自定义损失函数

自定义损失函数

# -*- coding: UTF-8 -*-
'''
自定义损失函数
酸奶成本1元， 酸奶利润99元
成本很低，利润很高，人们希望多预测些，生成模型系数大于1，往多了预测
'''


import tensorflow as tf
import numpy as np

SEED = 23455
COST = 1
PROFIT = 99
rdm = np.random.RandomState(seed=SEED)
x = rdm.rand(32, 2)
y_ = [[x1 + x2 + (rdm.rand() / 10.0 - 0.05)] for (x1, x2) in x]  # 生成噪声[0,1)/10=[0,0.1); [0,0.1)-0.05=[-0.05,0.05)
x = tf.cast(x, dtype=tf.float32)

w1 = tf.Variable(tf.random.normal([2, 1], stddev=1, seed=1))

epoch = 15000
lr = 0.002

for epoch in range(epoch):
    with tf.GradientTape() as tape:
        y = tf.matmul(x, w1)
        myloss = tf.reduce_sum(tf.where(tf.greater(y, y_), (y - y_) * COST, (y_ - y) * PROFIT))

    grads = tape.gradient(myloss, w1)
    w1.assign_sub(lr * grads)

    if epoch % 500 == 0:
        print("After %d training steps,w1 is " % (epoch))
        print(w1.numpy(), "\n")
print("Final w1 is: ", w1.numpy())