[SciPy-User] Optimization problem using fmin_slsqp

[Yuxiang Wang]

Hi Qing,

I was thinking that your function residual() may give nan and this
would make the fitting uncontrollable.

I think that this may be the case because in your previous emails you
mentioned the error:
            Iteration limit exceeded    (Exit mode 9)
            Current function value: nan
            Iterations: 101
            Function evaluations: 1606
            Gradient evaluations: 101
The current function value is a "nan".

It might simply be that in the bounds you defined, the algorithm does
not converge due to the nan; if you get rid of the bounds, it will go
elsewhere for sure but that does not give what you want.

Could you check that to see whether residual() function is spitting out nan?


PS: I heard that minimize() should always be used and fmin_slsqp etc.
should be deprecated... I personally do prefer minimize because then I
can easily try some other algorithms like L-BFGS-B (this and SLSQP are
my favorite two!).

-Shawn

On Wed, Apr 9, 2014 at 11:24 AM, Qing Yu <yuqingpsy at gmail.com> wrote:
> Hi Shawn,
>
> Yes I was actually using a 'try...except...' command in my script. It's
> simply because I want an output when the fitting procedure fails. Here's the
> part of the script:
>
> try:
>        out, fx, its, imode, smode =
> fmin_slsqp(residual,a0,args=(x,y),bounds=[(None,None),(0,pi),(0,None),(None,None)],
> full_output=True)
> except:
>        out = [nan, nan, nan, nan]
>
> But I suppose I won't get the nan output unless the fitting fails?
>
> Thanks!
>
>
> Best,
> Qing
>
> On Wed, Apr 9, 2014 at 11:00 AM, Yuxiang Wang <yw5aj at virginia.edu> wrote:
>>
>> Hi Qing,
>>
>> In your description I see a line:
>>
>> Current function value: nan
>>
>> Is your function outputting a np.nan for certain inputs? That might be
>> bad for the algorithm to work. Could you check that?
>>
>> -Shawn
>>
>> On Mon, Apr 7, 2014 at 4:56 PM, Qing Yu <yuqingpsy at gmail.com> wrote:
>> > Hi Matt,
>> >
>> > Thanks so much for your help! I've now changed the residual function as
>> > below:
>> >
>> > def residual(a,x,y):
>> >         return sum((y-f(x,a))**2)
>> >
>> > the script seems to be working after the change, but I have another
>> > problem
>> > now:
>> >
>> > because I've set the upper and lower bounds of the parameters in
>> > fmin_slsqp
>> > (and that is why I use fmin_slsqp instead of leastsq):
>> > bounds=[(None,None),(0,pi),(0,None),(None,None)], if I keep the bounds,
>> > I
>> > get the error:
>> >             Iteration limit exceeded    (Exit mode 9)
>> >             Current function value: nan
>> >             Iterations: 101
>> >             Function evaluations: 1606
>> >             Gradient evaluations: 101
>> > I tried changing iter to 10000, the error still existed.
>> > If I delete the bound option, I can get the successful output. However,
>> > the
>> > fitted values are quite different from what I get using lsqcurvefit in
>> > matlab. Moreover, if I plot the data, the model fit is indeed worse
>> > using
>> > fmin_slsqp. I'm not sure if the difference is caused by the missing
>> > bounds.
>> > But the outputs from fmin_slsqp did not go out of bounds anyway. Does
>> > anyone
>> > have any idea why I could not set the bounds in fmin_slsqp?
>> >
>> > Thanks so much for any help!
>> >
>> > Best,
>> > Qing
>> >
>> >
>> > On Mon, Apr 7, 2014 at 3:48 PM, Qing Yu <yuqingpsy at gmail.com> wrote:
>> >>
>> >> Dear SciPy experts,
>> >>
>> >> I'm using the fmin_slsqp function in scipy.optimize to fit my data, I
>> >> first defined the function f and the residual of fitting, and then used
>> >> actual data x and y to fit the curve. However, I encountered an error
>> >> that I
>> >> could not explain.
>> >> Here's a short version of my script:
>> >>
>> >> def f(x,a):
>> >> return a[0]*exp((a[2]**2)*cos(x-a[1])-1)+a[3]
>> >> def residual(a,x,y):
>> >> return y-f(x,a)
>> >>
>> >> x=[0,pi/6,pi/3,pi/2,2*pi/3,5*pi/6]
>> >> y=[0.17,0.36,0.61,0.38,0.17,0.16]
>> >> a0=[1,pi/3,pi/2,0]
>> >> out, fx, its, imode, smode =
>> >>
>> >> fmin_slsqp(residual,a0,args=(x,y),bounds=[(None,None),(0,pi),(0,None),(None,None)],
>> >> full_output=True)
>> >>
>> >> I ended up with the error: "failed in converting 8th argument `g' of
>> >> _slsqp.slsqp to C/Fortran array." Does anyone have any idea of why this
>> >> happened?
>> >>
>> >> Thanks so much in advance for any help!
>> >>
>> >> Best,
>> >> Qing
>> >
>> >
>> >
>> >
>> >
>> > --
>> > Graduate Student
>> > Qing Yu
>> > Department of Psychological and Brain Sciences
>> > Dartmouth College
>> > Hanover, New Hampshire 03755, US
>> >
>> > _______________________________________________
>> > SciPy-User mailing list
>> > SciPy-User at scipy.org
>> > http://mail.scipy.org/mailman/listinfo/scipy-user
>> >
>>
>>
>>
>> --
>> Yuxiang "Shawn" Wang
>> Gerling Research Lab
>> University of Virginia
>> yw5aj at virginia.edu
>> +1 (434) 284-0836
>> https://sites.google.com/a/virginia.edu/yw5aj/
>> _______________________________________________
>> SciPy-User mailing list
>> SciPy-User at scipy.org
>> http://mail.scipy.org/mailman/listinfo/scipy-user
>
>
>
>
> --
> Graduate Student
> Qing Yu
> Department of Psychological and Brain Sciences
> Dartmouth College
> Hanover, New Hampshire 03755, US
>
> _______________________________________________
> SciPy-User mailing list
> SciPy-User at scipy.org
> http://mail.scipy.org/mailman/listinfo/scipy-user
>



-- 
Yuxiang "Shawn" Wang
Gerling Research Lab
University of Virginia
yw5aj at virginia.edu
+1 (434) 284-0836
https://sites.google.com/a/virginia.edu/yw5aj/