python函数拟合不规则曲线_使用pytorch adam算法 拟合 正态分布曲线

我们有个交易量的数据 从分布上看符合正态分布 为了合理设置机器的容量 需要对该数据进行测算 找到分布的具体参数

用python写出来如下：

def normfun(x,mu,sigma):

return np.exp(-((x - mu)*2)/(2sigma*2)) / (sigma np.sqrt(2*np.pi))

需要拟合的数据如下格式

Value为交易量 Timestamp为时间戳

我们取一天早高峰的数据

df = pd.read_csv('trans_grafana_data_export.csv')

df = df.fillna(0)

cpu = np.array(df['Value'].tolist()[3118:4279])

x = np.arange(0., len(cpu))

然后建立模型开始训练

#三个参数分别是mu sigma lamda

loss_fn = torch.nn.MSELoss()

def minnormfun(x,cpuindex,cpu):

pdf = torch.exp(-((cpuindex - x[0])*2)/(2x[1]*2)) / (x[1] np.sqrt(2np.pi))

return loss_fn(pdfx[2],cpu)

#运用梯度下降法算出三个参数

#训练代码

# with torch.cuda.device(0):

# x = Variable(torch.DoubleTensor([100,100,100]),requires_grad = True)

# cpu = np.array(df['Value'].tolist()[3586:3860])/300.0

# cpuindex = np.arange(0., len(cpu))

# cpu = torch.from_numpy(cpu)

# cpuindex = torch.from_numpy(cpuindex)

# print(type(x))

# optimizer = torch.optim.Adam([x],lr=1e-3)

#

# for step in range(200000):

# pred = minnormfun(x,cpuindex,cpu)

# optimizer.zero_grad()

# pred.backward()

# optimizer.step()

# if step % 2000 == 0:

# print('step{}:x={},f(x)={}'.format(step, x.tolist(), pred.item()))

算出来得到三个参数

#x=[142.95024248449738, 81.2642226162778, 189.98641718925109]

验证拟合效果

完整代码如下：

import numpy as np

import matplotlib.mlab as mlab

import matplotlib.pyplot as plt

import pandas as pd

from torch.autograd import Variable

import torch

#正态分布的概率密度函数。可以理解成 x 是 mu（均值）和 sigma（标准差）的函数

def normfun(x,mu,sigma):

return np.exp(-((x - mu)**2)/(2*sigma**2)) / (sigma * np.sqrt(2*np.pi))

df = pd.read_csv('trans_grafana_data_export.csv')

df = df.fillna(0)

cpu = np.array(df['Value'].tolist()[3118:4279])

x = np.arange(0., len(cpu))

#plt.plot(x, cpu, 'r--')

#plt.show()

#三个参数分别是mu sigma lamda

loss_fn = torch.nn.MSELoss()

def minnormfun(x,cpuindex,cpu):

pdf = torch.exp(-((cpuindex - x[0])**2)/(2*x[1]**2)) / (x[1] * np.sqrt(2*np.pi))

return loss_fn(pdf*x[2],cpu)

#运用梯度下降法算出三个参数

#训练代码

# with torch.cuda.device(0):

# x = Variable(torch.DoubleTensor([100,100,100]),requires_grad = True)

# cpu = np.array(df['Value'].tolist()[3586:3860])/300.0

# cpuindex = np.arange(0., len(cpu))

# cpu = torch.from_numpy(cpu)

# cpuindex = torch.from_numpy(cpuindex)

# print(type(x))

# optimizer = torch.optim.Adam([x],lr=1e-3)

#

# for step in range(200000):

# pred = minnormfun(x,cpuindex,cpu)

# optimizer.zero_grad()

# pred.backward()

# optimizer.step()

# if step % 2000 == 0:

# print('step{}:x={},f(x)={}'.format(step, x.tolist(), pred.item()))

#x=[142.95024248449738, 81.2642226162778, 189.98641718925109]

cpuindex = np.arange(0., len(cpu))

cpu = (np.exp(-((cpuindex - 142.95024248449738)**2)/(2*81.2642226162778**2)) / (81.2642226162778 * np.sqrt(2*np.pi)))*189.98641718925109*300

plt.plot(cpuindex, cpu, 'r--')

cpu = np.array(df['Value'].tolist()[3586:3860])

cpuindex = np.arange(0., len(cpu))

plt.plot(cpuindex, cpu, 'g--')

plt.show()