tensorflow实现弹性网络回归

弹性网络回归的特点是在线性回归的损失函数上加上L1和L2正则化项。

import matplotlib.pyplot as plt
import numpy as np
import tensorflow as tf
from sklearn import datasets
sess = tf.Session()

iris = datasets.load_iris()
x_vals = np.array([[x[1],x[2],x[3]] for x in iris.data])
y_vals = np.array([y[0] for y in iris.data])

batch_size = 50
learning_rate = 0.001
x_data = tf.placeholder(shape=[None,3],dtype = tf.float32)
y_target = tf.placeholder(shape = [None,1],dtype = tf.float32)

A = tf.Variable(tf.random_normal(shape=[3,1]))
b = tf.Variable(tf.random_normal(shape=[1,1]))

model_output = tf.add(tf.matmul(x_data,A),b)

elastic_param1 = tf.constant(1.)
elastic_param2 = tf.constant(1.)
l1_a_loss = tf.reduce_mean(tf.abs(A))
l2_a_loss = tf.reduce_mean(tf.square(A))
e1_term = tf.multiply(elastic_param1,l1_a_loss)
e2_term = tf.multiply(elastic_param2,l2_a_loss)
loss = tf.expand_dims(tf.add(tf.add(tf.reduce_mean(tf.square(y_target - model_output)),e1_term),e2_term),0)

init = tf.global_variables_initializer()
sess.run(init)

my_opt = tf.train.GradientDescentOptimizer(learning_rate)
train_step = my_opt.minimize(loss)

loss_vec = []

for i in range(1000):
rand_index = np.random.choice(len(x_vals),size = batch_size)
rand_x = x_vals[rand_index]
rand_y = np.transpose([y_vals[rand_index]])
sess.run(train_step,feed_dict={x_data:rand_x,y_target:rand_y})
temp_loss = sess.run(loss,feed_dict={x_data:rand_x,y_target:rand_y})
loss_vec.append(temp_loss[0])
if (i+1)%250 == 0:
print(‘Step# ‘+str(i+1)+’A= ‘+str(sess.run(A))+’ b= ‘+str(sess.run(b)))
print(‘Loss= ‘+str(temp_loss))
plt.plot(loss_vec,’r–’,label=’LOSS’)
plt.legend(loc=’upper right’)
plt.title(‘Loss function’)
plt.xlabel(‘Generation’)
plt.ylabel(‘Loss’)
plt.show()