正规化GÿdF4y2Ba

查找的权重,以尽量减少resubstitution误差加上惩罚项GÿdF4y2Ba

句法GÿdF4y2Ba

ENS1 =正规化(ENS)GÿdF4y2Ba
ENS1 =正规化(ENS,名称,值)GÿdF4y2Ba

描述GÿdF4y2Ba

ENS1GÿdF4y2Ba=正规化(GÿdF4y2BaENSGÿdF4y2Ba)GÿdF4y2Ba找到最佳的权重学习者GÿdF4y2BaENSGÿdF4y2Ba用套索正规化。GÿdF4y2Ba正规化GÿdF4y2Ba返回一个回归集成到相同GÿdF4y2BaENSGÿdF4y2Ba,但有一个人口稠密GÿdF4y2Ba正则GÿdF4y2Ba属性。GÿdF4y2Ba

ENS1GÿdF4y2Ba=正规化(GÿdF4y2BaENSGÿdF4y2Ba,GÿdF4y2Ba名称,值GÿdF4y2Ba)GÿdF4y2Ba计算最佳权重与由一个或多个指定的附加选项GÿdF4y2Ba名称,值GÿdF4y2Ba对参数。您可以按照任何顺序指定多个名称 - 值对参数GÿdF4y2Ba名1,值1,...,NameN,值NGÿdF4y2Ba。GÿdF4y2Ba

输入参数GÿdF4y2Ba

ENSGÿdF4y2Ba

回归合奏,通过创建GÿdF4y2BafitrensembleGÿdF4y2Ba。GÿdF4y2Ba

名称 - 值对参数GÿdF4y2Ba

指定可选的用逗号分隔的对GÿdF4y2Ba名称,值GÿdF4y2Ba参数。GÿdF4y2Ba名称GÿdF4y2Ba是参数的名称和GÿdF4y2Ba值GÿdF4y2Ba是对应的值。GÿdF4y2Ba名称GÿdF4y2Ba必须出现引号内。您可以按照任何顺序指定多个名称和值对参数GÿdF4y2Ba名1,值1,...,NameN,值NGÿdF4y2Ba。GÿdF4y2Ba

“拉姆达”GÿdF4y2Ba

对于套索非负转正的参数值的向量。对于默认设置GÿdF4y2Ba拉姆达GÿdF4y2Ba,GÿdF4y2Ba正规化GÿdF4y2Ba计算最小值GÿdF4y2Balambda_maxGÿdF4y2Ba对于这对学生所有最优权重GÿdF4y2Ba0GÿdF4y2Ba。默认值GÿdF4y2Ba拉姆达GÿdF4y2Ba是包括矢量GÿdF4y2Ba0GÿdF4y2Ba从九成倍间隔开的号码GÿdF4y2Balambda_max / 1000GÿdF4y2Ba至GÿdF4y2Balambda_maxGÿdF4y2Ba。GÿdF4y2Ba

默认:GÿdF4y2Ba[0 LOGSPACE(日志10(lambda_max / 1000),日志10(lambda_max),9)]GÿdF4y2Ba

'MAXITER'GÿdF4y2Ba

允许最大迭代次数,指定为一个正整数。如果算法执行GÿdF4y2BaMAXITERGÿdF4y2Ba到达收敛之前,一定要反复,则函数停止迭代并返回一个警告消息。该函数可以返回一个以上的警告当任GÿdF4y2BanpassGÿdF4y2Ba或数量GÿdF4y2Ba拉姆达GÿdF4y2Ba值大于1。GÿdF4y2Ba

默认:GÿdF4y2Ba1E3GÿdF4y2Ba

'npass'GÿdF4y2Ba

最大号通行证套索优化,一个正整数。GÿdF4y2Ba

默认:GÿdF4y2Ba10GÿdF4y2Ba

'RELTOL'GÿdF4y2Ba

在正则损失套索,数字正标量相对宽容。GÿdF4y2Ba

默认:GÿdF4y2Ba1E-3GÿdF4y2Ba

“冗长”GÿdF4y2Ba

详细级别,无论是GÿdF4y2Ba0GÿdF4y2Ba要么GÿdF4y2Ba1GÿdF4y2Ba。当设置为GÿdF4y2Ba1GÿdF4y2Ba,GÿdF4y2Ba正规化GÿdF4y2Ba显示更多的信息,因为它运行。GÿdF4y2Ba

默认:GÿdF4y2Ba0GÿdF4y2Ba

输出参数GÿdF4y2Ba

ENS1GÿdF4y2Ba

回归合奏。通常你设置GÿdF4y2BaENS1GÿdF4y2Ba以相同的名称GÿdF4y2BaENSGÿdF4y2Ba。GÿdF4y2Ba

例子GÿdF4y2Ba

展开全部GÿdF4y2Ba

- 规范袋装树的集合。GÿdF4y2Ba

生成样本数据。GÿdF4y2Ba

RNG(10,GÿdF4y2Ba“扭腰”GÿdF4y2Ba)GÿdF4y2Ba%用于重现GÿdF4y2BaX =兰特(2000,20);Y = repmat(-1,2000,1);Y(总和(X(:,1:5),2)> 2.5)= 1;GÿdF4y2Ba

您可以创建从样本数据300棵袋装分类集成。GÿdF4y2Ba

袋= fitrensemble(X,Y,GÿdF4y2Ba'方法'GÿdF4y2Ba,GÿdF4y2Ba'袋'GÿdF4y2Ba,GÿdF4y2Ba'NumLearningCycles'GÿdF4y2Ba,300);GÿdF4y2Ba

fitrensembleGÿdF4y2Ba使用默认的模板树对象GÿdF4y2BatemplateTree()GÿdF4y2Ba作为弱学习时GÿdF4y2Ba'方法'GÿdF4y2Ba是GÿdF4y2Ba'袋'GÿdF4y2Ba。在这个例子中,对重复性,指定GÿdF4y2Ba“重现”,真GÿdF4y2Ba当你创建一个树模板对象,然后使用对象作为弱学习。GÿdF4y2Ba

T = templateTree(GÿdF4y2Ba“重现”GÿdF4y2Ba,真正);GÿdF4y2Ba%对于随机预测选择的reproducibiliyGÿdF4y2Ba袋= fitrensemble(X,Y,GÿdF4y2Ba'方法'GÿdF4y2Ba,GÿdF4y2Ba'袋'GÿdF4y2Ba,GÿdF4y2Ba'NumLearningCycles'GÿdF4y2Ba,300,GÿdF4y2Ba“学习者”GÿdF4y2Ba,T);GÿdF4y2Ba

- 规范袋装回归树的合奏。GÿdF4y2Ba

袋=正规化(袋,GÿdF4y2Ba“拉姆达”GÿdF4y2Ba[0.001 0.1],GÿdF4y2Ba“冗长”GÿdF4y2Ba,1);GÿdF4y2Ba
启动套索最大限度地减少波长= 0.001。初始MSE = 0.110607。套索最小化完成通1为LAMBDA = 0.001 MSE = 0.0899652在MSE = 0.229442号具有非零权重的相对变化学习者= 12套索最小化完成通2为LAMBDA在MSE = 0.39507数量与= 0.001 MSE = 0.064488相对变化学习者非零权重= 43套索最小化完成通3为LAMBDA = 0.001 MSE = 0.0608422在MSE = 0.0599211号具有非零权重= 64套索最小化的相对变化的学习者的完成通4为LAMBDA = 0.001 MSE = 0.060069在MSE的相对变化= 0.0128723完成通6为LAMBDA = 0.001 MSE具有非零权重= 82套索最小化学习者完成通5为LAMBDA = 0.001 MSE = 0.0599398相对在MSE = 0.00215497数学习者的具有非零权重= 96套索最小化变化的数=以MSE =学习者4.80374e-05号0.0599369相对变化具有非零权重= 109套索最小化完成通7为LAMBDA = 0.001 MSE = 0.0599364在MSE = 9.35973相对变化E-06学习者具有非零权重= 113套索最小化完成通8 LAMBDA = 0.001 MSE = 0.0599364相对在MSE =具有非零权重的变化学习者1.99253e-08总数= 114套索最小化完成通9LAMBDA在MSE = 0.001 MSE = 0.0599364相对变化=学习者5.04823e-08号具有非零权重= 113完成套索最小化对拉姆达= 0.001。Resubstitution MSE改变从0.110607到0.0599364。从300减少到113。学习者数开始为LAMBDA = 0.1套索最小化。 Initial MSE=0.110607. Lasso minimization completed pass 1 for Lambda=0.1 MSE = 0.113013 Relative change in MSE = 0.0212927 Number of learners with non-zero weights = 10 Lasso minimization completed pass 2 for Lambda=0.1 MSE = 0.086583 Relative change in MSE = 0.30526 Number of learners with non-zero weights = 27 Lasso minimization completed pass 3 for Lambda=0.1 MSE = 0.080426 Relative change in MSE = 0.0765551 Number of learners with non-zero weights = 42 Lasso minimization completed pass 4 for Lambda=0.1 MSE = 0.0795375 Relative change in MSE = 0.0111715 Number of learners with non-zero weights = 57 Lasso minimization completed pass 5 for Lambda=0.1 MSE = 0.0792383 Relative change in MSE = 0.00377496 Number of learners with non-zero weights = 67 Lasso minimization completed pass 6 for Lambda=0.1 MSE = 0.0786905 Relative change in MSE = 0.00696198 Number of learners with non-zero weights = 75 Lasso minimization completed pass 7 for Lambda=0.1 MSE = 0.0787969 Relative change in MSE = 0.00134974 Number of learners with non-zero weights = 77 Lasso minimization completed pass 8 for Lambda=0.1 MSE = 0.0788049 Relative change in MSE = 0.00010252 Number of learners with non-zero weights = 87 Lasso minimization completed pass 9 for Lambda=0.1 MSE = 0.0788065 Relative change in MSE = 1.98213e-05 Number of learners with non-zero weights = 87 Completed lasso minimization for Lambda=0.1. Resubstitution MSE changed from 0.110607 to 0.0788065. Number of learners reduced from 300 to 87.

正规化GÿdF4y2Ba其进展情况。GÿdF4y2Ba

检查所得的正则结构。GÿdF4y2Ba

bag.RegularizationGÿdF4y2Ba
ANS =GÿdF4y2Ba同场的结构:GÿdF4y2Ba方法: '套索' TrainedWeights:300x2双] LAMBDA:1.0000e-03 0.1000] ResubstitutionMSE:0.0599 0.0788] CombineWeights:@ classreg.learning.combiner.WeightedSumGÿdF4y2Ba

检查有多少学生在正则整体产生积极的权重。这些都包含在一个缩小的合奏的学习者。GÿdF4y2Ba

总和(bag.Regularization.TrainedWeights> 0)GÿdF4y2Ba
ANS =GÿdF4y2Ba1×2GÿdF4y2Ba113 87GÿdF4y2Ba

缩水使用从权重系综GÿdF4y2Ba波长= 0.1GÿdF4y2Ba。GÿdF4y2Ba

CMP =收缩(袋,GÿdF4y2Ba'weightcolumn'GÿdF4y2Ba,2)GÿdF4y2Ba
CMP = classreg.learning.regr.CompactRegressionEnsemble ResponseName: 'Y' CategoricalPredictors:[] ResponseTransform: '无' NumTrained:87的属性,方法GÿdF4y2Ba

紧凑的合奏包含GÿdF4y2Ba87GÿdF4y2Ba成员,小于原来的三分之一GÿdF4y2Ba300GÿdF4y2Ba。GÿdF4y2Ba

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