使用matlab进行编程,列出代码,并解释参数选择。输入为u,输出为y,共有296个数据。划分训练集和验证集,使得训练集有200个数据,验证集有96个数据。在RBM中输入归一化数据。并用随即搜索法确定超参数。其中,隐性单元的数量m从区间[10, 18]中得到,学习率η选自[0.1, 0.0001],动量项选自从[0.1, 0.9],固定权重惩罚为0.0002。CD使用一步式吉布斯抽样。使用早期停止标准以避免过拟合。列出matlab代码
时间: 2024-02-15 12:04:54 浏览: 116
matlab自主编写三层bp神经网络,训练mnist数据集,画损失曲线,输出精确度,输入层784,隐含层30,输出10
以下是使用matlab实现RBMs的代码,并解释了参数选择:
```matlab
% Load data
load data.mat
% Normalize the input data
u = normalize(u);
% Split data into train and validation sets
train_u = u(1:200,:);
train_y = y(1:200,:);
val_u = u(201:end,:);
val_y = y(201:end,:);
% Set hyperparameters
m_range = 10:18;
eta_range = logspace(-4,-1,10);
momentum_range = 0.1:0.1:0.9;
weight_penalty = 0.0002;
max_epochs = 1000;
patience = 50;
% Initialize variables for hyperparameters
best_m = 0;
best_eta = 0;
best_momentum = 0;
best_error = Inf;
% Use random search to find best hyperparameters
for i = 1:100
% Sample hyperparameters randomly
m = randsample(m_range,1);
eta = randsample(eta_range,1);
momentum = randsample(momentum_range,1);
% Train RBM with the current hyperparameters
rbm = train_rbm(train_u, m, eta, momentum, weight_penalty, max_epochs, patience);
% Calculate validation error
val_y_hat = rbm_reconstruct(rbm, val_u);
val_error = mean((val_y - val_y_hat).^2);
% Update best hyperparameters if necessary
if val_error < best_error
best_m = m;
best_eta = eta;
best_momentum = momentum;
best_error = val_error;
end
end
% Train RBM with the best hyperparameters
rbm = train_rbm(train_u, best_m, best_eta, best_momentum, weight_penalty, max_epochs, patience);
% Use RBM to predict output for test set
test_y_hat = rbm_reconstruct(rbm, test_u);
```
在这个代码中,我们首先加载了数据并对输入数据进行了归一化。然后将数据分成训练集和验证集,其中训练集包含前200个数据,验证集包含后96个数据。接着,我们设置了超参数的范围,包括隐性单元数量m,学习率η,动量项,固定权重惩罚等。我们使用随机搜索方法来搜索这些超参数的最佳组合。具体地,我们对每个超参数进行了随机采样,并使用训练集训练RBM。然后,我们使用验证集来计算误差,并记录当前组合产生的最小误差。最终,我们选取具有最小验证误差的超参数组合,并使用训练集来训练RBM。最后,我们使用RBM来预测测试集的输出。注意,在训练RBM时,我们使用了一步式吉布斯抽样,并使用早期停止标准以避免过拟合。具体的RBM训练和重构函数的实现可以参考以下代码:
```matlab
function rbm = train_rbm(u, m, eta, momentum, weight_penalty, max_epochs, patience)
% Initialize weights and biases
W = 0.1*randn(size(u,2), m);
b = zeros(1, size(u,2));
c = zeros(1, m);
% Initialize weight and bias updates
W_update = zeros(size(W));
b_update = zeros(size(b));
c_update = zeros(size(c));
% Initialize variables for early stopping
best_error = Inf;
best_epoch = 0;
error_increase_count = 0;
% Train RBM with CD-1
for epoch = 1:max_epochs
% Perform Gibbs sampling to get positive and negative phase
pos_phase = u;
pos_hidden = sigmoid(pos_phase*W + repmat(c,size(pos_phase,1),1));
pos_hidden_state = pos_hidden > rand(size(pos_hidden));
neg_phase = sigmoid(pos_hidden_state*W' + repmat(b,size(pos_phase,1),1));
neg_hidden = sigmoid(neg_phase*W + repmat(c,size(neg_phase,1),1));
% Update weights and biases using momentum and weight penalty
W_update = momentum*W_update + eta*(pos_phase'*pos_hidden - neg_phase'*neg_hidden - weight_penalty*W);
b_update = momentum*b_update + eta*sum(pos_phase - neg_phase,1);
c_update = momentum*c_update + eta*sum(pos_hidden - neg_hidden,1);
W = W + W_update;
b = b + b_update;
c = c + c_update;
% Check validation error to determine early stopping
val_y_hat = rbm_reconstruct(struct('W',W,'b',b,'c',c), val_u);
val_error = mean((val_y - val_y_hat).^2);
if val_error < best_error
best_error = val_error;
best_epoch = epoch;
error_increase_count = 0;
else
error_increase_count = error_increase_count + 1;
if error_increase_count > patience
break;
end
end
end
% Return RBM model
rbm = struct('W',W,'b',b,'c',c,'best_epoch',best_epoch);
end
function y_hat = rbm_reconstruct(rbm, u)
% Perform Gibbs sampling to reconstruct output
hidden = sigmoid(u*rbm.W + repmat(rbm.c,size(u,1),1));
hidden_state = hidden > rand(size(hidden));
reconstructed = sigmoid(hidden_state*rbm.W' + repmat(rbm.b,size(u,1),1));
y_hat = reconstructed;
end
function s = sigmoid(x)
% Sigmoid activation function
s = 1./(1 + exp(-x));
end
```
在这些函数中,我们实现了RBM的训练和重构过程。训练函数`train_rbm`使用CD-1方法来更新权重和偏置项,并使用动量和权重惩罚来避免过拟合。它还实现了早期停止标准,以在验证误差开始增加时停止训练。重构函数`rbm_reconstruct`使用Gibbs采样来重构输出,并返回重构的输出。最后,激活函数`sigmoid`用于计算sigmoid激活函数。
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