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Himmelblau函數(shù)如下:
有四個全局最小解,且值都為0,這個函數(shù)常用來檢驗優(yōu)化算法的表現(xiàn)如何:
可視化函數(shù)圖像:
import numpy as np from matplotlib import pyplot as plt from mpl_toolkits.mplot3d import Axes3D def himmelblau(x): return (x[0] ** 2 + x[1] - 11) ** 2 + (x[0] + x[1] ** 2 - 7) ** 2 x = np.arange(-6, 6, 0.1) y = np.arange(-6, 6, 0.1) X, Y = np.meshgrid(x, y) Z = himmelblau([X, Y]) fig = plt.figure("himmeblau") ax = fig.gca(projection='3d') ax.plot_surface(X, Y, Z) ax.view_init(60, -30) ax.set_xlabel('x') ax.set_ylabel('y') plt.show()
結(jié)果:
使用隨機梯度下降優(yōu)化:
import torch def himmelblau(x): return (x[0] ** 2 + x[1] - 11) ** 2 + (x[0] + x[1] ** 2 - 7) ** 2 # 初始設(shè)置為0,0. x = torch.tensor([0., 0.], requires_grad=True) # 優(yōu)化目標(biāo)是找到使himmelblau函數(shù)值最小的坐標(biāo)x[0],x[1], # 也就是x, y # 這里是定義Adam優(yōu)化器,指明優(yōu)化目標(biāo)是x,學(xué)習(xí)率是1e-3 optimizer = torch.optim.Adam([x], lr=1e-3) for step in range(20000): # 每次計算出當(dāng)前的函數(shù)值 pred = himmelblau(x) # 當(dāng)網(wǎng)絡(luò)參量進(jìn)行反饋時,梯度是被積累的而不是被替換掉,這里即每次將梯度設(shè)置為0 optimizer.zero_grad() # 生成當(dāng)前所在點函數(shù)值相關(guān)的梯度信息,這里即優(yōu)化目標(biāo)的梯度信息 pred.backward() # 使用梯度信息更新優(yōu)化目標(biāo)的值,即更新x[0]和x[1] optimizer.step() # 每2000次輸出一下當(dāng)前情況 if step % 2000 == 0: print("step={},x={},f(x)={}".format(step, x.tolist(), pred.item()))
輸出結(jié)果:
step=0,x=[0.0009999999310821295, 0.0009999999310821295],f(x)=170.0 step=2000,x=[2.3331806659698486, 1.9540692567825317],f(x)=13.730920791625977 step=4000,x=[2.9820079803466797, 2.0270984172821045],f(x)=0.014858869835734367 step=6000,x=[2.999983549118042, 2.0000221729278564],f(x)=1.1074007488787174e-08 step=8000,x=[2.9999938011169434, 2.0000083446502686],f(x)=1.5572823031106964e-09 step=10000,x=[2.999997854232788, 2.000002861022949],f(x)=1.8189894035458565e-10 step=12000,x=[2.9999992847442627, 2.0000009536743164],f(x)=1.6370904631912708e-11 step=14000,x=[2.999999761581421, 2.000000238418579],f(x)=1.8189894035458565e-12 step=16000,x=[3.0, 2.0],f(x)=0.0 step=18000,x=[3.0, 2.0],f(x)=0.0
從上面結(jié)果看,找到了一組最優(yōu)解[3.0, 2.0],此時極小值為0.0。如果修改Tensor變量x的初始化值,可能會找到其它的極小值,也就是說初始化值對于找到最優(yōu)解很關(guān)鍵。
補充拓展:pytorch 搭建自己的神經(jīng)網(wǎng)絡(luò)和各種優(yōu)化器
還是直接看代碼吧!
import torch import torchvision import torchvision.transforms as transform import torch.utils.data as Data import matplotlib.pyplot as plt from torch.utils.data import Dataset,DataLoader import pandas as pd import numpy as np from torch.autograd import Variable # data set train=pd.read_csv('Thirdtest.csv') #cut 0 col as label train_label=train.iloc[:,[0]] #只讀取一列 #train_label=train.iloc[:,0:3] #cut 1~16 col as data train_data=train.iloc[:,1:] #change to np train_label_np=train_label.values train_data_np=train_data.values #change to tensor train_label_ts=torch.from_numpy(train_label_np) train_data_ts=torch.from_numpy(train_data_np) train_label_ts=train_label_ts.type(torch.LongTensor) train_data_ts=train_data_ts.type(torch.FloatTensor) print(train_label_ts.shape) print(type(train_label_ts)) train_dataset=Data.TensorDataset(train_data_ts,train_label_ts) train_loader=DataLoader(dataset=train_dataset,batch_size=64,shuffle=True) #make a network import torch.nn.functional as F # 激勵函數(shù)都在這 class Net(torch.nn.Module): # 繼承 torch 的 Module def __init__(self ): super(Net, self).__init__() # 繼承 __init__ 功能 self.hidden1 = torch.nn.Linear(16, 30)# 隱藏層線性輸出 self.out = torch.nn.Linear(30, 3) # 輸出層線性輸出 def forward(self, x): # 正向傳播輸入值, 神經(jīng)網(wǎng)絡(luò)分析出輸出值 x = F.relu(self.hidden1(x)) # 激勵函數(shù)(隱藏層的線性值) x = self.out(x) # 輸出值, 但是這個不是預(yù)測值, 預(yù)測值還需要再另外計算 return x # net=Net() # optimizer = torch.optim.SGD(net.parameters(), lr=0.0001,momentum=0.001) # loss_func = torch.nn.CrossEntropyLoss() # the target label is NOT an one-hotted # loss_list=[] # for epoch in range(500): # for step ,(b_x,b_y) in enumerate (train_loader): # b_x,b_y=Variable(b_x),Variable(b_y) # b_y=b_y.squeeze(1) # output=net(b_x) # loss=loss_func(output,b_y) # optimizer.zero_grad() # loss.backward() # optimizer.step() # if epoch%1==0: # loss_list.append(float(loss)) # print( "Epoch: ", epoch, "Step ", step, "loss: ", float(loss)) # 為每個優(yōu)化器創(chuàng)建一個 net net_SGD = Net() net_Momentum = Net() net_RMSprop = Net() net_Adam = Net() nets = [net_SGD, net_Momentum, net_RMSprop, net_Adam] #定義優(yōu)化器 LR=0.0001 opt_SGD = torch.optim.SGD(net_SGD.parameters(), lr=LR,momentum=0.001) opt_Momentum = torch.optim.SGD(net_Momentum.parameters(), lr=LR, momentum=0.8) opt_RMSprop = torch.optim.RMSprop(net_RMSprop.parameters(), lr=LR, alpha=0.9) opt_Adam = torch.optim.Adam(net_Adam.parameters(), lr=LR, betas=(0.9, 0.99)) optimizers = [opt_SGD, opt_Momentum, opt_RMSprop, opt_Adam] loss_func = torch.nn.CrossEntropyLoss() losses_his = [[], [], [], []] for net, opt, l_his in zip(nets, optimizers, losses_his): for epoch in range(500): for step, (b_x, b_y) in enumerate(train_loader): b_x, b_y = Variable(b_x), Variable(b_y) b_y = b_y.squeeze(1)# 數(shù)據(jù)必須得是一維非one-hot向量 # 對每個優(yōu)化器, 優(yōu)化屬于他的神經(jīng)網(wǎng)絡(luò) output = net(b_x) # get output for every net loss = loss_func(output, b_y) # compute loss for every net opt.zero_grad() # clear gradients for next train loss.backward() # backpropagation, compute gradients opt.step() # apply gradients if epoch%1==0: l_his.append(loss.data.numpy()) # loss recoder print("optimizers: ",opt,"Epoch: ",epoch,"Step ",step,"loss: ",float(loss)) labels = ['SGD', 'Momentum', 'RMSprop', 'Adam'] for i, l_his in enumerate(losses_his): plt.plot(l_his, label=labels[i]) plt.legend(loc='best') plt.xlabel('Steps') plt.ylabel('Loss') plt.xlim((0,1000)) plt.ylim((0,4)) plt.show() # # for epoch in range(5): # for step ,(b_x,b_y) in enumerate (train_loader): # b_x,b_y=Variable(b_x),Variable(b_y) # b_y=b_y.squeeze(1) # output=net(b_x) # loss=loss_func(output,b_y) # loss.backward() # optimizer.zero_grad() # optimizer.step() # print(loss)
以上這篇Pytorch對Himmelblau函數(shù)的優(yōu)化詳解就是小編分享給大家的全部內(nèi)容了,希望能給大家一個參考,也希望大家多多支持億速云。
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