我正在关注此链接的教程:http://www.c-sharpcorner.com/UploadFile/rmcochran/AI_OOP_NeuralNet06192006090112AM/AI_OOP_NeuralNet.aspx
我是神经网络的新手,我正在尝试编辑上面教程中的示例来匹配我的问题。我正在使用多元回归来查找3组不同数据的系数,然后我计算每组数据的rsquared值。我正在尝试创建一个神经网络,它将改变系数值,使得rsquared值尽可能接近100。
这是我如何建立系数并找到该系数的rsquared值。所有3个系数都使用相同的方法:
Calculations calc = new Calculations();
Vector<double> lowRiskCoefficient = MultipleRegression.QR( Matrix<double>.Build.DenseOfColumnArrays(lowRiskShortRatingList.ToArray(), lowRiskMediumRatingList.ToArray(), lowRiskLongRatingList.ToArray()), Vector<double>.Build.Dense(lowRiskWeekReturnList.ToArray()));
decimal lowRiskShortCoefficient = Convert.ToDecimal(lowRiskCoefficient[0]);
decimal lowRiskMediumCoefficient = Convert.ToDecimal(lowRiskCoefficient[1]);
decimal lowRiskLongCoefficient = Convert.ToDecimal(lowRiskCoefficient[2]);
List<decimal> lowRiskWeekReturnDecimalList = new List<decimal>(lowRiskWeekReturnList.Count);
lowRiskWeekReturnList.ForEach(i => lowRiskWeekReturnDecimalList.Add(Convert.ToDecimal(i)));
List<decimal> lowRiskPredictedReturnList = new List<decimal>(lowRiskWeekReturnList.Count);
List<decimal> lowRiskResidualValueList = new List<decimal>(lowRiskWeekReturnList.Count);
for (int i = 0; i < lowRiskWeekReturnList.Count; i++)
{
decimal lowRiskPredictedValue = (Convert.ToDecimal(lowRiskShortRatingList.ElementAtOrDefault(i)) * lowRiskShortCoefficient) + (Convert.ToDecimal(lowRiskMediumRatingList.ElementAtOrDefault(i)) * lowRiskMediumCoefficient) +
(Convert.ToDecimal(lowRiskLongRatingList.ElementAtOrDefault(i)) * lowRiskLongCoefficient);
lowRiskPredictedReturnList.Add(lowRiskPredictedValue);
lowRiskResidualValueList.Add(calc.calculateResidual(lowRiskWeekReturnDecimalList.ElementAtOrDefault(i), lowRiskPredictedValue));
}
decimal lowRiskTotalSumofSquares = calc.calculateTotalSumofSquares(lowRiskWeekReturnDecimalList, lowRiskWeekReturnDecimalList.Average());
decimal lowRiskTotalSumofRegression = calc.calculateTotalSumofRegression(lowRiskPredictedReturnList, lowRiskWeekReturnDecimalList.Average());
decimal lowRiskTotalSumofErrors = calc.calculateTotalSumofErrors(lowRiskResidualValueList);
decimal lowRiskRSquared = lowRiskTotalSumofRegression / lowRiskTotalSumofSquares;
这是执行培训的示例,我目前仍然坚持如何更改此示例以匹配我正在尝试的内容。
private void button1_Click(object sender, EventArgs e)
{
net = new NeuralNet();
double high, mid, low;
high = .9;
low = .1;
mid = .5;
// initialize with
// 2 perception neurons
// 2 hidden layer neurons
// 1 output neuron
net.Initialize(1, 2, 2, 1);
double[][] input = new double[4][];
input[0] = new double[] {high, high};
input[1] = new double[] {low, high};
input[2] = new double[] {high, low};
input[3] = new double[] {low, low};
double[][] output = new double[4][];
output[0] = new double[] { low };
output[1] = new double[] { high };
output[2] = new double[] { high };
output[3] = new double[] { low };
double ll, lh, hl, hh;
int count;
count = 0;
do
{
count++;
for (int i = 0; i < 100; i++)
net.Train(input, output);
net.ApplyLearning();
net.PerceptionLayer[0].Output = low;
net.PerceptionLayer[1].Output = low;
net.Pulse();
ll = net.OutputLayer[0].Output;
net.PerceptionLayer[0].Output = high;
net.PerceptionLayer[1].Output = low;
net.Pulse();
hl = net.OutputLayer[0].Output;
net.PerceptionLayer[0].Output = low;
net.PerceptionLayer[1].Output = high;
net.Pulse();
lh = net.OutputLayer[0].Output;
net.PerceptionLayer[0].Output = high;
net.PerceptionLayer[1].Output = high;
net.Pulse();
hh = net.OutputLayer[0].Output;
}
while (hh > mid || lh < mid || hl < mid || ll > mid);
MessageBox.Show((count*100).ToString() + " iterations required for training");
}
如何使用此信息创建神经网络以查找系数,该系数又将尽可能接近100的rsquared值?
答案 0 :(得分:1)
您可以使用此处的Neuroph.NET https://github.com/starhash/Neuroph.NET/releases/tag/v1.0-beta
,而不是构建一个,而是使用.NET中构建的Neuroph框架。它是他们为JAVA平台所做的原始Neuroph的轻度转换。
希望这会对你有所帮助。