📄 elm_de.m
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function [TrainingTime, TrainingAccuracy, TestingAccuracy]=ELM_DE(TrainingData_File, TestingData_File, Elm_Type, NumberofHiddenNeurons, ActivationFunction);% minimization of a user-supplied function with respect to x(1:D),% using the differential evolution (DE) algorithm of Rainer Storn% (http://www.icsi.berkeley.edu/~storn/code.html)% % Special thanks go to Ken Price (kprice@solano.community.net) and% Arnold Neumaier (http://solon.cma.univie.ac.at/~neum/) for their% valuable contributions to improve the code.% % Strategies with exponential crossover, further input variable% tests, and arbitrary function name implemented by Jim Van Zandt % <jrv@vanzandt.mv.com>, 12/97.%% Output arguments:% ----------------% bestmem parameter vector with best solution% bestval best objective function value% nfeval number of function evaluations%% Input arguments: % ---------------%% fname string naming a function f(x,y) to minimize% VTR "Value To Reach". devec3 will stop its minimization% if either the maximum number of iterations "itermax"% is reached or the best parameter vector "bestmem" % has found a value f(bestmem,y) <= VTR.% D number of parameters of the objective function % XVmin vector of lower bounds XVmin(1) ... XVmin(D)% of initial population% *** note: these are not bound constraints!! ***% XVmax vector of upper bounds XVmax(1) ... XVmax(D)% of initial population% y problem data vector (must remain fixed during the% minimization)% NP number of population members% itermax maximum number of iterations (generations)% F DE-stepsize F from interval [0, 2]% CR crossover probability constant from interval [0, 1]% strategy 1 --> DE/best/1/exp 6 --> DE/best/1/bin% 2 --> DE/rand/1/exp 7 --> DE/rand/1/bin% 3 --> DE/rand-to-best/1/exp 8 --> DE/rand-to-best/1/bin% 4 --> DE/best/2/exp 9 --> DE/best/2/bin% 5 --> DE/rand/2/exp else DE/rand/2/bin% Experiments suggest that /bin likes to have a slightly% larger CR than /exp.% refresh intermediate output will be produced after "refresh"% iterations. No intermediate output will be produced% if refresh is < 1%% The first four arguments are essential (though they have% default values, too). In particular, the algorithm seems to% work well only if [XVmin,XVmax] covers the region where the% global minimum is expected. DE is also somewhat sensitive to% the choice of the stepsize F. A good initial guess is to% choose F from interval [0.5, 1], e.g. 0.8. CR, the crossover% probability constant from interval [0, 1] helps to maintain% the diversity of the population and is rather uncritical. The% number of population members NP is also not very critical. A% good initial guess is 10*D. Depending on the difficulty of the% problem NP can be lower than 10*D or must be higher than 10*D% to achieve convergence.% If the parameters are correlated, high values of CR work better.% The reverse is true for no correlation.%% default values in case of missing input arguments:% VTR = 1.e-6;% D = 2; % XVmin = [-2 -2]; % XVmax = [2 2]; % y=[];% NP = 10*D; % itermax = 200; % F = 0.8; % CR = 0.5; % strategy = 7;% refresh = 10; %% Cost function: function result = f(x,y);% has to be defined by the user and is minimized% w.r. to x(1:D).%% Example to find the minimum of the Rosenbrock saddle:% ----------------------------------------------------% Define f.m as:% function result = f(x,y);% result = 100*(x(2)-x(1)^2)^2+(1-x(1))^2;% end% Then type:%% VTR = 1.e-6;% D = 2; % XVmin = [-2 -2]; % XVmax = [2 2]; % [bestmem,bestval,nfeval] = devec3("f",VTR,D,XVmin,XVmax);%% The same example with a more complete argument list is handled in % run1.m%% About devec3.m% --------------% Differential Evolution for MATLAB% Copyright (C) 1996, 1997 R. Storn% International Computer Science Institute (ICSI)% 1947 Center Street, Suite 600% Berkeley, CA 94704% E-mail: storn@icsi.berkeley.edu% WWW: http://http.icsi.berkeley.edu/~storn%% devec is a vectorized variant of DE which, however, has a% propertiy which differs from the original version of DE:% 1) The random selection of vectors is performed by shuffling the% population array. Hence a certain vector can't be chosen twice% in the same term of the perturbation expression.%% Due to the vectorized expressions devec3 executes fairly fast% in MATLAB's interpreter environment.%% This program is free software; you can redistribute it and/or modify% it under the terms of the GNU General Public License as published by% the Free Software Foundation; either version 1, or (at your option)% any later version.%% This program is distributed in the hope that it will be useful,% but WITHOUT ANY WARRANTY; without even the implied warranty of% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the% GNU General Public License for more details. A copy of the GNU % General Public License can be obtained from the % Free Software Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.%-----Check input variables---------------------------------------------err=[];XVmin=-1;XVmax=1;% if nargin<1, error('devec3 1st argument must be function name'); else % if exist(fname)<1; err(1,length(err)+1)=1; end; end;% if nargin<2, VTR = 1.e-6; else % if length(VTR)~=1; err(1,length(err)+1)=2; end; end;% if nargin<3, D = 2; else% if length(D)~=1; err(1,length(err)+1)=3; end; end; % if nargin<4, XVmin = [-2 -2];else% if length(XVmin)~=D; err(1,length(err)+1)=4; end; end; % if nargin<5, XVmax = [2 2]; else% if length(XVmax)~=D; err(1,length(err)+1)=5; end; end; % if nargin<6, y=[]; end; % if nargin<7, NP = 10*D; else% if length(NP)~=1; err(1,length(err)+1)=7; end; end; % if nargin<8, itermax = 200; else% if length(itermax)~=1; err(1,length(err)+1)=8; end; end; % if nargin<9, F = 0.8; else% if length(F)~=1; err(1,length(err)+1)=9; end; end;% if nargin<10, CR = 0.5; else% if length(CR)~=1; err(1,length(err)+1)=10; end; end; % if nargin<11, strategy = 7; else% if length(strategy)~=1; err(1,length(err)+1)=11; end; end;% if nargin<12, refresh = 10; else% if length(refresh)~=1; err(1,length(err)+1)=12; end; end; % if length(err)>0% fprintf(stdout,'error in parameter %d\n', err);% usage('devec3 (string,scalar,scalar,vector,vector,any,integer,integer,scalar,scalar,integer,integer)'); % endREGRESSION=0;CLASSIFIER=1;Gain = 1; % Gain parameter for sigmoid%%%%%%%%%%% Load training datasettrain_data=load(TrainingData_File);T=train_data(:,1)';P=train_data(:,2:size(train_data,2))';clear train_data; % Release raw training data array%%%%%%%%%%% Load testing datasettest_data=load(TestingData_File);TV.T=test_data(:,1)';TV.P=test_data(:,2:size(test_data,2))';clear test_data; % Release raw testing data arrayNumberofTrainingData=size(P,2);NumberofTestingData=size(TV.P,2);NumberofInputNeurons=size(P,1);NumberofValidationData = round(NumberofTestingData / 2);if Elm_Type~=REGRESSION %%%%%%%%%%%% Preprocessing the data of classification sorted_target=sort(cat(2,T,TV.T),2); label=zeros(1,1); % Find and save in 'label' class label from training and testing data sets label(1,1)=sorted_target(1,1); j=1; for i = 2:(NumberofTrainingData+NumberofTestingData) if sorted_target(1,i) ~= label(1,j) j=j+1; label(1,j) = sorted_target(1,i); end end number_class=j; NumberofOutputNeurons=number_class; %%%%%%%%%% Processing the targets of training temp_T=zeros(NumberofOutputNeurons, NumberofTrainingData); for i = 1:NumberofTrainingData for j = 1:number_class if label(1,j) == T(1,i) break; end end temp_T(j,i)=1; end T=temp_T*2-1; %%%%%%%%%% Processing the targets of testing temp_TV_T=zeros(NumberofOutputNeurons, NumberofTestingData); for i = 1:NumberofTestingData for j = 1:number_class if label(1,j) == TV.T(1,i) break; end end temp_TV_T(j,i)=1; end TV.T=temp_TV_T*2-1;end % end if of Elm_Typeclear temp_T;clear temp_T;VV.P = TV.P(:,1:NumberofValidationData);VV.T = TV.T(:,1:NumberofValidationData);TV.P(:,1:NumberofValidationData)=[];TV.T(:,1:NumberofValidationData)=[];NumberofTestingData = NumberofTestingData - NumberofValidationData;%%%%%%%%%%% Calculate weights & biasesCR=0.8;NP=200;D=NumberofHiddenNeurons*(NumberofInputNeurons+1);itermax=20;refresh=1;strategy = 3;
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