遗传算法选取最优参数MATLAB程序

1、复制代码在这里使用启发式算法GA （遗传算法）来进行参数寻优，用网格划分 （grid search）来寻找最佳的参数c和g,虽然采用网格搜索能够找到在CV意义下的最高的分类准确率，即全局最优解，但有时候如果想在更大的范围内寻找最佳的参数c和g会很费时，采用启发式算法就可以不必遍历网格内的所有的参数点，也能找到全局最优解。关于遗传算法这里不打算过多介绍，想要学习的朋友可以自己查看相关资料。使用GA来进行参数寻优在在libsvm-mat-2.89-3FarutoUltimate3.0工具箱中已经实现gaSVMcgForClass.m （分类问题参数寻优）、gaSVMcgForRegress.m （

2、回归问题参数寻优）。1. 利用GA参数寻优函数（分类问题）:gaSVMcgForClass2. bestCVaccuracy,bestc,bestg,ga_option=3. gaSVMcgForClass（train_label,train,ga_option）4. 输入：5. train_label:训练集的标签，格式要求与svmtrain 相同。6. train:训练集，格式要求与svmtrain 相同。7. ga_option:GA中的一些参数设置，可不输入，有默认值，详细请看代码的帮助说明。8. 输出：9. bestCVaccuracy:最终CV意义下的最佳分类准确率。10. bes

3、tc:最佳的参数 c。11. bestg:最佳的参数 g。12. ga_option:记录GA中的一些参数。13. =14. 利用GA参数寻优函数（回归问题）:gaSVMcgForRegress15. bestCVmse,bestc,bestg,ga_option=16. gaSVMcgForRegress（train_label,train,ga_option）17. 其输入输出与gaSVMcgForClass类似，这里不再赘述。复制代码gaSVMcgForClass.m 源代码：1. function BestCVaccuracy,Bestc,Bestg,ga_option= gaSVMc

4、gForClass（train_label,train_data,ga_option）2. % gaSVMcgForClass3.3. %4. % by faruto5. %Email:patrick.lee QQ:516667408 BNU6. %last modified 2010.01.178.7. %若转载请注明：8. % faruto and liyang , LIBSVM-farutoUltimateVersion9. %a toolbox with implements for support vector machines based on libsvm, 2009.10. %

5、11. % Chih-Chung Chang and Chih-Jen Lin, LIBSVM : a library for12. % support vector machines, 2001. Software available at13. % .tw/cjlin/libsvm16.14. %#数初始化15. if nargin = 216. ga_option = struct('maxgen',200,'sizepop',20,'ggap',0.9,.17. 'cbound'

6、,0,100,'gbound',0,1000,'v',5);18. end19. % maxgen:最大的进化代数，默认为200，一般取值范围为100,50020. % sizepop:种群最大数量，默认为20, 一般取值范围为20,10021. % cbound = cmin,cmax,参数 c 的变化范围，默认为(0,10022. % gbound = gmin,gmax,参数 g 的变化范围,默认为0,100023. % v:SVM Cross Validation 参数,默认为 527.24. %25. MAXGEN = ga_option.maxgen

7、;26. NIND = ga_option.sizepop;27. NVAR = 2;28. PRECI = 20;29. GGAP = ga_option.ggap;30. trace = zeros(MAXGEN,2);35.31. FieldID =.32. rep(PRECI,1,NVAR);ga_option.cbound(1),ga_option.gbound(1);ga_ option.cbound(2),ga_option.gbound(2); .33. 1,1;0,0;0,1;1,1;39.34. Chrom = crtbp(NIND,NVAR*PRECI);41.35. g

8、en = 1;36. v = ga_option.v;37. BestCVaccuracy = 0;38. Bestc = 0;39. Bestg = 0;40. %41. cg = bs2rv(Chrom,FieldID);49.42. for nind = 1:NIND43. cmd = '-v ',num2str(v),' -c ',num2str(cg(nind,1),' -g',num2str(cg(nind,2);44. ObjV(nind,1) = svmtrain(train_label,train_data,cmd);45. e

9、nd46. BestCVaccuracy,I = max(ObjV);47. Bestc = cg(I,1);48. Bestg = cg(I,2);57.49. %50. while 151. % for gen = 1:MAXGEN52. FitnV = ranking(-ObjV);62.53. SelCh = select('sus',Chrom,FitnV,GGAP);54. SelCh = recombin('xovsp',SelCh,0.7);55. SelCh = mut(SelCh);66.56. cg = bs2rv(SelCh,FieldI

10、D);57. for nind = 1:size(SelCh,1)58. cmd = '-v ',num2str(v),' -c ',num2str(cg(nind,1),' -g ',num2str(cg(nind,2);59. ObjVSel(nind,1) = svmtrain(train_label,train_data,cmd);60. end72.61. Chrom,ObjV = reins(Chrom,SelCh,1,1,ObjV,ObjVSel);74.62. if max(ObjV) <= 5063. continue;6

11、4. end78.65. NewBestCVaccuracy,I = max(ObjV);66. cg_temp = bs2rv(Chrom,FieldID);67. temp_NewBestCVaccuracy = NewBestCVaccuracy;82.68. if NewBestCVaccuracy >BestCVaccuracy69. BestCVaccuracy = NewBestCVaccuracy;70. Bestc = cg_temp(I,1);71. Bestg = cg_temp(I,2);72. end88.73. if abs( NewBestCVaccurac

12、y-BestCVaccuracy ) <= 10A(-2) && .74. cg_temp(I,1) < Bestc75. BestCVaccuracy = NewBestCVaccuracy;76. Bestc = cg_temp(I,1);77. Bestg = cg_temp(I,2);78. end95.79. trace(gen,1) = max(ObjV);80. trace(gen,2) = sum(ObjV)/length(ObjV);98.81. gen = gen+1;100.82. if gen <= MAXGEN/283. contin

13、ue;84. end85. if BestCVaccuracy >=80 &&.86. ( temp_NewBestCVaccuracy-BestCVaccuracy ) <= 10A(-2)87. break;88. end89. if gen= MAXGEN90. break;91. end111.92. end93. gen = gen -1;94. %95. figure;96. hold on;97. trace = round(trace*10000)/10000;98. plot(trace(1:gen,1),'r*-','Li

14、neWidth',1.5);99. plot(trace(1:gen,2),'o-','LineWidth',1.5);100. legend('最佳适应度','平均适应度',3);101. xlabel('进化代数','FontSize',12);102. ylabel('适应度','FontSize',12);103. axis(0 gen 0100);104. grid on;105. axis auto;126.106. line1 ='适应度曲线 AccuracyGAmethod'107. line2 ='(终止代数=',.108. num2str(gen),', 种群数量 pop='