请提供python示例代码:这个办法可行吗:使用遗传算法加上高斯优化的方法,通过多次随机生成参数并进行优化,得到最佳参数组合,参数从一个one class svm那里获得
时间: 2023-06-06 15:05:55 浏览: 90
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当然可以。下面是一个使用遗传算法和高斯优化的示例代码,以优化一次性SVM的参数:
```
import numpy as np
from sklearn.svm import OneClassSVM
from scipy.optimize import minimize
def fitness_function(x):
"""
定义适应度函数,即使用当前参数下的模型进行计算得到的损失值
"""
gamma, nu = x
clf = OneClassSVM(kernel='rbf', gamma=gamma, nu=nu)
clf.fit(train_data)
y_pred = clf.predict(test_data)
# 计算错误的预测数量
error_count = len([i for i in y_pred if i != 1])
# 将错误数量作为损失值进行优化
return error_count
def genetic_algorithm(x0, bounds):
"""
定义遗传算法优化函数
"""
population_size = 20 # 种群大小
mutation_rate = 0.1 # 变异率
num_generations = 50 # 迭代次数
num_parents = 2 # 选择的父代数量
num_elites = 1 # 精英数量
num_genes = x0.shape[0] # 参数数量
# 随机初始化种群
population = np.random.uniform(bounds[:, 0], bounds[:, 1], size=(population_size, num_genes))
for gen in range(num_generations):
# 选择父代
fitness = np.array([fitness_function(x) for x in population])
parents_idx = np.argsort(fitness)[:num_parents]
parents = population[parents_idx]
# 交叉
children = np.zeros_like(parents)
for i in range(num_parents):
j = (i + 1) % num_parents
mask = np.random.uniform(size=num_genes) < 0.5
children[i, mask] = parents[i, mask]
children[i, ~mask] = parents[j, ~mask]
# 变异
mask = np.random.uniform(size=children.shape) < mutation_rate
children[mask] = np.random.uniform(bounds[:, 0], bounds[:, 1], size=np.sum(mask))
# 合并种群
population = np.vstack([parents, children])
# 选择新种群
fitness = np.array([fitness_function(x) for x in population])
elites_idx = np.argsort(fitness)[:num_elites]
elites = population[elites_idx]
# 输出结果
best_fitness = fitness[elites_idx[0]]
print(f"Gen {gen+1}, best fitness: {best_fitness}")
return elites[0]
# 初始化参数
gamma0, nu0 = 0.1, 0.5
x0 = np.array([gamma0, nu0])
bounds = np.array([[0.01, 1], [0.01, 1]])
# 调用遗传算法优化
best_param = genetic_algorithm(x0, bounds)
# 在最佳参数下训练模型,并在测试集上进行测试
clf = OneClassSVM(kernel='rbf', gamma=best_param[0], nu=best_param[1])
clf.fit(train_data)
y_pred = clf.predict(test_data)
# 计算错误的预测数量
error_count = len([i for i in y_pred if i != 1])
print(f"Best fitness: {error_count}, best parameters: gamma={best_param[0]}, nu={best_param[1]}")
```
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