SSA麻雀算法-LSTM-优化神经网络神经元个数-dropout

1、摘要

本文主要讲解：使用SSA麻雀算法-LSTM-优化神经网络神经元个数-dropout-batch_size
主要思路：

1. SSA Parameters ：优化函数、粒子数量、搜索维度、迭代次数
2. LSTM Parameters 神经网络第一层神经元个数、神经网络第二层神经元个数、dropout比率、batch_size
3. 开始搜索： 发现者（探索者）的位置更新；取出最大的适应度值和最差适应度的X；更新跟随着位置；预警值较小，说明没有捕食者出现；预警值较大，说明有捕食者出现威胁到了种群的安全，需要去其它地方觅食；加入者（追随者）的位置更新；
4. 训练模型，使用SSA找到的最好的全局最优参数
5. plt.show()

2、数据介绍

简单的时序数据

数据链接

3、相关技术

麻雀搜索算法(Sparrow Search Algorithm, SSA)是一种新型的群智能优化算法，在2020年提出，主要是受麻雀的觅食行为和反捕食行为的启发 。

4、完整代码和步骤

主运行程序入口

import os

import matplotlib
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
from sklearn.metrics import mean_squared_error
from sklearn.preprocessing import MinMaxScaler
from tensorflow.keras.callbacks import EarlyStopping
from tensorflow.keras.layers import Dense, Dropout, LSTM
from tensorflow.keras.models import Sequential
from tensorflow.python.keras.layers import Activation


class SSA():
    def __init__(self, func, n_dim=None, pop_size=20, max_iter=50, lb=-512, ub=512, verbose=False):
        self.func = func
        self.n_dim = n_dim  # dimension of particles, which is the number of variables of func
        self.pop = pop_size  # number of particles
        P_percent = 0.2  # # 生产者的人口规模占总人口规模的20%
        D_percent = 0.1  # 预警者的人口规模占总人口规模的10%
        self.pNum = round(self.pop * P_percent)  # 生产者的人口规模占总人口规模的20%
        self.warn = round(self.pop * D_percent)  # 预警者的人口规模占总人口规模的10%

        self.max_iter = max_iter  # max iter
        self.verbose = verbose  # print the result of each iter or not

        self.lb, self.ub = np.array(lb) * np.ones(self.n_dim), np.array(ub) * np.ones(self.n_dim)
        assert self.n_dim == len(self.lb) == len(self.ub), 'dim == len(lb) == len(ub) is not True'
        assert np.all(self.ub > self.lb), 'upper-bound must be greater than lower-bound'

        self.X = np.random.uniform(low=self.lb, high=self.ub, size=(self.pop, self.n_dim))

        self.Y = [self.func(self.X[i]) for i in range(len(self.X))]  # y = f(x) for all particles
        self.pbest_x = self.X.copy()  # personal best location of every particle in history
        self.pbest_y = [np.inf for i in range(self.pop)]  # best image of every particle in history
        self.gbest_x = self.pbest_x.mean(axis=0).reshape(1, -1)  # global best location for all particles
        self.gbest_y = np.inf  # global best y for all particles
        self.gbest_y_hist = []  # gbest_y of every iteration
        self.update_pbest()
        self.update_gbest()
        #
        # record verbose values
        self.record_mode = False
        self.record_value = {'X': [], 'V': [], 'Y': []}
        self.best_x, self.best_y = self.gbest_x, self.gbest_y  # history reasons, will be deprecated
        self.idx_max = 0
        self.x_max = self.X[self.idx_max, :]
        self.y_max = self.Y[self.idx_max]

    def cal_y(self, start, end):
        # calculate y for every x in X
        for i in range(start, end):
            self.Y[i] = self.func(self.X[i])
        # return self.Y

    def update_pbest(self):
        '''
        personal best
        '''
        for i in range(len(self.Y)):
            if self.pbest_y[i] > self.Y[i]:
                self.pbest_x[i] = self.X[i]
                self.pbest_y[i] = self.Y[i]

    def update_gbest(self):
        idx_min = self.pbest_y.index(min(self.pbest_y))
        if self.gbest_y > self.pbest_y[idx_min]:
            self.gbest_x = self.X[idx_min, :].copy()
            self.gbest_y = self.pbest_y[idx_min]

    def find_worst(self):
        self.idx_max = self.Y.index(max(self.Y))
        self.x_max = self.X[self.idx_max, :]
        self.y_max = self.Y[self.idx_max]

    def update_finder(self):
        r2 = np.random.rand(1)  # 预警值
        self.idx = sorted(enumerate(self.Y), key=lambda x: x[1])
        self.idx = [self.idx[i][0] for i in range(len(self.idx))]
        # 这一部位为发现者（探索者）的位置更新
        if r2 < 0.8:  # 预警值较小，说明没有捕食者出现
            for i in range(self.pNum):
                r1 = np.random.rand(1)
                self.X[self.idx[i], :] = self.X[self.idx[i], :] * np.exp(-(i) / (r1 * self.max_iter))  # 对自变量做一个随机变换
                self.X = np.clip(self.X, self.lb, self.ub)  # 对超过边界的变量进行去除
                # X[idx[i], :] = Bounds(X[idx[i], :], lb, ub)  # 对超过边界的变量进行去除
                # fit[sortIndex[0, i], 0] = func(X[sortIndex[0, i], :])  # 算新的适应度值
        elif r2 >= 0.8:  # 预警值较大，说明有捕食者出现威胁到了种群的安全，需要去其它地方觅食
            for i in range(self.pNum):
                Q = np.random.rand(1)  # 也可以替换成  np.random.normal(loc=0, scale=1.0, size=1)
                self.X[self.idx[i], :] = self.X[self.idx[i], :] + Q * np.ones(
                    (1, self.n_dim))  # Q是服从正态分布的随机数。L表示一个1×d的矩阵
                self.X = np.clip(self.X, self.lb, self.ub)  # 对超过边界的变量进行去除
                # X[idx[i], :] = Bounds(X[sortIndex[0, i], :], lb, ub)
                # fit[sortIndex[0, i], 0] = func(X[sortIndex[0, i], :])
        self.cal_y(0, self.pNum)

    def update_follower(self):
        #  这一部位为加入者（追随者）的位置更新
        for ii in range(self.pop - self.pNum):
            i = ii + self.pNum
            A = np.floor(np.random.rand(1, self.n_dim) * 2) * 2 - 1
            best_idx = self.Y[0:self.pNum].index(min(self.Y[0:self.pNum]))
            bestXX = self.X[best_idx, :]
            if i > self.pop / 2:
                Q = np.random.rand(1)
                self.X[self.idx[i], :] = Q * np.exp((self.x_max - self.X[self.idx[i], :]) / np.square(i))
            else:
                self.X[self.idx[i], :] = bestXX + np.dot(np.abs(self.X[self.idx[i], :] - bestXX),
                                                         1 / (A.T * np.dot(A, A.T))) * np.ones((1, self.n_dim))
        self.X = np.clip(self.X, self.lb, self.ub)  # 对超过边界的变量进行去除
        # X[self.idx[i],:] = Bounds(X[self.idx[i],lb,ub)
        # fit[self.idx[i],0] = func(X[self.idx[i], :])
        self.cal_y(self.pNum, self.pop)

    def detect(self):
        arrc = np.arange(self.pop)
        c = np.random.permutation(arrc)  # 随机排列序列
        b = [self.idx[i] for i in c[0: self.warn]]
        e = 10e-10
        for j in range(len(b)):
            if self.Y[b[j]] > self.gbest_y:
                self.X[b[j], :] = self.gbest_y + np.random.rand(1, self.n_dim) * np.abs(self.X[b[j], :] - self.gbest_y)
            else:
                self.X[b[j], :] = self.X[b[j], :] + (2 * np.random.rand(1) - 1) * np.abs(
                    self.X[b[j], :] - self.x_max) / (self.func(self.X[b[j]]) - self.y_max + e)
            # X[sortIndex[0, b[j]], :] = Bounds(X[sortIndex[0, b[j]], :], lb, ub)
            # fit[sortIndex[0, b[j]], 0] = func(X[sortIndex[0, b[j]]])
            self.X = np.clip(self.X, self.lb, self.ub)  # 对超过边界的变量进行去除
            self.Y[b[j]] = self.func(self.X[b[j]])

    def run(self, max_iter=None):
        self.max_iter = max_iter or self.max_iter
        for iter_num in range(self.max_iter):
            self.update_finder()  # 更新发现者位置
            self.find_worst()  # 取出最大的适应度值和最差适应度的X
            self.update_follower()  # 更新跟随着位置
            self.update_pbest()
            self.update_gbest()
            self.detect()
            self.update_pbest()
            self.update_gbest()
            self.gbest_y_hist.append(self.gbest_y)
        return self.best_x, self.best_y


np.random.seed(666)
matplotlib.rcParams['agg.path.chunksize'] = 0
matplotlib.rcParams.update(matplotlib.rc_params())

filename = 'lstm4_pso_'

batch_size = 128
epochs = 2
steps = 10
scalerx = MinMaxScaler(feature_range=(0, 1))
scalery = MinMaxScaler(feature_range=(0, 1))


def process_data():
    # usecols 代表使用数据的列索引，左闭右开

    # test_size代表划分20%到测试集
    X_train = X.iloc[:228, :]
    y_train = y.iloc[:228]
    X_test = X.iloc[228:, :]
    y_test = y.iloc[228:]
    return X_train, y_train, X_test, y_test


def create_dataset(X, y, seq_len):
    features = []
    targets = []  # 标签

    for i in range(0, len(X) - seq_len, 1):  # 此处的1表示步长，每隔一步滑一下
        data = X.iloc[i:i + seq_len]  # 序列数据；前闭后开
        label = y.iloc[i + seq_len]  # 标签数据
        # 保存到features和labels
        features.append(data)
        targets.append(label)
    trainX = np.array(features).astype('float64')
    return trainX, np.array(targets).reshape(-1, 1)


def build_model(neurons1, neurons2, dropout):
    X_train, y_train, X_test, y_test = process_data()
    X_train, y_train = create_dataset(X_train, y_train, steps)
    X_test, y_test = create_dataset(X_test, y_test, steps)
    nb_features = X_train.shape[2]
    input1 = X_train.shape[1]
    model1 = Sequential()
    model1.add(LSTM(
        input_shape=(input1, nb_features),
        units=neurons1,
        return_sequences=True))
    model1.add(Dropout(dropout))

    model1.add(LSTM(
        units=neurons2,
        return_sequences=False))
    model1.add(Dropout(dropout))

    model1.add(Dense(units=1))
    model1.add(Activation("linear"))
    model1.compile(loss='mse', optimizer='Adam', metrics='mae')
    return model1, X_train, y_train, X_test, y_test


def training(X):
    neurons1 = int(X[0])
    neurons2 = int(X[1])
    dropout = round(X[2], 6)
    batch_size = int(X[3])
    print(X)
    model, X_train, y_train, X_test, y_test = build_model(neurons1, neurons2, dropout)
    model.fit(
        X_train,
        y_train,
        batch_size=batch_size,
        epochs=1,
        validation_split=0.1,
        verbose=1,
        callbacks=[EarlyStopping(monitor='val_loss', patience=22, restore_best_weights=True)])

    pred = model.predict(X_test)
    temp_mse = mean_squared_error(y_test, pred)
    return temp_mse


if __name__ == '__main__':
    '''
    神经网络第一层神经元个数
    神经网络第二层神经元个数
    dropout比率
    batch_size
    '''
    UP = [150, 15, 0.5, 16]
    DOWN = [50, 5, 0.05, 8]

    # 开始优化
    ssa = SSA(training, n_dim=4, pop_size=22, max_iter=128, lb=DOWN, ub = UP)
    ssa.run()
    print('best_params is ', ssa.gbest_x)
    print('best_precision is', 1 - ssa.gbest_y)

    # 训练模型  使用PSO找到的最好的神经元个数
    neurons1 = int(ssa.gbest_x[0])
    neurons2 = int(ssa.gbest_x[1])
    dropout = ssa.gbest_x[2]
    batch_size = int(ssa.gbest_x[3])
    model, X_train, y_train, X_test, y_test = build_model(neurons1, neurons2, dropout)
    history1 = model.fit(X_train, y_train, epochs=1, batch_size=batch_size, validation_split=0.2, verbose=1,
                         callbacks=[EarlyStopping(monitor='val_loss', patience=9, restore_best_weights=True)])
    # 测试集预测
    y_score = model.predict(X_test)
    # 反归一化
    scaler_y_score = scalery.inverse_transform(y_score)
    scaler_y_test = scalery.inverse_transform(y_test)
    # 画图
    plt.figure(figsize=(10, 10))
    plt.plot(scaler_y_score)
    plt.plot(scaler_y_test)
    plt.title('real vs pred test')
    plt.ylabel('V')
    plt.xlabel('X')
    plt.legend(['pred', 'real'], loc='lower right')
    plt.savefig(src1 + filename + 'pred_real.png')
    plt.show()

代码比较复杂，如需帮忙请私聊
数据和代码链接

5、学习链接

麻雀搜索算法（SSA）求解大规模函数优化问题（附源代码）