# Why there is an error in line 132? ( [Fit(1,j), tetaDE]=se​lectmodel2​(Pop(:,j),​NP,D,mphi,​start,noda​ta,y,u);)

2 ビュー (過去 30 日間)
Areen Dalina 2022 年 5 月 10 日

% %this program for comparison between MGA & DE
clear;
tt=cputime;
u=ui(:,1);
mx=2;
y(1:mx+1)=0;
for t=mx+1:500
% for i=1:500
% e(i)=(rand-0.5)*0.002;
% end
% y(t)=0.797*y(t-1)-0.237*y(t-3)+0.441*u(t-1)+0.105*y(t-4)*u(t-4)...
% +0.333*u(t-3)*u(t-5);%+e(t);
y(t)=0.3*u(t-1)*u(t-2)-0.8*y(t-2)*u(t-1)*u(t-1)-0.1*u(t-1)*u(t-1)*u(t-2);%+e(t);
end
nodata=500;
noy=2; nou=2;
nl=3; start=max(nou,noy)+1;
m=nou+noy;
mphi=[]; %form regressor for ARMAX model
for i=start:nodata
phi=[];
if nl==1
for j=1:noy
phi=[phi y(i-j)];
end
for k=0:nou
phi=[phi u(i-k)];
end
end
if nl==2
for j=1:noy
phi=[phi y(i-j)];
end
for k=0:nou
phi=[phi u(i-k)];
end
for j=1:noy
for l=j:noy
phi=[phi y(i-j)*y(i-l)];
end
for k=1:nou
phi=[phi y(i-j)*u(i-k)];
end
end
for k=1:nou
for n=k:nou
phi=[phi u(i-k)*u(i-n)];
end
end
end
if nl==3
for j=1:noy
phi=[phi y(i-j)];
end
for k=0:nou
phi=[phi u(i-k)];
end
for j=1:noy
for l=j:noy
phi=[phi y(i-j)*y(i-l)];
end
for k=1:nou
phi=[phi y(i-j)*u(i-k)];
end
end
for k=1:nou
for n=k:nou
phi=[phi u(i-k)*u(i-n)];
end
end
for j=1:noy
for l=j:noy
for p=l:noy
phi=[phi y(i-j)*y(i-l)*y(i-p)];
end
for k=1:nou
phi=[phi y(i-j)*y(i-l)*u(i-k)];
end
end
for k=1:nou
for n=k:nou
phi=[phi y(i-j)*u(i-k)*u(i-n)];
end
end
end
for k=1:nou
for n=k:nou
for q=n:nou
phi=[phi u(i-k)*u(i-n)*u(i-q)];
end
end
end
end
mphi=[mphi;phi]; %end regressor
end
[temp m]=size(mphi);
%DIFFERENTIAL EVOLUTION
%CONTROL PARAMETERS
D=m; %dimension of problem
NP=30; %Population size
F=0.9; %differentiation constant
CR=0.5; %crossover rate
GEN=100; %generations
L=0.0; %low boundary constraint 1
H=1.0; %high boundary constraint 1
% L2=4.1; %low boundary constraint 2
% H2=5.8; %high boundary constraint 2
%**********************************%
% Algorithm Variables
%**********************************%
X=zeros(D,1); %trial vctor X1
% X2=zeros(D,1); %trial vctor X2
Pop=zeros(D,NP); %population X1
% Pop2=zeros(D,NP); %population X1
Fit=zeros(1,NP); %fitness population
iBest=1; %index of best solution
r=zeros(3,1); %randomly selected indices
%**********************************%
% Create Population
%**********************************%
%Initialize random number of generator
%rand('state',sum(100*clock));
for j=1:NP %Initialize each individual
Pop(:,j)=L+(H-L)*rand(D,1); %within b.constraint 1
% Pop2(:,j)=L2+(H2-L2)*rand(D,1); %within b.constraint 2
end
%**********************************%
% Optimization
%**********************************%
fbestDE=[];
for g=1:GEN %for each generation
for j=1:NP %for each individual
%choose 3 random individuals from population
%mutually different and different from j
r(1)=floor(rand()*NP)+1;
while r(1)==j
r(1)=floor(rand()*NP)+1;
end
r(2)=floor(rand()*NP)+1;
while (r(2)==r(1))||(r(2)==j)
r(2)=floor(rand()*NP)+1;
end
r(3)=floor(rand()*NP)+1;
while (r(3)==r(2))||(r(3)==r(1))||(r(3)==j)
r(3)=floor(rand()*NP)+1;
end
%create trial individual
%in which at least one parameter is changed
Rnd=floor(rand()*D)+1;
for i=1:D
if (rand()<CR)||(Rnd==i)
X(i)=Pop(i,r(3))+F*(Pop(i,r(1))-Pop(i,r(2)));
% X2(i)=Pop2(i,r(3))+F*(Pop2(i,r(1))-Pop2(i,r(2)));
else
X(i)=Pop(i,j);
% X2(i)=Pop2(i,j);
end
end
%verify b.constraint
for i=1:D
if (X(i)<L)||(X(i)>H)
X(i)=L+(H-L)*rand();
end
% if (X2(i)<L2)||(X2(i)>H2)
% X2(i)=L2+(H2-L2)*rand();
% end
end
%select the best individual
%between trial and current ones
%calculate fitness of trial vector
%if trial is better or equal than current
% if f<=Fit(j)
% Pop1(:,j)=X1; %replace current by trial
% Pop2(:,j)=X2;
% Fit(j)=f;
% %if trial is better than the best
% if f<=Fit(iBest)
% iBest=j; %update the best's index
% end
% end
if f<=Fit(j)
Pop(:,j)=X; %replace current by trial
% Pop2(:,j)=X2;
Fit(j)=f;
%if trial is better than the best
if f<=Fit(iBest)
iBest=j; %update the best's index
end
end
end
fbestDE=[fbestDE Fit(iBest)];
numgenDE(g)=g;
end
% %MGA
%CONTROL PARAMETERS
evol=100;%input('# of evolution >:');
popsize=30;%input('population size >:');
pcr=0.8;%input('crossover probability=');
pmut=0.01;%input('mutation probability=');
chr=initbp(popsize,m); %initialize population
chrom=chr;
mseGA=[];
for t=1:evol %start evolution
gen1=[];
for i=1:popsize %model structure chrom's=1
mmphi=[];
krom=chrom(i,:);
for b=1:m
index=krom(:,b);
if index==1
mmphi=[mmphi mphi(:,b)];
end
end
[N, g]=size(mmphi);
yt=y(start:nodata);ut=u(start:nodata);
y2=sum(yt.*yt);
teta=pinv(mmphi'*mmphi)*mmphi'*yt; %find teta by LSE
num=0;
for c=1:g
tetahat=teta(c,:);
if tetahat<0.001
end
end
yhat=mmphi*teta;
error=sum((yt-yhat).*(yt-yhat))+num;
gen=[krom error];
gen1=[gen1;gen];
pm=max(gen1(:,m+1));
fitness=pm-gen1(:,m+1);
% bestftn=pm-fitness-num;
gene1=[gen1 fitness];
end
generation=sortrows(gene1,[m+1]);
% mseGA=[mseGA gene1(:,m+1)];
sse=generation(:,m+1);
bestchr=0.0; secondchr=0.0;
for i=1:popsize
sume2=sse(i,:);
if sume2<1.0
bestchr=bestchr+1; %good chromosomes
else
secondchr=secondchr+1; %2nd class chromosomes
end
end
sumerror2(t)=sum(gene1(:,m+1));
fitnv=gene1(:,m+2); %assign fitness
sumfit(t)=sum(fitnv);
%newchr=selsus(fitnv,popsize);
newchr=seltour(fitnv,popsize,2);
selchrom=chrom(newchr,:);
%selchrom=generation(:,1:m);
mutchrom=mutbint(selchrom(1:bestchr,:),pmut); %mutate good chrom
xxchrom=xovsp(selchrom(bestchr+1:popsize-1,:),pcr); %xover 2nd chrom
xmchrom=mutbint(xxchrom,pmut);
newnew=initbp(1,m); %worst chrom,reproduce
chrom=[mutchrom;xmchrom;newnew];
numgen(t)=t;
end %end of evolution
% newchromosome=generation(:,1:m);
% [r f]=size(newchromosome);
% Out=[];MSE1=[];CX=[];CX2=[];MSE21=[];YHT2=[];
% for i=1:r
% selectedchrom=newchromosome(i,:);
% numbits=sum(newchromosome(i,1:m));
% cx=nou+noy+nl+numbits;
% CX=[CX;cx];
% pi=[];
% for r=1:m
% ind=selectedchrom(:,r);
% if ind==1
% pi=[pi mphi(:,r)];
% else
% pi=[pi mphi(:,r)*0];
% end
% end
% tet=pinv(pi'*pi)*pi'*yt;
% noterm=newchromosome(i,1:m);
% nterm=noterm';
% yht=pi*tet;
% msedata=mse(yt-yht);
% at=fix(log10(msedata))-1;a1=round(100*(msedata/10^at))/100;
% msedata=a1*10^at;
% MSE=msedata;
% MSE1=[MSE1;MSE];
% Out=[nterm tet];
% end
BestMSE=[Fit(iBest) gene1(1,m+1)]
% BestTerm=Pop(:,iBest)
plot(numgenDE,fbestDE,'m-',numgen,sumfit,'g--')
xlabel('Generation');ylabel('Fitness Value');
RUN_TIME=cputime-tt;
##### 4 件のコメント表示非表示 3 件の古いコメント
Areen Dalina 2022 年 6 月 22 日
below is the input data under name ui.dat
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4.6657593e-001
-1.8697251e-001

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### 採用された回答

Walter Roberson 2022 年 6 月 23 日

The following fails because you did not provide initbp()
ui = [ -3.7287749e-001
1.5462074e-001
3.6396491e-001
-2.2540157e-001
3.4016394e-001
-4.2924476e-001
-1.2120792e-001
-2.3183057e-001
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1.3099958e-001
-1.8362518e-001
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-4.8724433e-001
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save('ui.dat', 'ui', '-ascii');
% %this program for comparison between MGA & DE
clear;
tt=cputime;
u=ui(:,1);
mx=2;
y(1:mx+1)=0;
for t=mx+1:500
% for i=1:500
% e(i)=(rand-0.5)*0.002;
% end
% y(t)=0.797*y(t-1)-0.237*y(t-3)+0.441*u(t-1)+0.105*y(t-4)*u(t-4)...
% +0.333*u(t-3)*u(t-5);%+e(t);
y(t)=0.3*u(t-1)*u(t-2)-0.8*y(t-2)*u(t-1)*u(t-1)-0.1*u(t-1)*u(t-1)*u(t-2);%+e(t);
end
nodata=500;
noy=2; nou=2;
nl=3; start=max(nou,noy)+1;
m=nou+noy;
mphi=[]; %form regressor for ARMAX model
for i=start:nodata
phi=[];
if nl==1
for j=1:noy
phi=[phi y(i-j)];
end
for k=0:nou
phi=[phi u(i-k)];
end
end
if nl==2
for j=1:noy
phi=[phi y(i-j)];
end
for k=0:nou
phi=[phi u(i-k)];
end
for j=1:noy
for l=j:noy
phi=[phi y(i-j)*y(i-l)];
end
for k=1:nou
phi=[phi y(i-j)*u(i-k)];
end
end
for k=1:nou
for n=k:nou
phi=[phi u(i-k)*u(i-n)];
end
end
end
if nl==3
for j=1:noy
phi=[phi y(i-j)];
end
for k=0:nou
phi=[phi u(i-k)];
end
for j=1:noy
for l=j:noy
phi=[phi y(i-j)*y(i-l)];
end
for k=1:nou
phi=[phi y(i-j)*u(i-k)];
end
end
for k=1:nou
for n=k:nou
phi=[phi u(i-k)*u(i-n)];
end
end
for j=1:noy
for l=j:noy
for p=l:noy
phi=[phi y(i-j)*y(i-l)*y(i-p)];
end
for k=1:nou
phi=[phi y(i-j)*y(i-l)*u(i-k)];
end
end
for k=1:nou
for n=k:nou
phi=[phi y(i-j)*u(i-k)*u(i-n)];
end
end
end
for k=1:nou
for n=k:nou
for q=n:nou
phi=[phi u(i-k)*u(i-n)*u(i-q)];
end
end
end
end
mphi=[mphi;phi]; %end regressor
end
[temp m]=size(mphi);
%DIFFERENTIAL EVOLUTION
%CONTROL PARAMETERS
D=m; %dimension of problem
NP=30; %Population size
F=0.9; %differentiation constant
CR=0.5; %crossover rate
GEN=100; %generations
L=0.0; %low boundary constraint 1
H=1.0; %high boundary constraint 1
% L2=4.1; %low boundary constraint 2
% H2=5.8; %high boundary constraint 2
%**********************************%
% Algorithm Variables
%**********************************%
X=zeros(D,1); %trial vctor X1
% X2=zeros(D,1); %trial vctor X2
Pop=zeros(D,NP); %population X1
% Pop2=zeros(D,NP); %population X1
Fit=zeros(1,NP); %fitness population
iBest=1; %index of best solution
r=zeros(3,1); %randomly selected indices
%**********************************%
% Create Population
%**********************************%
%Initialize random number of generator
%rand('state',sum(100*clock));
for j=1:NP %Initialize each individual
Pop(:,j)=L+(H-L)*rand(D,1); %within b.constraint 1
% Pop2(:,j)=L2+(H2-L2)*rand(D,1); %within b.constraint 2
end
%**********************************%
% Optimization
%**********************************%
fbestDE=[];
for g=1:GEN %for each generation
for j=1:NP %for each individual
%choose 3 random individuals from population
%mutually different and different from j
r(1)=floor(rand()*NP)+1;
while r(1)==j
r(1)=floor(rand()*NP)+1;
end
r(2)=floor(rand()*NP)+1;
while (r(2)==r(1))||(r(2)==j)
r(2)=floor(rand()*NP)+1;
end
r(3)=floor(rand()*NP)+1;
while (r(3)==r(2))||(r(3)==r(1))||(r(3)==j)
r(3)=floor(rand()*NP)+1;
end
%create trial individual
%in which at least one parameter is changed
Rnd=floor(rand()*D)+1;
for i=1:D
if (rand()<CR)||(Rnd==i)
X(i)=Pop(i,r(3))+F*(Pop(i,r(1))-Pop(i,r(2)));
% X2(i)=Pop2(i,r(3))+F*(Pop2(i,r(1))-Pop2(i,r(2)));
else
X(i)=Pop(i,j);
% X2(i)=Pop2(i,j);
end
end
%verify b.constraint
for i=1:D
if (X(i)<L)||(X(i)>H)
X(i)=L+(H-L)*rand();
end
% if (X2(i)<L2)||(X2(i)>H2)
% X2(i)=L2+(H2-L2)*rand();
% end
end
%select the best individual
%between trial and current ones
%calculate fitness of trial vector
%if trial is better or equal than current
% if f<=Fit(j)
% Pop1(:,j)=X1; %replace current by trial
% Pop2(:,j)=X2;
% Fit(j)=f;
% %if trial is better than the best
% if f<=Fit(iBest)
% iBest=j; %update the best's index
% end
% end
if f<=Fit(j)
Pop(:,j)=X; %replace current by trial
% Pop2(:,j)=X2;
Fit(j)=f;
%if trial is better than the best
if f<=Fit(iBest)
iBest=j; %update the best's index
end
end
end
fbestDE=[fbestDE Fit(iBest)];
numgenDE(g)=g;
end
% %MGA
%CONTROL PARAMETERS
evol=100;%input('# of evolution >:');
popsize=30;%input('population size >:');
pcr=0.8;%input('crossover probability=');
pmut=0.01;%input('mutation probability=');
chr=initbp(popsize,m); %initialize population
Unrecognized function or variable 'initbp'.
chrom=chr;
mseGA=[];
for t=1:evol %start evolution
gen1=[];
for i=1:popsize %model structure chrom's=1
mmphi=[];
krom=chrom(i,:);
for b=1:m
index=krom(:,b);
if index==1
mmphi=[mmphi mphi(:,b)];
end
end
[N, g]=size(mmphi);
yt=y(start:nodata);ut=u(start:nodata);
y2=sum(yt.*yt);
teta=pinv(mmphi'*mmphi)*mmphi'*yt; %find teta by LSE
num=0;
for c=1:g
tetahat=teta(c,:);
if tetahat<0.001
end
end
yhat=mmphi*teta;
error=sum((yt-yhat).*(yt-yhat))+num;
gen=[krom error];
gen1=[gen1;gen];
pm=max(gen1(:,m+1));
fitness=pm-gen1(:,m+1);
% bestftn=pm-fitness-num;
gene1=[gen1 fitness];
end
generation=sortrows(gene1,[m+1]);
% mseGA=[mseGA gene1(:,m+1)];
sse=generation(:,m+1);
bestchr=0.0; secondchr=0.0;
for i=1:popsize
sume2=sse(i,:);
if sume2<1.0
bestchr=bestchr+1; %good chromosomes
else
secondchr=secondchr+1; %2nd class chromosomes
end
end
sumerror2(t)=sum(gene1(:,m+1));
fitnv=gene1(:,m+2); %assign fitness
sumfit(t)=sum(fitnv);
%newchr=selsus(fitnv,popsize);
newchr=seltour(fitnv,popsize,2);
selchrom=chrom(newchr,:);
%selchrom=generation(:,1:m);
mutchrom=mutbint(selchrom(1:bestchr,:),pmut); %mutate good chrom
xxchrom=xovsp(selchrom(bestchr+1:popsize-1,:),pcr); %xover 2nd chrom
xmchrom=mutbint(xxchrom,pmut);
newnew=initbp(1,m); %worst chrom,reproduce
chrom=[mutchrom;xmchrom;newnew];
numgen(t)=t;
end %end of evolution
% newchromosome=generation(:,1:m);
% [r f]=size(newchromosome);
% Out=[];MSE1=[];CX=[];CX2=[];MSE21=[];YHT2=[];
% for i=1:r
% selectedchrom=newchromosome(i,:);
% numbits=sum(newchromosome(i,1:m));
% cx=nou+noy+nl+numbits;
% CX=[CX;cx];
% pi=[];
% for r=1:m
% ind=selectedchrom(:,r);
% if ind==1
% pi=[pi mphi(:,r)];
% else
% pi=[pi mphi(:,r)*0];
% end
% end
% tet=pinv(pi'*pi)*pi'*yt;
% noterm=newchromosome(i,1:m);
% nterm=noterm';
% yht=pi*tet;
% msedata=mse(yt-yht);
% at=fix(log10(msedata))-1;a1=round(100*(msedata/10^at))/100;
% msedata=a1*10^at;
% MSE=msedata;
% MSE1=[MSE1;MSE];
% Out=[nterm tet];
% end
BestMSE=[Fit(iBest) gene1(1,m+1)]
% BestTerm=Pop(:,iBest)
plot(numgenDE,fbestDE,'m-',numgen,sumfit,'g--')
xlabel('Generation');ylabel('Fitness Value');
RUN_TIME=cputime-tt;
function [f teta]=selectmodel2(X,popsize,m,mphi,start,nodata,y,u)
gen1=[];
for i=1:popsize %model structure chrom's=1
mmphi=[];
krom=X;
for b=1:m
index=krom(b,:);
if index>0.5
mmphi=[mmphi mphi(:,b)];
end
end
[N g]=size(mmphi);
yt=y(start:nodata);ut=u(start:nodata);
% y2=sum(yt.*yt);
teta=inv(mmphi'*mmphi)*mmphi'*yt; %find teta by LSE
num=0;
for c=1:g
tetahat=teta(c,:);
if tetahat<0.001;
end
end
yhat=mmphi*teta;
mse=sum((yt-yhat).*(yt-yhat))+num;
%whos
gen=[krom.' mse];
gen1=[gen1, gen];
pm=max(mse);
% f=mse;
f=pm-gen1(:,m+1);
% gene1=[gen1 f];
end
end

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