本文目录导读:

Python实现(推荐)
基础实现
import numpy as np
from scipy.spatial.distance import cdist
class RoughKernelRegression:
def __init__(self, kernel='gaussian', bandwidth=1.0, roughness_penalty=0.1):
self.kernel = kernel
self.bandwidth = bandwidth
self.roughness_penalty = roughness_penalty
self.X_train = None
self.y_train = None
def _kernel_func(self, x, y):
"""核函数计算"""
dist = np.linalg.norm(x - y)
if self.kernel == 'gaussian':
return np.exp(-dist**2 / (2 * self.bandwidth**2))
elif self.kernel == 'epanechnikov':
if dist <= self.bandwidth:
return 0.75 * (1 - (dist/self.bandwidth)**2)
return 0
elif self.kernel == 'tricube':
if dist <= self.bandwidth:
return (1 - (dist/self.bandwidth)**3)**3
return 0
def _roughness_penalty(self, x, y):
"""粗糙度惩罚项"""
return self.roughness_penalty * np.linalg.norm(x - y)**2
def fit(self, X, y):
"""训练模型"""
self.X_train = np.array(X)
self.y_train = np.array(y)
def predict(self, X_test):
"""预测"""
X_test = np.atleast_2d(X_test)
predictions = []
for x_test in X_test:
# 计算权重
weights = []
for x_train in self.X_train:
kernel_val = self._kernel_func(x_test, x_train)
roughness = self._roughness_penalty(x_test, x_train)
weight = kernel_val * np.exp(-roughness)
weights.append(weight)
weights = np.array(weights)
# 归一化权重
if np.sum(weights) > 0:
weights_normalized = weights / np.sum(weights)
else:
weights_normalized = np.ones_like(weights) / len(weights)
# 预测值
prediction = np.sum(weights_normalized * self.y_train)
predictions.append(prediction)
return np.array(predictions)
# 使用示例
if __name__ == "__main__":
# 生成样本数据
np.random.seed(42)
X = np.random.rand(100, 2) * 10
y = np.sin(X[:, 0]) + np.cos(X[:, 1]) + np.random.randn(100) * 0.1
# 创建并训练模型
model = RoughKernelRegression(kernel='gaussian', bandwidth=1.5, roughness_penalty=0.1)
model.fit(X, y)
# 预测
X_test = np.array([[5, 5], [3, 7]])
predictions = model.predict(X_test)
print("预测结果:", predictions)
优化版本(使用向量化计算)
import numpy as np
from sklearn.metrics.pairwise import pairwise_kernels
class OptimizedRoughKernelRegression:
def __init__(self, kernel='rbf', gamma=1.0, roughness_penalty=0.1):
self.kernel = kernel
self.gamma = gamma
self.roughness_penalty = roughness_penalty
self.X_train = None
self.y_train = None
def fit(self, X, y):
"""训练模型"""
self.X_train = np.array(X)
self.y_train = np.array(y).reshape(-1, 1)
def predict(self, X_test):
"""预测(向量化版本)"""
X_test = np.atleast_2d(X_test)
# 计算核矩阵
if self.kernel == 'rbf':
K = pairwise_kernels(X_test, self.X_train, metric='rbf', gamma=self.gamma)
elif self.kernel == 'linear':
K = pairwise_kernels(X_test, self.X_train, metric='linear')
elif self.kernel == 'polynomial':
K = pairwise_kernels(X_test, self.X_train, metric='polynomial', degree=3)
# 计算粗糙度惩罚矩阵
roughness_matrix = np.zeros_like(K)
for i, x_test in enumerate(X_test):
for j, x_train in enumerate(self.X_train):
dist = np.linalg.norm(x_test - x_train)
roughness_matrix[i, j] = np.exp(-self.roughness_penalty * dist**2)
# 组合权重
weights = K * roughness_matrix
# 归一化权重
weights_sum = np.sum(weights, axis=1, keepdims=True)
weights_sum = np.where(weights_sum > 0, weights_sum, 1e-10)
weights_normalized = weights / weights_sum
# 预测
predictions = np.dot(weights_normalized, self.y_train)
return predictions.flatten()
# 使用示例
optimized_model = OptimizedRoughKernelRegression(kernel='rbf', gamma=1.0, roughness_penalty=0.1)
optimized_model.fit(X, y)
predictions_opt = optimized_model.predict(X_test)
print("优化版预测结果:", predictions_opt)
R语言实现
# 模糊粗糙核回归
rough_kernel_regression <- function(train_x, train_y, test_x, kernel = "gaussian",
bandwidth = 1.0, roughness_penalty = 0.1) {
# 核函数
kernel_func <- function(x, y, bw) {
dist <- sqrt(sum((x - y)^2))
if (kernel == "gaussian") {
return(exp(-dist^2 / (2 * bw^2)))
} else if (kernel == "epanechnikov") {
if (dist <= bw) {
return(0.75 * (1 - (dist/bw)^2))
}
return(0)
}
}
# 粗糙度惩罚
roughness_pen <- function(x, y, penalty) {
dist_pen <- sqrt(sum((x - y)^2))
return(exp(-penalty * dist_pen^2))
}
# 预测函数
predict_single <- function(x_test) {
weights <- numeric(nrow(train_x))
for (i in 1:nrow(train_x)) {
kernel_val <- kernel_func(x_test, train_x[i,], bandwidth)
roughness <- roughness_pen(x_test, train_x[i,], roughness_penalty)
weights[i] <- kernel_val * roughness
}
# 归一化权重
if (sum(weights) > 0) {
weights <- weights / sum(weights)
} else {
weights <- rep(1/length(weights), length(weights))
}
# 预测
return(sum(weights * train_y))
}
# 对所有测试点进行预测
predictions <- apply(test_x, 1, predict_single)
return(predictions)
}
# 使用示例
set.seed(42)
train_x <- matrix(runif(200), ncol=2) * 10
train_y <- sin(train_x[,1]) + cos(train_x[,2]) + rnorm(100, sd=0.1)
test_x <- matrix(c(5, 5, 3, 7), ncol=2, byrow=TRUE)
predictions <- rough_kernel_regression(train_x, train_y, test_x)
print(predictions)
MATLAB/Octave实现
function model = rough_kernel_regression_train(X, y, bandwidth, roughness_penalty)
% 训练模糊粗糙核回归模型
model.X = X;
model.y = y;
model.bandwidth = bandwidth;
model.roughness_penalty = roughness_penalty;
end
function predictions = rough_kernel_regression_predict(model, X_test)
% 预测
n_train = size(model.X, 1);
n_test = size(X_test, 1);
predictions = zeros(n_test, 1);
for i = 1:n_test
weights = zeros(n_train, 1);
for j = 1:n_train
% 计算距离
dist = norm(X_test(i,:) - model.X(j,:));
% 高斯核
kernel_val = exp(-dist^2 / (2 * model.bandwidth^2));
% 粗糙度惩罚
roughness = exp(-model.roughness_penalty * dist^2);
% 组合权重
weights(j) = kernel_val * roughness;
end
% 归一化
if sum(weights) > 0
weights = weights / sum(weights);
else
weights = ones(n_train, 1) / n_train;
end
% 预测
predictions(i) = weights' * model.y;
end
end
% 使用示例
X = rand(100, 2) * 10;
y = sin(X(:,1)) + cos(X(:,2)) + 0.1 * randn(100, 1);
model = rough_kernel_regression_train(X, y, 1.5, 0.1);
X_test = [5, 5; 3, 7];
predictions = rough_kernel_regression_predict(model, X_test);
disp('预测结果:');
disp(predictions);
关键参数说明
| 参数 | 说明 | 建议值 |
|---|---|---|
bandwidth |
核函数的带宽,控制平滑度 | 1-3倍特征标准差 |
roughness_penalty |
粗糙度惩罚系数 | 01-0.5 |
kernel |
核函数类型 | gaussian/epanechnikov |
应用场景
- 数据平滑:处理噪声数据
- 缺失值填充:基于邻近点估计
- 趋势预测:时间序列分析
- 图像处理:去噪和边缘保持
根据你的具体应用场景和数据特征,可以选择合适的实现方式和参数设置。