融合merge_tensorflow

kaggle比赛中模型融合是提分的关键，下面是算好四个模型后，submission， 用tensorflow进行的融合，来源kaggle中能源比赛

在这里插入代码片
X_train = np.array([leak_df['pred1'].values,leak_df['pred2'].values, leak_df['pred3'].values, leak_df['pred4'].values]).T
print(X_train)
y_train = leak_df.meter_reading_l1p

import tensorflow as tf

weights = tf.Variable([[0.2],[0.2],[0.2],[0.2]])
print(weights)
steps = 1000

lr = 0.1

opt = tf.optimizers.SGD(lr)
#import pdb
#Speed up the train step by precompiling
@tf.function()
def train_step(opt):
    #pdb.set_trace()
    with tf.GradientTape() as tape:
        
        y  = tf.matmul(X_train, weights)[:,0]
        #pdb.set_trace()
        loss = tf.reduce_mean((tf.math.log1p(y) - y_train) ** 2)
    grads = tape.gradient(loss, weights) #计算梯度
    opt.apply_gradients([(grads, weights)])#更新梯度
    
    return loss

prev_loss = 9999
for i in range(steps):
    loss = train_step(opt)
    if loss > prev_loss:
        lr /= 2
        opt.lr = lr
        
    prev_loss = loss
    print(f'step: {i} {loss.numpy()}')   
  
  来源
```https://www.kaggle.com/miaorain/ashrae-leak-validation-gradient-miao1219