【发布时间】:2026-02-11 19:30:01
【问题描述】:
有没有办法在 scipy.minimize 收敛后直接检索最小化错误,或者必须直接将其编码到成本函数中?
我只能检索似乎收敛到的系数。
def errorFunction(params,series,loss_function,slen = 12):
alpha, beta, gamma = params
breakUps = int(len(series) / slen)
end = breakUps * slen
test = series[end:]
errors = []
for i in range(2,breakUps+1):
model = HoltWinters(series=series[:i * 12], slen=slen,
alpha=alpha, beta=beta, gamma=gamma, n_preds=len(test))
model.triple_exponential_smoothing()
predictions = model.result[-len(test):]
actual = test
error = loss_function(predictions, actual)
errors.append(error)
return np.mean(np.array(errors))
opt = scipy.optimize.minimize(errorFunction, x0=x,
args=(train, mean_squared_log_error),
method="L-BFGS-B", bounds = ((0, 1), (0, 1), (0, 1))
)
#gets the converged values
optimal values = opt.x
#I would like to know what the error with errorFunction is when using opt.x values, without having to manually run the script again
#Is the minimum error stored somewhere in the returned object opt
【问题讨论】:
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您能添加您的代码吗?没有它很难帮助你:)
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刚刚添加了代码