我试图在Keras中设置一个非线性回归问题。不幸的是,结果表明过度拟合正在发生。这是代码,
model = Sequential()
model.add(Dense(number_of_neurons, input_dim=X_train.shape[1], activation='relu', kernel_regularizer=regularizers.l2(0)))
model.add(Dense(int(number_of_neurons), activation = 'relu', kernel_regularizer=regularizers.l2(0)))
model.add(Dense(int(number_of_neurons), activation='relu', kernel_regularizer=regularizers.l2(0)))
model.add(Dense(int(number_of_neurons), activation='relu',kernel_regularizer=regularizers.l2(0)))
model.add(Dense(int(number_of_neurons), activation='relu',kernel_regularizer=regularizers.l2(0)))
model.add(Dense(outdim, activation='linear'))
Adam = optimizers.Adam(lr=0.001)
model.compile(loss='mean_squared_error', optimizer=Adam, metrics=['mae'])
model.fit(X, Y, epochs=1000, batch_size=500, validation_split=0.2, shuffle=True, verbose=2 , initial_epoch=0)
此处显示没有正则化的结果Without regularization。与验证相比,训练的平均绝对误差要小得多,并且两者都有一个固定的间隙,这是过度拟合的标志。
为每一层指定了L2正则化,如此,
model = Sequential()
model.add(Dense(number_of_neurons, input_dim=X_train.shape[1], activation='relu', kernel_regularizer=regularizers.l2(0.001)))
model.add(Dense(int(number_of_neurons), activation = 'relu', kernel_regularizer=regularizers.l2(0.001)))
model.add(Dense(int(number_of_neurons), activation='relu', kernel_regularizer=regularizers.l2(0.001)))
model.add(Dense(int(number_of_neurons), activation='relu',kernel_regularizer=regularizers.l2(0.001)))
model.add(Dense(int(number_of_neurons), activation='relu',kernel_regularizer=regularizers.l2(0.001)))
model.add(Dense(outdim, activation='linear'))
Adam = optimizers.Adam(lr=0.001)
model.compile(loss='mean_squared_error', optimizer=Adam, metrics=['mae'])
model.fit(X, Y, epochs=1000, batch_size=500, validation_split=0.2, shuffle=True, verbose=2 , initial_epoch=0)
这些结果显示在L2 regularized result。测试的MAE接近培训,这很好。然而,培训的MAE很差,为0.03(没有正规化,它低得多,为0.0028)。
如何通过正规化来减少训练MAE?
答案 0 :(得分:11)
根据您的结果,您似乎需要找到适当数量的正则化,以平衡训练准确性和对测试集的良好推广。这可能与减少L2参数一样简单。尝试将lambda从0.001减少到0.0001并比较结果。
如果您无法找到L2的良好参数设置,您可以尝试使用dropout正规化。只需在每对密集层之间添加model.add(Dropout(0.2))
,并在必要时尝试辍学率。较高的辍学率对应于更多的正规化。