最小二乘法-python

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]