【发布时间】:2021-09-20 19:56:17
【问题描述】:
我正在使用 R 编程语言。我正在尝试使用以下库 (https://cran.r-project.org/web/packages/mopsocd/mopsocd.pdf) 来优化带有约束的函数。
首先,我加载了库:
#Load library:
library(mopsocd)
然后,我为这个例子创建了一些数据:
#load libraries
library(dplyr)
# create some data for this example
a1 = rnorm(1000,100,10)
b1 = rnorm(1000,100,5)
c1 = sample.int(1000, 1000, replace = TRUE)
train_data = data.frame(a1,b1,c1)
然后我定义了这个例子中使用的函数:
#define function:
funct_set <- function (x) {
#bin data according to random criteria
train_data <- train_data %>%
mutate(cat = ifelse(a1 <= x[1] & b1 <= x[3], "a",
ifelse(a1 <= x[2] & b1 <= x[4], "b", "c")))
train_data$cat = as.factor(train_data$cat)
#new splits
a_table = train_data %>%
filter(cat == "a") %>%
select(a1, b1, c1, cat)
b_table = train_data %>%
filter(cat == "b") %>%
select(a1, b1, c1, cat)
c_table = train_data %>%
filter(cat == "c") %>%
select(a1, b1, c1, cat)
#calculate quantile ("quant") for each bin
table_a = data.frame(a_table%>% group_by(cat) %>%
mutate(quant = ifelse(c1 > x[5],1,0 )))
table_b = data.frame(b_table%>% group_by(cat) %>%
mutate(quant = ifelse(c1 > x[6],1,0 )))
table_c = data.frame(c_table%>% group_by(cat) %>%
mutate(quant = ifelse(c1 > x[7],1,0 )))
f1 = mean(table_a$quant)
f2 = mean(table_b$quant)
f3 = mean(table_c$quant)
#group all tables
final_table = rbind(table_a, table_b, table_c)
# calculate the total mean : this is what needs to be optimized
f4 = mean(final_table$quant)
return (c(f1, f2, f3, f4));
}
然后,我定义了约束:
#define constraints
gn <- function(x) {
g1 <- x[3] - x[1] >= 0.0
g2 <- x[4] - x[2] >= 0.0
g3 <- x[7] - x[6] >0
g4<- x[6] - x[5] >0
return(c(g1,g2,g3, g4))
}
接下来,我为优化函数定制了一些选项(例如变量的数量、范围的下限和上限等)
## Set Arguments
varcount <- 7
fncount <- 4
lbound <- c(80,85,100,120,90, 110, 130)
ubound <- c(220,220,220,220,220, 145, 189)
optmin <- 0
最后,我自己运行了优化函数:
#run optimization
ex1 <- mopsocd(funct_set,gn, varcnt=varcount,fncnt=fncount,
lowerbound=lbound,upperbound=ubound,opt=optmin)
问题:但是,这会产生以下错误:
Error in if ((max(rowSums(x)) == fncnt) == FALSE) { :
missing value where TRUE/FALSE needed
有谁知道为什么会产生这个错误?是因为我使用了不正确的格式来定义函数吗?是不是因为范围(例如“lbound”和“ubound”)不合逻辑?
谁能告诉我我做错了什么?
谢谢
【问题讨论】:
-
您在复制过程中遗漏了一些代码。例如,看起来您应该加载
library(tidyverse),而您在第一行代码中拼错了mopsocd。您似乎也没有在问题中包含您的train_data(或任何合适的替代品)。无论如何,作为猜测,尝试将na.rm = TRUE设置为max函数的参数。 -
@J. Mini:谢谢你的建议!我修正了错字并添加了“train_data”
-
为什么您在过滤数据后按
cat分组,以便您尝试分组的数据只有一个值cat?
标签: r function loops optimization