I'm trying to fit a set of data with a function (see the example below) using scipy.optimize.curvefit,
but when I use bounds (documentation) the fit fails and I simply get
the initial guess parameters as output.
As soon as I substitute -np.inf ad np.inf as bounds for the second parameter
(dt in the function), the fit works.
What am I doing wrong?
import numpy as np
import matplotlib.pyplot as plt
import scipy.optimize as opt
#Generate data
crc=np.array([-1.4e-14, 7.3e-14, 1.9e-13, 3.9e-13, 6.e-13, 8.0e-13, 9.2e-13, 9.9e-13,
1.e-12, 1.e-12, 1.e-12, 1.0e-12, 1.1e-12, 1.1e-12, 1.1e-12, 1.0e-12, 1.1e-12])
time=np.array([0., 368., 648., 960., 1520.,1864., 2248., 2655., 3031.,
3384., 3688., 4048., 4680., 5343., 6055., 6928., 8120.])
#Define the function for the fit
def testcurve(x, Dp, dt):
k = -Dp*(x+dt)*2e11
curve = 1e-12 * (1+2*(-np.exp(k) + np.exp(4*k) - np.exp(9*k) + np.exp(16*k)))
curve[0]= 0
return curve
#Set fit bounds
dtmax=time[2]
param_bounds = ((-np.inf, -dtmax),(np.inf, dtmax))
#Perform fit
(par, par_cov) = opt.curve_fit(testcurve, time, crc, p0 = (5e-15, 0), bounds = param_bounds)
#Print and plot output
print(par)
plt.plot(time, crc, 'o')
plt.plot(time, testcurve(time, par[0], par[1]), 'r-')
plt.show()
I encountered the same behavior today in a different fitting problem. After some searching online, I found this link quite helpful: Why does scipy.optimize.curve_fit not fit to the data?
The short answer is that: using extremely small (or large) numbers in numerical fitting is not robust and scale them leads to a much better fitting.
In your case, both crc and Dp are extremely small numbers which could be scaled up. You could play with the scale factors and within certain range the fitting looks quite robust. Full example:
import numpy as np
import matplotlib.pyplot as plt
import scipy.optimize as opt
#Generate data
crc=np.array([-1.4e-14, 7.3e-14, 1.9e-13, 3.9e-13, 6.e-13, 8.0e-13, 9.2e-13, 9.9e-13,
1.e-12, 1.e-12, 1.e-12, 1.0e-12, 1.1e-12, 1.1e-12, 1.1e-12, 1.0e-12, 1.1e-12])
time=np.array([0., 368., 648., 960., 1520.,1864., 2248., 2655., 3031.,
3384., 3688., 4048., 4680., 5343., 6055., 6928., 8120.])
# add scale factors to the data as well as the fitting parameter
scale_factor_1 = 1e12 # 1./np.mean(crc) also works if you don't want to set the scale factor manually
scale_factor_2 = 1./2e11
#Define the function for the fit
def testcurve(x, Dp, dt):
k = -Dp*(x+dt)*2e11 * scale_factor_2
curve = 1e-12 * (1+2*(-np.exp(k) + np.exp(4*k) - np.exp(9*k) + np.exp(16*k))) * scale_factor_1
curve[0]= 0
return curve
#Set fit bounds
dtmax=time[2]
param_bounds = ((-np.inf, -dtmax),(np.inf, dtmax))
#Perform fit
(par, par_cov) = opt.curve_fit(testcurve, time, crc*scale_factor_1, p0 = (5e-15/scale_factor_2, 0), bounds = param_bounds)
#Print and plot output
print(par[0]*scale_factor_2, par[1])
plt.plot(time, crc*scale_factor_1, 'o')
plt.plot(time, testcurve(time, par[0], par[1]), 'r-')
plt.show()
Fitting results: [6.273102923176595e-15, -21.12202697564494], which gives a reasonable fitting and also is very close to the result without any bounds: [6.27312512e-15, -2.11307470e+01]
Related
I want to perform a probability Weibull fit with 0.95% confidence bounds by means of Python. As test data, I use fail cycles of a measurement which are plotted against the reliability R(t).
So far, I found a way to perform the Weibull fit, however, I still do not manage to get the confidence bounds. The Weibull plot with the same test data set was already performed with origin, therfore I know which shape I would "expect" for the confidence interval. But I do not understand how to get there.
I found information about Weibull confidence intervals on reliawiki(cf. Bounds on Reliability based on Fisher Matrix confidence bounds) and used the description there to calculate the variance and the upper and lower confidence bound (R_U and R_L).
Here is a working code example for my Weibull fit and my confidence bounds with the test data set based on the discription of reliawiki (cf. Bounds on Reliability). For the fit, I used a OLS model fit.
import os, sys
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import matplotlib as mpl
from scipy.optimize import curve_fit
import math
import statsmodels.api as sm
def weibull_ticks(y, pos):
return "{:.0f}%".format(100 * (1 - np.exp(-np.exp(y))))
def loglog(x):
return np.log(-np.log(1 - np.asarray(x)))
class weibull_example(object):
def __init__(self, dat):
self.fits = {}
dat.index = np.arange(1, len(dat) + 1)
dat.sort_values('data', inplace=True)
#define yaxis-values
dat['percentile'] = dat.index*1/len(dat)
self.data = dat
self.fit()
self.plot_data()
def fit(self):
#fit the data points with a the OLS model
self.data=self.data[:-1]
x0 = np.log(self.data.dropna()['data'].values)
Y = loglog(self.data.dropna()['percentile'])
Yx = sm.add_constant(Y)
model = sm.OLS(x0, Yx)
results = model.fit()
yy = loglog(np.linspace(.001, .999, 100))
YY = sm.add_constant(yy)
XX = np.exp(results.predict(YY))
self.eta = np.exp(results.params[0])
self.beta = 1 / results.params[1]
self.fits['syx'] = {'results': results, 'model': model,
'line': np.row_stack([XX, yy]),
'beta': self.beta,
'eta': self.eta}
cov = results.cov_params()
#get variance and covariance
self.beta_var = cov[1, 1]
self.eta_var = cov[0, 0]
self.cov = cov[1, 0]
def plot_data(self, fit='yx'):
dat = self.data
#plot data points
plt.semilogx(dat['data'], loglog(dat['percentile']), 'o')
fit = 's' + fit
self.plot_fit(fit)
ax = plt.gca()
formatter = mpl.ticker.FuncFormatter(weibull_ticks)
ax.yaxis.set_major_formatter(formatter)
yt_F = np.array([0.001, 0.01, 0.05, 0.1, 0.2, 0.3, 0.4, 0.5,
0.6, 0.7, 0.8, 0.9, 0.95, 0.99])
yt_lnF = loglog(yt_F)
plt.yticks(yt_lnF)
plt.ylim(loglog([.01, .99]))
def plot_fit(self, fit='syx'):
dat = self.fits[fit]['line']
plt.plot(dat[0], dat[1])
#calculate variance to get confidence bound
def variance(x):
return (math.log(x) - math.log(self.eta)) ** 2 * self.beta_var + \
(self.beta/self.eta) ** 2 * self.eta_var - \
2 * (math.log(x) - math.log(self.eta)) * (-self.beta/self.eta) * self.cov
#calculate confidence bounds
def confidence_upper(x):
return 1-np.exp(-np.exp(self.beta*(math.log(x)-math.log(self.eta)) - 0.95*np.sqrt(variance(x))))
def confidence_lower(x):
return 1-np.exp(-np.exp(self.beta*(math.log(x)-math.log(self.eta)) + 0.95*np.sqrt(variance(x))))
yvals_1 = list(map(confidence_upper, dat[0]))
yvals_2 = list(map(confidence_lower, dat[0]))
#plot confidence bounds
plt.semilogx(dat[0], loglog(yvals_1), linestyle="solid", color="black", linewidth=2,
label="fit_u_1", alpha=0.8)
plt.semilogx(dat[0], loglog(yvals_2), linestyle="solid", color="green", linewidth=2,
label="fit_u_1", alpha=0.8)
def main():
fig, ax1 = plt.subplots()
ax1.set_xlabel("$Cycles\ til\ Failure$")
ax1.set_ylabel("$Weibull\ Percentile$")
#my data points
data = pd.DataFrame({'data': [1556, 2595, 11531, 38079, 46046, 57357]})
weibull_example(data)
plt.savefig("Weibull.png")
plt.close(fig)
if __name__ == "__main__":
main()
The confidence bounds in my plot look not like I expected. I tried a lot of different 'variances', just to understand the function and to check, if the problem is just a typing error. Meanwhile, I am convinced that the problem is more general and that I understood something false from the description on reliawiki. Unfortunately, I really do not get what's the problem and I do not know anyone else I can ask. In the internet and on different forums, I did not find an appropriate answer.
That's why I decided to ask this question here. It's the first time I ask a question in a forum. Therefore, I hope that I explained everything sufficiently and that the code example is useful.
Thank you very much :)
Apologies for the very late answer, but I'll provide it for any future readers.
Rather than try implementing this yourself, you may want to consider using a package designed for exactly this called reliability.
Here is the example for your use case.
Remember to upvote this answer if it helps you :)
I am trying to fit a smoothing B-spline to some data and I found this very helpful post on here. However, I not only need the spline, but also its derivatives, so I tried to add the following code to the example:
tck_der = interpolate.splder(tck, n=1)
x_der, y_der, z_der = interpolate.splev(u_fine, tck_der)
For some reason this does not seem to work due to some data type issues. I get the following traceback:
Traceback (most recent call last):
File "interpolate_point_trace.py", line 31, in spline_example
tck_der = interpolate.splder(tck, n=1)
File "/home/user/anaconda3/lib/python3.7/site-packages/scipy/interpolate/fitpack.py", line 657, in splder
return _impl.splder(tck, n)
File "/home/user/anaconda3/lib/python3.7/site-packages/scipy/interpolate/_fitpack_impl.py", line 1206, in splder
sh = (slice(None),) + ((None,)*len(c.shape[1:]))
AttributeError: 'list' object has no attribute 'shape'
The reason for this seems to be that the second argument of the tck tuple contains a list of numpy arrays. I thought turning the input data to be a numpy array as well would help, but it does not change the data types of tck.
Does this behavior reflect an error in scipy, or is the input malformed?
I tried manually turning the list into an array:
tck[1] = np.array(tck[1])
but this (which didn't surprise me) also gave an error:
ValueError: operands could not be broadcast together with shapes (0,8) (7,1)
Any ideas of what the problem could be? I have used scipy before and on 1D splines the splder function works just fine, so I assume it has something to do with the spline being a line in 3D.
------- edit --------
Here is a minimum working example:
import numpy as np
import matplotlib.pyplot as plt
from scipy import interpolate
from mpl_toolkits.mplot3d import Axes3D
total_rad = 10
z_factor = 3
noise = 0.1
num_true_pts = 200
s_true = np.linspace(0, total_rad, num_true_pts)
x_true = np.cos(s_true)
y_true = np.sin(s_true)
z_true = s_true / z_factor
num_sample_pts = 80
s_sample = np.linspace(0, total_rad, num_sample_pts)
x_sample = np.cos(s_sample) + noise * np.random.randn(num_sample_pts)
y_sample = np.sin(s_sample) + noise * np.random.randn(num_sample_pts)
z_sample = s_sample / z_factor + noise * np.random.randn(num_sample_pts)
tck, u = interpolate.splprep([x_sample, y_sample, z_sample], s=2)
x_knots, y_knots, z_knots = interpolate.splev(tck[0], tck)
u_fine = np.linspace(0, 1, num_true_pts)
x_fine, y_fine, z_fine = interpolate.splev(u_fine, tck)
# this is the part of the code I inserted: the line under this causes the crash
tck_der = interpolate.splder(tck, n=1)
x_der, y_der, z_der = interpolate.splev(u_fine, tck_der)
# end of the inserted code
fig2 = plt.figure(2)
ax3d = fig2.add_subplot(111, projection='3d')
ax3d.plot(x_true, y_true, z_true, 'b')
ax3d.plot(x_sample, y_sample, z_sample, 'r*')
ax3d.plot(x_knots, y_knots, z_knots, 'go')
ax3d.plot(x_fine, y_fine, z_fine, 'g')
fig2.show()
plt.show()
Stumbled into the same problem...
I circumvented the error by using interpolate.splder(tck, n=1) and instead used interpolate.splev(spline_ev, tck, der=1) which returns the derivatives at the points spline_ev (see Scipy Doku).
If you need the spline I think you can then use interpolate.splprep() again.
In total something like:
import numpy as np
from scipy import interpolate
import matplotlib.pyplot as plt
points = np.random.rand(10,2) * 10
(tck, u), fp, ier, msg = interpolate.splprep(points.T, s=0, k=3, full_output=True)
spline_ev = np.linspace(0.0, 1.0, 100, endpoint=True)
spline_points = interpolate.splev(spline_ev, tck)
# Calculate derivative
spline_der_points = interpolate.splev(spline_ev, tck, der=1)
spline_der = interpolate.splprep(spline_der_points.T, s=0, k=3, full_output=True)
# Plot the data and derivative
fig = plt.figure()
plt.plot(points[:,0], points[:,1], '.-', label="points")
plt.plot(spline_points[0], spline_points[1], '.-', label="tck")
plt.plot(spline_der_points[0], spline_der_points[1], '.-', label="tck_der")
# Show tangent
plt.arrow(spline_points[0][23]-spline_der_points[0][23], spline_points[1][23]-spline_der_points[1][23], 2.0*spline_der_points[0][23], 2.0*spline_der_points[1][23])
plt.legend()
plt.show()
EDIT:
I also opened an Issue on Github and according to ev-br the usage of interpolate.splprep is depreciated and one should use make_interp_spline / BSpline instead.
As noted in other answers, splprep output is incompatible with splder, but is compatible with splev. And the latter can evaluate the derivatives.
However, for interpolation, there is an alternative approach, which avoids splprep altogether. I'm basically copying a reply on the SciPy issue tracker (https://github.com/scipy/scipy/issues/10389):
Here's an example of replicating the splprep outputs. First let's make sense out of the splprep output:
# start with the OP example
import numpy as np
from scipy import interpolate
points = np.random.rand(10,2) * 10
(tck, u), fp, ier, msg = interpolate.splprep(points.T, s=0, k=3, full_output=True)
# check the meaning of the `u` array: evaluation of the spline at `u`
# gives back the original points (up to a list/transpose)
xy = interpolate.splev(u, tck)
xy = np.asarray(xy)
np.allclose(xy.T, points)
Next, let's replicate it without splprep. First, build the u array: the curve is represented parametrically, and u is essentially an approximation for the arc length. Other parametrizations are possible, but here let's stick to what splprep does. Translating the pseudocode from the doc page, https://docs.scipy.org/doc/scipy/reference/generated/scipy.interpolate.splprep.html
vv = np.sum((points[1:, :] - points[:-1, :])**2, axis=1)
vv = np.sqrt(vv).cumsum()
vv/= vv[-1]
vv = np.r_[0, vv]
# check:
np.allclose(u, vv)
Now, interpolate along the parametric curve: points vs vv:
spl = interpolate.make_interp_spline(vv, points)
# check spl.t vs knots from splPrep
spl.t - tck[0]
The result, spl, is a BSpline object which you can evaluate, differentiate etc in a usual way:
np.allclose(points, spl(vv))
# differentiate
spl_derivative = spl.derivative(vv)
I have clustered my data (12000, 3) using sklearn Gaussian mixture model algorithm (GMM). I have 3 clusters. Each point of my data represents a molecular structure. I would like to know how could I sampled each cluster. I have tried with the function:
gmm = GMM(n_components=3).fit(Data)
gmm.sample(n_samples=20)
but it does preform a sampling of the whole distribution, but I need a sample of each one of the components.
Well this is not that easy since you need to calculate the eigenvectors of all covariance matrices. Here is some example code for a problem I studied
import numpy as np
from scipy.stats import multivariate_normal
import random
from operator import truediv
import itertools
from scipy import linalg
import matplotlib.pyplot as plt
import matplotlib as mpl
from sklearn import mixture
#import some data which can be used for gmm
mix = np.loadtxt("mixture.txt", usecols=(0,1), unpack=True)
#print(mix.shape)
color_iter = itertools.cycle(['navy', 'c', 'cornflowerblue', 'gold',
'darkorange'])
def plot_results(X, Y_, means, covariances, index, title):
#function for plotting the gaussians
splot = plt.subplot(2, 1, 1 + index)
for i, (mean, covar, color) in enumerate(zip(
means, covariances, color_iter)):
v, w = linalg.eigh(covar)
v = 2. * np.sqrt(2.) * np.sqrt(v)
u = w[0] / linalg.norm(w[0])
# as the DP will not use every component it has access to
# unless it needs it, we shouldn't plot the redundant
# components.
if not np.any(Y_ == i):
continue
plt.scatter(X[Y_ == i, 0], X[Y_ == i, 1], .8, color=color)
# Plot an ellipse to show the Gaussian component
angle = np.arctan(u[1] / u[0])
angle = 180. * angle / np.pi # convert to degrees
ell = mpl.patches.Ellipse(mean, v[0], v[1], 180. + angle, color=color)
ell.set_clip_box(splot.bbox)
ell.set_alpha(0.5)
splot.add_artist(ell)
plt.xlim(-4., 3.)
plt.ylim(-4., 2.)
gmm = mixture.GaussianMixture(n_components=3, covariance_type='full').fit(mix.T)
print(gmm.predict(mix.T))
plot_results(mix.T, gmm.predict(mix.T), gmm.means_, gmm.covariances_, 0,
'Gaussian Mixture')
So for my problem the resulting plot looked like this:
Edit: here the answer to your comment. I would use pandas to do this. Assume X is your feature matrix and y are your labels, then
import pandas as pd
y_pred = gmm.predict(X)
df_all_info = pd.concat([X,y,y_pred], axis=1)
In the resulting dataframe you can check all the information you want, you can even just exclude the samples the algorithm misclassified with:
df_wrong = df_all_info[df_all_info['name of y-column'] != df_all_info['name of y_pred column']]
I have the histogram of my input data (in black) given in the following graph:
I'm trying to fit the Gamma distribution but not on the whole data but just to the first curve of the histogram (the first mode). The green plot in the previous graph corresponds to when I fitted the Gamma distribution on all the samples using the following python code which makes use of scipy.stats.gamma:
img = IO.read(input_file)
data = img.flatten() + abs(np.min(img)) + 1
# calculate dB positive image
img_db = 10 * np.log10(img)
img_db_pos = img_db + abs(np.min(img_db))
data = img_db_pos.flatten() + 1
# data histogram
n, bins, patches = plt.hist(data, 1000, normed=True)
# slice histogram here
# estimation of the parameters of the gamma distribution
fit_alpha, fit_loc, fit_beta = gamma.fit(data, floc=0)
x = np.linspace(0, 100)
y = gamma.pdf(x, fit_alpha, fit_loc, fit_beta)
print '(alpha, beta): (%f, %f)' % (fit_alpha, fit_beta)
# plot estimated model
plt.plot(x, y, linewidth=2, color='g')
plt.show()
How can I restrict the fitting only to the interesting subset of this data?
Update1 (slicing):
I sliced the input data by keeping only values below the max of the previous histogram, but the results were not really convincing:
This was achieved by inserting the following code below the # slice histogram here comment in the previous code:
max_data = bins[np.argmax(n)]
data = data[data < max_data]
Update2 (scipy.optimize.minimize):
The code below shows how scipy.optimize.minimize() is used to minimize an energy function to find (alpha, beta):
import matplotlib.pyplot as plt
import numpy as np
from geotiff.io import IO
from scipy.stats import gamma
from scipy.optimize import minimize
def truncated_gamma(x, max_data, alpha, beta):
gammapdf = gamma.pdf(x, alpha, loc=0, scale=beta)
norm = gamma.cdf(max_data, alpha, loc=0, scale=beta)
return np.where(x < max_data, gammapdf / norm, 0)
# read image
img = IO.read(input_file)
# calculate dB positive image
img_db = 10 * np.log10(img)
img_db_pos = img_db + abs(np.min(img_db))
data = img_db_pos.flatten() + 1
# data histogram
n, bins = np.histogram(data, 100, normed=True)
# using minimize on a slice data below max of histogram
max_data = bins[np.argmax(n)]
data = data[data < max_data]
data = np.random.choice(data, 1000)
energy = lambda p: -np.sum(np.log(truncated_gamma(data, max_data, *p)))
initial_guess = [np.mean(data), 2.]
o = minimize(energy, initial_guess, method='SLSQP')
fit_alpha, fit_beta = o.x
# plot data histogram and model
x = np.linspace(0, 100)
y = gamma.pdf(x, fit_alpha, 0, fit_beta)
plt.hist(data, 30, normed=True)
plt.plot(x, y, linewidth=2, color='g')
plt.show()
The algorithm above converged for a subset of data, and the output in o was:
x: array([ 16.66912781, 6.88105559])
But as can be seen on the screenshot below, the gamma plot doesn't fit the histogram:
You can use a general optimization tool such as scipy.optimize.minimize to fit a truncated version of the desired function, resulting in a nice fit:
First, the modified function:
def truncated_gamma(x, alpha, beta):
gammapdf = gamma.pdf(x, alpha, loc=0, scale=beta)
norm = gamma.cdf(max_data, alpha, loc=0, scale=beta)
return np.where(x<max_data, gammapdf/norm, 0)
This selects values from the gamma distribution where x < max_data, and zero elsewhere. The np.where part is not actually important here, because the data is exclusively to the left of max_data anyway. The key is normalization, because varying alpha and beta will change the area to the left of the truncation point in the original gamma.
The rest is just optimization technicalities.
It's common practise to work with logarithms, so I used what's sometimes called "energy", or the logarithm of the inverse of the probability density.
energy = lambda p: -np.sum(np.log(truncated_gamma(data, *p)))
Minimize:
initial_guess = [np.mean(data), 2.]
o = minimize(energy, initial_guess, method='SLSQP')
fit_alpha, fit_beta = o.x
My output is (alpha, beta): (11.595208, 824.712481). Like the original, it is a maximum likelihood estimate.
If you're not happy with the convergence rate, you may want to
Select a sample from your rather big dataset:
data = np.random.choice(data, 10000)
Try different algorithms using the method keyword argument.
Some optimization routines output a representation of the inverse hessian, which is useful for uncertainty estimation. Enforcement of nonnegativity for the parameters may also be a good idea.
A log-scaled plot without truncation shows the entire distribution:
Here's another possible approach using a manually created dataset in excel that more or less matched the plot given.
Raw Data
Outline
Imported data into a Pandas dataframe.
Mask the indices after the
max response index.
Create a mirror image of the remaining data.
Append the mirror image while leaving a buffer of empty space.
Fit the desired distribution to the modified data. Below I do a normal fit by the method of moments and adjust the amplitude and width.
Working Script
# Import data to dataframe.
df = pd.read_csv('sample.csv', header=0, index_col=0)
# Mask indices after index at max Y.
mask = df.index.values <= df.Y.argmax()
df = df.loc[mask, :]
scaled_y = 100*df.Y.values
# Create new df with mirror image of Y appended.
sep = 6
app_zeroes = np.append(scaled_y, np.zeros(sep, dtype=np.float))
mir_y = np.flipud(scaled_y)
new_y = np.append(app_zeroes, mir_y)
# Using Scipy-cookbook to fit a normal by method of moments.
idxs = np.arange(new_y.size) # idxs=[0, 1, 2,...,len(data)]
mid_idxs = idxs.mean() # len(data)/2
# idxs-mid_idxs is [-53.5, -52.5, ..., 52.5, len(data)/2]
scaling_param = np.sqrt(np.abs(np.sum((idxs-mid_idxs)**2*new_y)/np.sum(new_y)))
# adjust amplitude
fmax = new_y.max()*1.2 # adjusted function max to 120% max y.
# adjust width
scaling_param = scaling_param*.7 # adjusted by 70%.
# Fit normal.
fit = lambda t: fmax*np.exp(-(t-mid_idxs)**2/(2*scaling_param**2))
# Plot results.
plt.plot(new_y, '.')
plt.plot(fit(idxs), '--')
plt.show()
Result
See the scipy-cookbook fitting data page for more on fitting a normal using method of moments.
I would like to fit a curve with curve_fit and prevent it from becoming negative. Unfortunately, the code below does not work. Any hints? Thanks a lot!
# Imports
from scipy.optimize import curve_fit
import numpy as np
import matplotlib.pyplot as plt
xData = [0.0009824379203203417, 0.0011014182912933933, 0.0012433979929054324, 0.0014147106052612918, 0.0016240300315499524, 0.0018834904507916608, 0.002210485320720769, 0.002630660216394964, 0.0031830988618379067, 0.003929751681281367, 0.0049735919716217296, 0.0064961201261998095, 0.008841941282883075, 0.012732395447351627, 0.019894367886486918, 0.0353677651315323, 0.07957747154594767, 0.3183098861837907]
yData = [99.61973156923796, 91.79478510744039, 92.79302188621314, 84.32927272723863, 77.75060981602016, 75.62801782349504, 70.48026800610839, 72.21240551953743, 68.14019252499526, 55.23015406920851, 57.212682880377464, 50.777016257727176, 44.871140881319626, 40.544138806850846, 32.489105158795525, 25.65367127756607, 19.894206907130403, 13.057996247388862]
def func(x,m,c,d):
'''
Fitting Function
I put d as an absolute number to prevent negative values for d?
'''
return x**m * c + abs(d)
p0 = [-1, 1, 1]
coeff, _ = curve_fit(func, xData, yData, p0) # Fit curve
m, c, d = coeff[0], coeff[1], coeff[2]
print("d: " + str(d)) # Why is it negative!!
Your model actually works fine as the following plot shows. I used your code and plotted the original data and the data you obtain with the fitted parameters:
As you can see, the data can nicely be reproduced but you indeed obtain a negative value for d (which must not be a bad thing depending on the context of the model). If you want to avoid it, I recommend to use lmfit where you can constrain your parameters to certain ranges. The next plot shows the outcome.
As you can see, it also reproduces the data well and you obtain a positive value for d as desired.
namely:
m: -0.35199747
c: 8.48813181
d: 0.05775745
Here is the entire code that reproduces the figures:
# Imports
from scipy.optimize import curve_fit
import numpy as np
import matplotlib.pyplot as plt
#additional import
from lmfit import minimize, Parameters, Parameter, report_fit
xData = [0.0009824379203203417, 0.0011014182912933933, 0.0012433979929054324, 0.0014147106052612918, 0.0016240300315499524, 0.0018834904507916608, 0.002210485320720769, 0.002630660216394964, 0.0031830988618379067, 0.003929751681281367, 0.0049735919716217296, 0.0064961201261998095, 0.008841941282883075, 0.012732395447351627, 0.019894367886486918, 0.0353677651315323, 0.07957747154594767, 0.3183098861837907]
yData = [99.61973156923796, 91.79478510744039, 92.79302188621314, 84.32927272723863, 77.75060981602016, 75.62801782349504, 70.48026800610839, 72.21240551953743, 68.14019252499526, 55.23015406920851, 57.212682880377464, 50.777016257727176, 44.871140881319626, 40.544138806850846, 32.489105158795525, 25.65367127756607, 19.894206907130403, 13.057996247388862]
def func(x,m,c,d):
'''
Fitting Function
I put d as an absolute number to prevent negative values for d?
'''
print m,c,d
return np.power(x,m)*c + d
p0 = [-1, 1, 1]
coeff, _ = curve_fit(func, xData, yData, p0) # Fit curve
m, c, d = coeff[0], coeff[1], coeff[2]
print("d: " + str(d)) # Why is it negative!!
plt.scatter(xData, yData, s=30, marker = "v",label='P')
plt.scatter(xData, func(xData, *coeff), s=30, marker = "v",color="red",label='curvefit')
plt.show()
#####the new approach starts here
def func2(params, x, data):
m = params['m'].value
c = params['c'].value
d = params['d'].value
model = np.power(x,m)*c + d
return model - data #that's what you want to minimize
# create a set of Parameters
params = Parameters()
params.add('m', value= -2) #value is the initial condition
params.add('c', value= 8.)
params.add('d', value= 10.0, min=0) #min=0 prevents that d becomes negative
# do fit, here with leastsq model
result = minimize(func2, params, args=(xData, yData))
# calculate final result
final = yData + result.residual
# write error report
report_fit(params)
try:
import pylab
pylab.plot(xData, yData, 'k+')
pylab.plot(xData, final, 'r')
pylab.show()
except:
pass
You could use the scipy.optimize.curve_fit method's bounds option to specify the maximum bound and the minimum bound.
https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.curve_fit.html
Bounds is a two tuple array. In your case, you just need to specify the lower bound for d. You could use,
bounds=([-np.inf, -np.inf, 0], np.inf)
Note: If you provide a scalar as a parameter (eg:- as the second variable above), it automatically applies as the upper bound for all three coefficients.
You just need to add one little argument to constrain your parameters. That is:
curve_fit(func, xData, yData, p0, bounds=([m1,c1,d1],[m2,c2,d2]))
where m1,c1,d1 are the lower bounds of the parameters (in your case they should be 0) and
m2,c2,d2 are the upper bounds.
If u want all m,c,d to be positive, the code should goes like the following:
curve_fit(func, xData, yData, p0, bounds=(0,numpy.inf))
where all the parameters have a lower bound of 0 and an upper bound of infinity(no bound)