用tensorflow实现弹性网络回归算法

本文实例为大家分享了tensorflow实现弹性网络回归算法,供大家参考,具体内容如下

python代码:

#用tensorflow实现弹性网络算法(多变量)

#使用鸢尾花数据集,后三个特征作为特征,用来预测第一个特征。

#1 导入必要的编程库,创建计算图,加载数据集

import matplotlib.pyplot as plt

import tensorflow as tf

import numpy as np

from sklearn import datasets

from tensorflow.python.framework import ops

ops.get_default_graph()

sess = tf.Session()

iris = datasets.load_iris()

x_vals = np.array([[x[1], x[2], x[3]] for x in iris.data])

y_vals = np.array([y[0] for y in iris.data])

#2 声明学习率,批量大小,占位符和模型变量,模型输出

learning_rate = 0.001

batch_size = 50

x_data = tf.placeholder(shape=[None, 3], dtype=tf.float32) #占位符大小为3

y_target = tf.placeholder(shape=[None, 1], dtype=tf.float32)

A = tf.Variable(tf.random_normal(shape=[3,1]))

b = tf.Variable(tf.random_normal(shape=[1,1]))

model_output = tf.add(tf.matmul(x_data, A), b)

#3 对于弹性网络回归算法,损失函数包括L1正则和L2正则

elastic_param1 = tf.constant(1.)

elastic_param2 = tf.constant(1.)

l1_a_loss = tf.reduce_mean(abs(A))

l2_a_loss = tf.reduce_mean(tf.square(A))

e1_term = tf.multiply(elastic_param1, l1_a_loss)

e2_term = tf.multiply(elastic_param2, l2_a_loss)

loss = tf.expand_dims(tf.add(tf.add(tf.reduce_mean(tf.square(y_target - model_output)), e1_term), e2_term), 0)

#4 初始化变量, 声明优化器, 然后遍历迭代运行, 训练拟合得到参数

init = tf.global_variables_initializer()

sess.run(init)

my_opt = tf.train.GradientDescentOptimizer(learning_rate)

train_step = my_opt.minimize(loss)

loss_vec = []

for i in range(1000):

rand_index = np.random.choice(len(x_vals), size=batch_size)

rand_x = x_vals[rand_index]

rand_y = np.transpose([y_vals[rand_index]])

sess.run(train_step, feed_dict={x_data:rand_x, y_target:rand_y})

temp_loss = sess.run(loss, feed_dict={x_data:rand_x, y_target:rand_y})

loss_vec.append(temp_loss)

if (i+1)%250 == 0:

print('Step#' + str(i+1) +'A = ' + str(sess.run(A)) + 'b=' + str(sess.run(b)))

print('Loss= ' +str(temp_loss))

#现在能观察到, 随着训练迭代后损失函数已收敛。

plt.plot(loss_vec, 'k--')

plt.title('Loss per Generation')

plt.xlabel('Generation')

plt.ylabel('Loss')

plt.show()

本文参考书《Tensorflow机器学习实战指南》

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