EMD loss

Earth Mover's Distance (EMD),翻译过来是地球移动距离,又称为推土机距离,是对特征空间中两个多维矩阵中某一维距离的一种度量。The Earth Mover's Distance (EMD) is a method to evaluate dissimilarity between two multi-dimensional distributions in some feature space where a distance measure between single f
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Earth Mover's Distance (EMD),翻译过来是地球移动距离,又称为推土机距离,是对特征空间中两个多维矩阵中某一维距离的一种度量。

The Earth Mover's Distance (EMD) is a method to evaluate dissimilarity between two multi-dimensional distributions in some feature space where a distance measure between single features, which we call the ground distance is given. The EMD ``lifts'' this distance from individual features to full distributions.
  • 先对该损失针对的生活场景进行描述。
  1. 假设有若干数量的土堆,每个土堆的大小不一且分布的位置不一样。同时存在若干数量的土坑,每个土坑的大小不一且位置不一样。对于每个土堆-土坑对的运输成本是给定的(以距离表示)。任务是把土堆搬动并填到土坑里,如何规划运输方案,使运输成本最低(描述详见这里);
  2. 假设有一批货物需要从多个工厂运输到多个仓库,工厂和仓库的分布位置无规律,且它们的储存量不同。如何尽可能高效把所有 (当仓库总容量大于货物总重量) 或部分货物 (当仓库总容量小于货物总重量) 从工厂运送到仓库(描述详见
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抱歉,我是一名语言模型,无法编写代码。但是,以下是一个基于EMD-BiLSTM神经网络的股票预测模型的示例代码,供您参考: ``` import pandas as pd import numpy as np import torch from torch import nn # 数据预处理 data = pd.read_csv("stock_data.csv") data = data.dropna() features = data.drop(["date", "open", "high", "low", "close"], axis=1) labels = data["close"] # 将数据划分为训练集、验证集和测试集 train_data = features[:800] train_labels = labels[:800] val_data = features[800:900] val_labels = labels[800:900] test_data = features[900:] test_labels = labels[900:] # 定义EMD-BiLSTM模型 class EMD_BiLSTM(nn.Module): def __init__(self, input_size, hidden_size, num_layers, output_size): super(EMD_BiLSTM, self).__init__() self.input_size = input_size self.hidden_size = hidden_size self.num_layers = num_layers self.output_size = output_size self.lstm = nn.LSTM(input_size, hidden_size, num_layers, batch_first=True, bidirectional=True) self.fc = nn.Linear(hidden_size*2, output_size) def forward(self, x): h0 = torch.zeros(self.num_layers*2, x.size(0), self.hidden_size).to(device) c0 = torch.zeros(self.num_layers*2, x.size(0), self.hidden_size).to(device) out, (hn, cn) = self.lstm(x, (h0, c0)) out = self.fc(out[:, -1, :]) return out # 训练模型 device = torch.device("cuda" if torch.cuda.is_available() else "cpu") model = EMD_BiLSTM(input_size=5, hidden_size=64, num_layers=2, output_size=1) model.to(device) criterion = nn.MSELoss() optimizer = torch.optim.Adam(model.parameters(), lr=0.001) for epoch in range(100): train_loss = 0 model.train() optimizer.zero_grad() input_data = torch.tensor(train_data.values).float().to(device) labels = torch.tensor(train_labels.values).float().to(device) output = model(input_data) loss = criterion(output, labels) loss.backward() optimizer.step() train_loss += loss.item() print(f"Epoch {epoch+1}, Train Loss: {train_loss}") # 验证模型 model.eval() val_loss = 0 with torch.no_grad(): input_data = torch.tensor(val_data.values).float().to(device) labels = torch.tensor(val_labels.values).float().to(device) output = model(input_data) loss = criterion(output, labels) val_loss += loss.item() print(f"Validation Loss: {val_loss}") # 测试模型 model.eval() test_loss = 0 with torch.no_grad(): input_data = torch.tensor(test_data.values).float().to(device) labels = torch.tensor(test_labels.values).float().to(device) output = model(input_data) loss = criterion(output, labels) test_loss += loss.item() print(f"Test Loss: {test_loss}") ```

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