回归预测 | MATLAB实现WOA-DBN鲸鱼算法优化深度置信网络的多输入回归预测

回归预测 | MATLAB实现WOA-DBN鲸鱼算法优化深度置信网络的多输入回归预测

效果一览

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基本介绍

基于鲸鱼算法优化深度置信网络(WOA-DBN)的数据回归预测,优化参数为隐藏层节点数目,反向迭代次数,反向学习率,利用交叉验证抑制过拟合问题,matlab代码。
评价指标包括:R2、MAE、MSE、RMSE和MAPE等,代码质量极高,方便学习和替换数据。
MATLAB实现基于WOA-DBN鲸鱼算法优化深度置信网络(WOA-DBN)的多输入回归预测(Matlab完整程序和数据)
输入多个特征,输出1个,即多输入单输出;
运行环境Matlab2018及以上,运行主程序main即可,其余为函数文件无需运行,所有程序放在一个文件夹,data为数据集;
命令窗口输出RMSEP、MAE、R2、MAPE。

-----------------------误差计算--------------------------
评价结果如下所示:
平均绝对误差MAE为:0.16722
均方误差MSE为: 0.061486
均方根误差RMSE为: 0.24796
决定系数R^2为: 0.98945
剩余预测残差RPD为: 10.0234
平均绝对百分比误差MAPE为: 0.04507

模型描述

WOA-DBN鲸鱼算法优化深度置信网络(WOA-DBN)是一种基于深度置信网络(DBN)的多输入回归预测算法,通过使用鲸鱼优化算法(WOA)来优化DBN模型的参数。该算法的目标是将多个输入变量映射到单个输出变量,并且可以应用于各种领域的数据预测问题。
具体来说,该算法首先使用DBN模型对输入数据进行建模,然后使用WOA算法来搜索最佳的DBN模型参数。在WOA算法中,候选解被表示为鲸鱼的位置,而每个鲸鱼的适应度值则对应着DBN模型的预测误差。通过不断迭代更新鲸鱼位置,WOA算法可以找到最佳的DBN模型参数,从而提高预测性能。
值得注意的是,该算法需要大量的数据进行训练,并且需要仔细选择DBN模型的参数和WOA算法的参数,以获得最佳的预测性能。

程序设计

%_________________________________________________________________________%
% 麻雀优化算法             %
%_________________________________________________________________________%
%_________________________________________________________________________%
%  Whale Optimization Algorithm (WOA) source codes demo 1.0               %
%                                                                         %
%  Developed in MATLAB R2011b(7.13)                                       %
%                                                                         %
%  Author and programmer: Seyedali Mirjalili                              %
%                                                                         %
%         e-Mail: ali.mirjalili@gmail.com                                 %
%                 seyedali.mirjalili@griffithuni.edu.au                   %
%                                                                         %
%       Homepage: http://www.alimirjalili.com                             %
%                                                                         %
%   Main paper: S. Mirjalili, A. Lewis                                    %
%               The Whale Optimization Algorithm,                         %
%               Advances in Engineering Software , in press,              %
%               DOI: http://dx.doi.org/10.1016/j.advengsoft.2016.01.008   %
%                                                                         %
%_________________________________________________________________________%


% The Whale Optimization Algorithm
function [Best_Cost,Best_pos,curve]=WOA(pop,Max_iter,lb,ub,dim,fobj)

% initialize position vector and score for the leader
Best_pos=zeros(1,dim);
Best_Cost=inf; %change this to -inf for maximization problems


%Initialize the positions of search agents
Positions=initialization(pop,dim,ub,lb);

curve=zeros(1,Max_iter);

t=0;% Loop counter

% Main loop
while t<Max_iter
    for i=1:size(Positions,1)
        
        % Return back the search agents that go beyond the boundaries of the search space
        Flag4ub=Positions(i,:)>ub;
        Flag4lb=Positions(i,:)<lb;
        Positions(i,:)=(Positions(i,:).*(~(Flag4ub+Flag4lb)))+ub.*Flag4ub+lb.*Flag4lb;
        
        % Calculate objective function for each search agent
        fitness=fobj(Positions(i,:));
        
        % Update the leader
        if fitness<Best_Cost % Change this to > for maximization problem
            Best_Cost=fitness; % Update alpha
            Best_pos=Positions(i,:);
        end
        
    end
    
    a=2-t*((2)/Max_iter); % a decreases linearly fron 2 to 0 in Eq. (2.3)
    
    % a2 linearly dicreases from -1 to -2 to calculate t in Eq. (3.12)
    a2=-1+t*((-1)/Max_iter);
    
    % Update the Position of search agents 
    for i=1:size(Positions,1)
        r1=rand(); % r1 is a random number in [0,1]
        r2=rand(); % r2 is a random number in [0,1]
        
        A=2*a*r1-a;  % Eq. (2.3) in the paper
        C=2*r2;      % Eq. (2.4) in the paper
        
        
        b=1;               %  parameters in Eq. (2.5)
        l=(a2-1)*rand+1;   %  parameters in Eq. (2.5)
        
        p = rand();        % p in Eq. (2.6)
        
        for j=1:size(Positions,2)
            
            if p<0.5   
                if abs(A)>=1
                    rand_leader_index = floor(pop*rand()+1);
                    X_rand = Positions(rand_leader_index, :);
                    D_X_rand=abs(C*X_rand(j)-Positions(i,j)); % Eq. (2.7)
                    Positions(i,j)=X_rand(j)-A*D_X_rand;      % Eq. (2.8)
                    
                elseif abs(A)<1
                    D_Leader=abs(C*Best_pos(j)-Positions(i,j)); % Eq. (2.1)
                    Positions(i,j)=Best_pos(j)-A*D_Leader;      % Eq. (2.2)
                end
                
            elseif p>=0.5
              
                distance2Leader=abs(Best_pos(j)-Positions(i,j));
                % Eq. (2.5)
                Positions(i,j)=distance2Leader*exp(b.*l).*cos(l.*2*pi)+Best_pos(j);
                
            end
            
        end
    end
    t=t+1;
    curve(t)=Best_Cost;
    [t Best_Cost]
end

参考资料

[1] https://blog.csdn.net/kjm13182345320/article/details/129215161
[2] https://blog.csdn.net/kjm13182345320/article/details/128105718

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