我正在尝试拟合幂律函数,以便找到最合适的参数。但是,我发现如果参数的初始猜测不同,则“最适合”输出是不同的。除非我找到正确的初始猜测,否则我可以获得最佳优化,而不是局部优化。有没有办法找到**合适的初始猜测**????。下面列出了我的代码。请随时输入任何信息。谢谢!
import numpy as np
import pandas as pd
from scipy.optimize import curve_fit
import matplotlib.pyplot as plt
%matplotlib inline
# power law function
def func_powerlaw(x,a,b,c):
return a*(x**b)+c
test_X = [1.0,2,3,4,5,6,7,8,9,10]
test_Y =[3.0,1.5,1.2222222222222223,1.125,1.08,1.0555555555555556,1.0408163265306123,1.03125, 1.0246913580246915,1.02]
predict_Y = []
for x in test_X:
predict_Y.append(2*x**-2+1)
如果我与默认初始猜测一致,即 p0 = [1,1,1]
popt, pcov = curve_fit(func_powerlaw, test_X[1:], test_Y[1:], maxfev=2000)
plt.figure(figsize=(10, 5))
plt.plot(test_X, func_powerlaw(test_X, *popt),'r',linewidth=4, label='fit: a=%.4f, b=%.4f, c=%.4f' % tuple(popt))
plt.plot(test_X[1:], test_Y[1:], '--bo')
plt.plot(test_X[1:], predict_Y[1:], '-b')
plt.legend()
plt.show()
如果我将初始猜测更改为 p0 = [0.5,0.5,0.5]
popt, pcov = curve_fit(func_powerlaw, test_X[1:], test_Y[1:], p0=np.asarray([0.5,0.5,0.5]), maxfev=2000)
--------------------2018 年 7 月 10 日更新---------------- ---------------------------------------------- ---------------------------------------------- ------
因为我需要运行数千甚至数百万 的幂律函数,使用@James Phillips 的方法太昂贵了。那么除了curve_fit还有什么方法合适呢?比如sklearn, np.linalg.lstsq等
请您参考如下方法:
这是使用 scipy.optimize.differential_evolution 遗传算法的示例代码,以及您的数据和方程。这个 scipy 模块使用拉丁超立方体算法来确保对参数空间进行彻底搜索,因此需要在搜索范围内进行搜索——在本例中,这些范围基于数据的最大值和最小值。对于其他问题,如果您知道预期的参数值范围,则可能需要提供不同的搜索范围。
import numpy, scipy, matplotlib
import matplotlib.pyplot as plt
from scipy.optimize import curve_fit
from scipy.optimize import differential_evolution
import warnings
# power law function
def func_power_law(x,a,b,c):
return a*(x**b)+c
test_X = [1.0,2,3,4,5,6,7,8,9,10]
test_Y =[3.0,1.5,1.2222222222222223,1.125,1.08,1.0555555555555556,1.0408163265306123,1.03125, 1.0246913580246915,1.02]
# function for genetic algorithm to minimize (sum of squared error)
def sumOfSquaredError(parameterTuple):
warnings.filterwarnings("ignore") # do not print warnings by genetic algorithm
val = func_power_law(test_X, *parameterTuple)
return numpy.sum((test_Y - val) ** 2.0)
def generate_Initial_Parameters():
# min and max used for bounds
maxX = max(test_X)
minX = min(test_X)
maxY = max(test_Y)
minY = min(test_Y)
maxXY = max(maxX, maxY)
parameterBounds = []
parameterBounds.append([-maxXY, maxXY]) # seach bounds for a
parameterBounds.append([-maxXY, maxXY]) # seach bounds for b
parameterBounds.append([-maxXY, maxXY]) # seach bounds for c
# "seed" the numpy random number generator for repeatable results
result = differential_evolution(sumOfSquaredError, parameterBounds, seed=3)
return result.x
# generate initial parameter values
geneticParameters = generate_Initial_Parameters()
# curve fit the test data
fittedParameters, pcov = curve_fit(func_power_law, test_X, test_Y, geneticParameters)
print('Parameters', fittedParameters)
modelPredictions = func_power_law(test_X, *fittedParameters)
absError = modelPredictions - test_Y
SE = numpy.square(absError) # squared errors
MSE = numpy.mean(SE) # mean squared errors
RMSE = numpy.sqrt(MSE) # Root Mean Squared Error, RMSE
Rsquared = 1.0 - (numpy.var(absError) / numpy.var(test_Y))
print('RMSE:', RMSE)
print('R-squared:', Rsquared)
print()
##########################################################
# graphics output section
def ModelAndScatterPlot(graphWidth, graphHeight):
f = plt.figure(figsize=(graphWidth/100.0, graphHeight/100.0), dpi=100)
axes = f.add_subplot(111)
# first the raw data as a scatter plot
axes.plot(test_X, test_Y, 'D')
# create data for the fitted equation plot
xModel = numpy.linspace(min(test_X), max(test_X))
yModel = func_power_law(xModel, *fittedParameters)
# now the model as a line plot
axes.plot(xModel, yModel)
axes.set_xlabel('X Data') # X axis data label
axes.set_ylabel('Y Data') # Y axis data label
plt.show()
plt.close('all') # clean up after using pyplot
graphWidth = 800
graphHeight = 600
ModelAndScatterPlot(graphWidth, graphHeight)
