Python optimize.fmin_powell方法代碼示例

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def validate_models(self, n_users, n_debug=None):
        df_train, df_val = self.load_train_val(n_users, n_debug=n_debug)

        preds_mat = np.vstack([model.fit_and_predict(df_train, df_val, validate=True) for model in self.models]).T

        def opt_coefs(coefs):
            preds = preds_mat.dot(coefs)
            df_val["preds"] = preds
            mrr = mrr_fast(df_val, "preds")
            print(mrr, coefs)
            return -mrr

        best_coefs = fmin(opt_coefs, [model.weight for model in self.models])
        best_coefs = fmin_powell(opt_coefs, best_coefs)

        preds = preds_mat.dot(best_coefs)
        df_val["click_proba"] = preds
        print("MRR {:4f}".format(mrr_fast(df_val, "click_proba")))
        print("Best coefs: ", best_coefs) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def estimate(self, hyp0, X, y, optimizer='cg'):
        """ Function to estimate the model """

        if optimizer.lower() == 'cg':  # conjugate gradients
            out = optimize.fmin_cg(self.loglik, hyp0, self.dloglik, (X, y),
                                   disp=True, gtol=self.tol,
                                   maxiter=self.n_iter, full_output=1)

        elif optimizer.lower() == 'powell':  # Powell's method
            out = optimize.fmin_powell(self.loglik, hyp0, (X, y),
                                       full_output=1)
        else:
            raise ValueError("unknown optimizer")

        self.hyp = out[0]
        self.nlZ = out[1]
        self.optimizer = optimizer

        return self.hyp 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def get_rate_HP(n,target_k,hp_gamma_shape):
	def estK(alpha,N):
		return sum([alpha/(alpha+i-1) for i in range(1,int(N+1))])

	def opt_gamma_rate(a):
		a= abs(a[0])
		ea =estK(a,n)
		return exp(abs( ea-target_k ))
	# from scipy.optimize import fmin_powell as Fopt1
	opt = Fopt1(opt_gamma_rate, [np.array(0.001)], full_output=1, disp=0)
	expected_cp=abs(opt[0])
	hp_gamma_rate = expected_cp/hp_gamma_shape
	return hp_gamma_rate


####### END FUNCTIONS for DIRICHLET PROCESS PRIOR ####### 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def _fit_powell(f, score, start_params, fargs, kwargs, disp=True,
                    maxiter=100, callback=None, retall=False,
                    full_output=True, hess=None):
    xtol = kwargs.setdefault('xtol', 0.0001)
    ftol = kwargs.setdefault('ftol', 0.0001)
    maxfun = kwargs.setdefault('maxfun', None)
    start_direc = kwargs.setdefault('start_direc', None)
    retvals = optimize.fmin_powell(f, start_params, args=fargs, xtol=xtol,
                                   ftol=ftol, maxiter=maxiter, maxfun=maxfun,
                                   full_output=full_output, disp=disp,
                                   retall=retall, callback=callback,
                                   direc=start_direc)
    if full_output:
        if not retall:
            xopt, fopt, direc, niter, fcalls, warnflag = retvals
        else:
            xopt, fopt, direc, niter, fcalls, warnflag, allvecs =\
                retvals
        converged = not warnflag
        retvals = {'fopt': fopt, 'direc': direc, 'iterations': niter,
                   'fcalls': fcalls, 'warnflag': warnflag,
                   'converged': converged}
        if retall:
            retvals.update({'allvecs': allvecs})
    else:
        xopt = retvals
        retvals = None

    return xopt, retvals 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def test_skew(self, skew0, return_weights=False):
        """
        Returns  -2 x log-likelihood and p-value for the hypothesized
        skewness.

        Parameters
        ----------
        skew0 : float
            Skewness value to be tested

        return_weights : bool
            If True, function also returns the weights that
            maximize the likelihood ratio. Default is False.

        Returns
        --------
        test_results : tuple
            The log-likelihood ratio and p_value of skew0
        """
        self.skew0 = skew0
        start_nuisance = np.array([self.endog.mean(),
                                       self.endog.var()])

        llr = optimize.fmin_powell(self._opt_skew, start_nuisance,
                                     full_output=1, disp=0)[1]
        p_val = chi2.sf(llr, 1)
        if return_weights:
            return llr, p_val,  self.new_weights.T
        return llr, p_val 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def test_kurt(self, kurt0, return_weights=False):
        """
        Returns -2 x log-likelihood and the p-value for the hypothesized
        kurtosis.

        Parameters
        ----------
        kurt0 : float
            Kurtosis value to be tested

        return_weights : bool
            If True, function also returns the weights that
            maximize the likelihood ratio. Default is False.

        Returns
        -------
        test_results : tuple
            The log-likelihood ratio and p-value of kurt0
        """
        self.kurt0 = kurt0
        start_nuisance = np.array([self.endog.mean(),
                                       self.endog.var()])

        llr = optimize.fmin_powell(self._opt_kurt, start_nuisance,
                                     full_output=1, disp=0)[1]
        p_val = chi2.sf(llr, 1)
        if return_weights:
            return  llr, p_val, self.new_weights.T
        return llr, p_val 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def test_joint_skew_kurt(self, skew0, kurt0, return_weights=False):
        """
        Returns - 2 x log-likelihood and the p-value for the joint
        hypothesis test for skewness and kurtosis

        Parameters
        ----------
        skew0 : float
            Skewness value to be tested
        kurt0 : float
            Kurtosis value to be tested

        return_weights : bool
            If True, function also returns the weights that
            maximize the likelihood ratio. Default is False.

        Returns
        -------
        test_results : tuple
            The log-likelihood ratio and p-value  of the joint hypothesis test.
        """
        self.skew0 = skew0
        self.kurt0 = kurt0
        start_nuisance = np.array([self.endog.mean(),
                                       self.endog.var()])

        llr = optimize.fmin_powell(self._opt_skew_kurt, start_nuisance,
                                     full_output=1, disp=0)[1]
        p_val = chi2.sf(llr, 2)
        if return_weights:
            return llr, p_val, self.new_weights.T
        return llr, p_val 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def test_powell(self, use_wrapper=False):
        """ Powell (direction set) optimization routine
        """
        if use_wrapper:
            opts = {'maxiter': self.maxiter, 'disp': False,
                    'return_all': False}
            res = optimize.minimize(self.func, self.startparams, args=(),
                                    method='Powell', options=opts)
            params, fopt, direc, numiter, func_calls, warnflag = \
                    res['x'], res['fun'], res['direc'], res['nit'], \
                    res['nfev'], res['status']
        else:
            retval = optimize.fmin_powell(self.func, self.startparams,
                                        args=(), maxiter=self.maxiter,
                                        full_output=True, disp=False, retall=False)

            (params, fopt, direc, numiter, func_calls, warnflag) = retval

        assert_allclose(self.func(params), self.func(self.solution),
                        atol=1e-6)

        # Ensure that function call counts are 'known good'; these are from
        # Scipy 0.7.0. Don't allow them to increase.
        #
        # However, some leeway must be added: the exact evaluation
        # count is sensitive to numerical error, and floating-point
        # computations are not bit-for-bit reproducible across
        # machines, and when using e.g. MKL, data alignment
        # etc. affect the rounding error.
        #
        assert_(self.funccalls <= 116 + 20, self.funccalls)
        assert_(self.gradcalls == 0, self.gradcalls)

        # Ensure that the function behaves the same; this is from Scipy 0.7.0
        assert_allclose(self.trace[34:39],
                        [[0.72949016, -0.44156936, 0.47100962],
                         [0.72949016, -0.44156936, 0.48052496],
                         [1.45898031, -0.88313872, 0.95153458],
                         [0.72949016, -0.44156936, 0.47576729],
                         [1.72949016, -0.44156936, 0.47576729]],
                        atol=1e-14, rtol=1e-7) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def test_powell(self):
        # Powell (direction set) optimization routine
        if self.use_wrapper:
            opts = {'maxiter': self.maxiter, 'disp': self.disp,
                    'return_all': False}
            res = optimize.minimize(self.func, self.startparams, args=(),
                                    method='Powell', options=opts)
            params, fopt, direc, numiter, func_calls, warnflag = (
                    res['x'], res['fun'], res['direc'], res['nit'],
                    res['nfev'], res['status'])
        else:
            retval = optimize.fmin_powell(self.func, self.startparams,
                                          args=(), maxiter=self.maxiter,
                                          full_output=True, disp=self.disp,
                                          retall=False)
            (params, fopt, direc, numiter, func_calls, warnflag) = retval

        assert_allclose(self.func(params), self.func(self.solution),
                        atol=1e-6)

        # Ensure that function call counts are 'known good'; these are from
        # Scipy 0.7.0. Don't allow them to increase.
        #
        # However, some leeway must be added: the exact evaluation
        # count is sensitive to numerical error, and floating-point
        # computations are not bit-for-bit reproducible across
        # machines, and when using e.g. MKL, data alignment
        # etc. affect the rounding error.
        #
        assert_(self.funccalls <= 116 + 20, self.funccalls)
        assert_(self.gradcalls == 0, self.gradcalls)

        # Ensure that the function behaves the same; this is from Scipy 0.7.0
        assert_allclose(self.trace[34:39],
                        [[0.72949016, -0.44156936, 0.47100962],
                         [0.72949016, -0.44156936, 0.48052496],
                         [1.45898031, -0.88313872, 0.95153458],
                         [0.72949016, -0.44156936, 0.47576729],
                         [1.72949016, -0.44156936, 0.47576729]],
                        atol=1e-14, rtol=1e-7) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def estimate(self, hyp0, covfunc, X, y, optimizer='cg'):
        """ Function to estimate the model
        """
        if len(X.shape) == 1:
            X = X[:, np.newaxis]

        self.hyp0 = hyp0
        
        if optimizer.lower() == 'cg':  # conjugate gradients
            out = optimize.fmin_cg(self.loglik, hyp0, self.dloglik,
                                   (covfunc, X, y), disp=True, gtol=self.tol,
                                   maxiter=self.n_iter, full_output=1)

        elif optimizer.lower() == 'powell':  # Powell's method
            out = optimize.fmin_powell(self.loglik, hyp0, (covfunc, X, y),
                                       full_output=1)
        else:
            raise ValueError("unknown optimizer")

        # Always return a 1d array. The optimizer sometimes changes dimesnions
        if len(out[0].shape) > 1:
            self.hyp = out[0].flatten()
        else:
            self.hyp = out[0]
        self.nlZ = out[1]
        self.optimizer = optimizer

        return self.hyp 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def test_minimise(self):
                
        print '#################################'
        print '# Test Equilibrium Loss Wager'
        print '#################################'
        
        wager_multiplier=fmin_powell(Root2, x0=1., maxiter=20)
        print "highest survivability following loss, multiply wager by %2.4f %% "%(wager_multiplier*100) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def minimize_gof_powell(self, start_coordinates, areas_observed,
                            pmt_selection=None, square_syst_errors=None, statistic='chi2gamma'):
        direc = None
        if self.dimensions == 2:
            # Hack to match old chi2gamma results
            s = lambda d: 1 if d < 0 else -1  # flake8: noqa
            direc = np.array([[s(start_coordinates[0]), 0],
                              [0, s(start_coordinates[1])]])

        def safe_compute_gof(*args, **kwargs):
            try:
                return self.compute_gof(*args, **kwargs)
            except CoordinateOutOfRangeException:
                return float('inf')

        # Minimize chi_square_gamma function, fmin_powell is the call to the SciPy minimizer
        # It takes the function to minimize, starting position and several options
        # It returns the optimal values for the position (xopt) and function value (fopt)
        # A warnflag tells if the maximum number of iterations was exceeded
        #    warnflag 0, OK
        #    warnflag 1, maximum functions evaluations exceeded
        #    warnflag 2, maximum iterations exceeded
        rv = fmin_powell(safe_compute_gof,
                         start_coordinates, direc=direc,
                         args=(areas_observed, pmt_selection, square_syst_errors, statistic),
                         xtol=0.0001, ftol=0.0001,
                         maxiter=10, maxfun=None,
                         full_output=1, disp=0, retall=0)
        xopt, fopt, direc, iter, funcalls, warnflag = rv
        # On failure the minimizer seems to give np.array([float('inf')])
        if isinstance(fopt, np.ndarray):
            fopt = float('nan')
        return xopt, fopt 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import fmin_powell [as 別名]
def compute_ANOVA(self, mu=None, mu_start=0, return_weights=0):

        """
        Returns -2 log likelihood, the pvalue and the maximum likelihood
        estimate for a common mean.

        Parameters
        ----------

        mu : float
            If a mu is specified, ANOVA is conducted with mu as the
            common mean.  Otherwise, the common mean is the maximum
            empirical likelihood estimate of the common mean.
            Default is None.

        mu_start : float
            Starting value for commean mean if specific mu is not specified.
            Default = 0

        return_weights : bool
            if TRUE, returns the weights on observations that maximize the
            likelihood.  Default is FALSE

        Returns
        -------

        res: tuple
            The log-likelihood, p-value and estimate for the common mean.
        """
        if mu is not None:
            llr = self._opt_common_mu(mu)
            pval = 1 - chi2.cdf(llr, self.num_groups - 1)
            if return_weights:
                return llr, pval, mu, self.new_weights
            else:
                return llr, pval, mu
        else:
            res = optimize.fmin_powell(self._opt_common_mu, mu_start,
                                       full_output=1, disp=False)
            llr = res[1]
            mu_common = float(res[0])
            pval = 1 - chi2.cdf(llr, self.num_groups - 1)
            if return_weights:
                return llr, pval, mu_common, self.new_weights
            else:
                return llr, pval, mu_common