CN112199637B - Regression modeling method for generating contrast network data enhancement based on regression attention - Google Patents
Regression modeling method for generating contrast network data enhancement based on regression attention Download PDFInfo
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Abstract
Description
技术领域Technical Field
本发明属于工业过程软测量领域,尤其涉及一种基于回归注意力生成对抗网络数据增强的回归建模方法。The present invention belongs to the field of industrial process soft measurement, and in particular relates to a regression modeling method based on regression attention generation adversarial network data enhancement.
背景技术Background technique
在当今的大数据时代,数据驱动模型发挥了重要的作用。其中回归模型作为一种实用的工具被广泛应用于许多场景,如金融行业中的股票走势预测,流程工业中的软传感器等。数据的质量对于数据驱动模型是至关重要的。在数据积累量有限,数据难以获取,数据隐私保护等应用场景中,数据的缺乏影响着回归模型的预测精度。因此,如何在有限数据下提升回归模型的性能是一个重要的课题。In today's big data era, data-driven models play an important role. Among them, regression models are widely used in many scenarios as a practical tool, such as stock trend prediction in the financial industry, soft sensors in the process industry, etc. The quality of data is crucial for data-driven models. In application scenarios such as limited data accumulation, difficult data acquisition, and data privacy protection, the lack of data affects the prediction accuracy of the regression model. Therefore, how to improve the performance of the regression model under limited data is an important topic.
生成对抗网络(GAN)是由Goodfellow在2014年提出的生成模型。将训练完成的GAN的生成数据加入到真实数据集中并一起参与建模是数据增强的思路,它能够帮助原始数据得到信息的扩充,以改善数据驱动模型的效果。但是目前没有针对回归问题的GAN模型,来进行数据增强的回归建模。用已有的GAN模型进行数据生成时,简单的将自变量和因变量拼接重构,忽视了数据内部自变量和因变量的回归关系。另外,因变量由于是待预测的变量,获取方式往往更加严格,精确度会更高。但GAN的训练中没有给与到因变量足够的重视,会将自变量的误差传播到因变量上。因此,这些因素制约了数据增强的回归建模的效果。Generative adversarial network (GAN) is a generative model proposed by Goodfellow in 2014. The idea of data augmentation is to add the generated data of the trained GAN to the real data set and participate in modeling together. It can help the original data to obtain information expansion to improve the effect of the data-driven model. However, there is currently no GAN model for regression problems to perform data augmentation regression modeling. When using the existing GAN model for data generation, the independent variable and the dependent variable are simply spliced and reconstructed, ignoring the regression relationship between the independent variable and the dependent variable in the data. In addition, since the dependent variable is the variable to be predicted, the acquisition method is often more rigorous and the accuracy will be higher. However, the dependent variable is not given enough attention in the training of GAN, which will propagate the error of the independent variable to the dependent variable. Therefore, these factors restrict the effect of data augmentation regression modeling.
发明内容Summary of the invention
本发明的目的在于针对现有技术的不足,提供一种基于回归注意力生成对抗网络数据增强的回归建模方法。The purpose of the present invention is to provide a regression modeling method based on regression attention generative adversarial network data enhancement to address the deficiencies of the prior art.
本发明的目的是通过以下技术方案来实现的:一种基于回归注意力生成对抗网络数据增强的回归建模方法,包括以下步骤:The objective of the present invention is to achieve the following technical solution: a regression modeling method based on regression attention generation adversarial network data enhancement, comprising the following steps:
(1)收集原始数据,在去除离群值和数据归一化后得到自变量xi和yi,i=1~M。(1) Collect the original data, remove outliers and normalize the data to obtain independent variables xi and yi , where i = 1 to M.
(2)将xi和yi拼接重构,得到新的数据集D=[X,Y]={[x1,y1],[x2,y2],…,[xM,yM]},M∈Z。(2) Concatenate xi and yi and reconstruct them to obtain a new data set D = [X, Y] = {[x 1 , y 1 ], [x 2 , y 2 ], …, [x M , y M ]}, M∈Z.
(3)用D无监督地训练一个RA-GAN,并直至其收敛。(3) Train a RA-GAN unsupervisedly using D until it converges.
(4)用训练好的RA-GAN生成虚拟的数据 D′=[X′,Y′]={[x′1,y′1],[x′2,y′2],…,[x′N,y′N]},N∈Z。(4) Use the trained RA-GAN to generate virtual data D′=[X′,Y′]={[x′ 1 ,y′ 1 ],[x′ 2 ,y′ 2 ],…,[x′ N ,y′ N ]}, N∈Z.
(5)将生成数据加入到真实数据集D中,进行数据增强,得到增强数据集。(5) Add the generated data to the real dataset D for data augmentation to obtain an enhanced dataset.
(6)将增强数据集D的数据分割成自变量{X,X′}和因变量{Y,Y′},用于训练回归模型。(6) The data of the enhanced dataset D is divided into independent variables {X, X′} and dependent variables {Y, Y′} for training the regression model.
(7)将测试数据的自变量输入到训练好的回归模型中,得到预测的因变量。(7) Input the independent variables of the test data into the trained regression model to obtain the predicted dependent variables.
进一步地,所述回归注意力生成对抗网络引入了两个注意力模块,分别是生成器中的注意力模块1和判别器中的注意力模块2。Furthermore, the regression attention generative adversarial network introduces two attention modules, namely attention module 1 in the generator and attention module 2 in the discriminator.
生成器是一个多层感知机,输入层输入的是随机噪声z,输出层输出生成数据D′。生成数据被分割成自变量x′j和因变量yj′,j∈[1,2,…,N]。注意力模块1是一个多层感知机连接在生成器,输入是生成数据的自变量x′j,输出层是预测值为了使/>尽可能得与yj′相等,生成器的损失函数增加了新的损失项LA1,更新如下:The generator is a multi-layer perceptron. The input layer is random noise z, and the output layer outputs the generated data D′. The generated data is divided into independent variables x′ j and dependent variables y j ′, j∈[1,2,…,N]. The attention module 1 is a multi-layer perceptron connected to the generator. The input is the independent variable x′ j of the generated data, and the output layer is the predicted value. In order to make/> To make it as equal to y j ′ as possible, the generator’s loss function adds a new loss term LA1 and is updated as follows:
其中,D(·)是指判别器的输出,x~Pg指样本x来自生成器,β是注意力模块1的回归系数。Where D(·) refers to the output of the discriminator, x~ Pg refers to the sample x coming from the generator, and β is the regression coefficient of the attention module 1.
判别器也是一个多层感知机,用于判别输入的是真实数据还是生成数据。注意力模块2 设置在判别器网络的前端,也是一个多层感知机。输入的数据D或D’被分割成自变量和因变量,自变量被输入注意力模块2,经网络映射之后输出或/>注意力模块2的损失函数为:The discriminator is also a multi-layer perceptron, which is used to distinguish whether the input is real data or generated data. The attention module 2 is set at the front end of the discriminator network and is also a multi-layer perceptron. The input data D or D' is divided into independent variables and dependent variables. The independent variables are input into the attention module 2 and output after network mapping. or/> The loss function of attention module 2 is:
其中,γ是注意力模块2的回归系数。之后,将或/>与对应输入的自变量xi或x′j进行拼接,输入到之后的判别器中。带有注意力模块2的判别器的损失函数为:Among them, γ is the regression coefficient of attention module 2. Then, or/> It is concatenated with the corresponding input independent variable xi or x′j and input into the subsequent discriminator. The loss function of the discriminator with attention module 2 is:
其中,D(·)是指判别器的输出,x~Pr指样本x来自真实数据;λ代表梯度惩罚因子,表示数据来自真实数据和生成数据之间的样本空间,/>是判别器梯度/>的二范数。Where D(·) refers to the output of the discriminator, x~P r means that the sample x comes from the real data; λ represents the gradient penalty factor, Indicates that the data comes from the sample space between the real data and the generated data, /> is the discriminator gradient/> The second norm of .
进一步地,所述注意力模块1的网络参数还可以由真实数据D进行微调,微调损失如下:Furthermore, the network parameters of the attention module 1 can also be fine-tuned by real data D, and the fine-tuning loss is as follows:
其中,M是真实数据的个数,α是微调系数。则生成器的损失函数还可以为LG *’=LG *+LA1’。Where M is the number of real data, and α is the fine-tuning coefficient. Then the loss function of the generator can also be LG * '= LG * + LA1 '.
本发明的有益效果是:本发明设计了一种回归注意力生成对抗网络(RA-GAN),将注意力机制引入生成对抗网络的生成器和判别器中,在网络参数训练时考虑了生成数据变量内部的关系。生成器中的注意力模块1利用生成器输出生成数据的自变量和因变量构建了回归损失;同时,真实数据也对注意力模块1进行了微调;判别器中的注意力模块2利用真实数据和生成数据回归损失的差值来构建新的损失;它通过最小化这个损失来提取包含最大回归信息的特征,并且这个特征包含了最大化的真实数据和生成数据之间的回归差异信息,有利于判别器对回归信息的考量。本发明基于回归注意力生成对抗网络利用生成的数据对原始数据进行增强,再利用数据驱动方法进行回归建模,有效得提升了回归模型的性能和预测精度。The beneficial effects of the present invention are as follows: the present invention designs a regression attention generative adversarial network (RA-GAN), introduces the attention mechanism into the generator and discriminator of the generative adversarial network, and considers the internal relationship of the generated data variables when training the network parameters. The attention module 1 in the generator constructs the regression loss using the independent variables and dependent variables of the generated data output by the generator; at the same time, the real data also fine-tunes the attention module 1; the attention module 2 in the discriminator constructs a new loss using the difference between the regression loss of the real data and the generated data; it extracts the feature containing the maximum regression information by minimizing this loss, and this feature contains the regression difference information between the maximized real data and the generated data, which is beneficial to the discriminator's consideration of the regression information. The present invention uses the generated data to enhance the original data based on the regression attention generative adversarial network, and then uses the data-driven method for regression modeling, which effectively improves the performance and prediction accuracy of the regression model.
附图说明BRIEF DESCRIPTION OF THE DRAWINGS
图1是基于回归注意力生成对抗网络(RA-GAN)的流程图;Figure 1 is a flowchart based on the regression attention generation adversarial network (RA-GAN);
图2是RA-GAN的生成器中注意力模块1流程图;Figure 2 is a flow chart of the attention module 1 in the generator of RA-GAN;
图3是RA-GAN的判别器中注意力模块2流程图;Figure 3 is a flow chart of attention module 2 in the discriminator of RA-GAN;
图4是基于的RA-GAN的数据增强回归建模流程图;FIG4 is a flowchart of data enhancement regression modeling based on RA-GAN;
图5是WGAN-GP和RA-GAN生成数据对支持向量回归模型数据增强的效果对比图。Figure 5 is a comparison of the effects of WGAN-GP and RA-GAN generated data on support vector regression model data enhancement.
具体实施方式Detailed ways
下面结合具体实施方式对本发明基于回归注意力生成对抗网络数据增强的回归建模方法作进一步的详述。The following is a further detailed description of the regression modeling method based on regression attention generative adversarial network data enhancement of the present invention in conjunction with a specific implementation method.
本发明提出的回归注意力生成对抗网络(RA-GAN)借鉴了带梯度惩罚项的Wasserstein 网络的基本结构,并引入了两个注意力模块,分别是生成器中的注意力模块1和判别器中的注意力模块2。本发明中的自变量为工业过程中的过程变量,因变量为对应的质量变量。The Regression Attention Generative Adversarial Network (RA-GAN) proposed in the present invention draws on the basic structure of the Wasserstein network with gradient penalty terms, and introduces two attention modules, namely, attention module 1 in the generator and attention module 2 in the discriminator. The independent variables in the present invention are process variables in the industrial process, and the dependent variables are the corresponding quality variables.
如图1所示,回归注意力生成对抗网络(RA-GAN)的生成器是一个多层感知机,输入层输入的是随机噪声z,隐含层的设置是[32,32],输出层输出生成数据 D′=[X′,Y′]={[x′1,y′1],[x′2,y′2],…,[x′N,y′N]},N∈Z,N表示D’中的样本量,Z表示整数;生成数据D’被分割成自变量x′j和因变量yj′,i∈[1,2,…,N]。As shown in Figure 1, the generator of the Regression Attention Generative Adversarial Network (RA-GAN) is a multi-layer perceptron. The input layer is random noise z, the hidden layer is set to [32,32], and the output layer outputs the generated data D′=[X′,Y′]={[x′ 1 ,y′ 1 ],[x′ 2 ,y′ 2 ],…,[x′ N ,y′ N ]}, N∈Z, N represents the sample size in D', and Z represents an integer; the generated data D' is divided into independent variables x′ j and dependent variables y j ′, i∈[1,2,…,N].
如图2所示,注意力模块1是一个多层感知机连接在生成器上,它的隐含层设置是[32];它的输入是生成数据的自变量x′i,输出层是因变量的预测值为了使/>尽可能地与yj′相等,生成器的损失函数LG *增加了和注意力模块1有关的新的损失项LA1,更新如下:As shown in Figure 2, attention module 1 is a multi-layer perceptron connected to the generator, and its hidden layer is set as [32]; its input is the independent variable x′ i of the generated data, and the output layer is the predicted value of the dependent variable In order to make/> As much as possible, the generator’s loss function LG * adds a new loss term LA1 related to attention module 1 and is updated as follows:
其中,D(·)是指判别器的输出,E表示期望,x~Pg指样本x来自生成数据;β是注意力模块1的回归系数,用于调节回归损失LA1在生成器损失LG*中的比重;表示取二范数。同时,注意力模块1的网络参数也可以由真实数据 D=[X,Y]={xi,yi}={[x1,y1],[x2,y2],…,[xM,yM]},M∈Z,i=1,2,…,M进行微调,此时,真实数据的自变量xi被作为输入,来控制生成数据变量之间的回归关系,微调损失如下所示:Where D(·) refers to the output of the discriminator, E represents the expectation, x~ Pg refers to the sample x coming from the generated data; β is the regression coefficient of the attention module 1, which is used to adjust the proportion of the regression loss LA1 in the generator loss LG *; Indicates taking the two-norm. At the same time, the network parameters of the attention module 1 can also be fine-tuned by the real data D = [X, Y] = { xi , yi } = {[ x1 , y1 ], [ x2 , y2 ], ..., [ xM , yM ]}, M∈Z, i = 1, 2, ..., M. At this time, the independent variable xi of the real data is used as input to control the regression relationship between the generated data variables. The fine-tuning loss is as follows:
其中,M是真实数据的个数,α是微调系数;则生成器的损失函数还可以为LG *’=LG *+LA1’。Among them, M is the number of real data, α is the fine-tuning coefficient; then the loss function of the generator can also be LG * '= LG * + LA1 '.
如图3所示,注意力模块2设置在判别器网络的前端,RA-GAN的判别器也是一个多层感知机,它用于判别输入数据是真实数据还是生成数据,它的隐含层设置是[32,64,32]。As shown in Figure 3, the attention module 2 is set at the front end of the discriminator network. The discriminator of RA-GAN is also a multi-layer perceptron, which is used to determine whether the input data is real data or generated data. Its hidden layer setting is [32, 64, 32].
注意力模块2也是一个多层感知机,它的隐含层设置是[32]。输入的真实数据或生成数据被分割成自变量和因变量,真实数据的自变量xi或生成数据的自变量xj’被输入注意力模块 2,经网络映射之后输出或/>为了将真实数据和生成数据的回归关系的差异体现到判别器的结果中,因此注意力模块2的损失函数LA2被设计为:Attention module 2 is also a multi-layer perceptron, and its hidden layer setting is [32]. The input real data or generated data is divided into independent variables and dependent variables. The independent variable xi of the real data or the independent variable xj of the generated data is input into attention module 2 and output after network mapping. or/> In order to reflect the difference in the regression relationship between the real data and the generated data in the discriminator's results, the loss function LA2 of the attention module 2 is designed as:
其中,γ是注意力模块2的回归系数。Among them, γ is the regression coefficient of attention module 2.
最小化LA2使得注意力模块2隐含层的最后一层提取带有最大回归信息的特征;之后,将注意力模块2的输出或/>与输入对应的自变量(真实数据的自变量xi或生成数据的自变量 xj’)进行拼接,输入到之后的判别器多层感知机中。最后,带有注意力模块2的判别器的损失函数LD*为:Minimizing LA2 makes the last layer of the hidden layer of attention module 2 extract features with maximum regression information; then, the output of attention module 2 is or/> The independent variables corresponding to the input (the independent variables xi of the real data or the independent variables xj ' of the generated data) are concatenated and input into the subsequent discriminator multi-layer perceptron. Finally, the loss function LD * of the discriminator with attention module 2 is:
其中,第一项是真实数据输入判别器后的输出的期望值,D(·)是指判别器的输出,x~Pr指样本x来自真实数据;第二项是生成数据输入判别器后的输出的期望值;第三项是梯度惩罚项,λ代表梯度惩罚因子,表示数据来自真实数据和生成数据之间的样本空间,/>是判别器梯度/>的二范数。Among them, the first term is the expected value of the output after the real data is input into the discriminator, D(·) refers to the output of the discriminator, and x~P r means that the sample x comes from the real data; the second term is the expected value of the output after the generated data is input into the discriminator; the third term is the gradient penalty term, λ represents the gradient penalty factor, Indicates that the data comes from the sample space between the real data and the generated data, /> is the discriminator gradient/> The second norm of .
如图4所示,基于上述RA-GAN,提出了工业过程中的数据增强的回归建模方法:As shown in Figure 4, based on the above RA-GAN, a regression modeling method for data enhancement in industrial processes is proposed:
1、收集原始数据,在去除离群值和数据归一化后得到自变量xi和yi,i=1~M。1. Collect the original data, and obtain the independent variables x i and y i after removing outliers and normalizing the data, where i = 1 to M.
2、将xi和yi拼接重构,得到新的数据D=[X,Y]={[x1,y1],[x2,y2],…,[xM,yM]},M∈Z。2. Concatenate xi and yi to reconstruct the new data D = [X, Y] = {[x 1 , y 1 ], [x 2 , y 2 ], …, [x M , y M ]}, M∈Z.
3、用D无监督地训练一个上述RA-GAN,直至其收敛。3. Use D to unsupervisedly train the above RA-GAN until it converges.
4、用训练好的RA-GAN生成虚拟的数据D′=[X′,Y′]={[x′1,y′1],[x′2,y′2],…,[x′N,y′N]},N∈Z。4. Use the trained RA-GAN to generate virtual data D′=[X′,Y′]={[x′ 1 ,y′ 1 ],[x′ 2 ,y′ 2 ],…,[x′ N ,y′ N ]}, N∈Z.
5、将生成数据D’加入到真实数据集D中,进行数据增强,得到增强数据集{D,D’}。5. Add the generated data D’ to the real data set D for data enhancement to obtain the enhanced data set {D, D’}.
6、将增强数据集的数据分割成自变量{X,X′}和因变量{Y,Y′},用于训练回归模型。6. Split the data of the augmented dataset into independent variables {X, X′} and dependent variables {Y, Y′} for training the regression model.
7、将测试数据的自变量输入到训练好的回归模型中,得到预测的因变量。7. Input the independent variables of the test data into the trained regression model to obtain the predicted dependent variables.
以下结合一个具体的二氧化碳吸收过程的例子来说明基于RA-GAN的数据增强回归建模的性能。二氧化碳吸收塔是尿素合成工业中的关键设备,它用来除去混合气体中的二氧化碳,防止其影响最后产品的质量。但是,二氧化碳含量是一种难以实时检测的变量,需要通过质谱仪离线分析才能得到。因此我们需要在小样本的情况下来建立二氧化碳的软测量模型。The following example uses a specific carbon dioxide absorption process to illustrate the performance of data augmented regression modeling based on RA-GAN. The carbon dioxide absorption tower is a key equipment in the urea synthesis industry. It is used to remove carbon dioxide from the mixed gas to prevent it from affecting the quality of the final product. However, the carbon dioxide content is a variable that is difficult to detect in real time and requires offline analysis by a mass spectrometer. Therefore, we need to establish a soft measurement model for carbon dioxide in the case of a small sample.
表1:二氧化碳吸收过程自变量列表Table 1: List of independent variables for carbon dioxide absorption process
二氧化碳吸收过程总共有11个自变量,如表1所示。我们收集了包含质变量和因变量在内的300个样本,将其中的100作为训练,剩余200个作为测试。在使用支持向量回归模型建立回归模型的基础上,分别用带梯度惩罚的Wasserstein生成对抗网络(WGAN-GP)和RA-GAN对其进行数据增强。WAGAN-GP和RA-GAN分别在相同的学习率和优化算法下迭代了12000个循环,图5展示了最后的结果,我们采用了回归模型预测结果与真实值的均方根误差(RMSE)来作为对比指标。There are a total of 11 independent variables in the carbon dioxide absorption process, as shown in Table 1. We collected 300 samples including qualitative variables and dependent variables, 100 of which were used for training and the remaining 200 for testing. Based on the use of the support vector regression model to establish the regression model, the Wasserstein generative adversarial network with gradient penalty (WGAN-GP) and RA-GAN were used for data enhancement. WAGAN-GP and RA-GAN were iterated for 12,000 cycles under the same learning rate and optimization algorithm, respectively. Figure 5 shows the final results. We used the root mean square error (RMSE) between the regression model prediction result and the true value as the comparison indicator.
从图5中,我们可以看出,WGAN-GP由于没有考虑到生成数据变量间的回归关系,它所产生的生成数据增加新的回归信息,因此无法对原有的回归模型性能有所改善。然而RA-GAN在数据生成时,引入了对引变量的注意力机制,有效地保留了数据变量间的回归关系。因此它的数据增强效果是明显。此外,随着生成数据的增加,数据增强回归模型的性能也有相应的提升。From Figure 5, we can see that WGAN-GP does not take into account the regression relationship between generated data variables. The generated data it generates adds new regression information, so it cannot improve the performance of the original regression model. However, RA-GAN introduces an attention mechanism for the reference variables when generating data, which effectively retains the regression relationship between data variables. Therefore, its data enhancement effect is obvious. In addition, with the increase of generated data, the performance of the data enhancement regression model is also improved accordingly.
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