我一直在尝试调整MLP模型的超参数来解决回归问题,但总是收到收敛警告。
这是我的代码
def mlp_model(X, Y):estimator=MLPRegressor()param_grid = {'hidden_layer_sizes': [(50,50,50), (50,100,50), (100,1)], 'activation': ['relu','tanh','logistic'], 'alpha': [0.0001, 0.05], 'learning_rate': ['constant','adaptive'], 'solver': ['adam']}gsc = GridSearchCV( estimator, param_grid, cv=5, scoring='neg_mean_squared_error', verbose=0, n_jobs=-1)grid_result = gsc.fit(X, Y)best_params = grid_result.best_params_best_mlp = MLPRegressor(hidden_layer_sizes = best_params["hidden_layer_sizes"], activation =best_params["activation"], solver=best_params["solver"], max_iter= 5000, n_iter_no_change = 200 )scoring = { 'abs_error': 'neg_mean_absolute_error', 'squared_error': 'neg_mean_squared_error', 'r2':'r2'}scores = cross_validate(best_mlp, X, Y, cv=10, scoring=scoring, return_train_score=True, return_estimator = True)return scores
我收到的警告是
ConvergenceWarning: Stochastic Optimizer: Maximum iterations (5000) reached and the optimization hasn't converged yet.% self.max_iter, ConvergenceWarning)
我的数据集有87个特征和1384行数据,全部为数值型数据,并使用MinMaxScaler进行了缩放。如果您能指导我如何调整超参数,我将不胜感激。
回答:
嗯,您可以尝试三个选项,第一个显而易见的是将max_iter
从5000增加到更高的数字,因为您的模型在5000个周期内未能收敛,第二,尝试使用batch_size
,因为您有1384个训练样本,您可以使用16、32或64的批量大小,这有助于在5000次迭代内使您的模型收敛,最后,您可以将learning_rate_init
稍微提高一些,因为看起来学习率较低,因为即使经过5000次迭代,您的模型也未能收敛。希望这对您有帮助