粒子群算法优化LSSVM
load regressionData.mat;
output = output';
%划分数据集
[value,index] = sort(rand(1,2000));
x_train = input(index(1:1800),:);
x_test = input(index(1801:2000),:);
y_train = output(index(1:1800),:);
y_test = output(index(1801:2000),:);
%PSO参数
c1 = 2; %PSO局部搜索能力
c2 = 2; %PSO全局搜索能力
sizepop = 20; %种群规模
k = 100; %最大迭代次数
w = 0.9 %惯性因子
%确定优化参数的数目
length = 2;
param = rand(sizepop,length);
speed = rand(sizepop,length);
popmin = 0.01;
popmax = 100;
vmin = -1;
vmax = 1;
for i=1:sizepop
gamma = param(i,1);
sig2 = param(i,2);
[alpha,b] = trainlssvm({x_train,y_train,'function estimation',gamma,sig2,'RBF_kernel'});
predict = simlssvm({x_train,y_train,'f