python中fit函数_使用limfit.minimize在Python中最小化目标函数

我对lmfit.minimize最小化程序包有问题.实际上,我无法为我的问题创建正确的目标函数.

问题定义

>我的函数：yn = a_11 * x1 ** 2 a_12 * x2 ** 2 … a_m * xn ** 2,其中xn-未知数,a_m-

系数. n = 1..N,m = 1..M

>就我而言,对于x1,..,x5,N = 5；对于y1,y2,y3,M = 3.

我需要找到最佳值：x1,x2,…,x5,以便可以满足y

我的问题：

>错误：ValueError：操作数不能与形状(3,)(3,5)一起广播.

>我是否在Python中正确创建了问题的目标函数？

我的代码：

import numpy as np

from lmfit import Parameters, minimize

def func(x,a):

return np.dot(a, x**2)

def residual(pars, a, y):

vals = pars.valuesdict()

x = vals['x']

model = func(x,a)

return y - model

def main():

# simple one: a(M,N) = a(3,5)

a = np.array([ [ 0, 0, 1, 1, 1 ],

[ 1, 0, 1, 0, 1 ],

[ 0, 1, 0, 1, 0 ] ])

# true values of x

x_true = np.array([10, 13, 5, 8, 40])

# data without noise

y = func(x_true,a)

#************************************

# Apriori x0

x0 = np.array([2, 3, 1, 4, 20])

fit_params = Parameters()

fit_params.add('x', value=x0)

out = minimize(residual, fit_params, args=(a, y))

print out

if __name__ == '__main__':

main()

解决方法:

下面的代码直接使用scipy.optimize.minimize()即可解决此问题.注意,随着点yn的增加,您将趋于获得与x_true相同的结果,否则将存在多个解决方案.您可以通过添加边界来最大限度地减少不良约束优化的影响(请参阅下面使用的bounds参数).

import numpy as np

from scipy.optimize import minimize

def residual(x, a, y):

s = ((y - a.dot(x**2))**2).sum()

return s

def main():

M = 3

N = 5

a = np.random.random((M, N))

x_true = np.array([10, 13, 5, 8, 40])

y = a.dot(x_true**2)

x0 = np.array([2, 3, 1, 4, 20])

bounds = [[0, None] for x in x0]

out = minimize(residual, x0=x0, args=(a, y), method='L-BFGS-B', bounds=bounds)

print(out.x)

如果M&== N,您还可以使用scipy.optimize.leastsq来完成此任务：

import numpy as np

from scipy.optimize import leastsq

def residual(x, a, y):

return y - a.dot(x**2)

def main():

M = 5

N = 5

a = np.random.random((M, N))

x_true = np.array([10, 13, 5, 8, 40])

y = a.dot(x_true**2)

x0 = np.array([2, 3, 1, 4, 20])

out = leastsq(residual, x0=x0, args=(a, y))

print(out[0])

标签：least-squares,scipy,mathematical-optimization,python,numpy