promideson asked . 2021-07-29

does anybody ever use neural network to do a prediction

does anybody ever use neural network to do a prediction with regularization optimization instead of early stopping?

Hi, everyone, I am trying to train a neural network (NN) for prediction, to prevent overfitting, I chose to use regularization method for optimization, so I chose 'trainbr' as the training function, and 'msereg' as the performance function. The input and output data are preprocessed to constrain them to be within [-1,1]. And the data is divided into 2 groups randomly, one for training (70%), one for testing (30%).
 
Below is part of my codes, does anyone can help me to check it? I am new learner of NN, not sure whether it's correct or not. The NN I am designing includes one hidden layer, one input layer (6 inputs), and one output layer (one output). I am trying to loop through 1 to 60 of the hidden neurons to find a good result, but right now, the result I get is not good at all, I am considering, maybe the code is not properly written. Thanks!
 
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% for k=1:num %clear; %clc;
 
RandStream.setGlobalStream(RandStream('mt19937ar','seed',1)); % reset the global random number stream to its initial settings, this cause rand,randi and randn to start over, as if in a new matlab session.
 
 
            % Create a Fitting Network
            hiddenLayerSize = k;
            net = fitnet(hiddenLayerSize); % net = fitnet([hiddenLayerSize,nn]); nn is the number of hidden layer
            net=init(net); % initialize the network

            % Choose Input and Output Pre/Post-Processing Functions
            % For a list of all processing functions type: help nnprocess
            net.inputs{1}.processFcns = {'removeconstantrows'};
            net.outputs{2}.processFcns = {'removeconstantrows'};

            % Setup Division of Data for Training, Validation, Testing
            % For a list of all data division functions type: help nndivide
            net.divideFcn = 'divideind';  % Divide data by index
            net.divideParam.trainInd = trnind;
            net.divideParam.testInd = tstind;

            % set the transfer function (activation function) for input and
            % output layers
            net.layers{1}.transferFcn = 'tansig'; % layer 1 corresponds to the hidden layer
            net.layers{2}.transferFcn = 'purelin'; % layer 2 corresponds to the output layer

            % For help on training function 'trainlm' type: help trainlm
            % For a list of all training functions type: help nntrain
            net.trainFcn = 'trainbr';  % Levenberg-Marquardt optimization with Bayesian regularization
            net.trainParam.goal=0.01.*var(targets); % usually set this to be 1% of the var(target)
            net.trainParam.epochs=500;
            net.trainParam.mu_dec=0.8;
            net.trainParam.mu_inc=1.5;
            % Choose a Performance Function
            % For a list of all performance functions type: help nnperformance
            net.performFcn = 'msereg';  % Mean squared error

            % Choose Plot Functions
            % For a list of all plot functions type: help nnplot
            net.plotFcns = {'plotperform','plottrainstate','ploterrhist', ...
              'plotregression', 'plotfit'};

            % Train the Network
            [net,tr] = train(net,inputs,targets);

            % Test the Network
            outputs = net(inputs);
            errors = gsubtract(targets,outputs);
            performance = perform(net,targets,outputs);

            % Recalculate Training and Test Performance
            trainTargets = targets .* tr.trainMask{1};
            testTargets = targets  .* tr.testMask{1};
            trainPerformance = perform(net,trainTargets,outputs);
            testPerformance = perform(net,testTargets,outputs);
            %some statistics codes, not shown here
end

 

neural network for..., mtlab , matlabsolutions

Expert Answer

Kshitij Singh answered . 2024-12-21 02:02:25

 GEH1=' Predictions are performed with timeseries functions'
 GEH2=['You are using FITNET which is used for REGRESSION and CURVEFITTING']
 GEH3 = ['You should have included results from applying 
your code to the MATLAB dataset in the help and doc examples' ]

 close all, clear all, clc
 for i = 1:2
   RandStream.setGlobalStream(RandStream('mt19937ar','seed',1));
   if i == 1
     [ x , t ] = simplefit ;            % help & doc fitnet
   else
     x=[-1:.05:1];t=sin(2*pi*x)+0.1*randn(size(x));%doc trainbr
   end
 net          = fitnet;               % H = 10 default
 net.trainFcn = 'trainbr';
 perfratio    = net.performParam.ratio   % 0.95238 

 % minimization goal is sse(weights)+perfratio*sse(t -y)

 trnratio = net.divideParam.trainratio % 0.7
 valratio = net.divideParam.valratio   % 0.15
 tstratio = net.divideParam.testratio  % 0.15

% trn/val/tst indices will be assigned during training % To obtain them, need to use training record tr:

[ net tr ] = train(net,x,t);

 view(net);
 y = net(x);
 perf(i) = perform(net,y,t) % SAME AS MSE, NOT MINIMIZATION GOAL!
 MSE(i) = mse(t-y)
end

 MSE  = perf         % [1.6979e-11   0.0080867]  
 NMSE = MSE/var(t,1) %[ 3.5535e-11   0.016924 ]
 Rsq  = 1 - NMSE   %[        1     0.98308 ], 


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