130 lines
5.8 KiB
Python
130 lines
5.8 KiB
Python
from __future__ import print_function, division
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import numpy as np
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import copy
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class ParticleSwarmOptimizedNN():
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""" Particle Swarm Optimization of Neural Network.
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Parameters:
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-----------
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n_individuals: int
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The number of neural networks that are allowed in the population at a time.
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model_builder: method
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A method which returns a user specified NeuralNetwork instance.
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inertia_weight: float [0,1)
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cognitive_weight: float [0,1)
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social_weight: float [0,1)
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max_velocity: float
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The maximum allowed value for the velocity.
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Reference:
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Neural Network Training Using Particle Swarm Optimization
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https://visualstudiomagazine.com/articles/2013/12/01/neural-network-training-using-particle-swarm-optimization.aspx
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"""
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def __init__(self, population_size,
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model_builder,
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inertia_weight=0.8,
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cognitive_weight=2,
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social_weight=2,
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max_velocity=20):
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self.population_size = population_size
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self.model_builder = model_builder
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self.best_individual = None
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# Parameters used to update velocity
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self.cognitive_w = cognitive_weight
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self.inertia_w = inertia_weight
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self.social_w = social_weight
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self.min_v = -max_velocity
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self.max_v = max_velocity
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def _build_model(self, id):
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""" Returns a new individual """
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model = self.model_builder(n_inputs=self.X.shape[1], n_outputs=self.y.shape[1])
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model.id = id
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model.fitness = 0
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model.highest_fitness = 0
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model.accuracy = 0
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# Set intial best as the current initialization
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model.best_layers = copy.copy(model.layers)
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# Set initial velocity to zero
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model.velocity = []
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for layer in model.layers:
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velocity = {"W": 0, "w0": 0}
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if hasattr(layer, 'W'):
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velocity = {"W": np.zeros_like(layer.W), "w0": np.zeros_like(layer.w0)}
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model.velocity.append(velocity)
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return model
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def _initialize_population(self):
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""" Initialization of the neural networks forming the population"""
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self.population = []
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for i in range(self.population_size):
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model = self._build_model(id=i)
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self.population.append(model)
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def _update_weights(self, individual):
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""" Calculate the new velocity and update weights for each layer """
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# Two random parameters used to update the velocity
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r1 = np.random.uniform()
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r2 = np.random.uniform()
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for i, layer in enumerate(individual.layers):
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if hasattr(layer, 'W'):
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# Layer weights velocity
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first_term_W = self.inertia_w * individual.velocity[i]["W"]
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second_term_W = self.cognitive_w * r1 * (individual.best_layers[i].W - layer.W)
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third_term_W = self.social_w * r2 * (self.best_individual.layers[i].W - layer.W)
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new_velocity = first_term_W + second_term_W + third_term_W
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individual.velocity[i]["W"] = np.clip(new_velocity, self.min_v, self.max_v)
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# Bias weight velocity
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first_term_w0 = self.inertia_w * individual.velocity[i]["w0"]
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second_term_w0 = self.cognitive_w * r1 * (individual.best_layers[i].w0 - layer.w0)
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third_term_w0 = self.social_w * r2 * (self.best_individual.layers[i].w0 - layer.w0)
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new_velocity = first_term_w0 + second_term_w0 + third_term_w0
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individual.velocity[i]["w0"] = np.clip(new_velocity, self.min_v, self.max_v)
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# Update layer weights with velocity
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individual.layers[i].W += individual.velocity[i]["W"]
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individual.layers[i].w0 += individual.velocity[i]["w0"]
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def _calculate_fitness(self, individual):
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""" Evaluate the individual on the test set to get fitness scores """
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loss, acc = individual.test_on_batch(self.X, self.y)
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individual.fitness = 1 / (loss + 1e-8)
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individual.accuracy = acc
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def evolve(self, X, y, n_generations):
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""" Will evolve the population for n_generations based on dataset X and labels y"""
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self.X, self.y = X, y
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self._initialize_population()
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# The best individual of the population is initialized as population's first ind.
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self.best_individual = copy.copy(self.population[0])
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for epoch in range(n_generations):
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for individual in self.population:
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# Calculate new velocity and update the NN weights
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self._update_weights(individual)
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# Calculate the fitness of the updated individual
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self._calculate_fitness(individual)
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# If the current fitness is higher than the individual's previous highest
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# => update the individual's best layer setup
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if individual.fitness > individual.highest_fitness:
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individual.best_layers = copy.copy(individual.layers)
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individual.highest_fitness = individual.fitness
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# If the individual's fitness is higher than the highest recorded fitness for the
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# whole population => update the best individual
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if individual.fitness > self.best_individual.fitness:
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self.best_individual = copy.copy(individual)
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print ("[%d Best Individual - ID: %d Fitness: %.5f, Accuracy: %.1f%%]" % (epoch,
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self.best_individual.id,
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self.best_individual.fitness,
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100*float(self.best_individual.accuracy)))
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return self.best_individual
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