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POCorrect usage of fmin_l_bfgs_b for fitting model parameters
 

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  1. POCorrect usage of fmin_l_bfgs_b for fitting model parameters
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    <p>I have a some experimental data (for y, x, t_exp, m_exp), and want to find the "optimal" model parameters (A, B, C, D, E) for this data using the <a href="http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fmin_l_bfgs_b.html#scipy.optimize.fmin_l_bfgs_b" rel="nofollow">constrained multivariate BFGS method</a>. Parameter E must be greater than 0, the others are unconstrained.</p> <pre><code>def func(x, A, B, C, D, E, *args): return A * (x ** E) * numpy.cos(t_exp) * (1 - numpy.exp((-2 * B * x) / numpy.cos(t_exp))) + numpy.exp((-2 * B * x) / numpy.cos(t_exp)) * C + (D * m_exp) initial_values = numpy.array([-10, 2, -20, 0.3, 0.25]) mybounds = [(None,None), (None,None), (None,None), (None,None), (0, None)] x,f,d = scipy.optimize.fmin_l_bfgs_b(func, x0=initial_values, args=(m_exp, t_exp), bounds=mybounds) </code></pre> <p>A few questions:</p> <ol> <li>Should my model formulation <code>func</code> include my independent variable <code>x</code> or should it be provided from the experimental data <code>x_exp</code> as part of <code>*args</code>?</li> <li>When I run the above code, I get an error <code>func() takes at least 6 arguments (3 given)</code>, which I assume are x, and my two *args... How should I define <code>func</code>?</li> </ol> <p>EDIT: Thanks to @zephyr's answer, I now understand that the goal is to minimize the sum of squared residuals, not the actual function. I got to the following working code:</p> <pre><code>def func(params, *args): l_exp = args[0] s_exp = args[1] m_exp = args[2] t_exp = args[3] A, B, C, D, E = params s_model = A * (l_exp ** E) * numpy.cos(t_exp) * (1 - numpy.exp((-2 * B * l_exp) / numpy.cos(t_exp))) + numpy.exp((-2 * B * l_exp) / numpy.cos(theta_exp)) * C + (D * m_exp) residual = s_exp - s_model return numpy.sum(residual ** 2) initial_values = numpy.array([-10, 2, -20, 0.3, 0.25]) mybounds = [(None,None), (None,None), (None,None), (None,None), (0,None)] x, f, d = scipy.optimize.fmin_l_bfgs_b(func, x0=initial_values, args=(l_exp, s_exp, m_exp, t_exp), bounds=mybounds, approx_grad=True) </code></pre> <p>I am not sure that the bounds are working correctly. When I specify (0, None) for E, I get a run flag 2, abnormal termination. If I set it to (1e-6, None), it runs fine, but selects 1e-6 as E. Am I specifying the bounds correctly?</p>
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