超参数搜索（hyperparameter_search）

1.自动搜索

# RandomizedSearchCV
# 1. 转化为sklearn的model
# 2. 定义参数集合
# 3. 搜索参数

def build_model(hidden_layers = 1,
                layer_size = 30,
                learning_rate = 3e-3):
    model = keras.models.Sequential()
    model.add(keras.layers.Dense(layer_size, activation='relu',
                                 input_shape=x_train.shape[1:]))
    for _ in range(hidden_layers - 1):
        model.add(keras.layers.Dense(layer_size,
                                     activation = 'relu'))
    model.add(keras.layers.Dense(1))
    optimizer = keras.optimizers.SGD(learning_rate)
    model.compile(loss = 'mse', optimizer = optimizer)
    return model

sklearn_model = KerasRegressor(
    build_fn = build_model)
callbacks = [keras.callbacks.EarlyStopping(patience=5, min_delta=1e-2)]
history = sklearn_model.fit(x_train_scaled, y_train,
                            epochs = 10,
                            validation_data = (x_valid_scaled, y_valid),
                            callbacks = callbacks)

2.手动设置参数实现hp搜索

# learning_rate: [1e-4, 3e-4, 1e-3, 3e-3, 1e-2, 3e-2]
# W = W + grad * learning_rate

learning_rates = [1e-4, 3e-4, 1e-3, 3e-3, 1e-2, 3e-2]
histories = []
for lr in learning_rates:
    model = keras.models.Sequential([
        keras.layers.Dense(30, activation='relu',
                           input_shape=x_train.shape[1:]),
        keras.layers.Dense(1),
    ])
    optimizer = keras.optimizers.SGD(lr)
    model.compile(loss="mean_squared_error", optimizer=optimizer)
    callbacks = [keras.callbacks.EarlyStopping(
        patience=5, min_delta=1e-2)]
    history = model.fit(x_train_scaled, y_train,
                        validation_data = (x_valid_scaled, y_valid),
                        epochs = 100,
                        callbacks = callbacks)
    histories.append(history)

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