我想通过改变参数来优化函数,其中两个参数实际上是数组。我试过了
...
# initial parameters
params0 = np.array([p1, p2, ... , p_array1, p_array2])
p_min = minimize(myfunc, params0, args)
...
其中pj是标量,p_array1和p_array2是长度相同的数组,但这给了我一个错误的说法
ValueError: setting an array element with a sequence.
我还尝试将p_array1和p_array2作为标量传递到myfunc中,然后从myfunc中的这两个数组中创建预先确定的数组(例如设置p_array1=p_array1*np.arange(6)和类似的p_array2),以消除错误,但我不希望它们被预先确定——相反,我希望“最小化”以确定它们应该是什么。
有没有什么方法可以让我利用Scipy的一个优化函数而不产生这个错误,同时仍然保持p_array1和p_array2为数组而不是标量?
编辑
抱歉说得太宽泛了,以下是我的代码:
笔记
:“myfunc”实际上是
范数余
.
import pandas as pd
import numpy as np
def f(yvec, t, a, b, c, d, M, theta):
# the system of ODEs to be solved
x, y = yvec
dydt = [ a*x - b*y**2 + 1, -c*x - d*x*y + np.sum(M * np.cos(theta*t)) ]
return dydt
ni = 3 # the number of periodic forcing functions to add to the DE system
M = 0.56*np.random.rand(ni) # the initial amplitudes of forcing functions
theta = np.pi/6*np.arange(ni) # the initial coefficients of the forcing functions
# initialize the parameters
params0 = [0.75, 0.23, 1.0, 0.2, M, theta]
# grabbing the data to be used later
data = pd.read_csv('data.csv')
y_data = data['Y']
N = y_data.shape[0] #20
t = np.linspace(0, N, N) # array of t values to integrate over
yvec0 = [0.3, 0.34] # initial conditions for x and y respectively
def norm_residual(params, *args):
"""
Computes the L^2 norm of the residual of y and the data (y as defined above).
Input: params = array of parameters (scalars or arrays) for the DE system
args = other arguments to pass into the function f or to use
to compute the residual.
Output: err = L^2 error of the solution vector (scalar).
"""
data, yvec0, t = args
a, b, c, d, M, theta = params
sol = odeint(f, yvec0, t, args=(a, b, c, d, M, theta))
x = sol[:, 0]; y = sol[:, 1]
res = data - y
err = np.linalg.norm(res, 2)
return err
from scipy.optimize import minimize
p_min = minimize(norm_residual, params0, args=(y_data, yvec0, t))
print(p_min)
还有追踪
Traceback (most recent call last):
File "model_ex_1.py", line 62, in <module>
p_min = minimize(norm_residual, params0, args=(y_anom, yvec0, t))
File "/usr/lib/python2.7/dist-packages/scipy/optimize/_minimize.py", line 354, in minimize
x0 = np.asarray(x0)
File "/usr/lib/python2.7/dist-packages/numpy/core/numeric.py", line 482, in asarray
return array(a, dtype, copy=False, order=order)
ValueError: setting an array element with a sequence.
