支持向量机(Support Vector Machine)是Cortes和Vapnik于1995年首先提出的,它在解决小样本、非线性及高维模式识别中表现出许多特有的优势,并能够推广应用到函数拟合等其他机器学习问题中。 1 数学部分 1.1 二维空间 2 算法部分
鲸鱼优化算法 (whale optimization algorithm,WOA)是 2016 年由澳大利亚格里菲斯大学的Mirjalili等提出的一种新的群体智能优化算法,其优点在于操作简单、参数少以及跳出局部最优的能力强。
图1 座头鲸的狩猎摄食行为
座头鲸能识别猎物的位置并围着它们转。由于最优位置在搜索空间中的位置是未知的,WOA算法假设当前的最佳候选解是目标猎物或接近最优解。在定义了最佳候选解之后,其他候选位置将尝试向最佳位置移动并更新其位置。此行为由以下等式表示:
根据座头鲸的狩猎行为,它是以螺旋运动游向猎物,故狩猎行为的数学模型如下:
数学模型如下:
% The Whale Optimization Algorithm function [Leader_score,Leader_pos,Convergence_curve]=WOA(SearchAgents_no,Max_iter,lb,ub,dim,fobj) % initialize position vector and score for the leader Leader_pos=zeros(1,dim); Leader_score=inf; %change this to -inf for maximization problems %Initialize the positions of search agents % Positions=initialization(SearchAgents_no,dim,ub,lb); Positions=ceil(rand(SearchAgents_no,dim).*(ub-lb)+lb); Convergence_curve=zeros(1,Max_iter); t=0;% Loop counter % Main loop while t<Max_iter for i=1:size(Positions,1) % Return back the search agents that go beyond the boundaries of the search space Flag4ub=Positions(i,:)>ub; Flag4lb=Positions(i,:)<lb; Positions(i,:)=(Positions(i,:).*(~(Flag4ub+Flag4lb)))+ub.*Flag4ub+lb.*Flag4lb; % Calculate objective function for each search agent fitness=fobj(Positions(i,:)); % Update the leader if fitness<Leader_score % Change this to > for maximization problem Leader_score=fitness; % Update alpha Leader_pos=Positions(i,:); end end a=2-t*((2)/Max_iter); % a decreases linearly fron 2 to 0 in Eq. (2.3) % a2 linearly dicreases from -1 to -2 to calculate t in Eq. (3.12) a2=-1+t*((-1)/Max_iter); % Update the Position of search agents for i=1:size(Positions,1) r1=rand(); % r1 is a random number in [0,1] r2=rand(); % r2 is a random number in [0,1] A=2*a*r1-a; % Eq. (2.3) in the paper C=2*r2; % Eq. (2.4) in the paper b=1; % parameters in Eq. (2.5) l=(a2-1)*rand+1; % parameters in Eq. (2.5) p = rand(); % p in Eq. (2.6) for j=1:size(Positions,2) if p<0.5 if abs(A)>=1 rand_leader_index = floor(SearchAgents_no*rand()+1); X_rand = Positions(rand_leader_index, :); D_X_rand=abs(C*X_rand(j)-Positions(i,j)); % Eq. (2.7) Positions(i,j)=X_rand(j)-A*D_X_rand; % Eq. (2.8) elseif abs(A)<1 D_Leader=abs(C*Leader_pos(j)-Positions(i,j)); % Eq. (2.1) Positions(i,j)=Leader_pos(j)-A*D_Leader; % Eq. (2.2) end elseif p>=0.5 distance2Leader=abs(Leader_pos(j)-Positions(i,j)); % Eq. (2.5) Positions(i,j)=distance2Leader*exp(b.*l).*cos(l.*2*pi)+Leader_pos(j); end end end t=t+1; Convergence_curve(t)=Leader_score; % [t Leader_score] end
书籍《MATLAB神经网络43个案例分析》