Gekko Python adjusting defined piecewise linear function during solving - python

I am trying to solve a dynamic optimization problem using gekko. The goal is to minimize a form of energy consumption represented by VSP over a set distance under speed constraints. I define a piece-wise linear function as a the speed constraint and to model the slope of the road at different distances:
min_velocity = 0
max_velocity = 10
max_decel = -1
max_accel = 1
distances = np.linspace(0,20,21)
goal_dist = 200
trip_time = 100
# set up PWL functions
distances = np.linspace(0,200,10)
speed_limits = np.ones(10)*5
speed_limits[5:]=7
slope = np.zeros(10)
slope[3:5]=1; slope[7:9]=-1
model = GEKKO(remote=False)
model.time = [i for i in range(trip_time)]
x = model.Var(value=0.0, lb=0)
v = model.Var(value=0.0, lb = min_velocity, ub = max_velocity)
v_max = model.Var()
slope_var = model.Var()
a = model.MV(value=0, lb=max_decel ,ub=max_accel)
a.STATUS = 1
#define vehicle movement
model.Equation(x.dt()==v)
model.Equation(v.dt()==a)
#aggregated velocity constraint
model.pwl(x, v_max, distances, speed_limits)
model.Equation(v<=v_max)
#slope is modeled as a piecewise linear function
model.pwl(x, slope_var, distances, slope)
#End state constraints
p = np.zeros_like(model.time); p[-1]=1
final = model.Param(p)
model.Minimize(1e4*final*(v**2))# vehicle must be fully stopped
model.Minimize(1e4*final*((x-goal_dist)**2))# vehicle must arrive at destination
#VSPI Objective function
obj = model.Intermediate(v * (1.1 * a + 9.81 * slope_var + 0.132) + 0.0003002*pow(v, 3))
#VSPI Objective function
model.Obj(obj)
# solve
model.options.IMODE = 6
model.options.REDUCE = 3
model.options.MAX_ITER=1000
model.solve(disp=False)
plt.plot(x.value, v_max.value, 'b-', label = r'$vmaxvals$')
plt.plot(x.value , v.value,'g-',label=r'$vopt$')
plt.plot(x.value, a.value, 'c-', label=r'$accel$')
plt.plot(x.value, slope_var.value, 'r-', label=r'$slope$')
plt.plot([i*20 for i in range(10)], slope, 'mx', label=r'$orig_slope$')
plt.plot([i*20 for i in range(10)], speed_limits, 'kx', label=r'$orig_spd_limit$')
plt.legend(loc='best')
plt.xlabel('Distance Covered')
plt.show()
print(model.options.APPSTATUS)
Unfortunately, however, the values of slope_var and v_max get adjusted in the process of solving the problem. I am sure this is intended in this case, so is there a way to fix these PWL functions in place similar to a Parameter?
If I use a cspline object to apprximate the speed limits and slope, the values dont't change since it is pre-built as far as I understand, however, the accuracy of a cubic spline is limited to a few data points and few changes in slope, which is why I would like to model it using a piecewise linear function.

The pwl function does give a linear interpolation but it relies on a Mathematical Program with Complementarity Constraints (MPCCs) that are challenging to solve with many local minima at saddle points. You mentioned that you don't want to use the cspline function, but it may be your best option. There are some slight errors at the transition points, but it can be fixed by adding additional points during transitions or by increasing the resolution.
import numpy as np
from gekko import GEKKO
import matplotlib.pyplot as plt
min_velocity = 0
max_velocity = 10
max_decel = -1
max_accel = 1
distances = np.linspace(0,20,21)
goal_dist = 200
trip_time = 100
# set up PWL functions
distances = np.linspace(0,200,10)
speed_limits = np.ones(10)*5
speed_limits[5:]=7
slope = np.zeros(10)
slope[3:5]=1; slope[7:9]=-1
model = GEKKO(remote=False)
model.time = [i for i in range(trip_time)]
x = model.Var(value=0.0, lb=0)
v = model.Var(value=0.0, lb = min_velocity, ub = max_velocity)
v_max = model.Var()
slope_var = model.Var()
a = model.MV(value=0, lb=max_decel ,ub=max_accel)
a.STATUS = 1
#define vehicle movement
model.Equation(x.dt()==v)
model.Equation(v.dt()==a)
#aggregated velocity constraint
model.cspline(x,v_max,distances,speed_limits,True)
#model.pwl(x, v_max, distances, speed_limits)
model.Equation(v<=v_max)
#slope is modeled as a piecewise linear function
#model.pwl(x, slope_var, distances, slope)
model.cspline(x,slope_var,distances,slope,True)
#End state constraints
p = np.zeros_like(model.time); p[-1]=1
final = model.Param(p)
model.Minimize(1e4*final*(v**2))# vehicle must be fully stopped
model.Minimize(1e4*final*((x-goal_dist)**2))# vehicle must arrive at destination
#VSPI Objective function
obj = model.Intermediate(v * (1.1 * a + 9.81 * slope_var + 0.132) + 0.0003002*pow(v, 3))
#VSPI Objective function
model.Obj(obj)
# solve
model.options.IMODE = 6
model.options.REDUCE = 3
model.options.MAX_ITER=1000
model.solve(disp=False)
plt.plot(x.value, v_max.value, 'b-', label = 'vmaxvals')
plt.plot(x.value , v.value,'g-',label='vopt')
plt.plot(x.value, a.value, 'c-', label='accel')
plt.plot(x.value, slope_var.value, 'r-', label='slope')
plt.plot(distances, slope, 'mx', label='orig_slope')
plt.plot(distances, speed_limits, 'kx', label='orig_spd_limit')
plt.legend(loc='best')
plt.xlabel('Distance Covered')
plt.show()
print(model.options.APPSTATUS)
There was an error in the plotting with:
plt.plot([i*20 for i in range(10)], slope, 'mx', label=r'$orig_slope$')
plt.plot([i*20 for i in range(10)], speed_limits, 'kx', label=r'$orig_spd_limit$')
p
Use this instead:
plt.plot(distances, slope, 'mx', label='orig_slope')
plt.plot(distances, speed_limits, 'kx', label='orig_spd_limit')

Related

Plotting tangent of cost function for gradient descent - linear regression

Ok so this is maybe more a math question than a programming one, but something is really bogging me down.
Suppose I manually perform gradient descent for a simple univariate linear regression, as follows:
# add biases to data
X_ = np.concatenate(
[np.ones(X_scaled.shape[0]).reshape(-1, 1), X_scaled], axis=1)
X_copy = X_.copy()
history = []
thetas = initial_theta
costs = []
grads = []
for step in range(200):
hypothesis = np.dot(X_copy, thetas)
# cost
J = (1 / m) * np.sum(np.square(hypothesis-y))
# derivative
d = np.dot(hypothesis-y, X_copy) / m
# store
history.append(thetas)
costs.append(J)
grads.append(d)
# update
thetas = thetas - d * 0.1
The final thetas I get are approximately the same I get with scikit-lern, so so far all good.
Now I want to plot the tangent line to the cost function for a given value of one of the theta params.
I do this:
fig = plt.figure()
s = 4 # which gradient descent iteration should I pick
i = 2 # just a basic increment factor to plot the tangent line
# plot cost as function of first param
plt.plot([params[0] for params in history], costs, "-")
# pick a tangent point
tangent_point_x, tangent_point_y = history[s][0], costs[s]
plt.plot(tangent_point_x, tangent_point_y, "to")
# plot tangent
slope = grads[s][0]
new_point1_x = history[s-i][0]
new_point1_y = tangent_point_y + slope * (new_point1_x - tangent_point_x)
new_point2_x = history[s+i][0]
new_point2_y = tangent_point_y + slope * (new_point2_x - tangent_point_x)
plt.plot((new_point1_x, new_point2_x), (new_point1_y, new_point2_y), "-")
plt.plot(new_point1_x, new_point1_y, "bo")
plt.plot(new_point2_x, new_point2_y, "go")
Here is the resulting plot. What am I doing wrong?

scipy curve_fi returns initial parameters estimates

I am triyng to use scipy curve_fit function to fit a gaussian function to my data to estimate a theoretical power spectrum density. While doing so, the curve_fit function always return the initial parameters (p0=[1,1,1]) , thus telling me that the fitting didn't work.
I don't know where the issue is. I am using python 3.9 (spyder 5.1.5) from the anaconda distribution on windows 11.
here a Wetransfer link to the data file
https://wetransfer.com/downloads/6097ebe81ee0c29ee95a497128c1c2e420220704110130/86bf2d
Here is my code below. Can someone tell me what the issue is, and how can i solve it?
on the picture of the plot, the blue plot is my experimental PSD and the orange one is the result of the fit.
import numpy as np
import math
import matplotlib.pyplot as plt
from scipy.optimize import curve_fit
import scipy.constants as cst
File = np.loadtxt('test5.dat')
X = File[:, 1]
Y = File[:, 2]
f_sample = 50000
time=[]
for i in range(1,len(X)+1):
t=i*(1/f_sample)
time= np.append(time,t)
N = X.shape[0] # number of observation
N1=int(N/2)
delta_t = time[2] - time[1]
T_mes = N * delta_t
freq = np.arange(1/T_mes, (N+1)/T_mes, 1/T_mes)
freq=freq[0:N1]
fNyq = f_sample/2 # Nyquist frequency
nb = 350
freq_block = []
# discrete fourier tansform
X_ft = delta_t*np.fft.fft(X, n=N)
X_ft=X_ft[0:N1]
plt.figure()
plt.plot(time, X)
plt.xlabel('t [s]')
plt.ylabel('x [micro m]')
# Experimental power spectrum on both raw and blocked data
PSD_X_exp = (np.abs(X_ft)**2/T_mes)
PSD_X_exp_b = []
STD_PSD_X_exp_b = []
for i in range(0, N1+2, nb):
freq_b = np.array(freq[i:i+nb]) # i-nb:i
psd_b = np.array(PSD_X_exp[i:i+nb])
freq_block = np.append(freq_block, (1/nb)*np.sum(freq_b))
PSD_X_exp_b = np.append(PSD_X_exp_b, (1/nb)*np.sum(psd_b))
STD_PSD_X_exp_b = np.append(STD_PSD_X_exp_b, PSD_X_exp_b/np.sqrt(nb))
plt.figure()
plt.loglog(freq, PSD_X_exp)
plt.legend(['Raw Experimental PSD'])
plt.xlabel('f [Hz]')
plt.ylabel('PSD')
plt.figure()
plt.loglog(freq_block, PSD_X_exp_b)
plt.legend(['Experimental PSD after blocking'])
plt.xlabel('f [Hz]')
plt.ylabel('PSD')
kB = cst.k # Boltzmann constant [m^2kg/s^2K]
T = 273.15 + 25 # Temperature [K]
r = (2.8 / 2) * 1e-6 # Particle radius [m]
v = 0.00002414 * 10 ** (247.8 / (-140 + T)) # Water viscosity [Pa*s]
gamma = np.pi * 6 * r * v # [m*Pa*s]
Do = kB*T/gamma # expected value for D
f3db_o = 50000 # expected value for f3db
fc_o = 300 # expected value pour fc
n = np.arange(-10,11)
def theo_spectrum_lorentzian_filter(x, D_, fc_, f3db_):
PSD_theo=[]
for i in range(0,len(x)):
# print(i)
psd_theo=np.sum((((D_*Do)/2*math.pi**2)/((fc_*fc_o)**2+(x[i]+n*f_sample)
** 2))*(1/(1+((x[i]+n*f_sample)/(f3db_*f3db_o))**2)))
PSD_theo= np.append(PSD_theo,psd_theo)
return PSD_theo
popt, pcov = curve_fit(theo_spectrum_lorentzian_filter, freq_block, PSD_X_exp_b, p0=[1, 1, 1], sigma=STD_PSD_X_exp_b, absolute_sigma=True, check_finite=True,bounds=(0.1, 10), method='trf', jac=None)
D_, fc_, f3db_ = popt
D1 = D_*Do
fc1 = fc_*fc_o
f3db1 = f3db_*f3db_o
print('Diffusion constant D = ', D1, ' Corner frequency fc= ',fc1, 'f3db(diode,eff)= ', f3db1)
I believe I've successfully fitted your data. Here's the approach I took.
First, I plotted your model (with popt=[1, 1, 1]) and the data you had. I noticed your data was significantly lower than the model. Then I started fiddling with the parameters. I wanted to push the model upwards. I did that by multiplying popt[0] by increasingly large values. I ended up with 1E13 as a ballpark value. Note that I have no idea if this is physically possible for your model. Then I jury-rigged your fitting function to multiply D_ by 1E13 and ran your code. I got this fit:
So I believe it's a problem of 1) inappropriate starting values and 2) inappropriate bounds. In your position, I would revise this model, check if there's any problems with units and so on.
Here's what I used to try to fit your model:
plt.figure()
plt.loglog(freq_block[:170], PSD_X_exp_b[:170], label='Exp')
plt.loglog(freq_block[:170],
theo_spectrum_lorentzian_filter(
freq_block[:170],
1E13*popt[0], popt[1], popt[2]),
label='model'
)
plt.xlabel('f [Hz]')
plt.ylabel('PSD')
plt.legend()
I limited the data to point 170 because there were some weird backwards values that made me uncomfortable. I would recheck them if I were you.
Here's the model code I used. I didn't change the curve_fit call (except to limit x to :170.
def theo_spectrum_lorentzian_filter(x, D_, fc_, f3db_):
PSD_theo=[]
D_ = 1E13*D_ # I only changed here
for i in range(0,len(x)):
psd_theo=np.sum((((D_*Do)/2*math.pi**2)/((fc_*fc_o)**2+(x[i]+n*f_sample)
** 2))*(1/(1+((x[i]+n*f_sample)/(f3db_*f3db_o))**2)))
PSD_theo= np.append(PSD_theo,psd_theo)
return PSD_theo

Can one create a distribution characterizing the multiplication of two distributions in Python?

I have two distributions and I would like to know the properties of the multiplication of these distributions.
For example, if I had the distribution of properties velocity and time, I want the characteristics of the probability distribution of distance.
With reasonable estimates for the inegration bounds, I can calculate the probability density function from the product of two random variables:
from scipy import stats
import numpy as np
import matplotlib.pyplot as plt
T, dt = np.linspace(0,20,201, retstep = True)
T = T[1:] # avoid divide by zero below
V = np.linspace(0,20,201)
D = np.linspace(0,120,201)
P_t = stats.gamma(4,1) # probability distribution for time
P_v = stats.norm(8,2) # probability distribution for speed
# complete integration
P_d = [np.trapz(P_t.pdf(T) * P_v.pdf(d / T) / T, dx = dt) for d in D]
plt.plot(T, P_t.pdf(T), label = 'time')
plt.plot(V, P_v.pdf(V), label = 'velocity')
plt.plot(D, P_d, label = 'distance')
plt.legend()
plt.ylabel('Probability density')
I would like to be able to compute things like P_d.sf(d), P_d.cdf(d), etc., for arbitrary values of d. Can I create a new distribution (perhaps using scipy.stats.rv_continuous) to characterize distance?
The solution took a bit of time to understand the rv_continuous. Cobbling together knowledge from a bunch of examples (I should have documented them--sorry) I think I got a working solution.
The only issue is that the domain needs to be known in advance, but I can work with that. If someone has ideas for how to fix that, please let me know.
import numpy as np
import matplotlib.pyplot as plt
from scipy import stats
import scipy as sp
interp1d = sp.interpolate.interp1d
trapz = sp.integrate.trapz
# Time domain vector - needed in class
dt = 0.01
t_max = 10
T = np.arange(dt, t_max + dt, dt)
# Distance domain vector - needed in class
dd = 0.01
d_max = 30
D = np.arange(0, d_max + dd, dd)
class MultiplicativeModel(stats.rv_continuous):
def __init__(self, Tmodel, Vmodel, *args, **kwargs):
super().__init__(*args, **kwargs)
self.Tmodel = Tmodel # The time-domain probability function
self.Vmodel = Vmodel # The velocity-domain probability function
# Create vectors for interpolation of distributions
self.pdf_vec = np.array([trapz(self.Tmodel.pdf(T) * \
self.Vmodel.pdf(_ / T) / T, dx = dt) \
for _ in D])
self.cdf_vec = np.cumsum(self.pdf_vec) * dd
self.sf_vec = 1 - self.cdf_vec
# define key functions for rv_continuous class
self._pdf = interp1d(D, self.pdf_vec, assume_sorted=True)
self._sf = interp1d(D, self.sf_vec, assume_sorted=True)
self._cdf = interp1d(D, self.cdf_vec, assume_sorted=True)
# Extraolation option below is necessary because sometimes rvs picks
# a number really really close to 1 or 0 and this spits out an error if it
# is outside of the interpolation range.
self._ppf = interp1d(self.cdf_vec, D, assume_sorted=True,
fill_value = 'extrapolate')
# Moments
self._munp = lambda n, *args: np.trapz(self.pdf_vec * D ** n, dx=dd)
With the above defined, we get results like:
dv = 0.01
v_max = 10
V = np.arange(0, v_max + dv, dv)
model = MultiplicativeModel(stats.norm(3, 1),
stats.uniform(loc=2, scale = 2))
# test moments and stats functions
print(f'median: {model.median()}')
# median: 8.700970199181763
print(f'moments: {model.stats(moments = "mvsk")}')
#moments: (array(9.00872026), array(12.2315612), array(0.44131568), array(0.16819043))
plt.figure(figsize=(6,4))
plt.plot(T, model.Tmodel.pdf(T), label = 'Time PDF')
plt.plot(V, model.Vmodel.pdf(V), label = 'Velocity PDF')
plt.plot(D, model.pdf(D), label = 'Distance PDF')
plt.plot(D, model.cdf(D), label = 'Distance CDF')
plt.plot(D, model.sf(D), label = 'Distance SF')
x = model.rvs(size=10**5)
plt.hist(x, bins = 50, density = True, alpha = 0.5, label = 'Sampled distribution')
plt.legend()
plt.xlim([0,30])

How to calculate "relative error in the sum of squares" and "relative error in the approximate solution" from least squares method?

I have implemented a 3D gaussian fit using scipy.optimize.leastsq and now I would like to tweak the arguments ftol and xtol to optimize the performances. However, I don't understand the "units" of these two parameters in order to make a proper choice. Is it possible to calculate these two parameters from the results? That would give me an understanding of how to choose them. My data is numpy arrays of np.uint8. I tried to read the FORTRAN source code of MINIPACK but my FORTRAN knowledge is zero. I also read checked the Levenberg-Marquardt algorithm, but I could not really get a number that was below the ftol for example.
Here is a minimal example of what I do:
import numpy as np
import matplotlib.pyplot as plt
from scipy.optimize import leastsq
class gaussian_model:
def __init__(self):
self.prev_iter_model = None
self.f_vals = []
def gaussian_1D(self, coeffs, xx):
A, sigma, mu = coeffs
# Center rotation around peak center
x0 = xx - mu
model = A*np.exp(-(x0**2)/(2*(sigma**2)))
return model
def residuals(self, coeffs, I_obs, xx, model_func):
model = model_func(coeffs, xx)
residuals = I_obs - model
if self.prev_iter_model is not None:
self.f = np.sum(((model-self.prev_iter_model)/model)**2)
self.f_vals.append(self.f)
self.prev_iter_model = model
return residuals
# x data
x_start = 1
x_stop = 10
num = 100
xx, dx = np.linspace(x_start, x_stop, num, retstep=True)
# Simulated data with some noise
A, s_x, mu = 10, 0.5, 3
coeffs = [A, s_x, mu]
model = gaussian_model()
yy = model.gaussian_1D(coeffs, xx)
noise_ampl = 0.5
noise = np.random.normal(0, noise_ampl, size=num)
yy += noise
# LM Least squares
initial_guess = [1, 1, 1]
pred_coeffs, cov_x, info, mesg, ier = leastsq(model.residuals, initial_guess,
args=(yy, xx, model.gaussian_1D),
ftol=1E-6, full_output=True)
yy_fit = model.gaussian_1D(pred_coeffs, xx)
rel_SSD = np.sum(((yy-yy_fit)/yy)**2)
RMS_SSD = np.sqrt(rel_SSD/num)
print(RMS_SSD)
print(model.f)
print(model.f_vals)
fig, ax = plt.subplots(1,2)
# Plot results
ax[0].scatter(xx, yy)
ax[0].plot(xx, yy_fit, c='r')
ax[1].scatter(range(len(model.f_vals)), model.f_vals, c='r')
# ax[1].set_ylim(0, 1E-6)
plt.show()
rel_SSD is around 1 and definitely not something below ftol = 1E-6.
EDIT: Based on #user12750353 answer below I updated my minimal example to try to recreate how lmdif determines termination with ftol. The problem is that my f_vals are too small, so they are not the right values. The reason I would like to recreate this is that I would like to see what kind of numbers I am getting on my main code to decide on a ftol that would terminate the fitting process earlier.
Since you are giving a function without the gradient, the method called is lmdif. Instead of gradients it will use forward difference gradient estimate, f(x + delta) - f(x) ~ delta * df(x)/dx (I will write as if the parameter).
There you find the following description
c ftol is a nonnegative input variable. termination
c occurs when both the actual and predicted relative
c reductions in the sum of squares are at most ftol.
c therefore, ftol measures the relative error desired
c in the sum of squares.
c
c xtol is a nonnegative input variable. termination
c occurs when the relative error between two consecutive
c iterates is at most xtol. therefore, xtol measures the
c relative error desired in the approximate solution.
Looking in the code the actual reduction acred = 1 - (fnorm1/fnorm)**2 is what you calculated for rel_SSD, but between the two last iterations, not between the fitted function and the target points.
Example
The problem here is that we need to discover what are the values assumed by the internal variables. An attempt to do so is to save the coefficients and the residual norm every time the function is called as follows.
import numpy as np
import matplotlib.pyplot as plt
from scipy.optimize import leastsq
class gaussian_model:
def __init__(self):
self.prev_iter_model = None
self.fnorm = []
self.x = []
def gaussian_1D(self, coeffs, xx):
A, sigma, mu = coeffs
# Center rotation around peak center
x0 = xx - mu
model = A*np.exp(-(x0**2)/(2*(sigma**2)))
grad = np.array([
model / A,
model * x0**2 / (sigma**3),
model * 2 * x0 / (2*(sigma**2))
]).transpose();
return model, grad
def residuals(self, coeffs, I_obs, xx, model_func):
model, grad = model_func(coeffs, xx)
residuals = I_obs - model
self.x.append(np.copy(coeffs));
self.fnorm.append(np.sqrt(np.sum(residuals**2)))
return residuals
def grad(self, coeffs, I_obs, xx, model_func):
model, grad = model_func(coeffs, xx)
residuals = I_obs - model
return -grad
def plot_progress(self):
x = np.array(self.x)
dx = np.sqrt(np.sum(np.diff(x, axis=0)**2, axis=1))
plt.plot(dx / np.sqrt(np.sum(x[1:, :]**2, axis=1)))
fnorm = np.array(self.fnorm)
plt.plot(1 - (fnorm[1:]/fnorm[:-1])**2)
plt.legend(['$||\Delta f||$', '$||\Delta x||$'], loc='upper left');
# x data
x_start = 1
x_stop = 10
num = 100
xx, dx = np.linspace(x_start, x_stop, num, retstep=True)
# Simulated data with some noise
A, s_x, mu = 10, 0.5, 3
coeffs = [A, s_x, mu]
model = gaussian_model()
yy, _ = model.gaussian_1D(coeffs, xx)
noise_ampl = 0.5
noise = np.random.normal(0, noise_ampl, size=num)
yy += noise
Then we can see the relative variation of $x$ and $f$
initial_guess = [1, 1, 1]
pred_coeffs, cov_x, info, mesg, ier = leastsq(model.residuals, initial_guess,
args=(yy, xx, model.gaussian_1D),
xtol=1e-6,
ftol=1e-6, full_output=True)
plt.figure(figsize=(14, 6))
plt.subplot(121)
model.plot_progress()
plt.yscale('log')
plt.grid()
plt.subplot(122)
yy_fit,_ = model.gaussian_1D(pred_coeffs, xx)
# Plot results
plt.scatter(xx, yy)
plt.plot(xx, yy_fit, c='r')
plt.show()
The problem with this is that the function is evaluated both to compute f and to compute the gradient of f. To produce a cleaner plot what can be done is to implement pass Dfun so that it evaluate func only once per iteration.
# x data
x_start = 1
x_stop = 10
num = 100
xx, dx = np.linspace(x_start, x_stop, num, retstep=True)
# Simulated data with some noise
A, s_x, mu = 10, 0.5, 3
coeffs = [A, s_x, mu]
model = gaussian_model()
yy, _ = model.gaussian_1D(coeffs, xx)
noise_ampl = 0.5
noise = np.random.normal(0, noise_ampl, size=num)
yy += noise
# LM Least squares
initial_guess = [1, 1, 1]
pred_coeffs, cov_x, info, mesg, ier = leastsq(model.residuals, initial_guess,
args=(yy, xx, model.gaussian_1D),
Dfun=model.grad,
xtol=1e-6,
ftol=1e-6, full_output=True)
plt.figure(figsize=(14, 6))
plt.subplot(121)
model.plot_progress()
plt.yscale('log')
plt.grid()
plt.subplot(122)
yy_fit,_ = model.gaussian_1D(pred_coeffs, xx)
# Plot results
plt.scatter(xx, yy)
plt.plot(xx, yy_fit, c='r')
plt.show()
Well, the value I am obtaining for xtol is not exactly what is in the lmdif implementation.

Getting spline equation from UnivariateSpline object

I'm using UnivariateSpline to construct piecewise polynomials for some data that I have. I would then like to use these splines in other programs (either in C or FORTRAN) and so I would like to understand the equation behind the generated spline.
Here is my code:
import numpy as np
import scipy as sp
from scipy.interpolate import UnivariateSpline
import matplotlib.pyplot as plt
import bisect
data = np.loadtxt('test_C12H26.dat')
Tmid = 800.0
print "Tmid", Tmid
nmid = bisect.bisect(data[:,0],Tmid)
fig = plt.figure()
plt.plot(data[:,0], data[:,7],ls='',marker='o',markevery=20)
npts = len(data[:,0])
#print "npts", npts
w = np.ones(npts)
w[0] = 100
w[nmid] = 100
w[npts-1] = 100
spline1 = UnivariateSpline(data[:nmid,0],data[:nmid,7],s=1,w=w[:nmid])
coeffs = spline1.get_coeffs()
print coeffs
print spline1.get_knots()
print spline1.get_residual()
print coeffs[0] + coeffs[1] * (data[0,0] - data[0,0]) \
+ coeffs[2] * (data[0,0] - data[0,0])**2 \
+ coeffs[3] * (data[0,0] - data[0,0])**3, \
data[0,7]
print coeffs[0] + coeffs[1] * (data[nmid,0] - data[0,0]) \
+ coeffs[2] * (data[nmid,0] - data[0,0])**2 \
+ coeffs[3] * (data[nmid,0] - data[0,0])**3, \
data[nmid,7]
print Tmid,data[-1,0]
spline2 = UnivariateSpline(data[nmid-1:,0],data[nmid-1:,7],s=1,w=w[nmid-1:])
print spline2.get_coeffs()
print spline2.get_knots()
print spline2.get_residual()
plt.plot(data[:,0],spline1(data[:,0]))
plt.plot(data[:,0],spline2(data[:,0]))
plt.savefig('test.png')
And here is the resulting plot. I believe I have valid splines for each interval but it looks like my spline equation is not correct... I can't find any reference to what it is supposed to be in the scipy documentation. Anybody knows? Thanks !
The scipy documentation does not have anything to say about how one can take the coefficients and manually generate the spline curve. However, it is possible to figure out how to do this from the existing literature on B-splines. The following function bspleval shows how to construct the B-spline basis functions (the matrix B in the code), from which one can easily generate the spline curve by multiplying the coefficients with the highest-order basis functions and summing:
def bspleval(x, knots, coeffs, order, debug=False):
'''
Evaluate a B-spline at a set of points.
Parameters
----------
x : list or ndarray
The set of points at which to evaluate the spline.
knots : list or ndarray
The set of knots used to define the spline.
coeffs : list of ndarray
The set of spline coefficients.
order : int
The order of the spline.
Returns
-------
y : ndarray
The value of the spline at each point in x.
'''
k = order
t = knots
m = alen(t)
npts = alen(x)
B = zeros((m-1,k+1,npts))
if debug:
print('k=%i, m=%i, npts=%i' % (k, m, npts))
print('t=', t)
print('coeffs=', coeffs)
## Create the zero-order B-spline basis functions.
for i in range(m-1):
B[i,0,:] = float64(logical_and(x >= t[i], x < t[i+1]))
if (k == 0):
B[m-2,0,-1] = 1.0
## Next iteratively define the higher-order basis functions, working from lower order to higher.
for j in range(1,k+1):
for i in range(m-j-1):
if (t[i+j] - t[i] == 0.0):
first_term = 0.0
else:
first_term = ((x - t[i]) / (t[i+j] - t[i])) * B[i,j-1,:]
if (t[i+j+1] - t[i+1] == 0.0):
second_term = 0.0
else:
second_term = ((t[i+j+1] - x) / (t[i+j+1] - t[i+1])) * B[i+1,j-1,:]
B[i,j,:] = first_term + second_term
B[m-j-2,j,-1] = 1.0
if debug:
plt.figure()
for i in range(m-1):
plt.plot(x, B[i,k,:])
plt.title('B-spline basis functions')
## Evaluate the spline by multiplying the coefficients with the highest-order basis functions.
y = zeros(npts)
for i in range(m-k-1):
y += coeffs[i] * B[i,k,:]
if debug:
plt.figure()
plt.plot(x, y)
plt.title('spline curve')
plt.show()
return(y)
To give an example of how this can be used with Scipy's existing univariate spline functions, the following is an example script. This takes the input data and uses Scipy's functional and also its object-oriented approach to spline fitting. Taking the coefficients and knot points from either of the two and using these as inputs to our manually-calculated routine bspleval, we reproduce the same curve that they do. Note that the difference between the manually evaluated curve and Scipy's evaluation method is so small that it is almost certainly floating-point noise.
x = array([-273.0, -176.4, -79.8, 16.9, 113.5, 210.1, 306.8, 403.4, 500.0])
y = array([2.25927498e-53, 2.56028619e-03, 8.64512988e-01, 6.27456769e+00, 1.73894734e+01,
3.29052124e+01, 5.14612316e+01, 7.20531200e+01, 9.40718450e+01])
x_nodes = array([-273.0, -263.5, -234.8, -187.1, -120.3, -34.4, 70.6, 194.6, 337.8, 500.0])
y_nodes = array([2.25927498e-53, 3.83520726e-46, 8.46685318e-11, 6.10568083e-04, 1.82380809e-01,
2.66344008e+00, 1.18164677e+01, 3.01811501e+01, 5.78812583e+01, 9.40718450e+01])
## Now get scipy's spline fit.
k = 3
tck = splrep(x_nodes, y_nodes, k=k, s=0)
knots = tck[0]
coeffs = tck[1]
print('knot points=', knots)
print('coefficients=', coeffs)
## Now try scipy's object-oriented version. The result is exactly the same as "tck": the knots are the
## same and the coeffs are the same, they are just queried in a different way.
uspline = UnivariateSpline(x_nodes, y_nodes, s=0)
uspline_knots = uspline.get_knots()
uspline_coeffs = uspline.get_coeffs()
## Here are scipy's native spline evaluation methods. Again, "ytck" and "y_uspline" are exactly equal.
ytck = splev(x, tck)
y_uspline = uspline(x)
y_knots = uspline(knots)
## Now let's try our manually-calculated evaluation function.
y_eval = bspleval(x, knots, coeffs, k, debug=False)
plt.plot(x, ytck, label='tck')
plt.plot(x, y_uspline, label='uspline')
plt.plot(x, y_eval, label='manual')
## Next plot the knots and nodes.
plt.plot(x_nodes, y_nodes, 'ko', markersize=7, label='input nodes') ## nodes
plt.plot(knots, y_knots, 'mo', markersize=5, label='tck knots') ## knots
plt.xlim((-300.0,530.0))
plt.legend(loc='best', prop={'size':14})
plt.figure()
plt.title('difference')
plt.plot(x, ytck-y_uspline, label='tck-uspl')
plt.plot(x, ytck-y_eval, label='tck-manual')
plt.legend(loc='best', prop={'size':14})
plt.show()
The coefficients given by get_coeffs are B-spline (Basis spline) coefficients, described here: B-spline (Wikipedia)
Probably whatever other program/language you will be using has an implementation. Supply the knot locations and coefficients, and you should be all set.

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