scipy.optimize.curve_fit无法拟合偏移的高斯曲线 [英] scipy.optimize.curve_fit unable to fit shifted skewed gaussian curve
问题描述
I am trying to fit a skewed and shifted Gaussian curve using scipy's curve_fit function, but I find that under certain conditions the fitting is quite poor, often giving me close to or exactly a straight line.
下面的代码来自curve_fit
文档.提供的代码是用于测试目的的任意数据集,但是很好地显示了问题.
The code below is derived from the curve_fit
documentation. The code provided is an arbitrary set of data for test purposes but displays the issue quite well.
import numpy as np
from scipy.optimize import curve_fit
import matplotlib.pyplot as plt
import math as math
import scipy.special as sp
#def func(x, a, b, c):
# return a*np.exp(-b*x) + c
def func(x, sigmag, mu, alpha, c,a):
#normal distribution
normpdf = (1/(sigmag*np.sqrt(2*math.pi)))*np.exp(-(np.power((x-mu),2)/(2*np.power(sigmag,2))))
normcdf = (0.5*(1+sp.erf((alpha*((x-mu)/sigmag))/(np.sqrt(2)))))
return 2*a*normpdf*normcdf + c
x = np.linspace(0,100,100)
y = func(x, 10,30, 0,0,1)
yn = y + 0.001*np.random.normal(size=len(x))
popt, pcov = curve_fit(func, x, yn,) #p0=(9,35,0,9,1))
y_fit= func(x,popt[0],popt[1],popt[2],popt[3],popt[4])
plt.plot(x,yn)
plt.plot(x,y_fit)
当我将高斯距离零太远时(使用mu
),该问题似乎弹出.我尝试给出初始值,甚至那些与我的原始函数相同的值,但它不能解决问题.对于mu=10
的值,curve_fit
可以很好地工作,但是如果我使用mu>=30
,它将不再适合数据.
The issue seems to pop up when I shift the gaussian too far from zero (using mu
). I have tried giving initial values, even those identical to my original function, but it does not solve the problem. For a value of mu=10
, curve_fit
works perfectly, but if I use mu>=30
it not longer fits the data.
推荐答案
提供最小化的起点通常会产生奇迹.尝试给最小化器一些关于最大值的位置和曲线的宽度的信息:
Giving starting points for minimization often works wonders. Try giving the minimizer some information on the position of the maximum and the width of the curve:
popt, pcov = curve_fit(func, x, yn, p0=(1./np.std(yn), np.argmax(yn) ,0,0,1))
使用sigma=10
和mu=50
更改代码中的这一行会产生
Changing this single line in your code with sigma=10
and mu=50
produces
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