I am trying to fit a curve with the curve_fit function in SciPy. By changing the inital values of the model the quality of the fit is changing but I am not able to find the best fit through my data. Here is how my fit looks like
My question is how can I improve this fit and what is the best way of selecting the initial values of the model.
I have attached the raw data which I want to fit an exponential curve to it.
This is the data which I am using
y = [ 338.52656636 337.43934446 348.25434126 308.42768639 279.24436171
269.85992004 279.24436171 249.25992615 239.53215125 219.96215705
220.41993469 220.30549028 220.30549028 195.07049776 180.364391
171.20883816 180.24994659 180.13550218 180.47883541 209.89104892
220.19104587 180.02105777 595.45426801 324.50712607 150.60884426
170.97994934 171.20883816 170.75106052 170.75106052 159.76439711
140.88106937 150.37995544 140.88106937 1620.70451979 140.42329173
150.37995544 140.53773614 284.68047121 1146.84743797 170.97994934
150.60884426 145.74495682 141.10995819 121.53996399 121.19663076
131.38218329 170.40772729 140.42329173 140.82384716 145.5732902
140.30884732 121.53996399 700.39979247 2783.74584185 131.26773888
140.76662496 140.53773614 121.76885281 126.23218482 130.69551683]
and here is my code:
from numpy import arange
from pandas import read_csv
from scipy.optimize import curve_fit
from matplotlib import pyplot
def expDecay(t, Amax, tau):
return Amax/tau*np.exp(-t/tau)
Amax = []
Tau = []
ydata = y
x = array(range(len(y)))
xdata = x
popt, pcov = curve_fit(expDecay, x, y,
p0=(10000, 5),
bounds=([0., 2.], [10000., 30]),)
Amax.append(popt[0])
Tau.append(popt[1])
plt.plot(xdata, expDecay(xdata, *popt), 'k-', label='Pred.');
plt.plot(ydata);
plt.ylim([0, 500])
plt.show()
The deviation is due to the outliers. After eliminating them :
Note about eliminating the outliers.
Since the definition of outlier is subjective a software able to do this will probably be more or less interactive. I built my own very rudimentary software. The principle is :
A first nonlinear regression is done with all the points. With the function and parameters obtained the values of y are computed for each point. The absolute difference between the "y computed" and the "y values" from the given data file are compared. This allows to eliminate the point the further away.
Another nonlinear regression is done with the remaining points. The same procedure eliminates a second point.
And so on until a specified criteria be reached to stop. That is the subjective part.
With your data (60 points) the point n.54 was eliminated first. Then the point n.34, then n.39 and so on. The process stops after eliminating 6 points. Eliminating more points doesn't improve much the LMSE.
The curve above is the result of the last nonlinear regression with the 54 remaining points.
Related
I am trying to fit a 4 parameter logistic regression to a set of data points in python with scipy.curve_fit. However, the fit is quite bad, see below:
import matplotlib.pyplot as plt
import seaborn as sns
import numpy as np
from scipy.optimize import curve_fit
def fit_4pl(x, a, b, c, d):
return a + (d-a)/(1+np.exp(-b*(x-c)))
x=np.array([2000. , 1000. , 500. , 250. , 125. , 62.5, 2000. , 1000. ,
500. , 250. , 125. , 62.5])
y=np.array([1.2935, 0.9735, 0.7274, 0.3613, 0.1906, 0.104 , 1.3964, 0.9751,
0.6589, 0.353 , 0.1568, 0.0909])
#initial guess
p0 = [y.min(), 0.5, np.median(x), y.max()]
#fit 4pl
p_opt, cov_p = curve_fit(fit_4pl, x, y, p0=p0, method='dogbox')
#get optimized model
a_opt, b_opt, c_opt, d_opt = p_opt
x_model = np.linspace(min(x), max(x), len(x))
y_model = fit_4pl(x_model, a_opt, b_opt, c_opt, d_opt)
#plot
plt.figure()
sns.scatterplot(x=x, y=y, label="measured data")
plt.title(f"Calibration curve of {i}")
sns.lineplot(x=x_model, y=y_model, label='fit')
plt.legend(loc='best')
This gives me the following parameters and graph:
[2.46783333e-01 5.00000000e-01 3.75000000e+02 1.14953333e+00]
Graphh of 4PL fit overlaid with measured data
This fit is clearly terrible, but I do not know how to improve this. Please help.
I've tried different initial guesses. This has resulted in either the fit shown above or no fit at all (either warnings.warn('Covariance of the parameters could not be estimated' error or Optimal parameters not found: Number of calls to function has reached maxfev = 1000)
I looked at this similar question and the graph produced in the accepted solution is what I'm aiming for. I have attempted to manually assign some bounds but I do not know what I'm doing and there was no discernible improvement.
In the usual nonlinear regresion softwares an iterative calculus is involved which requires initial values of the parameters to start. The initial values have to be not too far from the unknown correct values.
Possibly the trouble comes the "guessing" process of the initial values which might be not good enough.
In order to test this hypothesis one will try an unusal method of regression which is not iterative thus which doesn't require initial values. This is shown below.
The calculus is straightforward (with MathCad) and the results are shown below.
One have to take care about the notations which are not the same in your equation than in the above equation. In order to avoid confusion capital letters will be used in your equation while lowcase letters are used above. The relationship between them is :
Note that the sign in front of the exponential is changed to be compatible with negative c found above.
Try your nonlinear regression in starting with the above values A, B, C, D.
You should find values of parameters close to the above values but not exactly the same. This is due to the criteria of fitting (LMSE or LMSRE or LMSAE or other) implemented in your software which is different from the criteria of fitting used in the above method.
For general explanation about the method used above : https://fr.scribd.com/doc/14674814/Regressions-et-equations-integrale
I'm having a lot of trouble fitting this data, particularly getting the fit parameters to match the expected parameters.
from scipy.optimize import curve_fit
import numpy as np
def gaussian_model(x, a, b, c, d): # add constant d
return a*np.exp(-(x-b)**2/(2*c**2))+d
x = np.linspace(0, 20, 100)
mu, cov = curve_fit(gaussian_model, xdata, ydata)
fit_A = mu[0]
fit_B = mu[1]
fit_C = mu[2]
fit_D = mu[3]
fit_y = gaussian_model(xdata, fit_A, fit_B, fit_C, fit_D)
print(mu)
plt.plot(x, fit_y)
plt.scatter(xdata, ydata)
plt.show()
Here's the plot
When I printed the parameters, I got values of -17 for amplitude, 2.6 for mean, -2.5 for standard deviation, and 110 for the base. This is very far off from what I would expect from the scatter plot. Any ideas why?
Also, I'm pretty new to coding, so any advice is helpful! Thanks everyone :)
Edit: figured out what was wrong! Just needed to add some guesses.
This is not an answer as expected.
This is an alternative method of fitting gaussian.
The process is not iteratif and doesn't requier initial "guessed" values of the parameters to start as in the usual methods.
The result is :
The method of calculus is shown below :
The general principle is explained with examples in https://fr.scribd.com/doc/14674814/Regressions-et-equations-integrales . This is a linear regression wrt an integral equation which solution is the gaussian function.
If one want more accurate and/or more specific result according to some specified criteria of fitting, one have to use a software with non-linear regression process. Then one can use the above result as initial values of parameters for a more robust iterative process.
I have added excel plot from which I get the exponential equation, I am trying to curve fit this in Python.
My fitted equation is not as close to the empirical data i have provided when i use it to predict the y data, the prediction gives f(-25)= 5.30e-11, while the empirical data f(-25) gives = 5.3e-13
How can i improve the code to be predicting close to empirical data, or i have made mistakes in my code??
python fitted plot
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import numpy as np
import matplotlib.pyplot as plt
from scipy.optimize import curve_fit
import scipy.optimize as optimize
import scipy.stats as stats
pd.set_option('precision', 14)
def f(x,A,B):
return A * np.exp((-B) * (x))
y_data= [2.156e-05, 1.85e-07, 1.02e-10 , 1.268e-11, 5.352e-13]
x= [-28.8, -27.4, -26 , -25.5, -25]
p, pcov = optimize.curve_fit(f, x, y_data, p0=[10**(-59),4], maxfev=5000)
plt.figure()
plt.plot(x, y_data, 'ko', label="Empirical BER")
plt.plot(x, f(x, *p ), 'g-', label="Fitted BER" )
plt.title(" BER ")
plt.xlabel('Power Rx (dB)')
plt.ylabel('')
plt.legend()
plt.grid()
plt.yscale("log")
plt.show()
Since you are plotting the data with a log-plot, your view of the data and fit is emphasizing the "tiny" compared to the "small". Fitting uses the sum of the squares of the misfit to determine the best fit. A misfit of a few percent of the data with a y-value of ~2e-5 would completely swamp a misfit of a factor of 10 or even 100 for the data with a y-value of 1.e-11. Your plot is consistent with that.
There are two possible routes to a better fit:
a) if you have uncertainties in the y-values, use those. It's quite possible that the uncertainty in the data with y~2e-5 is much larger than the uncertainty in the date with y~1.e-11, and scaling by the uncertainty so that the minimization is of the sum-of-squares of (data-model)/uncertainty will help fit the low-value data better. OTOH, if the errors are constant, plotting those uncertainties might show that the fit you have is actually not that bad -- the misfit where y~1.e-11 is only 1.e-10.
b) realize that you are assessing the fit quality by plotting the log of the data, and embrace that observation so that you fit the log(data) to log(model). Conveniently for a simple exponential function, the log of that model is linear, so you could do linear regression of the log of your data.
Bonus round: recognize that options a) and b) are related. Since a fit minimizes Sum[ ((data-model)/uncertainty)**2], not providing values for uncertainty is effectively saying that the has same uncertainty (=1.0 in fact) for all values of x and y. If you fit the log of the model to the log of the data, as withSum[ (log(data) - log(model))**2] is effectively saying that the uncertainty in the log(data) is the same for all values of x and y.
I have a set of data points which, according to the model I want to implement, could be modelled with a certain curve (in this case, a product between an exponential and a complementary error function).
For fitting these data into such a curve, I tried:
import numpy as np
from scipy.optimize import curve_fit
from scipy import special
x_fit = np.linspace(0,1,1000)
def fitted_function(x_fit, c, d, S):
return c*np.exp(((S*d/2)**2)-x_fit*d)*special.erfc(S*d/2-x_fit/S)
FitParameters, FitCovariance = curve_fit(fitted_function, x_data, y_data, maxfev = 100000)
It does not give me any particular error, but the result of the fitting is evidently wrong. I strongly suspect that it has to do with the the part x_fit/S, where the fitting parameter S appears as a denominator.
For example, I encounter the same problem while fitting a simple exponential: if I define the fitting curve with
return a*np.exp(-x_fit/b)
with a, b fitting parameters; since the fitting parameter b appears as a denominator, I find the same problem (i.e. the resulting fitted curve is a horizontal line for some reason).
For the case of a simple exponential I can simple bypass this by doing
return a*np.exp(-b*x_fit)
so that b is not a denominator anymore and the fitted curve is really an exponential curve. For my current case, instead, I cannot do this since S appears ad a numerator and a denominator in different part of the expression.
Any ideas? Thank you in advance!
I need to (numerically) calculate the first and second derivative of a function for which I've attempted to use both splrep and UnivariateSpline to create splines for the purpose of interpolation the function to take the derivatives.
However, it seems that there's an inherent problem in the spline representation itself for functions who's magnitude is order 10^-1 or lower and are (rapidly) oscillating.
As an example, consider the following code to create a spline representation of the sine function over the interval (0,6*pi) (so the function oscillates three times only):
import scipy
from scipy import interpolate
import numpy
from numpy import linspace
import math
from math import sin
k = linspace(0, 6.*pi, num=10000) #interval (0,6*pi) in 10'000 steps
y=[]
A = 1.e0 # Amplitude of sine function
for i in range(len(k)):
y.append(A*sin(k[i]))
tck =interpolate.UnivariateSpline(x, y, w=None, bbox=[None, None], k=5, s=2)
M=tck(k)
Below are the results for M for A = 1.e0 and A = 1.e-2
http://i.imgur.com/uEIxq.png Amplitude = 1
http://i.imgur.com/zFfK0.png Amplitude = 1/100
Clearly the interpolated function created by the splines is totally incorrect! The 2nd graph does not even oscillate the correct frequency.
Does anyone have any insight into this problem? Or know of another way to create splines within numpy/scipy?
Cheers,
Rory
I'm guessing that your problem is due to aliasing.
What is x in your example?
If the x values that you're interpolating at are less closely spaced than your original points, you'll inherently lose frequency information. This is completely independent from any type of interpolation. It's inherent in downsampling.
Nevermind the above bit about aliasing. It doesn't apply in this case (though I still have no idea what x is in your example...
I just realized that you're evaluating your points at the original input points when you're using a non-zero smoothing factor (s).
By definition, smoothing won't fit the data exactly. Try putting s=0 in instead.
As a quick example:
import matplotlib.pyplot as plt
import numpy as np
from scipy import interpolate
x = np.linspace(0, 6.*np.pi, num=100) #interval (0,6*pi) in 10'000 steps
A = 1.e-4 # Amplitude of sine function
y = A*np.sin(x)
fig, axes = plt.subplots(nrows=2)
for ax, s, title in zip(axes, [2, 0], ['With', 'Without']):
yinterp = interpolate.UnivariateSpline(x, y, s=s)(x)
ax.plot(x, yinterp, label='Interpolated')
ax.plot(x, y, 'bo',label='Original')
ax.legend()
ax.set_title(title + ' Smoothing')
plt.show()
The reason that you're only clearly seeing the effects of smoothing with a low amplitude is due to the way the smoothing factor is defined. See the documentation for scipy.interpolate.UnivariateSpline for more details.
Even with a higher amplitude, the interpolated data won't match the original data if you use smoothing.
For example, if we just change the amplitude (A) to 1.0 in the code example above, we'll still see the effects of smoothing...
The problem is in choosing suitable values for the s parameter. Its values depend on the scaling of the data.
Reading the documentation carefully, one can deduce that the parameter should be chosen around s = len(y) * np.var(y), i.e. # of data points * variance. Taking for example s = 0.05 * len(y) * np.var(y) gives a smoothing spline that does not depend on the scaling of the data or the number of data points.
EDIT: sensible values for s depend of course also on the noise level in the data. The docs seem to recommend choosing s in the range (m - sqrt(2*m)) * std**2 <= s <= (m + sqrt(2*m)) * std**2 where std is the standard deviation associated with the "noise" you want to smooth over.