import numpy as np
from sklearn.ensemble import AdaBoostRegressor
from sklearn.metrics import mean_squared_error
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import StandardScaler
from tensorflow import keras
from tensorflow.keras import layers
from neupy import algorithms, estimators
数据准备
假设有多个输入特征 X1, X2, …, Xn 和一个目标变量 Y
假设数据已经存储在 X 和 Y 中,每个变量为二维数组,形状为 (样本数, 特征数)
参数设置
numFeatures = X.shape[1] # 输入特征的数量
numBoostingIterations = 10 # Adaboost 迭代次数
gruHiddenUnits = 32 # GRU 隐藏单元数量
数据预处理
inputFeatures = X
outputTarget = Y
数据划分为训练集和测试集
trainInput, testInput, trainTarget, testTarget = train_test_split(inputFeatures, outputTarget, test_size=0.2)
特征标准化
scaler = StandardScaler()
trainInput = scaler.fit_transform(trainInput)
testInput = scaler.transform(testInput)
构建 GRU 模型
gruModel = keras.Sequential()
gruModel.add(layers.GRU(gruHiddenUnits, input_shape=(None, numFeatures)))
gruModel.add(layers.Dense(1))
gruModel.compile(optimizer=‘adam’, loss='mse