Question is like this:
f(x) = A sin(2π * L * x) + B cos(2π * M * x) + C sin(2π * N * x)
and L,M,N are constants integer, 0 <= L,M,N <= 100
and A,B,C can be any possible integers.
Here is the given data:
x = [0,0.01,0.02,0.03,0.04,0.05,0.06,0.07,0.08,0.09,0.1,0.11,0.12,0.13,0.14,0.15,0.16,0.17,0.18,0.19,0.2,0.21,0.22,0.23,0.24,0.25,0.26,0.27,0.28,0.29,0.3,0.31,0.32,0.33,0.34,0.35,0.36,0.37,0.38,0.39,0.4,0.41,0.42,0.43,0.44,0.45,0.46,0.47,0.48,0.49,0.5,0.51,0.52,0.53,0.54,0.55,0.56,0.57,0.58,0.59,0.6,0.61,0.62,0.63,0.64,0.65,0.66,0.67,0.68,0.69,0.7,0.71,0.72,0.73,0.74,0.75,0.76,0.77,0.78,0.79,0.8,0.81,0.82,0.83,0.84,0.85,0.86,0.87,0.88,0.89,0.9,0.91,0.92,0.93,0.94,0.95,0.96,0.97,0.98,0.99]
y = [4,1.240062433,-0.7829654986,-1.332487982,-0.3337640721,1.618033989,3.512512389,4.341307895,3.515268061,1.118929599,-2.097886967,-4.990538967,-6.450324073,-5.831575611,-3.211486891,0.6180339887,4.425660706,6.980842552,7.493970785,5.891593744,2.824429495,-0.5926374511,-3.207870455,-4.263694544,-3.667432785,-2,-0.2617162175,0.5445886005,-0.169441247,-2.323237059,-5.175570505,-7.59471091,-8.488730333,-7.23200463,-3.924327772,0.6180339887,5.138501587,8.38127157,9.532377045,8.495765687,5.902113033,2.849529206,0.4768388529,-0.46697525,0.106795821,1.618033989,3.071952496,3.475795162,2.255463709,-0.4905371745,-4,-7.117914956,-8.727599664,-8.178077181,-5.544088451,-1.618033989,2.365340134,5.169257268,5.995297102,4.758922924,2.097886967,-0.8873135564,-3.06024109,-3.678989552,-2.666365632,-0.6180339887,1.452191817,2.529722611,2.016594378,-0.01374122059,-2.824429495,-5.285215072,-6.302694708,-5.246870619,-2.210419738,2,6.13956874,8.965976562,9.68000641,8.201089581,5.175570505,1.716858387,-1.02183483,-2.278560533,-1.953524751,-0.6180339887,0.7393509358,1.129293593,-0.02181188158,-2.617913164,-5.902113033,-8.727381729,-9.987404016,-9.043589913,-5.984648344,-1.618033989,2.805900027,6.034770001,7.255101454,6.368389697]
enter image description here
How to use Gradient Descent to solve this multiple terms trigonometry function?
Gradient descent is not well suited for optimisation over integers. You can try a navie relaxation where you solve in floats, and hope the rounded solution is still ok.
from autograd import grad, numpy as jnp
import numpy as np
def cast(params):
[A, B, C, L, M, N] = params
L = jnp.minimum(jnp.abs(L), 100)
M = jnp.minimum(jnp.abs(M), 100)
N = jnp.minimum(jnp.abs(N), 100)
return A, B, C, L, M, N
def pred(params, x):
[A, B, C, L, M, N] = cast(params)
return A *jnp.sin(2 * jnp.pi * L * x) + B*jnp.cos(2*jnp.pi * M * x) + C * jnp.sin(2 * jnp.pi * N * x)
x = [0,0.01,0.02,0.03,0.04,0.05,0.06,0.07,0.08,0.09,0.1,0.11,0.12,0.13,0.14,0.15,0.16,0.17,0.18,0.19,0.2,0.21,0.22,0.23,0.24,0.25,0.26,0.27,0.28,0.29,0.3,0.31,0.32,0.33,0.34,0.35,0.36,0.37,0.38,0.39,0.4,0.41,0.42,0.43,0.44,0.45,0.46,0.47,0.48,0.49,0.5,0.51,0.52,0.53,0.54,0.55,0.56,0.57,0.58,0.59,0.6,0.61,0.62,0.63,0.64,0.65,0.66,0.67,0.68,0.69,0.7,0.71,0.72,0.73,0.74,0.75,0.76,0.77,0.78,0.79,0.8,0.81,0.82,0.83,0.84,0.85,0.86,0.87,0.88,0.89,0.9,0.91,0.92,0.93,0.94,0.95,0.96,0.97,0.98,0.99]
y = [4,1.240062433,-0.7829654986,-1.332487982,-0.3337640721,1.618033989,3.512512389,4.341307895,3.515268061,1.118929599,-2.097886967,-4.990538967,-6.450324073,-5.831575611,-3.211486891,0.6180339887,4.425660706,6.980842552,7.493970785,5.891593744,2.824429495,-0.5926374511,-3.207870455,-4.263694544,-3.667432785,-2,-0.2617162175,0.5445886005,-0.169441247,-2.323237059,-5.175570505,-7.59471091,-8.488730333,-7.23200463,-3.924327772,0.6180339887,5.138501587,8.38127157,9.532377045,8.495765687,5.902113033,2.849529206,0.4768388529,-0.46697525,0.106795821,1.618033989,3.071952496,3.475795162,2.255463709,-0.4905371745,-4,-7.117914956,-8.727599664,-8.178077181,-5.544088451,-1.618033989,2.365340134,5.169257268,5.995297102,4.758922924,2.097886967,-0.8873135564,-3.06024109,-3.678989552,-2.666365632,-0.6180339887,1.452191817,2.529722611,2.016594378,-0.01374122059,-2.824429495,-5.285215072,-6.302694708,-5.246870619,-2.210419738,2,6.13956874,8.965976562,9.68000641,8.201089581,5.175570505,1.716858387,-1.02183483,-2.278560533,-1.953524751,-0.6180339887,0.7393509358,1.129293593,-0.02181188158,-2.617913164,-5.902113033,-8.727381729,-9.987404016,-9.043589913,-5.984648344,-1.618033989,2.805900027,6.034770001,7.255101454,6.368389697]
def loss(params):
p = pred(params, np.array(x))
return jnp.mean((np.array(y)-p)**2)
params = np.array([np.random.random()*100 for _ in range(6)])
for _ in range(10000):
g = grad(loss)
params = params - 0.001*g(params)
print("Relaxed solution", cast(params), "loss=", loss(params))
constrained_params = np.round(cast(params))
print("Integer solution", constrained_params, "loss=", loss(constrained_params))
print()
Since the problem will have a lot of local minima, you might need to run it multiple times.
It's quite hard to use gradient descent to find a solution to this problem, because it tends to get stuck when changing the L, M, or N parameters. The gradients for those can push it away from the right solution, unless it is very close to an optimal solution already.
There are ways to get around this, such as basinhopping or random search, but because of the function you're trying to learn, you have a better alternative.
Since you're trying to learn a sinusoid function, you can use an FFT to find the frequencies of the sine waves. Once you have those frequencies, you can find the amplitudes and phases used to generate the same sine wave.
Pardon the messiness of this code, this is my first time using an FFT.
import scipy.fft
import numpy as np
import math
import matplotlib.pyplot as plt
def get_top_frequencies(x, y, num_freqs):
x = np.array(x)
y = np.array(y)
# Find timestep (assume constant timestep)
dt = abs(x[0] - x[-1]) / (len(x) - 1)
# Take discrete FFT of y
spectral = scipy.fft.fft(y)
freq = scipy.fft.fftfreq(y.shape[0], d=dt)
# Cut off top half of frequencies. Assumes input signal is real, and not complex.
spectral = spectral[:int(spectral.shape[0] / 2)]
# Double amplitudes to correct for cutting off top half.
spectral *= 2
# Adjust amplitude by sampling timestep
spectral *= dt
# Get ampitudes for all frequencies. This is taking the magnitude of the complex number
spectral_amplitude = np.abs(spectral)
# Pick frequencies with highest amplitudes
highest_idx = np.argsort(spectral_amplitude)[::-1][:num_freqs]
# Find amplitude, frequency, and phase components of each term
highest_amplitude = spectral_amplitude[highest_idx]
highest_freq = freq[highest_idx]
highest_phase = np.angle(spectral[highest_idx]) / math.pi
# Convert it into a Python function
function = ["def func(x):", "return ("]
for i, components in enumerate(zip(highest_amplitude, highest_freq, highest_phase)):
amplitude, freq, phase = components
plus_sign = " +" if i != (num_freqs - 1) else ""
term = f"{amplitude:.2f} * math.cos(2 * math.pi * {freq:.2f} * x + math.pi * {phase:.2f}){plus_sign}"
function.append(" " + term)
function.append(")")
return "\n ".join(function)
x = [0,0.01,0.02,0.03,0.04,0.05,0.06,0.07,0.08,0.09,0.1,0.11,0.12,0.13,0.14,0.15,0.16,0.17,0.18,0.19,0.2,0.21,0.22,0.23,0.24,0.25,0.26,0.27,0.28,0.29,0.3,0.31,0.32,0.33,0.34,0.35,0.36,0.37,0.38,0.39,0.4,0.41,0.42,0.43,0.44,0.45,0.46,0.47,0.48,0.49,0.5,0.51,0.52,0.53,0.54,0.55,0.56,0.57,0.58,0.59,0.6,0.61,0.62,0.63,0.64,0.65,0.66,0.67,0.68,0.69,0.7,0.71,0.72,0.73,0.74,0.75,0.76,0.77,0.78,0.79,0.8,0.81,0.82,0.83,0.84,0.85,0.86,0.87,0.88,0.89,0.9,0.91,0.92,0.93,0.94,0.95,0.96,0.97,0.98,0.99]
y = [4,1.240062433,-0.7829654986,-1.332487982,-0.3337640721,1.618033989,3.512512389,4.341307895,3.515268061,1.118929599,-2.097886967,-4.990538967,-6.450324073,-5.831575611,-3.211486891,0.6180339887,4.425660706,6.980842552,7.493970785,5.891593744,2.824429495,-0.5926374511,-3.207870455,-4.263694544,-3.667432785,-2,-0.2617162175,0.5445886005,-0.169441247,-2.323237059,-5.175570505,-7.59471091,-8.488730333,-7.23200463,-3.924327772,0.6180339887,5.138501587,8.38127157,9.532377045,8.495765687,5.902113033,2.849529206,0.4768388529,-0.46697525,0.106795821,1.618033989,3.071952496,3.475795162,2.255463709,-0.4905371745,-4,-7.117914956,-8.727599664,-8.178077181,-5.544088451,-1.618033989,2.365340134,5.169257268,5.995297102,4.758922924,2.097886967,-0.8873135564,-3.06024109,-3.678989552,-2.666365632,-0.6180339887,1.452191817,2.529722611,2.016594378,-0.01374122059,-2.824429495,-5.285215072,-6.302694708,-5.246870619,-2.210419738,2,6.13956874,8.965976562,9.68000641,8.201089581,5.175570505,1.716858387,-1.02183483,-2.278560533,-1.953524751,-0.6180339887,0.7393509358,1.129293593,-0.02181188158,-2.617913164,-5.902113033,-8.727381729,-9.987404016,-9.043589913,-5.984648344,-1.618033989,2.805900027,6.034770001,7.255101454,6.368389697]
print(get_top_frequencies(x, y, 3))
That produces this function:
def func(x):
return (
5.00 * math.cos(2 * math.pi * 10.00 * x + math.pi * 0.50) +
4.00 * math.cos(2 * math.pi * 5.00 * x + math.pi * -0.00) +
2.00 * math.cos(2 * math.pi * 3.00 * x + math.pi * -0.50)
)
Which is not quite the format you specified - you asked for two sins and one cos, and for no phase parameter. However, using the trigonometric identity cos(x) = sin(pi/2 - x), you can convert this into an equivalent expression that matches what you want:
def func(x):
return (
5.00 * math.sin(2 * math.pi * -10.00 * x) +
4.00 * math.cos(2 * math.pi * 5.00 * x) +
2.00 * math.sin(2 * math.pi * 3.00 * x)
)
And there's the original function!
Starting with:
a,b=np.ogrid[0:n+1:1,0:n+1:1]
B=np.exp(1j*(np.pi/3)*np.abs(a-b))
B[z,b] = np.exp(1j * (np.pi/3) * np.abs(z - b +x))
B[a,z] = np.exp(1j * (np.pi/3) * np.abs(a - z +x))
B[diag,diag]=1-1j/np.sqrt(3)
this produces an n*n grid that acts as a matrix.
n is just a number chosen to represent the indices, i.e. an a*b matrix where a and b both go up to n.
Where z is a constant I choose to replace a row and column with the B[z,b] and B[a,z] formulas. (Essentially the same formula but with a small number added to the np.abs(a-b))
The diagonal of the matrix is given by the bottom line:
B[diag,diag]=1-1j/np.sqrt(3)
where,
diag=np.arange(n+1)
I would like to repeat this code 50 times where the only thing that changes is x so I will end up with 50 versions of the B np.ogrid. x is a randomly generated number between -0.8 and 0.8 each time.
x=np.random.uniform(-0.8,0.8)
I want to generate 50 versions of B with random values of x each time and take a geometric average of the 50 versions of B using the definition:
def geo_mean(y):
y = np.asarray(y)
return np.prod(y ** (1.0 / y.shape[0]), axis=-1)
I have tried to set B as a function of some index and then use a for _ in range(): loop, this doesn't work. Aside from copy and pasting the block 50 times and denoting each one as B1, B2, B3 etc; I can't think of another way of working this out.
EDIT:
I'm now using part of a given solution in order to show clearly what I am looking for:
#A matrix with 50 random values between -0.8 and 0.8 to be used in the loop
X=np.random.uniform(-0.8,0.8, (50,1))
#constructing the base array before modification by random x values in position z
a,b = np.ogrid[0:n+1:1,0:n+1:1]
B = np.exp(1j * ( np.pi / 3) * np.abs( a - b ))
B[diag,diag] = 1 - 1j / np.sqrt(3)
#list to store all modified arrays
randomarrays = []
for i in range( 0,50 ):
#copy array and modify it
Bnew = np.copy( B )
Bnew[z, b] = np.exp( 1j * ( np.pi / 3 ) * np.abs(z - b + X[i]))
Bnew[a, z] = np.exp( 1j * ( np.pi / 3 ) * np.abs(a - z + X[i]))
randomarrays.append(Bnew)
Bstack = np.dstack(randomarrays)
#calculate the geometric mean value along the axis that was the row in 2D arrays
B0 = geo_mean(Bstack)
From this example, every iteration of i uses the same value of X, I can't seem to get a way to get each new loop of i to use the next value in the matrix X. I am unsure of the ++ action in python, I know it does not work in python, I just don't know how to use the python equivalent. I want a loop to use a value of X, then the next loop to use the next value and so on and so forth so I can dstack all the matrices at the end and find a geo_mean for each element in the stacked matrices.
One pedestrian way would be to use a list comprehension or generator expression:
>>> def f(n, z, x):
... diag = np.arange(n+1)
... a,b=np.ogrid[0:n+1:1,0:n+1:1]
... B=np.exp(1j*(np.pi/3)*np.abs(a-b))
... B[z,b] = np.exp(1j * (np.pi/3) * np.abs(z - b +x))
... B[a,z] = np.exp(1j * (np.pi/3) * np.abs(a - z +x))
... B[diag,diag]=1-1j/np.sqrt(3)
... return B
...
>>> X = np.random.uniform(-0.8, 0.8, (10,))
>>> np.prod((*map(np.power, map(f, 10*(4,), 10*(2,), X), 10 * (1/10,)),), axis=0)
But in your concrete example we can do much better than that;
using the identity exp(a) x exp(b) = exp(a + b) we can convert the geometric mean after exponentiation to an arithmetic mean before exponentition. A bit of care is required because of the multivaluedness of the complex n-th root which occurs in the geometric mean. In the code below we normalize the angles occurring to range -pi, pi so as to always hit the same branch as the n-th root.
Please also note that the geo_mean function you provide is definitely wrong. It fails the basic sanity check that taking the average of copies of the same thing should return the same thing. I've provided a better version. It is still not perfect, but I think there actually is no perfect solution, because of the nonuniqueness of the complex root.
Because of this I recommend taking the average before exponentiating. As long as your random spread is less than pi this allows a well-defined averaging procedure with an average that is actually close to the samples
import numpy as np
def f(n, z, X, do_it_pps_way=True):
X = np.asanyarray(X)
diag = np.arange(n+1)
a,b=np.ogrid[0:n+1:1,0:n+1:1]
B=np.exp(1j*(np.pi/3)*np.abs(a-b))
X = X.reshape(-1,1,1)
if do_it_pps_way:
zbx = np.mean(np.abs(z-b+X), axis=0)
azx = np.mean(np.abs(a-z+X), axis=0)
else:
zbx = np.mean((np.abs(z-b+X)+3) % 6 - 3, axis=0)
azx = np.mean((np.abs(a-z+X)+3) % 6 - 3, axis=0)
B[z,b] = np.exp(1j * (np.pi/3) * zbx)
B[a,z] = np.exp(1j * (np.pi/3) * azx)
B[diag,diag]=1-1j/np.sqrt(3)
return B
def geo_mean(y):
y = np.asarray(y)
dim = len(y.shape)
y = np.atleast_2d(y)
v = np.prod(y, axis=0) ** (1.0 / y.shape[0])
return v[0] if dim == 1 else v
def geo_mean_correct(y):
y = np.asarray(y)
return np.prod(y ** (1.0 / y.shape[0]), axis=0)
# demo that orig geo_mean is wrong
B = np.exp(1j * np.random.random((5, 5)))
# the mean of four times the same thing should be the same thing:
if not np.allclose(B, geo_mean([B, B, B, B])):
print('geo_mean failed')
if np.allclose(B, geo_mean_correct([B, B, B, B])):
print('but geo_mean_correct works')
n, z, m = 10, 3, 50
X = np.random.uniform(-0.8, 0.8, (m,))
B0 = f(n, z, X, do_it_pps_way=False)
B1 = np.prod((*map(np.power, map(f, m*(n,), m*(z,), X), m * (1/m,)),), axis=0)
B2 = geo_mean_correct([f(n, z, x) for x in X])
# This is the recommended way:
B_recommended = f(n, z, X, do_it_pps_way=True)
print()
print(np.allclose(B1, B0))
print(np.allclose(B2, B1))
I think you should rely more on numpy functionality, when approaching your problem. Not a numpy expert myself, so there is surely room for improvement:
from scipy.stats import gmean
n = 2
z = 1
a = np.arange(n + 1).reshape(1, n + 1)
#constructing the base array before modification by random x values in position z
B = np.exp(1j * (np.pi / 3) * np.abs(a - a.T))
B[a, a] = 1 - 1j / np.sqrt(3)
#list to store all modified arrays
random_arrays = []
for _ in range(50):
#generate random x value
x=np.random.uniform(-0.8, 0.8)
#copy array and modify it
B_new = np.copy(B)
B_new[z, a] = np.exp(1j * (np.pi / 3) * np.abs(z - a + x))
B_new[a, z] = np.exp(1j * (np.pi / 3) * np.abs(a - z + x))
random_arrays.append(B_new)
#store all B arrays as a 3D array
B_stack = np.stack(random_arrays)
#calculate the geometric mean value along the axis that was the row in 2D arrays
geom_mean_for_rows = gmean(B_stack, axis = 2)
It uses the geometric mean function from scipy.stats module to have a vectorised approach for this calculation.