tensorflow/keras 神经网络中的过拟合和数据泄露

Question

tensorflow/keras 神经网络中的过拟合和数据泄露

Gab*_*lvo 5 python figure neural-network spyder anaconda

早上好，我是机器学习和神经网络的新手。我正在尝试构建一个完全连接的神经网络来解决回归问题。数据集由 18 个特征和 1 个标签组成，这些都是物理量。

您可以在下面找到代码。我上传了各个时期的损失函数演化图（你可以在下面找到它）。我不确定是否存在过拟合。有人可以解释一下为什么会出现过拟合？

import pandas as pd
import numpy as np

from sklearn.ensemble import RandomForestRegressor
from sklearn.feature_selection import SelectFromModel
from sklearn import preprocessing

from sklearn.model_selection import train_test_split

from matplotlib import pyplot as plt

import keras
import tensorflow as tf
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Dense, Dropout, BatchNormalization
from tensorflow.keras.callbacks import EarlyStopping
from keras import optimizers
from sklearn.metrics import r2_score
from keras import regularizers
from keras import backend
from tensorflow.keras import regularizers
from keras.regularizers import l2

# =============================================================================
# Scelgo il test size
# =============================================================================
test_size = 0.2

dataset = pd.read_csv('DataSet.csv', decimal=',', delimiter = ";")

label = dataset.iloc[:,-1]
features = dataset.drop(columns = ['Label'])

y_max_pre_normalize = max(label)
y_min_pre_normalize = min(label)

def denormalize(y):
    final_value = y*(y_max_pre_normalize-y_min_pre_normalize)+y_min_pre_normalize
    return final_value

# =============================================================================
# Split
# =============================================================================

X_train1, X_test1, y_train1, y_test1 = train_test_split(features, label, test_size = test_size, shuffle = True)

y_test2 = y_test1.to_frame()
y_train2 = y_train1.to_frame()

# =============================================================================
# Normalizzo
# =============================================================================
scaler1 = preprocessing.MinMaxScaler()
scaler2 = preprocessing.MinMaxScaler()
X_train = scaler1.fit_transform(X_train1)
X_test = scaler2.fit_transform(X_test1)


scaler3 = preprocessing.MinMaxScaler()
scaler4 = preprocessing.MinMaxScaler()
y_train = scaler3.fit_transform(y_train2)
y_test = scaler4.fit_transform(y_test2)



# =============================================================================
# Creo la rete
# =============================================================================
optimizer = tf.keras.optimizers.Adam(lr=0.001)
model = Sequential()

model.add(Dense(60, input_shape = (X_train.shape[1],), activation = 'relu',kernel_initializer='glorot_uniform'))
model.add(Dropout(0.2))
model.add(Dense(60, activation = 'relu',kernel_initializer='glorot_uniform'))
model.add(Dropout(0.2))
model.add(Dense(60, activation = 'relu',kernel_initializer='glorot_uniform'))

model.add(Dense(1,activation = 'linear',kernel_initializer='glorot_uniform'))

model.compile(loss = 'mse', optimizer = optimizer, metrics = ['mse'])

history = model.fit(X_train, y_train, epochs = 100,
                    validation_split = 0.1, shuffle=True, batch_size=250
                    )

history_dict = history.history

loss_values = history_dict['loss']
val_loss_values = history_dict['val_loss']

y_train_pred = model.predict(X_train)
y_test_pred = model.predict(X_test)

y_train_pred = denormalize(y_train_pred)
y_test_pred = denormalize(y_test_pred)


plt.figure()
plt.plot((y_test1),(y_test_pred),'.', color='darkviolet', alpha=1, marker='o', markersize = 2, markeredgecolor = 'black', markeredgewidth = 0.1)
plt.plot((np.array((-0.1,7))),(np.array((-0.1,7))),'-', color='magenta')
plt.xlabel('True')
plt.ylabel('Predicted')
plt.title('Test')

plt.figure()
plt.plot((y_train1),(y_train_pred),'.', color='darkviolet', alpha=1, marker='o', markersize = 2, markeredgecolor = 'black', markeredgewidth = 0.1)
plt.plot((np.array((-0.1,7))),(np.array((-0.1,7))),'-', color='magenta')
plt.xlabel('True')
plt.ylabel('Predicted')
plt.title('Train')

plt.figure()
plt.plot(loss_values,'b',label = 'training loss')
plt.plot(val_loss_values,'r',label = 'val training loss')
plt.xlabel('Epochs')
plt.ylabel('Loss Function')
plt.legend()

print("\n\nThe R2 score on the test set is:\t{:0.3f}".format(r2_score(y_test_pred, y_test1)))

print("The R2 score on the train set is:\t{:0.3f}".format(r2_score(y_train_pred, y_train1)))
from sklearn import metrics

# Measure MSE error.  
score = metrics.mean_squared_error(y_test_pred,y_test1)
print("\n\nFinal score test (MSE): %0.4f" %(score))
score1 = metrics.mean_squared_error(y_train_pred,y_train1)
print("Final score train (MSE): %0.4f" %(score1))
score2 = np.sqrt(metrics.mean_squared_error(y_test_pred,y_test1))
print(f"Final score test (RMSE): %0.4f" %(score2))
score3 = np.sqrt(metrics.mean_squared_error(y_train_pred,y_train1))
print(f"Final score train (RMSE): %0.4f" %(score3))

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