数据处理分组法 (GMDH) 在 MATLAB 中的实现

% % Copyright (c) 2015, Yarpiz (www.yarpiz.com) % All rights reserved. Please read the "license.txt" for license terms. % % Project Code: YPML113 % Project Title: Implementation of Group Method of Data Handling in MATLAB % Publisher: Yarpiz (www.yarpiz.com) % % Developer: S. Mostapha Kalami Heris (Member of Yarpiz Team) % % Contact Info: sm.kalami@gmail.com, info@yarpiz.com % function gmdh = GMDH(params, X, Y) disp('Training GMDH:'); MaxLayerNeurons = params.MaxLayerNeurons; MaxLayers = params.MaxLayers; alpha = params.alpha; nData = size(X,2); % Shuffle Data Permutation = randperm(nData); X = X(:,Permutation); Y = Y(:,Permutation); % Divide Data pTrainData = params.pTrain; nTrainData = round(pTrainData*nData); X1 = X(:,1:nTrainData); Y1 = Y(:,1:nTrainData); pTestData = 1-pTrainData; nTestData = nData - nTrainData; X2 = X(:,nTrainData+1:end); Y2 = Y(:,nTrainData+1:end); Layers = cell(MaxLayers, 1); Z1 = X1; Z2 = X2; for l = 1:MaxLayers L = GetPolynomialLayer(Z1, Y1, Z2, Y2); if l>1 if L(1).RMSE2 > Layers{l-1}(1).RMSE2 break; end end ec = alpha*L(1).RMSE2 + (1-alpha)*L(end).RMSE2; ec = max(ec, L(1).RMSE2); L = L([L.RMSE2] <= ec); if numel(L) > MaxLayerNeurons L = L(1:MaxLayerNeurons); end if l==MaxLayers && numel(L)>1 L = L(1); end Layers{l} = L; Z1 = reshape([L.Y1hat],nTrainData,[])'; Z2 = reshape([L.Y2hat],nTestData,[])'; disp(['Layer ' num2str(l) ': Neurons = ' num2str(numel(L)) ', Min Error = ' num2str(L(1).RMSE2)]); if numel(L)==1 break; end end Layers = Layers(1:l); gmdh.Layers = Layers; disp(' '); end