python - Scipy's Optimize Curve Fit Limits -
is there way can provide limits scipy's optimize curve fit?
my example:
def optimized_formula(x, m_1, m_2, y_1, y_2, ratio_2): return (log(x[0]) * m_1 + m_2)*((1 - x[1]/max_age)*(1-ratio_2)) + ((log(x[1]) * y_1 + y_2)*(x[1]/max_age)*ratio_2) popt, pcov = optimize.curve_fit(optimized_formula, usage_and_age, prices)
x[0] age , max_age constant. in mind, x[0] approaches maximum, x[1]/max_age approaches 1.
is possible provide constraint/limit whereby x[1]/max_age > 0.3 , x[1]/max_age < 0.7 , other constraints such m_1 < 0, m_2 > 0, , on.
as suggested in answer, use lmfit these kind of problems. therefore, add example on how use in case interested in topic, too.
let's have dataset follows:
xdata = np.array([177.,180.,183.,187.,189.,190.,196.,197.,201.,202.,203.,204.,206.,218.,225.,231.,234., 252.,262.,266.,267.,268.,277.,286.,303.]) ydata = np.array([0.81,0.74,0.78,0.75,0.77,0.81,0.73,0.76,0.71,0.74,0.81,0.71,0.74,0.71, 0.72,0.69,0.75,0.59,0.61,0.63,0.64,0.63,0.35,0.27,0.26])
and want fit model data looks this:
model = n1 + (n2 * x + n3) * 1./ (1. + np.exp(n4 * (n5 - x)))
with constraints
0.2 < n1 < 0.8 -0.3 < n2 < 0
using lmfit
(version 0.8.3) obtain following output:
n1: 0.26564921 +/- 0.024765 (9.32%) (init= 0.2) n2: -0.00195398 +/- 0.000311 (15.93%) (init=-0.005) n3: 0.87261892 +/- 0.068601 (7.86%) (init= 1.0766) n4: -1.43507072 +/- 1.223086 (85.23%) (init=-0.36379) n5: 277.684530 +/- 3.768676 (1.36%) (init= 274)
as can see, fit reproduces data , parameters in requested ranges.
here entire code reproduces plot few additional comments:
from lmfit import minimize, parameters, parameter, report_fit import numpy np xdata = np.array([177.,180.,183.,187.,189.,190.,196.,197.,201.,202.,203.,204.,206.,218.,225.,231.,234., 252.,262.,266.,267.,268.,277.,286.,303.]) ydata = np.array([0.81,0.74,0.78,0.75,0.77,0.81,0.73,0.76,0.71,0.74,0.81,0.71,0.74,0.71, 0.72,0.69,0.75,0.59,0.61,0.63,0.64,0.63,0.35,0.27,0.26]) def fit_fc(params, x, data): n1 = params['n1'].value n2 = params['n2'].value n3 = params['n3'].value n4 = params['n4'].value n5 = params['n5'].value model = n1 + (n2 * x + n3) * 1./ (1. + np.exp(n4 * (n5 - x))) return model - data #that's want minimize # create set of parameters # 'value' initial condition # 'min' , 'max' define boundaries params = parameters() params.add('n1', value= 0.2, min=0.2, max=0.8) params.add('n2', value= -0.005, min=-0.3, max=10**(-10)) params.add('n3', value= 1.0766, min=-1000., max=1000.) params.add('n4', value= -0.36379, min=-1000., max=1000.) params.add('n5', value= 274.0, min=0., max=1000.) # fit, here leastsq model result = minimize(fit_fc, params, args=(xdata, ydata)) # write error report report_fit(params) xplot = np.linspace(min(xdata), max(xdata), 1000) yplot = result.values['n1'] + (result.values['n2'] * xplot + result.values['n3']) * \ 1./ (1. + np.exp(result.values['n4'] * (result.values['n5'] - xplot))) #plot results try: import pylab pylab.plot(xdata, ydata, 'k+') pylab.plot(xplot, yplot, 'r') pylab.show() except: pass
edit:
if use version 0.9.x need adjust code accordingly; check here changes have been made 0.8.3 0.9.x.
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