损失函数（二）

来源：中国大学MOOC 曹健 《TensorFlow笔记》

#coding:utf-8
#利润大于成本，希望模型尽可能往多了预测
#0导入模块，生成数据集
import tensorflow as tf
import numpy as np
BATCH_SIZE = 8
SEED = 23455
COST = 1
PROFIT = 9

rdm = np.random.RandomState(SEED)
X = rdm.rand(32,2)
Y_= [[x1+x2+(rdm.rand()/10.0-0.05)] for (x1,x2) in X]

#1定义神经网络的输入、参数和输出，定义前向传播过程
x = tf.placeholder(tf.float32, shape=(None, 2))
y_= tf.placeholder(tf.float32, shape=(None, 1))
w1 = tf.Variable(tf.random_normal([2,1], stddev=1, seed=1))
y = tf.matmul(x,w1)

#2定义损失函数及反向传播方法
#定义损失函数使得预测少了的损失大，于是模型应该偏向多的方向预测
loss_mse = tf.reduce_sum(tf.where(tf.greater(y,y_),(y-y_)*COST,(y_-y)*PROFIT))
train_step = tf.train.GradientDescentOptimizer(0.001).minimize(loss_mse)

#3生成会话，训练STEPS轮
with tf.Session() as sess:
    init_op = tf.global_variables_initializer()
    sess.run(init_op)
    STEPS = 20000
    for i in range(STEPS):
        start = (i*BATCH_SIZE) % 32
        end = (i*BATCH_SIZE) % 32 + BATCH_SIZE
        sess.run(train_step, feed_dict={x:X[start:end], y_:Y_[start:end]})
        if i % 500 == 0:
            print "After %d training steps, w1 is:" % (i)
            print sess.run(w1)
    print "Final w1 is: \n",sess.run(w1)

 若成本大于利润，则会发现模型会往小的方向预测。

将COST=9，PROFIT=1，结果如下：