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* Added BFGS minimization.

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This commit is contained in:
Wirawan Purwanto
2013-08-09 16:51:38 -04:00
parent f49d166a77
commit cdad14e034
1 changed files with 12 additions and 2 deletions
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14
math/fitting/__init__.py
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@@ -158,7 +158,7 @@ def fit_func(Funct, Data=None, Guess=None, x=None, y=None,
""" """
global last_fit_rslt, last_chi_sqr global last_fit_rslt, last_chi_sqr
from scipy.optimize import fmin, leastsq, anneal from scipy.optimize import fmin, fmin_bfgs, leastsq, anneal
# We want to minimize this error: # We want to minimize this error:
if Data != None: # an alternative way to specifying x and y if Data != None: # an alternative way to specifying x and y
y = Data[0] y = Data[0]
@@ -200,8 +200,9 @@ def fit_func(Funct, Data=None, Guess=None, x=None, y=None,
full_output=1, full_output=1,
**opts **opts
) )
keys = ('xopt', 'cov_x', 'infodict', 'mesg', 'ier') keys = ('xopt', 'cov_x', 'infodict', 'mesg', 'ier') # ier = error message code from MINPACK
elif method == 'fmin': elif method == 'fmin':
# Nelder-Mead Simplex algorithm
rslt = fmin(fun_err2, rslt = fmin(fun_err2,
x0=Guess, # initial coefficient guess x0=Guess, # initial coefficient guess
args=(x,y), # data onto which the function is fitted args=(x,y), # data onto which the function is fitted
@@ -209,6 +210,15 @@ def fit_func(Funct, Data=None, Guess=None, x=None, y=None,
**opts **opts
) )
keys = ('xopt', 'fopt', 'iter', 'funcalls', 'warnflag', 'allvecs') keys = ('xopt', 'fopt', 'iter', 'funcalls', 'warnflag', 'allvecs')
elif method == 'fmin_bfgs' or method == 'bfgs':
# Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm
rslt = fmin_bfgs(fun_err2,
x0=Guess, # initial coefficient guess
args=(x,y), # data onto which the function is fitted
full_output=1,
**opts
)
keys = ('xopt', 'fopt', 'funcalls', 'gradcalls', 'warnflag', 'allvecs')
elif method == 'anneal': elif method == 'anneal':
rslt = anneal(fun_err2, rslt = anneal(fun_err2,
x0=Guess, # initial coefficient guess x0=Guess, # initial coefficient guess