SciPy LeastSq Dfun Usage
I'm trying to get my Jacobian to work with SciPy's Optimize library's leastsq function.
I have the following code:
#!/usr/bin/python
import scipy
import numpy
from scipy.optimize import leastsq
#Define real coefficients
p_real=[3,5,1]
#Define functions
def func(p, x): #Function
return p[0]*numpy.exp(-p[1]*x)+p[2]
开发者_如何学运维def dfunc(p, x, y): #Derivative
return [numpy.exp(-p[1]*x),-x*p[0]*numpy.exp(-p[1]*x), numpy.ones(len(x))]
def residuals(p, x, y):
return y-func(p, x)
#Generate messy data
x_vals=numpy.linspace(0,10,30)
y_vals=func(p_real,x_vals)
y_messy=y_vals+numpy.random.normal(size=len(y_vals))
#Fit
plsq,cov,infodict,mesg,ier=leastsq(residuals, [10,10,10], args=(x_vals, y_vals), Dfun=dfunc, col_deriv=1, full_output=True)
print plsq
Now, when I run this, I get plsq=[10,10,10]
as my return. When I take out Dfun=dfunc, col_deriv=1
, then I get something close to p_real
.
Can anyone tell me what gives? Or point out a better source of documentation than what SciPy provides?
Incidentally, I'm using the Jacobian because I have the (perhaps misguided) belief that it will lead to faster convergence.
Change residuals
to its negative:
def residuals(p, x, y):
return func(p, x)-y
and you get
[ 3. 5. 1.]
Hope this helps :)
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