熵值法的Python实现

最新推荐文章于 2024-06-12 21:34:28 发布

好吃的鱿鱼

最新推荐文章于 2024-06-12 21:34:28 发布

阅读量3.7w

点赞数 62

文章标签： s

本文链接：https://blog.csdn.net/qq_24975309/article/details/82026022

版权

本人因项目需要，在python中实现熵值法，花了一段时间倒腾出来，与老铁们分享。

一熵值法介绍

熵值法是计算指标权重的经典算法之一，它是指用来判断某个指标的离散程度的数学方法。离散程度越大，即信息量越大，不确定性就越小，熵也就越小；信息量越小，不确定性越大，熵也越大。根据熵的特性，我们可以通过计算熵值来判断一个事件的随机性及无序程度，也可以用熵值来判断某个指标的离散程度，指标的离散程度越大，该指标对综合评价的影响越大。

二.实现步骤

1 .假设数据有n行记录，m个变量，数据可以用一个n*m的矩阵A表示(n行m列，即n行记录数，m个特征列)

$A=\begin{bmatrix} & x_{1}... x_{m}& \\ & & \end{bmatrix}$

2.数据的归一化处理

xij表示矩阵A的第i行j列元素。

$x_{ij}=\frac{x_{ij}-min(x_{j}))}{max(x_{j})-min(x_{j})))};$

3.计算第j项指标下第i个记录所占比重

$P_{ij}=\frac{x_{ij}}{\ \sum_{1}^{n}x_{ij}}(j=1,2,...,m);$

4.计算第j项指标的熵值

$e_{j}=-k*\sum_{1}^{n}P_{ij}*log(P_{ij}), k=1/ln(n);$

5.计算第j项指标的差异系数

$g_{j}=1-e_{j}$

6.计算第j项指标的权重

$W_{j}=\frac{g_{j}}{\sum_{1}^{m}g_{j}};$

不多废话，附上代码====

#!/usr/bin/python
# -*- coding: utf-8 -*-

"""
Created on Fri Mar 23 10:48:36 2018

@author: Big Teacher Brother
"""
import pandas as pd
import numpy as np
import math
from numpy import array

# 1读取数据
df = pd.read_csv('E:\\text.csv', encoding='gb2312')
# 2数据预处理 ,去除空值的记录
df.dropna()

#定义熵值法函数
def cal_weight(x):
    '''熵值法计算变量的权重'''
    # 标准化
    x = x.apply(lambda x: ((x - np.min(x)) / (np.max(x) - np.min(x))))

    # 求k
    rows = x.index.size  # 行
    cols = x.columns.size  # 列
    k = 1.0 / math.log(rows)

    lnf = [[None] * cols for i in range(rows)]

    # 矩阵计算--
    # 信息熵
    # p=array(p)
    x = array(x)
    lnf = [[None] * cols for i in range(rows)]
    lnf = array(lnf)
    for i in range(0, rows):
        for j in range(0, cols):
            if x[i][j] == 0:
                lnfij = 0.0
            else:
                p = x[i][j] / x.sum(axis=0)[j]
                lnfij = math.log(p) * p * (-k)
            lnf[i][j] = lnfij
    lnf = pd.DataFrame(lnf)
    E = lnf

    # 计算冗余度
    d = 1 - E.sum(axis=0)
    # 计算各指标的权重
    w = [[None] * 1 for i in range(cols)]
    for j in range(0, cols):
        wj = d[j] / sum(d)
        w[j] = wj
        # 计算各样本的综合得分,用最原始的数据
    
    w = pd.DataFrame(w)
    return w


if __name__ == '__main__':
    # 计算df各字段的权重
    w = cal_weight(df)  # 调用cal_weight
    w.index = df.columns
    w.columns = ['weight']
    print(w)
    print('运行完成!')

运行的结果：

Running D:/tensorflow/ImageNet/shangzhifa.py
Backend Qt5Agg is interactive backend. Turning interactive mode on.
        weight
var1  0.088485
var2  0.074840
var3  0.140206
var4  0.410843
var5  0.144374
var6  0.141251
运行完成!

附上样例数据（6个变量，30行记录）：

var1,var2,var3,var4,var5,var6
171.33,151.33,0.28,0,106.36,0.05
646.66,370,1.07,61,1686.79,1.64
533.33,189.66,0.59,0,242.31,0.57
28.33,0,0.17,0,137.85,2.29
620,234,0.88,41.33,428.33,0.13
192.33,177.66,0.16,0,128.68,1.07
111,94,0.18,0,234.27,0.22
291,654,1.21,65.66,2.26,0
421.33,247,0.7,0,0.4,0
193,288.66,0.16,0,0,0
82.33,118,0.11,0,758.41,0.24
649.66,648.66,0.54,0,13.35,0.11
37.66,103.33,0.12,0,1133.51,1.1
183.33,282.33,0.55,0,624.73,1.04
1014.66,1264.66,5.07,814.66,0,0
90.66,134,0.3,0,0.15,0
200.66,98.33,0.33,0,681.54,0.51
540.66,558.66,1.08,62,2.71,0.09
80,60.66,0.13,0,910.19,0.88
530.66,281.33,0.88,36,743.21,0.72
166,133,0.13,0,246.88,2.05
377.66,310.33,0.57,0,102.89,0.57
143.33,73,0.23,0,103.94,0.1
394.66,473.66,0.56,0,1.06,0.03
535.66,447.33,0.44,0,10.59,0.08
52.66,56.66,0.52,0,0,0
1381.66,760.66,2.3,781.66,248.71,0.13
44.33,42.33,0.07,0,0.66,0
71.66,62.66,0.11,0,535.26,0.52
148.33,56.66,0.24,0,173.83,0.16

好吃的鱿鱼

关注

62
点赞
踩
372

收藏

觉得还不错? 一键收藏
45
评论
熵值法的Python实现

本人因项目需要，在python中实现熵值法，花了一段时间倒腾出来，与老铁们分享。一熵值法介绍熵值法是计算指标权重的经典算法之一，它是指用来判断某个指标的离散程度的数学方法。离散程度越大，即信息量越大，不确定性就越小，熵也就越小；信息量越小，不确定性越大，熵也越大。根据熵的特性，我们可以通过计算熵值来判断一个事件的随机性及无序程度，也可以用熵值来判断某个指标的离散程度，指标的离散程度越...
复制链接

扫一扫