[SciPy-User] efficiency of the simplex routine: R (optim) vs scipy.optimize.fmin
Matthieu Brucher
matthieu.brucher at gmail.com
Fri May 10 11:17:52 EDT 2013
Hi,
Yes, as Joon wrote, you can use the two sets as parameters for your
function.
Cheers,
2013/5/10 Arnaldo Russo <arnaldorusso at gmail.com>
> Thank you so much for explanations.
>
> Now I understood the minimum solution.
> My question is, if I put those minimized values as parameters of my pp_min
> function,
> I'll get values of adjusted curve?
>
> Arnaldo.
>
>
>
> ---
> *Arnaldo D'Amaral Pereira Granja Russo*
> Lab. de Estudos dos Oceanos e Clima
> Instituto de Oceanografia - FURG
>
>
>
>
> 2013/5/10 Johann Cohen-Tanugi <johann.cohentanugi at gmail.com>
>
>> Dear Arnaldo,
>> I think what Pauli is trying to say is that the algorithm does not
>> guarantee that the *global* minimum will be found, it proceeds with
>> conjugate gradients or the like to find a local minimum starting from the
>> initial parameter, values, so you might very well converge to a local
>> minimum, but miss the global one.
>>
>> Maybe your function is ill-behaved, it seems to be "scale invariant" :
>> X=x/gamma Y=y/gamma turns your function into g(X,Y) that depends on gamma
>> only through an overall factor, if I read your formula correctly.
>>
>> cheers,
>> Johann
>>
>>
>> On 05/09/2013 11:43 PM, Arnaldo Russo wrote:
>>
>>> Hi Pauli,
>>>
>>> I didn't understand.
>>> I thought that the output was the solution of my best values of "alpha",
>>> "beta" and "gama".
>>> But a much lower value of gama is a best choice? The R solver picked a
>>> double value while comparing with python results.
>>> I'm asking these things because I want to plot a fit curve with these
>>> parameters and I don't know how.
>>>
>>> Thank you
>>> ---
>>> *Arnaldo D'Amaral Pereira Granja Russo*
>>>
>>> Lab. de Estudos dos Oceanos e Clima
>>> Instituto de Oceanografia - FURG
>>>
>>>
>>>
>>>
>>> 2013/5/9 Pauli Virtanen <pav at iki.fi <mailto:pav at iki.fi>>
>>>
>>>
>>> 10.05.2013 00:16, Arnaldo Russo kirjoitti:
>>> > Hi Josef,
>>> > thank you for quick reply.
>>> >
>>> > Changing my pp_min, without square, I have the results:
>>> >
>>> > Out[4]: (array([ 9.82259647e-02, -1.58338152e-02,
>>> 5.03125198e+01]), 1)
>>> >
>>> > It's not much different from previously results. Any reason for
>>> this?
>>>
>>> The chi^2 for the solution found by leastsq is smaller than for that
>>> found by R.
>>>
>>> --
>>> Pauli Virtanen
>>>
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