给我一段PSO-lightGBM的代码
时间: 2024-05-02 12:18:18 浏览: 119
lightGBM回归预测代码
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以下是一个简单的PSO-lightGBM代码示例:
```python
import lightgbm as lgb
import numpy as np
from pyswarm import pso
# 数据准备
train_data = lgb.Dataset(X_train, label=y_train)
test_data = lgb.Dataset(X_test, label=y_test)
# PSO模型参数空间
def pso_parameter_space():
space = [(100, 1000), # num_iterations
(0.01, 0.5), # learning_rate
(1, 20), # num_leaves
(10, 100), # min_data_in_leaf
(0.1, 0.9), # feature_fraction
(0.1, 0.9), # bagging_fraction
(0, 10), # bagging_freq
(0.1, 0.9), # lambda_l1
(0.1, 0.9), # lambda_l2
(0.1, 0.9), # min_gain_to_split
(10, 100)] # max_depth
return space
# 定义PSO目标函数
def pso_objective_function(x):
params = {'objective': 'binary',
'metric': 'binary_logloss',
'num_iterations': int(x[0]),
'learning_rate': x[1],
'num_leaves': int(x[2]),
'min_data_in_leaf': int(x[3]),
'feature_fraction': x[4],
'bagging_fraction': x[5],
'bagging_freq': int(x[6]),
'lambda_l1': x[7],
'lambda_l2': x[8],
'min_gain_to_split': x[9],
'max_depth': int(x[10])}
model = lgb.train(params, train_data)
y_pred = model.predict(X_test)
loss = np.mean((y_pred - y_test) ** 2)
return loss
# PSO优化
lb = np.array([s[0] for s in pso_parameter_space()])
ub = np.array([s[1] for s in pso_parameter_space()])
x_opt, f_opt = pso(pso_objective_function, lb, ub, swarmsize=50, maxiter=100)
# 输出最佳参数
print('Best parameters:', x_opt)
```
该代码定义了一个PSO模型参数空间,将目标函数设置为LightGBM模型的均方误差,然后使用pyswarm库中的pso函数进行PSO优化。最终输出最佳参数。
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