如何创建包含特征选择和 KerasClassifier 的 sklearn Pipeline？ GridSearchCV 期间 input_dim 更改的问题

我创建了一个 sklearn Pipeline，它使用 SelectPercentile(f_classif) 进行通过管道传输到 KerasClassifier 的特征选择。 SelectPercentile 使用的百分位是网格搜索中的超参数。这意味着输入尺寸在网格搜索期间会发生变化，并且我未能成功设置 KerasClassifier 的 input_dim 以相应地适应此参数。

我不认为有办法访问 sklearn 的 GridSearchCV 中的 KerasClassifier 中通过管道传输的减少的数据维度。也许有一种方法可以在 Pipeline 中的 SelectPercentile 和 KerasClassifier 之间共享单个超参数（以便百分位超参数可以确定 input_dim）？我认为一个可能的解决方案是构建一个自定义分类器，将管道中的两个步骤包装成一个步骤，以便可以共享百分位超参数。

到目前为止，该错误始终会产生“ValueError：检查输入时出错：预期dense_1_input具有形状（112，）但在模型拟合期间得到形状为（23，）的数组”的变体。

def create_baseline(input_dim=10, init='normal', activation_1='relu', activation_2='relu', optimizer='SGD'):
    # Create model
    model = Sequential()
    model.add(Dense(50, input_dim=np.shape(X_train)[1], kernel_initializer=init, activation=activation_1))
    model.add(Dense(25, kernel_initializer=init, activation=activation_2))
    model.add(Dense(1, kernel_initializer=init, activation='sigmoid'))
    # Compile model
    model.compile(loss='binary_crossentropy', optimizer=optimizer, metrics=["accuracy"])
    return model

tuned_parameters = dict(
                            anova__percentile = [20, 40, 60, 80],
                            NN__optimizer = ['SGD', 'Adam'],
                            NN__init = ['glorot_normal', 'glorot_uniform'],
                            NN__activation_1 = ['relu', 'sigmoid'],
                            NN__activation_2 = ['relu', 'sigmoid'],
                            NN__batch_size = [32, 64, 128, 256]
                        )

kfold = StratifiedKFold(n_splits=10, shuffle=True, random_state=2)
for train_indices, test_indices in kfold.split(data, labels):
    # Split data
    X_train = [data[idx] for idx in train_indices]
    y_train = [labels[idx] for idx in train_indices]
    X_test = [data[idx] for idx in test_indices]
    y_test = [labels[idx] for idx in test_indices]

    # Pipe feature selection and classifier together
    anova = SelectPercentile(f_classif)
    NN = KerasClassifier(build_fn=create_baseline, epochs=1000, verbose=0)
    clf = Pipeline([('anova', anova), ('NN', NN)])      

    # Train model
    clf = GridSearchCV(clf, tuned_parameters, scoring='balanced_accuracy', n_jobs=-1, cv=kfold)
    clf.fit(X_train, y_train)
    # Test model
    y_true, y_pred = y_test, clf.predict(X_test)

我找到的解决方案是在 ANOVASelection 期间声明转换后的 X 的全局变量，然后在 create_model 中定义 input_dim 时访问该变量。

# Custom class to allow shape of transformed x to be known to classifier
class ANOVASelection(BaseEstimator, TransformerMixin):
    def __init__(self, percentile=10):
        self.percentile = percentile
        self.m = None
        self.X_new = None
        self.scores_ = None

    def fit(self, X, y):
        self.m = SelectPercentile(f_classif, self.percentile)
        self.m.fit(X,y)
        self.scores_ = self.m.scores_
        return self

    def transform(self, X):
        global X_new
        self.X_new = self.m.transform(X)
        X_new = self.X_new
        return self.X_new


# Define neural net architecture 
def create_model(init='normal', activation_1='relu', activation_2='relu', optimizer='SGD', decay=0.1):
    clear_session()
    # Determine nodes in hidden layers (Huang et al., 2003)
    m = 1 # number of ouput neurons
    N = np.shape(data)[0] # number of samples
    hn_1 = int(np.sum(np.sqrt((m+2)*N)+2*np.sqrt(N/(m+2))))
    hn_2 = int(m*np.sqrt(N/(m+2)))
    # Create layers
    model = Sequential()

    if optimizer == 'SGD':
        model.add(Dense(hn_1, input_dim=np.shape(X_new)[1], kernel_initializer=init,
                        kernel_regularizer=regularizers.l2(decay/2), activation=activation_1))
        model.add(Dense(hn_2, kernel_initializer=init, kernel_regularizer=regularizers.l2(decay/2),
                        activation=activation_2))
    elif optimizer == 'AdamW':
        model.add(Dense(hn_1, input_dim=np.shape(X_new)[1], kernel_initializer=init,
                        kernel_regularizer=regularizers.l2(decay), activation=activation_1))
        model.add(Dense(hn_2, kernel_initializer=init, kernel_regularizer=regularizers.l2(decay),
                        activation=activation_2))

    model.add(Dense(1, kernel_initializer=init, activation='sigmoid'))
    if optimizer == 'SGD':
        model.compile(loss='binary_crossentropy', optimizer=optimizer, metrics=["accuracy"])
    if optimizer == 'AdamW':
        model.compile(loss='binary_crossentropy', optimizer=AdamW(), metrics=["accuracy"])
    return model


tuned_parameters = dict(
                            ANOVA__percentile = [20, 40, 60, 80],
                            NN__optimizer = ['SGD', 'AdamW'],
                            NN__init = ['glorot_normal', 'glorot_uniform'],
                            NN__activation_1 = ['relu', 'sigmoid'],
                            NN__activation_2 = ['relu', 'sigmoid'],
                            NN__batch_size = [32, 64, 128, 256],
                            NN__decay = [10.0**i for i in range(-10,-0) if i%2 == 1]
                        )

kfold = StratifiedKFold(n_splits=10, shuffle=True, random_state=2)
for train_indices, test_indices in kfold.split(data, labels):
    # Ensure models from last iteration have been cleared.
    clear_session()

    # Learning Rate
    clr = CyclicLR(mode='triangular', base_lr=0.001, max_lr=0.6, step_size=5) 

    # Split data
    X_train = [data[idx] for idx in train_indices]
    y_train = [labels[idx] for idx in train_indices]
    X_test = [data[idx] for idx in test_indices]
    y_test = [labels[idx] for idx in test_indices]

    # Apply mean and variance center based on training fold
    scaler = StandardScaler().fit(X_train)
    X_train = scaler.transform(X_train)
    X_test = scaler.transform(X_test)

    # Memory handling
    cachedir = tempfile.mkdtemp()
    mem = Memory(location=cachedir, verbose=0)
    f_classif = mem.cache(f_classif)

    # Build and train model
    ANOVA = ANOVASelection(percentile=5)
    NN = KerasClassifier(build_fn=create_model, epochs=1000, verbose=0)
    clf = Pipeline([('ANOVA', ANOVA), ('NN', NN)])
    clf = GridSearchCV(clf, tuned_parameters, scoring='balanced_accuracy', n_jobs=28, cv=kfold)
    clf.fit(X_train, y_train, NN__callbacks=[clr])

    # Test model
    y_true, y_pred = y_test, clf.predict(X_test)