神经网络--BP算法
输入值为m个d维向量,输出值为m个 l 维向量,用类似于神经元的方式进行拟合
Comment:
还是不理解为何收敛
程序:
# -*- coding: utf-8 -*-
import numpy as np
from numpy import *
import pandas as pd
def loadDataSet():
frame = pd.read_csv('watermelon_3.0_84_data.csv')
dataMat = mat(frame.ix[:,0:8].as_matrix())
labelMat = mat(frame.ix[:,8:10].as_matrix())
return dataMat,labelMat
def sigmoid(inX):
return 1.0/(1+exp(-inX))
def cumulated_BP(eta, Ek_iterationtime,q): #eta: η 迭代步长(又成为学习率);Ek_iterationtime: 每个Ek进行迭代的最大次数; q: 隐层的宽度,本例中q = d+1
dataMat, labelMat = loadDataSet()
m, d = shape(dataMat)
m, l = shape(labelMat)
#初始化阀值和连接权
gamma = (mat(np.random.randn(q))).transpose() #阀值gamma: γ
theta = (mat(np.random.randn(l))).transpose() #阀值thema: θ
v = mat(np.random.randn(d,q)) #输入层与隐层之间的连接权:ν_ih
w = mat(np.random.randn(q,l)) #隐层与输出层之间的连接权:w_hj
#迭代
t = 0 #迭代次数
E_total =float(1.0) #误差累积总和
while((E_total>0.01) and (t<Ek_iterationtime)):
#更新迭代次数
t = t+1
#每次迭代前,各中间变量要归0,尤其是E和E_total
E = (mat(zeros(m))).transpose()
E_total = 0 #总误差
b = mat(zeros((m,q))) #b: 隐层输出
y = mat(zeros((m,l))) #输出拟合值:y
#计算本次迭代的E_total:
alpha = dataMat * v #隐层的输入:Alpha (α)
for k in range(m):
for h in range(q):
b[k,h]=sigmoid(alpha[k,h]-gamma[h])
beta =b*w #隐层的输出:b
for k in range(m):
for j in range(l):
y[k,j]=sigmoid(beta[k,j]-theta[j])
E[k]=float(E[k])+0.5*(y[k,j]-labelMat[k,j])**2
for k in range(m):
E_total = E_total+float(1.0)/float(m)*float(E[k])
print 't: ',t,' E_total: ',E_total,'\n'
print 'theta: ',theta, '\n'
#计算下一步迭代的各参数:w,v,theta,gamma
g = mat(zeros((m,l))) #中间变量:g_j
e = mat(zeros((m,q))) #中间变量:e_h
for k in range(m):
for j in range(l):
g[k,j]=y[k,j]*(1-y[k,j])*(labelMat[k,j]-y[k,j])
for k in range(m):
for h in range(q):
e[k,h]=b[k,h]*(1-b[k,h])*(w[h]*g[k].transpose())
w = w + eta*b.transpose()*g
v = v + eta*dataMat.transpose()*e
for j in range(l):
theta[j]=theta[j]-eta*average(g.transpose()[j]) #此处将Δθ_j = -η*g_j,改为了:Δθ_j = -(1/m)∑ η*g_kj
for h in range(q):
gamma[h]=gamma[h]-eta*average(e.transpose()[h])
return E_total,y
dataMat, labelMat = loadDataSet()
m, d = shape(dataMat)
m, l = shape(labelMat)
q = d+1
eta=1
Ek_iterationtime = 200
E_total,y = cumulated_BP(eta, Ek_iterationtime,q)
def standard_BP(eta, Ek_iterationtime): #eta: η 迭代步长;Ek_iterationtime: 每个Ek进行迭代的最大次数
return 0