ann_smlp.py 文件源码

def choose_best_lag(seq, pre_period, lags = range(1,30)):
    """
    ????lazzy model,?????
    ???(?????????)
    """
    models = []
    # ???
    std_sca = StandardScaler().fit(np.array(seq).reshape(-1,1))
    seq = std_sca.transform(np.array(seq).reshape(-1,1))

    # ????????????,???????
    from sklearn.model_selection import train_test_split
    for input_lag in lags:
#        window = input_lag + pre_period
        X, Y = create_dataset(seq.flatten(), input_lag, pre_period)
        # do more cv
#        for state in range(0,3):
        err = 0.0
        X_train, X_test, y_train, y_test = train_test_split(X, Y, test_size=0.01, random_state=0)
        for lag in lags:
            hidden = (lag + pre_period + 3)/2
            reg = MLPRegressor(activation = 'relu',hidden_layer_sizes = (hidden,),
                               max_iter=10000,learning_rate='adaptive',
                               tol=0.0,warm_start=True,solver='adam')
            reg.fit(X_train,y_train)

            y_pred = reg.predict(X_test)
            err += err_evaluation(y_pred,y_test)
        models.append((err/len(X_test),lag))
    models.sort()
    best_lag = models[0][1]

    return models, best_lag

# df for dataframe, s for series