import numpy as np
import scipy as sp
from scipy.optimize import leastsq
import matplotlib.pyplot as plt
%matplotlib inline
# 目标函数
def real_func(x):
return np.sin(2*np.pi*x)
#多项式
#ps: numpy.polyld([1,2,3]) 生成 $1x^2+2x^1+3x^0$*
def fit_func(p, x):
f = np.poly1d(p)
return f(x)
# 残差
def residuals_func(p, x, y):
ret = fit_func(p, x) - y
return ret
# 十个点
x = np.linspace(0, 1, 10)
x_points = np.linspace(0, 1, 1000)
# 加上正态分布噪音的目标函数的值
y_ = real_func(x)
y = [np.random.normal(0, 0.1)+y1 for y1 in y_]
def fitting(M=0):
"""
n 为 多项式的次数
"""
# 随机初始化多项式参数
p_init = np.random.rand(M+1)
# 最小二乘法
p_lsq = leastsq(residuals_func, p_init, args=(x, y))
print('Fitting Parameters:', p_lsq[0])
# 可视化
plt.plot(x_points, real_func(x_points), label='real')
plt.plot(x_points, fit_func(p_lsq[0], x_points), label='fitted curve')
plt.plot(x, y, 'bo', label='noise')
plt.legend()
return p_lsq
# M=0
p_lsq_0 = fitting(M=0)
Fitting Parameters: [0.01914362]