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Find the appropriate polynomial fit for data in Python

Is there a function or library in Python to automatically compute the best polynomial fit for a set of data points? I am not really interested in the ML use case of generalizing to a set of new data, I am just focusing on the data I have. I realize the higher the degree, the better the fit. However, I want something that penalizes or looks at where the error elbows? When I say elbowing, I mean something like this (although usually it is not so drastic or obvious):
One idea I had was to use Numpy's polyfit: https://docs.scipy.org/doc/numpy-1.15.0/reference/generated/numpy.polyfit.html to compute polynomial regression for a range of orders/degrees. Polyfit requires the user to specify the degree of polynomial, which poses a challenge because I don't have any assumptions or preconceived notions. The higher the degree of fit, the lower the error will be but eventually it plateaus like the image above. Therefore if I want to automatically compute the degree of polynomial where the error curve elbows: if my error is E and d is my degree, I want to maximize (E[d+1]-E[d]) - (E[d+1] - E[d]).
Is this even a valid approach? Are there other tools and approaches in well-established Python libraries lik Numpy or Scipy that can help with finding the appropriate polynomial fit (without me having to specify the order/degree)? I would appreciate any thoughts or suggestions! Thanks!

To select the "right" fit and prevent over-fitting, you can use the Akiake Information Criterion or the Bayesian Information Criterion. Note that your fitting procedure can be non-Bayesian and you can still use these to compare fits. Here is a quick comparison between the two methods.

How to find initial guess for leastsq function in Python?

I have a dataset for which I need to fit the plot. I am using leastsq() for fitting. However, currently I need to give initial guess values manually which is really affecting the fitting. Is there any way to first calculate the initial guess values which I can pass in leastsq()?

No, you can't really calculate an initial guess.
You'll just have to make an educated guess, and that really depends on your data and model.
If the initial guess affects the fitting, there is likely something else going on; you're probably getting stuck in local minima. Your model may be too complex, or your data range may be so large that you run into floating point precision limits and the fitting algorithm can't detect any changes for parameter changes. The latter can often be avoided by normalizing your data (and model), or, for example, using log(-log) space instead of linear space.
Or avoid leastsq altogether, and use a different minimization method (which will likely be much slower, but may produce overall better and more consistent results), such as the Nelder-Mead amoebe method.

Utilising Genetic algorithm to overcome different size datasets in model

SO I realise the question I am asking here is large and complex.
A potential solution to variences in sizes of
In all of my searching through statistical forums and posts I haven't come across a scientifically sound method of taking into account the type of data that I am encountering,
but I have thought up a (novel?) potential solutions to account perfectly (in my mind) for large and small datasets within the same model.
The proposed method involves using a genetic algorithm to alter two numbers defining a relationship between the size of the dataset making up an implied strike rate and the
percentage of the implied strike to be used, with the target of the model to maximise the homology of the number 1 in two columns of the following csv. (ultra simplified
but hopefully demonstrates the principle)
Example data
Date,PupilName,Unique class,Achieved rank,x,y,x/y,Average xy
12/12/2012,PupilName1,UniqueClass1,1,3000,9610,0.312174818,0.08527
12/12/2012,PupilName2,UniqueClass1,2,300,961,0.312174818,0.08527
12/12/2012,PupilName3,UniqueClass1,3,1,3,0.333333333,0.08527
13/12/2012,PupilName1,UniqueClass2,1,2,3,0.666666667,0.08527
13/12/2012,PupilName2,UniqueClass2,2,0,1,0,0.08527
13/12/2012,PupilName3,UniqueClass2,3,0,5,0,0.08527
13/12/2012,PupilName4,UniqueClass2,4,0,2,0,0.08527
13/12/2012,PupilName5,UniqueClass2,5,0,17,0,0.08527
14/12/2012,PupilName1,UniqueClass3,1,1,2,0.5,0.08527
14/12/2012,PupilName2,UniqueClass3,2,0,1,0,0.08527
14/12/2012,PupilName3,UniqueClass3,3,0,5,0,0.08527
14/12/2012,PupilName4,UniqueClass3,4,0,6,0,0.08527
14/12/2012,PupilName5,UniqueClass3,5,0,12,0,0.08527
15/12/2012,PupilName1,UniqueClass4,1,0,0,0,0.08527
15/12/2012,PupilName2,UniqueClass4,2,1,25,0.04,0.08527
15/12/2012,PupilName3,UniqueClass4,3,1,29,0.034482759,0.08527
15/12/2012,PupilName4,UniqueClass4,4,1,38,0.026315789,0.08527
16/12/2012,PupilName1,UniqueClass5,1,12,24,0.5,0.08527
16/12/2012,PupilName2,UniqueClass5,2,1,2,0.5,0.08527
16/12/2012,PupilName3,UniqueClass5,3,13,59,0.220338983,0.08527
16/12/2012,PupilName4,UniqueClass5,4,28,359,0.077994429,0.08527
16/12/2012,PupilName5,UniqueClass5,5,0,0,0,0.08527
17/12/2012,PupilName1,UniqueClass6,1,0,0,0,0.08527
17/12/2012,PupilName2,UniqueClass6,2,2,200,0.01,0.08527
17/12/2012,PupilName3,UniqueClass6,3,2,254,0.007874016,0.08527
17/12/2012,PupilName4,UniqueClass6,4,2,278,0.007194245,0.08527
17/12/2012,PupilName5,UniqueClass6,5,1,279,0.003584229,0.08527
So I have created a tiny model dataset, which contains some good examples of where my current methods fall short and how I feel a genetic algorithm can be used to fix this. If we look in the dataset above it contains 6 unique classes the ultimate objective of the algorithm is to create as high as possible correspondence between a rank of an adjusted x/y and the achieved rank in column 3 (zero based referencing.) In uniqueclass1 we have two identical x/y values, now these are comparatively large x/y values if you compare with the average (note the average isn't calculated from this dataset) but it would be common sense to expect that the 3000/9610 is more significant and therefore more likely to have an achieved rank of 1 than the 300/961. So what I want to do is make an adjusted x/y to overcome these differences in dataset sizes using a logarithmic growth relationship defined by the equation:
adjusted xy = ((1-exp(-y*α)) * x/y)) + ((1-(1-exp(-y*α)))*Average xy)
Where α is the only dynamic number
If I can explain my logic a little and open myself up to (hopefully) constructive criticsm. This graph below shows is an exponential growth relationship between size of the data set and the % of x/y contributing to the adjusted x/y. Essentially what the above equation says is as the dataset gets larger the percentage of the original x/y used in the adjusted x/y gets larger. Whatever percentage is left is made up by the average xy. Could hypothetically be 75% x/y and 25% average xy for 300/961 and 95%/5% for 3000/9610 creating an adjusted x/y which clearly demonstrates
For help with understanding the lowering of α would produce the following relationship where by a larger dataset would be requred to achieve the same "% of xy contributed"
Conversly increasing α would produce the following relationship where by a smaller dataset would be requred to achieve the same "% of xy contributed"
So I have explained my logic. I am also open to code snippets to help me overcome the problem. I have plans to make a multitude of genetic/evolutionary algorithms in the future and could really use a working example to pick apart and play with in order to help my understanding of how to utilise such abilities of python. If additional detail is required or further clarification about the problem or methods please do ask, I really want to be able to solve this problem and future problems of this nature.
So after much discussion about the methods available to overcome the problem presented here I have come to the conclusion that he best method would be a genetic algorithm to iterate α in order to maximise the homology/correspondance between a rank of an adjusted x/y and the achieved rank in column 3. It would be greatly greatly appreciated if anyone be able to help in that department?
So to clarify, this post is no longer a discussion about methodology
I am hoping someone can help me produce a genetic algorithm to maximise the homology between the results of the equation
adjusted xy = ((1-exp(-y*α)) * x/y)) + ((1-(1-exp(-y*α)))*Average xy)
Where adjusted xy applies to each row of the csv. Maximising homology could be achieved by minimising the difference between the rank of the adjusted xy (where the rank is by each Unique class only) and Achieved rank.
Minimising this value would maximise the homology and essentially solve the problem presented to me of different size datasets. If any more information is required please ask, I check this post about 20 times a day at the moment so should reply rather promptly. Many thanks SMNALLY.

The problem you are facing sounds to me like "Bias Variance Dilemna" from a general point of view. In a nutshell, a more precise model favours variance (sensitivity to change in a single training set), a more general model favours bias (model works for many training sets)
May I suggest not to focus on GA but look at Instance Base Learning and advanced regression techniques. The Andrew moore page at CMU is a good entry point.
And particularly those slides.
[EDIT]
After a second reading, here is my second understanding:
You have a set of example data with two related attributes X and Y.
You do not want X/Y to dominate when Y is small, (considered as less representative).
As a consequence you want to "weigth" the examples with a adapted value adjusted_xy .
You want adjusted_xy to be related to a third attribute R (rank). Related such as,per class, adjusted_xy is sorted like R.
To do so you suggest to put it as an optimization problem, searching for PARAMS of a given function F(X,Y,PARAMS)= adjusted_xy .
With the constraint that D=Distance( achieved rank for this class, rank of adjusted_xy for this class ) is minimal.
Your question, at least for me, is in the field of attribute selection/attribute adaptation. (I guess the data set will later be used for supervised learning ).
One problem that I see in your approach (if well understood) is that, at the end, rank will be highly related to adjusted_xy which will bring therefore no interesting supplementary information.
Once this said, I think you surely know how GA works . You have to
define the content of the chromosome : this appears to be your alpha parameter.
define an appropriate fitness function
The fitness function for one individual can be a sum of distances over all examples of the dataset.
As you are dealing with real values , other metaheuristics such as Evolution Strategies (ES) or Simulated Anealing may be more adapted than GA.
As solving optimization problems is cpu intensive, you might eventually consider C or Java instead of Python. (as fitness at least will be interpreted and thus cost a lot).
Alternatively I would look at using Y as a weight to some supervised learning algorithm (if supervised learning is the target).

Let's start by the problem: You consider the fact that some features lead to some of your classes a 'strike'. You are taking a subset of your data and try to establish a rule for the strikes. You do establish one but then you notice that the accuracy of your rule depends on the volume of the dataset that was used to establish the 'strike' rate anyway. You are also commenting on the effect of some samples in biasing your 'strike' estimate.
The immediate answer is that it looks like you have a lot of variation in your data, therefore you will in one way or another need to collect more to account for that variation. (That is, variation that is inherent to the problem).
The fact that in some cases the numbers end up in 'unusable cases' could also be down to outliers. That is, measurements that are 'out of bounds' for a number of reasons and which you would have to find a way to either exclude them or re-adjust them. But this depends a lot on the context of the problem.
'Strike rates' on their own will not help but they are perhaps a step towards the right direction. In any case, you can not compare strike rates if they are coming from samples of different sizes as you have found out too. If your problem is purely to determine the size of your sample so that your results conform to some specific accuracy then i would recommend that you have a look at Statistical Power and how does the sample size affects it. But still, to determine the sample size you need to know a bit more about your data, which brings us back to point #1 about the inherent variation.
Therefore, my attempt to an answer is this: If i have understood your question correctly, you are dealing with a classification problem in which you seek to assign a number of items (patients) to a number of classes (types of cancer) on the evidence of some features (existence of genetic markers, or frequency of their appearance or any other quantity anyway) about these items. But, some features might not exist for all items or, there is a core group of features but there might be some more that do not appear all the time. The question now is, which classifier do you use to achieve this? Logistic regression was mentioned previously and has not helped. Therefore, what i would suggest is going for a Naive Bayesian Classifier. The classifier can be trained with the datasets you have used to derive the 'strike rates' which will provide the a-priori probabilities. When the classifier is 'running' it will be using the features of new data to construct a likelihood that the patient who provided this data should be assigned to each class.
Perhaps the more common example for such a classifier is the spam-email detectors where the likelihood that an email is spam is judged on the existence of specific words in the email (and a suitable training dataset that provides a good starting point of course).
Now, in terms of trying this out practically (and since your post is tagged with python related tags :) ), i would like to recommend Weka. Weka contains a lot of related functionality including bootstrapping that could potentially help you with those differences in the size of the datasets. Although Weka is Java, bindings exist for it in Python too. I would definitely give it a go, the Weka package, book and community are very helpful.

No. Don't use a genetic algorithm.
The bigger the search space of models and parameters, the better your chances of finding a good fit for your data points. But the less this fit will mean. Especially since for some groups your sample sizes are small and therefore the measurements have a high random component to them. This is why, somewhat counterintuitively, it is often actually harder to find a good model for your data after collecting it than before.
You have taken the question to the programmer's lair. This is not the place for it. We solve puzzles.
This is not a puzzle to find the best line through the dots. You are searching for a model that makes sense and brings understanding on the subject matter. A genetic algorithm is very creative at line-through-dot drawing but will bring you little understanding.
Take the problem back where it belongs and ask the statisticians instead.
For a good model should be based on theory behind the data. It'll have to match the points on the right side of the graph, where (if I understand you right) most of the samples are. It'll be able to explain in hard probabilities how likely the deviations on the left are and tell you if they are significant or not.
If you do want to do some programming, I'd suggest you take the simplest linear model, add some random noise, and do a couple simulation runs for a population like your subjects. See if the data looks like the data you're looking at or if it generally 'looks' different, in which case there really is something nonlinear (and possibly interesting) going on on the left.

I once tackled a similar problem (as similar as problems like this ever are), in which there were many classes and high variance in features per data point. I personally used a Random Forest classifier (which I wrote in Java). Since your data is highly variant, and therefore hard to model, you could create multiple forests from different random samples of your large dataset and put a control layer on top to classify data against all the forests, then take the best score. I don't write python, but i found this link
http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.RandomForestClassifier.html
which may give you something to play with.

Following Occam's razor, you must select a simpler model for small dataset and may want to switch to a more complex model as your dataset grows.
There are no [good] statistical tests that show you if a given model, in isolation, is a good predictor of your data. Or rather, a test may tell you that given model fitness is N, but you can never tell what the acceptable value of N is.
Thus, build several models and pick one with better tradeoff of predictive power and simplicity using Akaike information criterion. It has useful properties and not too hard to understand. :)
There are other tests of course, but AIC should get you started.
For a simple test, check out p-value

Curve_fit not converging means...?

I need to crossmatch a list of astronomical coordinates with different catalogues, and I want to decide a maximum radius for the crossmatch. This will avoid mismatches between my list and the catalogues.
To do this, I compute the separation between the best match with the catalogue for each object in my list. My initial list is supossed to be the position of a known object, but it could happend that it is not detected in the catalog, and my coordinates may suffer from small offsets.
They way I am computing the maximum radius is by fitting the gaussian kernel density of the separation with a gaussian, and use the center + 3sigmas value. The method works nicely for most of the cases, but when a small subsample of my list has an offset, I have two gaussians instead. In these cases, I will specify the max radius in a different way.
My problem is that when this happens, curve_fit can't normally do the fit with one gaussian. For a scientific publication, I will need to justify the "no fit" in curve_fit, and in which cases the "different way" is used. Could someone give me a hand on what this means in mathematical terms?

There are varying lengths to which you can go justifying this or that fitting ansatz --- which strongly depends on the details of your specific case (eg: why do you expect a gaussian to work in a first place? to what depth you need/want to delve into why exactly a certain fitting procedure fails and what exactly is a fail etc).
If the question is really about the curve_fit and its failure to converge, then show us some code and some input data which demonstrate the problem.
If the question is about how to evaluate the goodness-of-fit, you're best off going back to the library and picking a good book on statistics.
If all you look for is way of justifying why in a certain case a gaussian is not a good fitting ansatz, one way would be to calculate the moments: for a gaussian distribution 1st, 2nd, 3rd and higher moments are related to each other in a very precise way. If you can demonstrate that for your underlying data the relation between moments is very different, it sounds reasonable that these data can't be fit by a gaussian.

large set of data, interpolation

I am looking for a "method" to get a formula, formula which comes from fitting a set of data (3000 point). I was using Legendre polynomial, but for > 20 points it gives not exact values. I can write chi2 test, but algorithm needs a loot of time to calculate N parameters, and at the beginning I don't know how the function looks like, so it takes time. I was thinking about splines... Maybe ...
So the input is: 3000 pints
Output : f(x) = ... something
I want to have a formula from fit. What is a best way to do this in python?
Let the force would be with us!
Nykon

How about a polynomial fit:
http://docs.scipy.org/doc/numpy/reference/generated/numpy.polyfit.html
or some other interpolation scheme:
http://docs.scipy.org/doc/scipy/reference/tutorial/interpolate.html
It is difficult to recommend a suitable method without knowing more about the dataset and something about how good of a fit is required.

Except, a spline does not give you a "formula", at least not unless you have the wherewithal to deal with all of the piecewise segments. Even then, it will not be easily written down, or give you anything that is at all pretty to look at.
A simple spline gives you an interpolant. Worse, for 3000 points, an interpolating spline will give you roughly that many cubic segments! You did say interpolation before. OF course, an interpolating polynomial of that high an order will be complete crapola anyway, so don't think you can just go back there.
If all that you need is a tool that can provide an exact interpolation at any point, and you really don't need to have an explicit formula, then an interpolating spline is a good choice.
Or do you really want an approximant? A function that will APPROXIMATELY fit your data, smoothing out any noise? The fact is, a lot of the time when people who have no idea what they are doing say "interpolation" they really do mean approximation, smoothing. This is possible of course, but there are entire books written on the subject of curve fitting, the modeling of empirical data. You first goal is then to choose an intelligent model, that will represent this data. Best of course is if you have some intelligent choice of model from physical understanding of the relationship under study, then you can estimate the parameters of that model using a nonlinear regression scheme, of which there are many to be found.
If you have no model, and are unwilling to choose one that roughly has the proper shape, then you are left with generic models in the form of splines, which can be fit in a regression sense, or with high order polynomial models, for which I have little respect.
My point in all of this is YOU need to make some choices and do some research on a choice of model.

The only formula would be a polynomial of order 3000.
How good does the fit need to be? What type of formula do you expect?

You could sample your observed points (randomly is best) and fit a cubic spline to this sample (if you repeat this procedure, you can create a distribution of splines). Fitting a spline to 3,000 points is a bit much, but generating a distribution of spline based on a sample could give you an idea of what the function will look like. As Josh mentioned above, http://docs.scipy.org/doc/scipy/reference/tutorial/interpolate.html is a good place to start your search.