好的,下面是一个用粒子群算法优化LSTM回归预测的Python代码,其中使用了PySwarm库实现粒子群算法:
``` import numpy as np from keras.models import Sequential from keras.layers import Dense, LSTM from sklearn.metrics import mean_squared_error from pyswarm import pso
准备数据
def prepare_data(data, lags): X, Y = [], [] for i in range(len(data)-lags-1): X.append(data[i:(i+lags), 0]) Y.append(data[(i+lags), 0]) return np.array(X), np.array(Y)
创建LSTM模型
def create_model(lags): model = Sequential() model.add(LSTM(50, input_shape=(1, lags))) model.add(Dense(1)) model.compile(loss='mean_squared_error', optimizer='adam') return model
粒子群算法优化
def pso_optimization(train_X, train_Y, test_X, test_Y, lags): # 定义目标函数 def objective_function(weights): # 将一维向量转为