Pytorch對Himmelblau函數(shù)的優(yōu)化詳解
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
# 初始設置為0,0.
x = torch.tensor([0., 0.], requires_grad=True)
# 優(yōu)化目標是找到使himmelblau函數(shù)值最小的坐標x[0],x[1],
# 也就是x, y
# 這里是定義Adam優(yōu)化器,指明優(yōu)化目標是x,學習率是1e-3
optimizer = torch.optim.Adam([x], lr=1e-3)
for step in range(20000):
# 每次計算出當前的函數(shù)值
pred = himmelblau(x)
# 當網(wǎng)絡參量進行反饋時,梯度是被積累的而不是被替換掉,這里即每次將梯度設置為0
optimizer.zero_grad()
# 生成當前所在點函數(shù)值相關的梯度信息,這里即優(yōu)化目標的梯度信息
pred.backward()
# 使用梯度信息更新優(yōu)化目標的值,即更新x[0]和x[1]
optimizer.step()
# 每2000次輸出一下當前情況
if step % 2000 == 0:
print("step={},x={},f(x)={}".format(step, x.tolist(), pred.item()))
輸出結果:
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)解很關鍵。
補充拓展:pytorch 搭建自己的神經(jīng)網(wǎng)絡和各種優(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, 但是這個不是預測值, 預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
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腳本之家。
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