.phi_p = phi_p
self.phi_g = phi_g
self.particles = []
for i in range(n_particles):
x = np.random.uniform(lb, ub, dim)
v = np.zeros(dim)
fitness = eval_func(x)
self.particles.append(Particle(x, v, fitness))
self.best_particle = self.particles[0]
for particle in self.particles:
if particle.best_fitness > self.best_particle.best_fitness:
self.best_particle = particle
def update(self):
for particle in self.particles:
r_p = np.random.uniform(0, 1, self.dim)
r_g = np.random.uniform(0, 1, self.dim)
particle.velocity = self.omega * particle.velocity + \
self.phi_p * r_p * (particle.best_position - particle.position) + \
self.phi_g * r_g * (self.best_particle.best_position - particle.position)
particle.position = np.clip(particle.position + particle.velocity, self.lb, self.ub)
fitness = self.eval_func(particle.position)
if fitness > particle.best_fitness:
particle.best_fitness = fitness
particle.best_position = particle.position
if fitness > self.best_particle.best_fitness:
self.best_particle = particle
def run(self, n_iterations):
for i in range(n_iterations):
self.update()
return self.best_particle.best_position, self.best_particle.best_fitness
```
上述代码定义了一个Particle类和一个PSO类。Particle类表示粒子,包含当前位置、速度、历史最佳位置和历史最佳适应度等属性。PSO类表示粒子群算法,包含粒子数、维度、搜索空间范围、适应度函数、惯性权重、个体加速系数、全局加速系数等属性。PSO类还包含update方法,用于更新粒子的位置和速度,并更新历史最佳位置和历史最佳适应度。PSO类还包含run方法,用于运行PSO算法,并返回最佳的超参数组合和最佳准确率。
需要注意的是,上述代码仅为示例代码,可能需要根据具体情况进行修改和优化。例如,可以添加惯性权重的变化策略、加入粒子群的收敛判断等。