网格搜索 C++实现 机器暴力参数优化

网格搜索 C++实现 机器暴力参数优化：

参数设置和实现原理见下图，后面附带C++源码(个人原创)，帮助解决C++程序参数优化问题。

一般放那跑一夜，最好的参数就出来了，哈哈，还是比较方便滴。

有问题记得留言讨论。。

class JrGrid
{
public:
	JrGrid() 
	{
		/* --搜索初始化设置-- */
		m_para_num = 3; // 参数个数
		m_iter = 10;	// 迭代次数
		m_parts = 5;	// 每次迭代的搜索分片数
		m_upper = new double[m_para_num];
		m_lower = new double[m_para_num];
		set_lower_and_upper(0, 10, 15); // 设置第1个参数的下限是10 上限是15
		set_lower_and_upper(1, 1, 5000);// 设置第2个参数的下限是1 上限是5000
		set_lower_and_upper(2, 5, 10);  // 设置第3个参数的下限是5 上限是10
	}
private:
	/* --将你的代码写到这个函数里，从para中获取参数，返回其得分(默认选择得分高的参数组合)-- */
	double validate(double *para);
public:
	~JrGrid() { delete m_upper; delete m_lower; delete m_score; delete m_paras; }
	/* --调用此函数启动网格搜索-- */
	void do_grid_search() 
	{
		int size = (int)pow(m_parts + 1, m_para_num);
		m_score = new double[size];
		m_paras = new double[size*m_para_num];
		for (int i = 0; i < m_iter; i++) {
			std::cout <<"GS ITER "<<i+1<<" -->"<<std::endl;
			double *para = new double[m_para_num];
			double *delta = new double[m_para_num];
			for (int j = 0; j < m_para_num; j++) {
				delta[j] = (m_upper[j] - m_lower[j]) / m_parts;
				para[j] = m_lower[j];
			}
			m_count_para = 0;
			m_count_part = 0;
			m_count_s = 0;
			iter_search2(para, delta, 0);
			double set = -9999999.0;
			int locate = 0;
			for (int j = 0; j < size; j++) {
				if (m_score[j] > set) {
					locate = j;
					set = m_score[j];
				}
			}
			for (int j = 0; j < m_para_num; j++) {
				std::cout <<"para"<<j+1<<"="<< m_paras[locate*m_para_num + j]<<",";
				double next_lower = m_paras[locate*m_para_num + j] - delta[j];
				if (next_lower > m_lower[j]) {
					m_lower[j] = next_lower;
				}
				double next_upper = m_paras[locate*m_para_num + j] + delta[j];
				if (next_upper < m_upper[j]) {
					m_upper[j] = next_upper;
				}
			}

			std::cout <<"score="<< set << std::endl;
			delete para;
			delete delta;
		}
	}
private:
	void iter_search2(double *para, double *delta, int layer)
	{
		if (layer == m_para_num) {
			m_score[m_count_s] = validate(para);
			for (int j = 0; j < m_para_num; j++) {
				m_paras[m_count_s*m_para_num + j] = para[j];
			}
			m_count_s++;
		}
		else {
			for (int i = 0; i <= m_parts; i++) {
				double *spara = new double[m_para_num];
				memcpy(spara, para, m_para_num*sizeof(double));
				spara[layer] += i*delta[layer];
				iter_search2(spara, delta, layer + 1);
				delete spara;
			}
		}
	}
	void set_lower_and_upper(int para_i, double low, double up) { m_lower[para_i] = low; m_upper[para_i] = up; }
private:
	int m_para_num;
	int m_iter;
	int m_parts;
	double *m_upper;
	double *m_lower;
	int m_count_para;
	int m_count_part;
	int m_count_s;
	double *m_score;
	double *m_paras;
};