A New Hyper-Parameter Optimization Method for Power Load Forecast Based on Recurrent Neural Networks
Abstract
:1. Introduction
2. Preliminaries
2.1. Bayesian Optimization
2.2. Particle Swarm Optimization
2.3. Recurrent Neural Network
3. BO-PSO
3.1. Algorithm Framework
3.2. Algorithm Framework
Algorithm 1 BO-PSO. |
Input: surrogate model for f, acquisition function |
Output: hyper-parameters vector optimal |
Step 1. Initialize hyper-parameters vector ; |
Step 2. For do: |
Step 3. Using algorithm 1 to maximize the acquisition function to get the next evaluation point: ; |
Step 4. Evaluation objective function value ; |
Step 5. Update data: , and update the surrogate model; |
Step 6. End for. |
4. Results
4.1. Data Sets and Setups
4.2. Comparative Prediction Results
5. Conclusions
Author Contributions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
References
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Hyper-Parameters | Type | Range |
---|---|---|
Feature length | Integer | (5, 50) |
Number of network units | Integer | (5, 50) |
Batch size of training data | Integer | (32, 4096) |
Model | |
---|---|
RNN-BO-PSO | 0.9909 |
RNN-BO-L-BFGS-B | 0.9908 |
RNN-BO-TNC | 0.9907 |
LSTM-BO-PSO | 0.9951 |
LSTM-BO-L-BFGS-B | 0.9945 |
LSTM-BO-TNC | 0.9948 |
Model | Feature Length | Number of Network Units | Batch Size of Training Data |
---|---|---|---|
RNN-BO-L-BFGS-B | 44 | 34 | 64 |
RNN-BO-TNC | 49 | 34 | 64 |
RNN-BO-PSO | 47 | 38 | 64 |
LSTM-BO-L-BFGS-B | 23 | 33 | 64 |
LSTM-BO-TNC | 23 | 32 | 64 |
LSTM-BO-PSO | 45 | 38 | 32 |
Model | NMSE (%) | NMDSE (%) |
---|---|---|
RNN-BO-L-BFGS-B | 0.0361 | 0.0106 |
RNN-BO-TNC | 0.0344 | 0.0102 |
RNN-BO-PSO | 0.0324 | 0.0092 |
LSTM-BO-L-BFGS-B | 0.0549 | 0.0172 |
LSTM-BO-TNC | 0.0560 | 0.0177 |
LSTM-BO-PSO | 0.0556 | 0.0164 |
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Li, Y.; Zhang, Y.; Cai, Y. A New Hyper-Parameter Optimization Method for Power Load Forecast Based on Recurrent Neural Networks. Algorithms 2021, 14, 163. https://doi.org/10.3390/a14060163
Li Y, Zhang Y, Cai Y. A New Hyper-Parameter Optimization Method for Power Load Forecast Based on Recurrent Neural Networks. Algorithms. 2021; 14(6):163. https://doi.org/10.3390/a14060163
Chicago/Turabian StyleLi, Yaru, Yulai Zhang, and Yongping Cai. 2021. "A New Hyper-Parameter Optimization Method for Power Load Forecast Based on Recurrent Neural Networks" Algorithms 14, no. 6: 163. https://doi.org/10.3390/a14060163