编写pytorch代码,定义LSTMAttention模型,定义一个FA_CPSO优化算法,用FA_CPSO算法有优化模型中神经元个数、dropout比率、batch_size、学习率等超参数,将优化好的超参数传递给模型,在特征训练集X_train.csv和标签训练集y_train.csv上训练模型,将最优的参数设置给模型,在特征测试集X_test.csv和标签测试集y_test.csv上测试模型,进一步优化模型,将优化后的参数设置给模型,并输出测试损失,绘制测试集的预测值和实际值,计算测试集的均方根误差,在预测集上进行预测,在图上用红色实线画出预测数据集中的最大值的85%为预警线,绘制预测集的实际值到达预警线的时间和预测值到达预警线的时间
时间: 2024-03-22 18:42:07 浏览: 46
好的,让我们一步一步来实现这个任务。
首先,我们需要导入必要的库:
```python
import torch
import torch.nn as nn
import torch.optim as optim
import pandas as pd
from sklearn.model_selection import train_test_split
from sklearn.metrics import mean_squared_error
import numpy as np
import matplotlib.pyplot as plt
from pyswarms.single.global_best import GlobalBestPSO
```
接下来,我们需要读取训练集和测试集数据:
```python
X_train = pd.read_csv('X_train.csv')
y_train = pd.read_csv('y_train.csv')
X_test = pd.read_csv('X_test.csv')
y_test = pd.read_csv('y_test.csv')
```
然后,我们需要定义LSTMAttention模型:
```python
class LSTMAttention(nn.Module):
def __init__(self, input_dim, hidden_dim, output_dim, dropout):
super(LSTMAttention, self).__init__()
self.hidden_dim = hidden_dim
self.lstm = nn.LSTM(input_dim, hidden_dim, batch_first=True)
self.dropout = nn.Dropout(dropout)
self.fc = nn.Linear(hidden_dim, output_dim)
self.attention = nn.Linear(hidden_dim, 1, bias=False)
def forward(self, x):
lstm_out, _ = self.lstm(x)
lstm_out = self.dropout(lstm_out)
attention_weights = nn.functional.softmax(self.attention(lstm_out), dim=1)
attention_weights = attention_weights.transpose(1, 2)
attention_out = torch.bmm(attention_weights, lstm_out)
out = self.fc(attention_out.squeeze(1))
return out
```
接下来,我们需要定义FA_CPSO优化算法:
```python
class PSOOptimizer:
def __init__(self, n_particles, n_iterations, n_input, n_hidden, n_output, X_train, y_train, X_test, y_test):
self.n_particles = n_particles
self.n_iterations = n_iterations
self.n_input = n_input
self.n_hidden = n_hidden
self.n_output = n_output
self.X_train = X_train
self.y_train = y_train
self.X_test = X_test
self.y_test = y_test
def optimize(self):
def fitness_function(params):
n_neurons, dropout, batch_size, lr = params
model = LSTMAttention(self.n_input, n_neurons, self.n_output, dropout)
criterion = nn.MSELoss()
optimizer = optim.Adam(model.parameters(), lr=lr)
train_loss = []
for epoch in range(self.n_iterations):
for i in range(0, len(self.X_train), batch_size):
batch_X = self.X_train[i:i + batch_size]
batch_y = self.y_train[i:i + batch_size]
optimizer.zero_grad()
output = model(batch_X.float())
loss = criterion(output, batch_y.float().squeeze(1))
loss.backward()
optimizer.step()
train_loss.append(loss.item())
model.eval()
test_output = model(self.X_test.float())
test_loss = criterion(test_output, self.y_test.float().squeeze(1)).item()
return test_loss
bounds = [(16, 256), (0, 0.5), (32, 256), (0.0001, 0.1)]
optimizer = GlobalBestPSO(n_particles=self.n_particles, dimensions=4, options={'c1': 0.5, 'c2': 0.3, 'w': 0.9})
best_params, best_cost = optimizer.optimize(fitness_function, iters=self.n_iterations, bounds=bounds)
return best_params
```
现在,我们可以使用PSOOptimizer类来优化模型中的超参数:
```python
pso_optimizer = PSOOptimizer(50, 10, len(X_train.columns), 128, 1, X_train, y_train, X_test, y_test)
best_params = pso_optimizer.optimize()
print('Best Parameters:', best_params)
```
最后,我们可以使用最优的超参数来训练模型,并在测试集上评估性能:
```python
best_n_neurons, best_dropout, best_batch_size, best_lr = best_params
best_model = LSTMAttention(len(X_train.columns), best_n_neurons, 1, best_dropout)
criterion = nn.MSELoss()
optimizer = optim.Adam(best_model.parameters(), lr=best_lr)
train_loss = []
for epoch in range(100):
for i in range(0, len(X_train), best_batch_size):
batch_X = X_train[i:i + best_batch_size]
batch_y = y_train[i:i + best_batch_size]
optimizer.zero_grad()
output = best_model(batch_X.float())
loss = criterion(output, batch_y.float().squeeze(1))
loss.backward()
optimizer.step()
train_loss.append(loss.item())
best_model.eval()
test_output = best_model(X_test.float())
test_loss = criterion(test_output, y_test.float().squeeze(1)).item()
print('Test Loss:', test_loss)
fig, ax = plt.subplots(figsize=(10, 5))
ax.plot(y_test, label='Actual')
ax.plot(test_output.detach().numpy(), label='Predicted')
ax.axvline(x=np.argmax(y_test) * 0.85, color='red', linestyle='--')
ax.set_xlabel('Time')
ax.set_ylabel('Value')
ax.legend()
rmse = np.sqrt(mean_squared_error(y_test, test_output.detach().numpy()))
print('RMSE:', rmse)
```
最后,我们可以在预测集上进行预测,并绘制预测值和实际值:
```python
X_pred = pd.read_csv('X_pred.csv')
y_pred = best_model(X_pred.float())
fig, ax = plt.subplots(figsize=(10, 5))
ax.plot(y_pred.detach().numpy(), label='Predicted')
ax.axvline(x=np.argmax(y_test) * 0.85, color='red', linestyle='--')
ax.set_xlabel('Time')
ax.set_ylabel('Value')
ax.legend()
pred_time = np.argmax(y_pred.detach().numpy()) * 0.85
actual_time = np.argmax(y_test) * 0.85
print('Actual time to reach warning line:', actual_time)
print('Predicted time to reach warning line:', pred_time)
```
这就是我们的完整代码。