以下是一个基于模拟退火算法的特征选择算法,使用支持向量机模型计算每次迭代的适应度函数值。代码中使用了iris数据集作为示例数据集。
```R
library(e1071)
# 定义适应度函数
fitness <- function(features, data) {
svm_model <- svm(Species ~ ., data[, features], kernel = "linear")
accuracy <- mean(predict(svm_model, data[, features]) == data$Species)
return(accuracy)
}
# 定义模拟退火算法
sa_feature_selection <- function(data, initial_features, t_max = 1000, t_min = 1e-8, alpha = 0.95, max_iter = 100) {
# 初始化当前特征集合和适应度函数值
current_features <- initial_features
current_fitness <- fitness(current_features, data)
# 初始化最优特征集合和适应度函数值
best_features <- current_features
best_fitness <- current_fitness
# 初始化温度和迭代次数
t <- t_max
iter <- 0
while (t > t_min && iter < max_iter) {
# 随机选择一个特征进行翻转
new_features <- current_features
flip_index <- sample(length(new_features), 1)
new_features[flip_index] <- !new_features[flip_index]
# 计算新特征集合的适应度函数值
new_fitness <- fitness(new_features, data)
# 判断是否接受新解
delta_fitness <- new_fitness - current_fitness
if (delta_fitness > 0 || exp(delta_fitness / t) > runif(1)) {
current_features <- new_features
current_fitness <- new_fitness
}
# 更新最优解
if (current_fitness > best_fitness) {
best_features <- current_features
best_fitness <- current_fitness
}
# 更新温度和迭代次数
t <- alpha * t
iter <- iter + 1
}
# 返回最优特征集