python 创建多层感知机，神经网络

# 多层感知器, 神经网络
from sklearn.neural_network import MLPRegressor

# 设置交叉验证集的折数
# 时间序列分割
from sklearn.model_selection import TimeSeriesSplit
tscv = TimeSeriesSplit(max_train_size=None, n_splits=13)
def cv_mae_(model, train_X, train_y):
    val_loss = -cross_val_score(model, train_X, train_y, scoring="neg_mean_absolute_error", cv=tscv)
    print('val loss is: {0}'.format(val_loss))
    import matplotlib.pyplot as plt
    plt.plot(val_loss, marker = 'o')
    plt.show()
    cv_mae = np.mean(-cross_val_score(model, train_X, train_y, scoring="neg_mean_absolute_error", cv = tscv))
    return cv_mae

def build_model(train_X, train_y):
	init_params = {
		# 三层，神经元个数依次是 26 、6、10
		'hidden_layer_sizes': (26, 6, 10),
		'solver': 'lbfgs',
		'max_iter': 20000,
		'early_stopping': False,
		'shuffle': False,
		'verbose': True,
		'random_state': 1,
		}
	mult_mlp = MLPRegressor(**init_params)
	cv_mae_mlp = cv_mae_(mult_mlp, train_X, train_y)
	mult_mlp = mult_mlp.fit(train_X, train_y)