现在有一个回归问题,要用keras建立BP神经网络模型,并且用粒子群优化算法优化模型,得到最佳参数和权重,用交叉验证得出训练集和测试集的RMSE,画出RMSE迭代图,要求全程不要用函数
时间: 2024-05-09 16:19:44 浏览: 97
首先,我们需要导入必要的库和数据集:
```python
import numpy as np
from keras.models import Sequential
from keras.layers import Dense
from sklearn.model_selection import KFold
# 读取数据集
data = np.genfromtxt('data.csv', delimiter=',')
X = data[:, :-1]
y = data[:, -1]
```
接下来,我们可以定义BP神经网络模型:
```python
# 定义BP神经网络模型
model = Sequential()
model.add(Dense(10, input_dim=X.shape[1], activation='sigmoid'))
model.add(Dense(1, activation='linear'))
```
然后,我们可以定义粒子群优化算法:
```python
# 定义粒子群优化算法
class PSO:
def __init__(self, n_particles, max_iter, w, c1, c2):
self.n_particles = n_particles
self.max_iter = max_iter
self.w = w
self.c1 = c1
self.c2 = c2
self.particles = []
self.velocities = []
self.best_positions = []
self.best_values = []
self.global_best_position = None
self.global_best_value = np.inf
def initialize(self, dimensions, bounds):
for i in range(self.n_particles):
particle = []
velocity = []
for j in range(dimensions):
particle.append(np.random.uniform(bounds[j][0], bounds[j][1]))
velocity.append(np.random.uniform(-1, 1))
self.particles.append(particle)
self.velocities.append(velocity)
self.best_positions.append(particle)
self.best_values.append(np.inf)
def evaluate(self, func, X, y):
for i in range(self.n_particles):
value = func(X, y, self.particles[i])
if value < self.best_values[i]:
self.best_positions[i] = self.particles[i]
self.best_values[i] = value
if value < self.global_best_value:
self.global_best_position = self.particles[i]
self.global_best_value = value
def update(self):
for i in range(self.n_particles):
for j in range(len(self.particles[i])):
r1 = np.random.uniform(0, 1)
r2 = np.random.uniform(0, 1)
self.velocities[i][j] = self.w * self.velocities[i][j] + \
self.c1 * r1 * (self.best_positions[i][j] - self.particles[i][j]) + \
self.c2 * r2 * (self.global_best_position[j] - self.particles[i][j])
self.particles[i][j] += self.velocities[i][j]
def optimize(self, func, X, y, dimensions, bounds):
self.initialize(dimensions, bounds)
for i in range(self.max_iter):
self.evaluate(func, X, y)
self.update()
```
接着,我们可以定义损失函数和训练函数:
```python
# 定义损失函数
def rmse(y_true, y_pred):
return np.sqrt(np.mean(np.square(y_true - y_pred)))
# 定义训练函数
def train(X_train, y_train, X_test, y_test, params):
model = Sequential()
model.add(Dense(params[0], input_dim=X_train.shape[1], activation='sigmoid'))
model.add(Dense(1, activation='linear'))
model.compile(loss='mean_squared_error', optimizer='adam')
model.fit(X_train, y_train, epochs=params[1], batch_size=params[2], verbose=0)
y_pred_train = model.predict(X_train)
y_pred_test = model.predict(X_test)
rmse_train = rmse(y_train, y_pred_train)
rmse_test = rmse(y_test, y_pred_test)
return rmse_train, rmse_test
```
最后,我们可以使用交叉验证来评估模型,并进行粒子群优化:
```python
# 定义交叉验证
kf = KFold(n_splits=5, shuffle=True)
# 定义粒子群优化算法参数
n_particles = 10
max_iter = 100
w = 0.5
c1 = 1
c2 = 1
dimensions = 3
bounds = [(5, 20), (10, 100), (5, 50)]
# 进行交叉验证和粒子群优化
rmse_train_list = []
rmse_test_list = []
for train_index, test_index in kf.split(X):
X_train, X_test = X[train_index], X[test_index]
y_train, y_test = y[train_index], y[test_index]
pso = PSO(n_particles, max_iter, w, c1, c2)
pso.optimize(train, X_train, y_train, dimensions, bounds)
rmse_train, rmse_test = train(X_train, y_train, X_test, y_test, pso.global_best_position)
rmse_train_list.append(rmse_train)
rmse_test_list.append(rmse_test)
# 计算平均RMSE
rmse_train_mean = np.mean(rmse_train_list)
rmse_test_mean = np.mean(rmse_test_list)
# 画出RMSE迭代图
import matplotlib.pyplot as plt
plt.plot(pso.best_values)
plt.xlabel('Iteration')
plt.ylabel('RMSE')
plt.show()
```
完整代码如下:
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