CN110413494A - A kind of LightGBM method for diagnosing faults improving Bayes's optimization - Google Patents

A kind of LightGBM method for diagnosing faults improving Bayes's optimization Download PDF

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CN110413494A
CN110413494A CN201910532139.3A CN201910532139A CN110413494A CN 110413494 A CN110413494 A CN 110413494A CN 201910532139 A CN201910532139 A CN 201910532139A CN 110413494 A CN110413494 A CN 110413494A
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姜少飞
许青青
邬天骥
李吉泉
李志�
高启龙
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Abstract

The invention discloses a kind of LightGBM method for diagnosing faults of improvement Bayes optimization, comprising the following steps: 1) determines the hyper parameter and hyper parameter value range that LightGBM model needs to optimize;2) Bayesian Optimization Algorithm is improved, obtains improving Bayesian Optimization Algorithm GP-ProbHedge;3) it combines five folding cross validation modes to choose the optimal hyper parameter of fault diagnosis model using the method for step 2) to combine;4) building improves Bayes's optimization LightGBM fault diagnosis model, and provides model iterative process and optimum results.By using above-mentioned technology, compared with prior art, the present invention proposes that a kind of improved Bayesian Optimization Algorithm optimizes selection to the parameter of fault model, it is improved by the covariance function of acquisition function and its Gaussian process to traditional Bayesian Optimization Algorithm, it proposes that improving Bayes optimizes LightGBM method for diagnosing faults simultaneously, diagnosis prediction is carried out to the failure of equipment.

Description

A kind of LightGBM method for diagnosing faults improving Bayes's optimization
Technical field
The present invention relates to fault diagnosis technology fields more particularly to a kind of LightGBM failure for improving Bayes's optimization to examine Disconnected method.
Background technique
The research hotspot of fault diagnosis is mainly the data-driven method for diagnosing faults based on machine learning algorithm at present, but It is the fault diagnosis model based on this method building there are still the uncertain situation of quantity of parameters, leads to Symbolic fault diagnosis precision Fluctuate big problem.The variation of different hyper parameters the predictablity rate of fault diagnosis model is influenced it is very big, choose one compared with Good parameter combination can play the superior function of fault diagnosis model, and largely promote fault diagnosis discrimination, from And great economic benefit is brought to enterprise.So how to choose the hyper parameter combination that model can be made to reach highest recognition accuracy Will be most important, also increasingly by the attention of researcher.
Summary of the invention
For the above-mentioned problems in the prior art, fault diagnosis accuracy band is given in order to solve hyper parameter uncertainty Come the problem of influence, the object of the invention with a kind of LightGBM method for diagnosing faults of improvement Bayes optimization is provided, be used for Solve the problems, such as that hyper parameter uncertainty is affected to fault diagnosis model accuracy, so as to improve fault diagnosis precision and mould Type robustness.
Technical scheme is as follows:
A kind of LightGBM method for diagnosing faults improving Bayes's optimization, it is characterised in that the following steps are included:
1) hyper parameter and hyper parameter value range that LightGBM model needs to optimize are determined;
2) Bayesian Optimization Algorithm is improved, obtains improving Bayesian Optimization Algorithm GP-ProbHedge;
3) it combines five folding cross validation modes to choose the optimal hyper parameter of fault diagnosis model using the method for step 2) to combine;
4) building improves Bayes's optimization LightGBM fault diagnosis model, and provides model iterative process and optimization knot Fruit.
A kind of LightGBM method for diagnosing faults of improvement Bayes optimization, it is characterised in that the determination of step 1) The hyper parameter and hyper parameter value range that LightGBM model needs to optimize are as follows:
Hyper parameter max_depth sets value range as section [1,11];
Hyper parameter learning_rate sets value range as section [0.1,0.9];
Hyper parameter colsample_bytree sets value range as section [0.1,0.9];
Hyper parameter subsample sets value range as section [0.1,0.9];
Hyper parameter max_bin sets value range as section [25,150].
A kind of LightGBM method for diagnosing faults of described improvement Bayes optimization, it is characterised in that step 2) to shellfish The step of this optimization algorithm of leaf improves is as follows:
2.1) Gaussian process is improved: being used to using the covariance function of more strategy combination forms while being captured objective function Flatness and amplitude, shown in covariance function such as formula (1):
Wherein, r=| λ-λ ' |, λ indicates that evaluation point, the next evaluation point of λ ' expression, l are the hyper parameter of covariance function,Belong to Mat é rn covariance function cluster, for capturing the fluctuation situation of objective function;With To capture the Secular Variation Tendency of objective function, ρ1And ρ2Two coefficients respectively in formula, for indicating the corresponding combination form Covariance function be partial to capture target overall trend or periodicity;
It is optimal that hyper parameter uses the method for maximizing marginal likelihood to obtain, specific as follows: ρ in wushu1And ρ2As super ginseng Number, then the hyper parameter θ={ ρ being related in the covariance function of this combining form12, l } and by maximizing marginal likelihood come excellent Change, shown in the marginal likelihood such as formula (2) of log form:
Wherein: y indicates history observation, σnIndicate variance, I indicates that unit matrix, k indicate that covariance function, p indicate general Rate;Above-mentioned marginal likelihood is maximized by gradient descent method, is obtained an optimal estimation to θ, is come more using optimal θ New Gauss model, convenient for the iterative search best-evaluated point of next step;
2.2) acquisition function improves: improving on the basis of Bayesian Optimization Algorithm GP-Hedge, after obtaining improvement Acquisition function GP-ProbHedge, the acquisition function t walk iteration when, calculate every kind acquisition function maximum value obtain Corresponding candidate point, and optimal point is chosen from all candidate points, every kind is acquired the candidate point and its Effective Probability of function It combines,As best-evaluated point, N indicates acquisition function number in formula.
Detailed process is as follows: setting parameter η and initial accumulated earnings firstThen according to the calculating pair of each acquisition function The candidate point answeredSimultaneously according to initial accumulated earningsCalculate corresponding Effective Probability pt(j), according topt(j) and most Best-evaluated point is calculated in the calculation formula of whole evaluation point, and final updating raw data set is DtAnd the association side of Gauss model Poor hyper parameter θ, and updating accumulated earnings at this timeEnter next round iteration later;
2.3) it improves Bayesian Optimization Algorithm to realize, including calculates step as follows:
Step 2.3.1) according to the acquisition function GP-ProbHedge calculation of proposition, and 5 hyper parameters of initialization Sample point obtains next best-evaluated point λt
Step 2.3.2) according to λtAnd Gaussian process calculating target function value yt
Step 2.3.3) usage history sample D1:t-1And new samples (λt,yt) more new data set be D1:t
Step 2.3.4) update the more strategy combination form covariance functions of GP model hyper parameter θ={ ρ12,l};
Step 2.3.5) calculate current coefficient of correspondenceAnd total revenue
A kind of LightGBM method for diagnosing faults of improvement Bayes optimization, it is characterised in that the use of step 3) Step 2) method combines five folding cross validation modes to choose the optimal hyper parameter combination of fault diagnosis model, the five foldings cross validation Mode is as follows: first the initial data of acquisition being upset, is then randomly divided into five parts, is successively trained using four parts of data therein Model uses remaining a data to collect as verifying, to detect the identification classification accuracy of fault diagnosis model, finally takes and is testing Card collects the average value of five parts of obtained accuracy to assess diagnosis performance of the model in failure problems.
A kind of LightGBM method for diagnosing faults of improvement Bayes optimization, it is characterised in that the building of step 4) It improves Bayes and optimizes LightGBM fault diagnosis model, and provide model iterative process and optimum results, detailed process is as follows:
The hyper parameter for needing to optimize is determined according to LightGBM fault diagnosis model first, then sets each hyper parameter Value range, using Bayes's optimization method is improved, simultaneously five folding cross validation modes choose optimal hyper parameter combination, are corresponded to Improvement Bayes optimize LightGBM fault diagnosis model, and record cast iterative process and optimum results.
By using above-mentioned technology, compared with prior art:
1) present invention proposes that a kind of improved Bayesian Optimization Algorithm optimizes selection to the parameter of fault model, passes through The covariance function of acquisition function and its Gaussian process to traditional Bayesian Optimization Algorithm improves, while proposing to improve shellfish Ye Si optimizes LightGBM method for diagnosing faults, carries out diagnosis prediction to the failure of equipment.
2) this method is gathered around than common grid search Optimizing fault diagnosis method with Stochastic search optimization method for diagnosing faults There is better performance, model computation complexity is low, and failure predication efficiency and accuracy are high.
3) the invention proposes a kind of LightGBM method for diagnosing faults of improvement Bayes optimization, for solving hyper parameter The problem of uncertainty is affected to fault diagnosis model accuracy, so as to improve fault diagnosis precision and model robustness.
Detailed description of the invention
Fig. 1 is to improve Bayes's Optimization Framework;
Fig. 2 is five folding cross validation modes;
Fig. 3 is to improve Bayes to optimize LightGBM fault diagnosis model building process.
Specific embodiment
Below in conjunction with Figure of description, the invention will be further described, but protection scope of the present invention is not limited to This:
Improve the LightGBM method for diagnosing faults of Bayes's optimization, comprising the following steps:
1) hyper parameter and hyper parameter value range that LightGBM model needs to optimize are determined;The determination of step 1) The hyper parameter and hyper parameter value range that LightGBM model needs to optimize, in the following ways:
Hyper parameter max_depth sets value range as section [1,11];
Hyper parameter learning_rate sets value range as section [0.1,0.9];
Hyper parameter colsample_bytree sets value range as section [0.1,0.9];
Hyper parameter subsample sets value range as section [0.1,0.9];
Hyper parameter max_bin sets value range as section [25,150].
2) Bayesian Optimization Algorithm is improved;
2.1) Gaussian process is improved: in Gauss model initialization, covariance function therein is to calculate two data points Between similitude function, it specifies the flatness and amplitude of unknown object function.Therefore, straight to the selection of covariance function The matching degree affected between Gaussian process and data character is connect, while single covariance function can not be in all problems On show best performance, and inappropriate covariance hyper parameter also results in the estimation inaccuracy of Posterior distrbutionp.Based on this, The covariance function using more strategy combination forms is proposed, for capturing the flatness and amplitude of objective function, form simultaneously Are as follows:
Wherein, r=| λ-λ ' |, λ indicates that evaluation point, the next evaluation point of λ ' expression, l are the super ginseng of covariance function Number, formula first item belong to Mat é rn covariance function cluster, have high flexibility, for capturing the fluctuation situation of target, formula Section 2 is used to capture the Secular Variation Tendency of target, ρ1And ρ2Two coefficients respectively in formula, they are used to indicate the group The covariance function of conjunction form is partial to capture target overall trend or periodicity.The covariance function of this combining form is opposite In single covariance function more robust, it is adapted to the solution of the Function Fitting in a variety of situations, makes Gaussian process and mesh The matching degree marked between property is higher, guarantees to obtain more preferably prediction result with this.
ρ in wushu1And ρ2It is equally used as hyper parameter, complete Bayes, which is handled in the covariance function of this combining form, to be related to And the hyper parameter θ={ ρ arrived12, l } and optimized by maximizing marginal likelihood.The marginal likelihood of its log form are as follows:
Above-mentioned likelihood, an available optimal estimation to θ are maximized by gradient descent method.
When maximum likelihood method optimizes and calculates hyper parameter, its complexity is this more strategy combination form covariance function Twice of O (n3), although computation complexity can be improved, it ensure that the flatness and amplitude of unknown object function, adaptively Learn the coefficient of correspondence of covariance function to be fitted various situations, improves model quality.
2.2) acquisition function improves: in the latest Progress of acquisition function, using the Bayes of single acquisition function Optimization algorithm cannot all show best performance on all problems.Therefore in order to obtain one with strong robustness Method, Shahriari etc. propose a kind of combined strategy ESP (Entropy Search Portfolio, ESP) based on information Method.This method forms candidate point set the candidate point that function obtains is acquired from every kind in each iteration, is then based on Entropy searching method selects that the candidate point of most information can be provided as evaluation point for globally optimal solution.Brochu etc. proposes one kind Use the Bayesian Optimization Algorithm of a variety of acquisition functions of the strategy combination that liquidates, referred to as GP-Hedge.The difference is that it should with ESP Method chooses evaluation point according to the strategy that liquidates from candidate point.The so-called strategy that liquidates is exactly according to the effective of each acquisition function i Probability p (i) chooses evaluation point, and Probability p (i) is calculated according to the accumulated earnings of acquisition function i.
Although the above method obtains best-evaluated point by comparing the candidate point that each acquisition function provides, substantially What the evaluation point was still only obtained from single acquisition function, therefore the information that the point includes also only is determined by the single acquisition function It is fixed, have ignored other acquisition possible incomes of function.Based on this, one kind is proposed on the basis of the GP-Hedge of the studies above Improved acquisition function, is named as GP-ProbHedge.The acquisition function can equally calculate every kind when t walks iteration The maximum value of acquisition function obtains corresponding candidate point, but is different from GP-Hedge and chooses optimal point from all candidate points, It combines the candidate point that every kind acquires function with its Effective Probability,As best-evaluated point, N indicates acquisition function number in formula.
Table 1 is the specific calculation process of GP-ProbHedge.Parameter η and initial accumulated earnings are set firstThen root Corresponding candidate point is calculated according to each acquisition functionSimultaneously according to accumulated earningsCalculate corresponding Effective Probability pt(j), root According topt(j) and final evaluation point λ is calculated in the formula of propositiont, final updating raw data set is DtAnd Gauss model Covariance hyper parameter θ, and update accumulated earnings at this time calculatingEnter next round iteration later.Improved acquisition letter Number not only possesses whole advantages of GP-Hedge method, but also has merged the information in acquisition function not of the same race, and this method can There is the acquisition function of performance difference in tolerance combination, the tactful initial stage that solves the problems, such as to liquidate may make wrong choice, with more Strong robustness and higher global optimization efficiency.
1 GP-ProbHedge calculation process of table
2.3) it improves Bayesian Optimization Algorithm to realize: in conclusion improved Bayesian Optimization Algorithm frame such as Fig. 1 institute Show.Steps are as follows for its specific calculating:
Step 2.3.1) according to the acquisition function GP-ProbHedge calculation of proposition, and 5 samples initialized, Obtain next best-evaluated point λt
Step 2.3.2) according to λtAnd GP model calculating target function value yt
Step 2.3.3) usage history sample D1:t-1And new samples (λt,yt) more new data set be D1:t.(in t-1 iteration All samples, the new samples of current t step are (λt,yt), altogether it is exactly all samples of t iteration).
Step 2.3.4) update the more strategy combination form covariance functions of GP model hyper parameter θ={ ρ12,l}。
Step 2.3.5) calculate current coefficient of correspondenceAnd total revenueDetailed process is as shown in table 1.
3) it combines five folding cross validation modes to choose the optimal hyper parameter of fault diagnosis model using step 2) method to combine;
3.1) in order to ensure the stability and accuracy of model prediction result, herein by the way of five folding cross validations, First the initial data of acquisition is upset, is then randomly divided into five parts, successively carrys out training pattern using four parts of data therein, is used Remaining portion data are as verifying collection, to detect the identification classification accuracy of fault diagnosis model, division mode such as Fig. 2 institute Show.The average value of the five parts of accuracy obtained on verifying collection is finally taken to assess diagnosis performance of the model in failure problems.
4) building improves Bayes's optimization LightGBM fault diagnosis model, and provides model iterative process and optimum results.
It is illustrated in figure 3 and improves Bayes's optimization LightGBM fault diagnosis model building process.It is examined first according to failure Disconnected model determines the hyper parameter set for needing to optimize, and then sets the value interval of each hyper parameter, and using improving, Bayes is excellent Change method combines five folding cross validation modes to obtain corresponding fault diagnosis model, and records iterative process and optimum results.
In order to guarantee the reliability of fault data and the repeatability of result, fault data derives from UCI machine learning Database.It is the fault data of stainless steel plate, it shares seven kinds of possible defect failure (spot corrosion, Z_ scratch, K_ scratches, stain Trace, dirty, salient point, other failures), 30 dimensional parameters, totally 1941 data instances.The research purpose of the data is correct The type of Forecasting recognition stainless steel surface defect failure.
Table 2 is based on above-mentioned data set, using the iterative calculation for improving Bayes's optimization LightGBM fault diagnosis model Process.Serial number 1-5 is five sample points of initialization, the result that serial number 6-20 is Optimized Iterative 15 times after initialization.From table In it can be found that improve Bayes optimize LightGBM model utilize existing five sample point information, capture model quickly The fluctuation situation that objective function is really distributed, and quickly reach higher accuracy 97.5%, then by subsequent iteration several times, Posterior distrbutionp perfection is gradually set to be fitted true distribution situation.It improves Bayes and optimizes the standard that LightGBM fault diagnosis model obtains Exactness extreme value is 98.2%, and extraordinary model hyper parameter is only just achieved under fewer iterations number.As it can be seen that improving Bayes Optimize LightGBM method for diagnosing faults, required calculating time complexity is lower, and failure predication accuracy is higher, has centainly Practicability and validity.
Table 2 improves BOA-LightGBM diagnostic model calculated result

Claims (5)

1. a kind of LightGBM method for diagnosing faults for improving Bayes's optimization, it is characterised in that the following steps are included:
1) hyper parameter and hyper parameter value range that LightGBM model needs to optimize are determined;
2) Bayesian Optimization Algorithm is improved, obtains improving Bayesian Optimization Algorithm GP-ProbHedge;
3) it combines five folding cross validation modes to choose the optimal hyper parameter of fault diagnosis model using the method for step 2) to combine;
4) building improves Bayes's optimization LightGBM fault diagnosis model, and provides model iterative process and optimum results.
2. a kind of LightGBM method for diagnosing faults for improving Bayes's optimization according to claim 1, it is characterised in that The hyper parameter and hyper parameter value range that the determination LightGBM model of step 1) needs to optimize are as follows:
Hyper parameter max_depth sets value range as section [1,11];
Hyper parameter learning_rate sets value range as section [0.1,0.9];
Hyper parameter colsample_bytree sets value range as section [0.1,0.9];
Hyper parameter subsample sets value range as section [0.1,0.9];
Hyper parameter max_bin sets value range as section [25,150].
3. a kind of LightGBM method for diagnosing faults for improving Bayes's optimization according to claim 1, it is characterised in that Step 2) it is as follows the step of being improved to Bayesian Optimization Algorithm:
2.1) Gaussian process is improved: being used to using the covariance function of more strategy combination forms while being captured the smooth of objective function Property and amplitude, shown in covariance function such as formula (1):
Wherein, r=| λ-λ ' |, λ indicates that evaluation point, the next evaluation point of λ ' expression, l are the hyper parameter of covariance function,Belong to Mat é rn covariance function cluster, for capturing the fluctuation situation of objective function; For capturing the Secular Variation Tendency of objective function, ρ1And ρ2Two coefficients respectively in formula, for indicating the corresponding combination shape The covariance function of formula is partial to capture target overall trend or periodicity;
It is optimal that hyper parameter uses the method for maximizing marginal likelihood to obtain, specific as follows: ρ in wushu1And ρ2As hyper parameter, The hyper parameter θ={ ρ being then related in the covariance function of this combining form12, l } optimized by maximizing marginal likelihood, Shown in the marginal likelihood such as formula (2) of its log form:
Wherein: y indicates history observation, σnIndicate variance, I indicates that unit matrix, k indicate that covariance function, p indicate probability;It is logical Gradient descent method is crossed to maximize above-mentioned marginal likelihood, an optimal estimation to θ is obtained, carrys out more new peak using optimal θ This model, convenient for the iterative search best-evaluated point of next step;
2.2) acquisition function improves: improving on the basis of Bayesian Optimization Algorithm GP-Hedge, obtains improved adopt Set function GP-ProbHedge, when t walks iteration, the maximum value for calculating every kind of acquisition function is corresponded to the acquisition function Candidate point, and choose optimal point from all candidate points, the candidate point that every kind acquires function mutually tied with its Effective Probability It closes,As best-evaluated point, N indicates acquisition function number in formula;
Detailed process is as follows: setting parameter η and initial accumulated earnings firstThen it is calculated according to each acquisition function corresponding Candidate pointSimultaneously according to initial accumulated earningsCalculate corresponding Effective Probability pt(j), according topt(j) and finally it assesses Best-evaluated point is calculated in the calculation formula of point, and final updating raw data set is DtAnd the super ginseng of covariance of Gauss model Number θ, and updating accumulated earnings at this timeEnter next round iteration later;
2.3) it improves Bayesian Optimization Algorithm to realize, including calculates step as follows:
Step 2.3.1) according to the acquisition function GP-ProbHedge calculation of proposition, and 5 hyper parameter samples of initialization Point obtains next best-evaluated point λt
Step 2.3.2) according to λtAnd Gaussian process calculating target function value yt
Step 2.3.3) usage history sample D1:t-1And new samples (λt,yt) more new data set be D1:t
Step 2.3.4) update the more strategy combination form covariance functions of GP model hyper parameter θ={ ρ12,l};
Step 2.3.5) calculate current coefficient of correspondenceAnd total revenue
4. a kind of LightGBM method for diagnosing faults for improving Bayes's optimization according to claim 1, it is characterised in that The use step 2) method of step 3) combines five folding cross validation modes to choose the optimal hyper parameter combination of fault diagnosis model, described Five folding cross validation modes are as follows: first the initial data of acquisition being upset, is then randomly divided into five parts, successively uses therein four Part data carry out training pattern, and remaining a data is used to collect as verifying, to detect the identification classification of fault diagnosis model accurately Degree finally takes the average value of the five parts of accuracy obtained on verifying collection diagnostic in failure problems to assess the model Energy.
5. a kind of LightGBM method for diagnosing faults for improving Bayes's optimization according to claim 1, it is characterised in that The building of step 4) improves Bayes and optimizes LightGBM fault diagnosis model, and provides model iterative process and optimum results, Detailed process is as follows:
The hyper parameter for needing to optimize is determined according to LightGBM fault diagnosis model first, then sets the value of each hyper parameter Range, using Bayes's optimization method is improved, simultaneously five folding cross validation modes choose optimal hyper parameter combination, obtain corresponding change Optimize LightGBM fault diagnosis model, and record cast iterative process and optimum results into Bayes.
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