如何使用Deap最小化函数?
我需要用遗传算法和粒子群优化(PSO)来最小化一个函数。
有很多帖子建议使用DEAP(我在用Python),但我连怎么开始都不知道。
我们可以考虑在区间i上对函数f进行处理。
i=arange(-10,10,0.1)
def f(x):
return x*sin(x)
我该如何使用DEAP来最小化这个函数呢?
4 个回答
1
我把 weights=(1.0,)
改成了 weights=(-1.0,)
在基础适应度里。
这样做有效果了!
2
我知道我回复得有点晚,但希望能帮到一些刚接触DEAP库的朋友。
为了进行最小化,你需要创建一个叫做FitnessMin的类,下面是示例代码:
creator.create("FitnessMin", base.Fitness, weights=(-1.0,))
注意我这里的权重是-1.0,如果我们把它设为1.0,那就是在进行最大化了。
完成这个后,把这个适应度类应用到你的个体上,个体其实就是你想要训练的染色体:
creator.create("Individual", list, fitness=creator.FitnessMin)
可以看看DEAP库里的eaSimple,这是最适合入门的。DEAP提供了一些现成的算法,以下是链接: http://deap.readthedocs.io/en/master/api/algo.html
6
其实有一个例子可以参考:http://deap.rtfd.org/en/master/examples/pso_basic.html
顺便提一下,我是DEAP的开发者。
11
我已经解决了这个问题。
这是我的代码:
t1=linspace(-50,50,100)
sig1=sin(t1/2)+np.random.normal(scale=0.1,size=len(t1))
sig2=sin(t1/2)+np.random.normal(scale=0.1,size=len(t1))
f0=interp1d(t1,sig1,kind="cubic",bounds_error=False,fill_value=-10000)
g=interp1d(t1,sig2,kind="cubic",bounds_error=False,fill_value=10000)
#true value that I would like to estimate
A=2
B=0.8
C=0
def s(t):
return A+B*t+C*t*t
def inv_s(t):
return (t-B)/A
def f(t):
return f0(s(t))
def hat_s(t,a,b):
return t*b+a
Ig=arange(t1.min(),t1.max(),1)
If=(Ig-A)/B
I_min=max(If.min(),Ig.min())
I_max=min(If.max(),Ig.max())
J=linspace(min(If.min(),Ig.min()),max(If.max(),Ig.max()))
I=linspace(I_min,I_max,1000)
#plot(J,f(J),J,g(J))
#ylim(-1.2,1.2)
def cost(x,T=I):
a=x[0]
b=x[1]
return norm(g(b*T+a)-f(T))/len(T),
import operator
import random
import numpy
from deap import base
from deap import benchmarks
from deap import creator
from deap import tools
creator.create("FitnessMax", base.Fitness, weights=(-1.0,))
creator.create("Particle", list, fitness=creator.FitnessMax, speed=list,
smin=None, smax=None, best=None)
def generate(size, pmin, pmax, smin, smax):
part = creator.Particle(random.uniform(pmin, pmax) for _ in range(size))
part.speed = [random.uniform(smin, smax) for _ in range(size)]
part.smin = smin
part.smax = smax
return part
def updateParticle(part, best, phi1, phi2):
u1 = (random.uniform(0, phi1) for _ in range(len(part)))
u2 = (random.uniform(0, phi2) for _ in range(len(part)))
v_u1 = map(operator.mul, u1, map(operator.sub, part.best, part))
v_u2 = map(operator.mul, u2, map(operator.sub, best, part))
part.speed = list(map(operator.add, part.speed, map(operator.add, v_u1, v_u2)))
for i, speed in enumerate(part.speed):
if speed < part.smin:
part.speed[i] = part.smin
elif speed > part.smax:
part.speed[i] = part.smax
part[:] = list(map(operator.add, part, part.speed))
toolbox = base.Toolbox()
toolbox.register("particle", generate, size=2, pmin=-6, pmax=6, smin=-3, smax=3)
toolbox.register("population", tools.initRepeat, list, toolbox.particle)
toolbox.register("update", updateParticle, phi1=2.0, phi2=2.0)
toolbox.register("evaluate", cost)
def main():
pop = toolbox.population(n=5)
stats = tools.Statistics(lambda ind: ind.fitness.values)
stats.register("avg", numpy.mean)
stats.register("std", numpy.std)
stats.register("min", numpy.min)
stats.register("max", numpy.max)
logbook = tools.Logbook()
logbook.header = ["gen", "evals"] + stats.fields
GEN = 1000
best = None
for g in range(GEN):
for part in pop:
part.fitness.values = toolbox.evaluate(part)
if not part.best or part.best.fitness < part.fitness:
part.best = creator.Particle(part)
part.best.fitness.values = part.fitness.values
if not best or best.fitness < part.fitness:
best = creator.Particle(part)
best.fitness.values = part.fitness.values
for part in pop:
toolbox.update(part, best)
# Gather all the fitnesses in one list and print the stats
logbook.record(gen=g, evals=len(pop), **stats.compile(pop))
print(logbook.stream)
print " Best so far: %s - %s" % (best, best.fitness)
return pop, logbook, best
pop,logbook,best= main()
print "best=",best,"A,B=",(A,B)