创建最简单的人工神经网络预测股票价格
梯度下降法:
最简单的神经网络:一共三层,输入层,隐藏层,输出层
原理部分:
import tensorflow as tf
import numpy as np
import matplotlib.pyplot as plt
date = np.linspace(1,15,15)
endPrice = np.array([2511.90,2538.26,2510.68,2591.66,2732.98,2701.69,2701.29,2678.67,2726.50,2681.50,2739.17,2715.07,2823.58,2864.90,2919.08])
beginPrice = np.array([2438.71,2500.88,2534.95,2512.52,2594.04,2743.26,2697.47,2695.24,2678.23,2722.13,2674.93,2744.13,2717.46,2832.73,2877.40])
print(date)
for i in range(0,15):
#柱状图
dateOne = np.zeros([2])#二维的
dateOne[0] = i
dateOne[1] = i
priceOne = np.zeros([2])
priceOne[0] = beginPrice[i]
priceOne[1] = endPrice[i]
if endPrice[i]>beginPrice[i]:#涨
plt.plot(dateOne,priceOne,'r',lw=8)
else:
plt.plot(dateOne,priceOne,'g',lw=8)
#plt.show()
dateNormal = np.zeros([15,1])
priceNormal = np.zeros([15,1])
for i in range(0,15):
dateNormal[i,0] = i/14.0
priceNormal[i,0] = endPrice[i]/3000.0 #归一化,最高价格不超过3k
x = tf.placeholder(tf.float32,[None,1])
y = tf.placeholder(tf.float32,[None,1])
#B w1 w2相关 隐藏层
w1 = tf.Variable(tf.random_uniform([1,10],0,1))
b1 = tf.Variable(tf.zeros([1,10]))
wb1 = tf.matmul(x,w1)+b1
layer1 = tf.nn.relu(wb1) # 激励函数
#C 输出层
w2 = tf.Variable(tf.random_uniform([10,1],0,1))
b2 = tf.Variable(tf.zeros([15,1]))
wb2 = tf.matmul(layer1,w2)+b2
layer2 = tf.nn.relu(wb2) #激励函数
loss = tf.reduce_mean(tf.square(y-layer2))#y 真实 layer2 计算 ---标准差
train_step = tf.train.GradientDescentOptimizer(0.1).minimize(loss)#梯度下降法:降低loss
with tf.Session() as sess:
sess.run(tf.global_variables_initializer())
for i in range(0,10000):
sess.run(train_step,feed_dict={x:dateNormal,y:priceNormal})
# w1w2 b1b2 A + wb -->layer2
pred = sess.run(layer2,feed_dict={x:dateNormal})
predPrice = np.zeros([15,1])
for i in range(0,15):
predPrice[i,0]=(pred*3000)[i,0]
plt.plot(date,predPrice,'b',lw=1)
plt.show()
不理解