[792db7d5] | 1 | """ |
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[aa36f96] | 2 | ScipyFitting module contains FitArrange , ScipyFit, |
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| 3 | Parameter classes.All listed classes work together to perform a |
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| 4 | simple fit with scipy optimizer. |
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[792db7d5] | 5 | """ |
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[511c6810] | 6 | import sys |
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[6fe5100] | 7 | import copy |
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[2446b66] | 8 | |
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[6fe5100] | 9 | import numpy |
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[7705306] | 10 | |
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[79492222] | 11 | from sas.fit.AbstractFitEngine import FitEngine |
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| 12 | from sas.fit.AbstractFitEngine import FResult |
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[6fe5100] | 13 | |
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[1792311] | 14 | _SMALLVALUE = 1.0e-10 |
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| 15 | |
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[6fe5100] | 16 | class SansAssembly: |
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| 17 | """ |
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| 18 | Sans Assembly class a class wrapper to be call in optimizer.leastsq method |
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| 19 | """ |
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| 20 | def __init__(self, paramlist, model=None, data=None, fitresult=None, |
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| 21 | handler=None, curr_thread=None, msg_q=None): |
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| 22 | """ |
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[79492222] | 23 | :param Model: the model wrapper fro sas -model |
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| 24 | :param Data: the data wrapper for sas data |
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[6fe5100] | 25 | |
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| 26 | """ |
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| 27 | self.model = model |
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| 28 | self.data = data |
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| 29 | self.paramlist = paramlist |
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| 30 | self.msg_q = msg_q |
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| 31 | self.curr_thread = curr_thread |
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| 32 | self.handler = handler |
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| 33 | self.fitresult = fitresult |
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| 34 | self.res = [] |
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| 35 | self.true_res = [] |
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| 36 | self.func_name = "Functor" |
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| 37 | self.theory = None |
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| 38 | |
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| 39 | def chisq(self): |
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| 40 | """ |
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| 41 | Calculates chi^2 |
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| 42 | |
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| 43 | :param params: list of parameter values |
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| 44 | |
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| 45 | :return: chi^2 |
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| 46 | |
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| 47 | """ |
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| 48 | total = 0 |
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| 49 | for item in self.true_res: |
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| 50 | total += item * item |
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| 51 | if len(self.true_res) == 0: |
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| 52 | return None |
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[95d58d3] | 53 | return total / (len(self.true_res) - len(self.paramlist)) |
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[6fe5100] | 54 | |
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| 55 | def __call__(self, params): |
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| 56 | """ |
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| 57 | Compute residuals |
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| 58 | :param params: value of parameters to fit |
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| 59 | """ |
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| 60 | #import thread |
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| 61 | self.model.set_params(self.paramlist, params) |
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| 62 | #print "params", params |
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| 63 | self.true_res, theory = self.data.residuals(self.model.eval) |
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| 64 | self.theory = copy.deepcopy(theory) |
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| 65 | # check parameters range |
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| 66 | if self.check_param_range(): |
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| 67 | # if the param value is outside of the bound |
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| 68 | # just silent return res = inf |
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| 69 | return self.res |
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| 70 | self.res = self.true_res |
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| 71 | |
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| 72 | if self.fitresult is not None: |
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| 73 | self.fitresult.set_model(model=self.model) |
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| 74 | self.fitresult.residuals = self.true_res |
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| 75 | self.fitresult.iterations += 1 |
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| 76 | self.fitresult.theory = theory |
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| 77 | |
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| 78 | #fitness = self.chisq(params=params) |
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| 79 | fitness = self.chisq() |
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| 80 | self.fitresult.pvec = params |
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| 81 | self.fitresult.set_fitness(fitness=fitness) |
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| 82 | if self.msg_q is not None: |
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| 83 | self.msg_q.put(self.fitresult) |
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| 84 | |
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| 85 | if self.handler is not None: |
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| 86 | self.handler.set_result(result=self.fitresult) |
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| 87 | self.handler.update_fit() |
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| 88 | |
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| 89 | if self.curr_thread != None: |
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| 90 | try: |
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| 91 | self.curr_thread.isquit() |
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| 92 | except: |
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| 93 | #msg = "Fitting: Terminated... Note: Forcing to stop " |
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| 94 | #msg += "fitting may cause a 'Functor error message' " |
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| 95 | #msg += "being recorded in the log file....." |
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| 96 | #self.handler.stop(msg) |
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| 97 | raise |
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| 98 | |
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| 99 | return self.res |
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| 100 | |
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| 101 | def check_param_range(self): |
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| 102 | """ |
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| 103 | Check the lower and upper bound of the parameter value |
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| 104 | and set res to the inf if the value is outside of the |
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| 105 | range |
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| 106 | :limitation: the initial values must be within range. |
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| 107 | """ |
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| 108 | |
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| 109 | #time.sleep(0.01) |
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| 110 | is_outofbound = False |
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| 111 | # loop through the fit parameters |
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| 112 | model = self.model.model |
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| 113 | for p in self.paramlist: |
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| 114 | value = model.getParam(p) |
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| 115 | low,high = model.details[p][1:3] |
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| 116 | if low is not None and numpy.isfinite(low): |
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| 117 | if p.value == 0: |
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| 118 | # This value works on Scipy |
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| 119 | # Do not change numbers below |
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| 120 | value = _SMALLVALUE |
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| 121 | # For leastsq, it needs a bit step back from the boundary |
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| 122 | val = low - value * _SMALLVALUE |
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| 123 | if value < val: |
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| 124 | self.res *= 1e+6 |
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| 125 | is_outofbound = True |
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| 126 | break |
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| 127 | if high is not None and numpy.isfinite(high): |
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| 128 | # This value works on Scipy |
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| 129 | # Do not change numbers below |
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| 130 | if value == 0: |
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| 131 | value = _SMALLVALUE |
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| 132 | # For leastsq, it needs a bit step back from the boundary |
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| 133 | val = high + value * _SMALLVALUE |
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| 134 | if value > val: |
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| 135 | self.res *= 1e+6 |
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| 136 | is_outofbound = True |
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| 137 | break |
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| 138 | |
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| 139 | return is_outofbound |
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[88b5e83] | 140 | |
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[4c718654] | 141 | class ScipyFit(FitEngine): |
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[7705306] | 142 | """ |
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[aa36f96] | 143 | ScipyFit performs the Fit.This class can be used as follow: |
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| 144 | #Do the fit SCIPY |
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| 145 | create an engine: engine = ScipyFit() |
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| 146 | Use data must be of type plottable |
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[79492222] | 147 | Use a sas model |
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[aa36f96] | 148 | |
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| 149 | Add data with a dictionnary of FitArrangeDict where Uid is a key and data |
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| 150 | is saved in FitArrange object. |
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| 151 | engine.set_data(data,Uid) |
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| 152 | |
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| 153 | Set model parameter "M1"= model.name add {model.parameter.name:value}. |
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| 154 | |
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| 155 | :note: Set_param() if used must always preceded set_model() |
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| 156 | for the fit to be performed.In case of Scipyfit set_param is called in |
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| 157 | fit () automatically. |
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| 158 | |
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| 159 | engine.set_param( model,"M1", {'A':2,'B':4}) |
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| 160 | |
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| 161 | Add model with a dictionnary of FitArrangeDict{} where Uid is a key and model |
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| 162 | is save in FitArrange object. |
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| 163 | engine.set_model(model,Uid) |
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| 164 | |
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| 165 | engine.fit return chisqr,[model.parameter 1,2,..],[[err1....][..err2...]] |
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| 166 | chisqr1, out1, cov1=engine.fit({model.parameter.name:value},qmin,qmax) |
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[7705306] | 167 | """ |
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[792db7d5] | 168 | def __init__(self): |
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| 169 | """ |
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[b2f25dc5] | 170 | Creates a dictionary (self.fit_arrange_dict={})of FitArrange elements |
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[aa36f96] | 171 | with Uid as keys |
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[792db7d5] | 172 | """ |
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[b2f25dc5] | 173 | FitEngine.__init__(self) |
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[c4d6900] | 174 | self.curr_thread = None |
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[d9dc518] | 175 | #def fit(self, *args, **kw): |
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| 176 | # return profile(self._fit, *args, **kw) |
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[393f0f3] | 177 | |
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[ba7dceb] | 178 | def fit(self, msg_q=None, |
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| 179 | q=None, handler=None, curr_thread=None, |
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[7db52f1] | 180 | ftol=1.49012e-8, reset_flag=False): |
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[aa36f96] | 181 | """ |
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| 182 | """ |
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[89f3b66] | 183 | fitproblem = [] |
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[c4d6900] | 184 | for fproblem in self.fit_arrange_dict.itervalues(): |
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[89f3b66] | 185 | if fproblem.get_to_fit() == 1: |
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[393f0f3] | 186 | fitproblem.append(fproblem) |
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[89f3b66] | 187 | if len(fitproblem) > 1 : |
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[e0072082] | 188 | msg = "Scipy can't fit more than a single fit problem at a time." |
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| 189 | raise RuntimeError, msg |
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[6fe5100] | 190 | elif len(fitproblem) == 0 : |
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[a9e04aa] | 191 | raise RuntimeError, "No Assembly scheduled for Scipy fitting." |
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[393f0f3] | 192 | model = fitproblem[0].get_model() |
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[1792311] | 193 | pars = fitproblem[0].pars |
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[7db52f1] | 194 | if reset_flag: |
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| 195 | # reset the initial value; useful for batch |
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| 196 | for name in fitproblem[0].pars: |
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| 197 | ind = fitproblem[0].pars.index(name) |
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| 198 | model.model.setParam(name, fitproblem[0].vals[ind]) |
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| 199 | listdata = [] |
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[393f0f3] | 200 | listdata = fitproblem[0].get_data() |
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[792db7d5] | 201 | # Concatenate dList set (contains one or more data)before fitting |
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[e0072082] | 202 | data = listdata |
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[852354c8] | 203 | |
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[89f3b66] | 204 | self.curr_thread = curr_thread |
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[93de635d] | 205 | ftol = ftol |
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[852354c8] | 206 | |
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| 207 | # Check the initial value if it is within range |
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[1792311] | 208 | _check_param_range(model.model, pars) |
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[852354c8] | 209 | |
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[1792311] | 210 | result = FResult(model=model.model, data=data, param_list=pars) |
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[06e7c26] | 211 | result.fitter_id = self.fitter_id |
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[852354c8] | 212 | if handler is not None: |
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| 213 | handler.set_result(result=result) |
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[1792311] | 214 | functor = SansAssembly(paramlist=pars, |
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[6fe5100] | 215 | model=model, |
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| 216 | data=data, |
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| 217 | handler=handler, |
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| 218 | fitresult=result, |
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| 219 | curr_thread=curr_thread, |
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| 220 | msg_q=msg_q) |
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[511c6810] | 221 | try: |
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[2446b66] | 222 | # This import must be here; otherwise it will be confused when more |
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| 223 | # than one thread exist. |
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| 224 | from scipy import optimize |
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| 225 | |
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[db427ec] | 226 | out, cov_x, _, mesg, success = optimize.leastsq(functor, |
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[1792311] | 227 | model.get_params(pars), |
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[6fe5100] | 228 | ftol=ftol, |
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| 229 | full_output=1) |
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[2d0756a5] | 230 | except: |
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[acfff8b] | 231 | if hasattr(sys, 'last_type') and sys.last_type == KeyboardInterrupt: |
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[852354c8] | 232 | if handler is not None: |
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[acfff8b] | 233 | msg = "Fitting: Terminated!!!" |
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[986da97] | 234 | handler.stop(msg) |
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[2d0756a5] | 235 | raise KeyboardInterrupt, msg |
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[511c6810] | 236 | else: |
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[2d0756a5] | 237 | raise |
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[c4d6900] | 238 | chisqr = functor.chisq() |
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[15f68ce] | 239 | |
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[fd6b789] | 240 | if cov_x is not None and numpy.isfinite(cov_x).all(): |
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| 241 | stderr = numpy.sqrt(numpy.diag(cov_x)) |
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| 242 | else: |
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[15f68ce] | 243 | stderr = [] |
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[d8661fb] | 244 | |
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| 245 | result.index = data.idx |
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[15f68ce] | 246 | result.fitness = chisqr |
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| 247 | result.stderr = stderr |
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| 248 | result.pvec = out |
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| 249 | result.success = success |
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| 250 | result.theory = functor.theory |
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[fe10df5] | 251 | if handler is not None: |
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[cc694d0] | 252 | handler.set_result(result=result) |
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[ee19117] | 253 | handler.update_fit(last=True) |
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[15f68ce] | 254 | if q is not None: |
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| 255 | q.put(result) |
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| 256 | return q |
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| 257 | if success < 1 or success > 5: |
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| 258 | result.fitness = None |
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[444c900e] | 259 | return [result] |
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[15f68ce] | 260 | |
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[852354c8] | 261 | |
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[1792311] | 262 | def _check_param_range(model, pars): |
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[6fe5100] | 263 | """ |
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| 264 | Check parameter range and set the initial value inside |
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| 265 | if it is out of range. |
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| 266 | |
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| 267 | : model: park model object |
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| 268 | """ |
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| 269 | # loop through parameterset |
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[1792311] | 270 | for p in pars: |
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[6fe5100] | 271 | value = model.getParam(p) |
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[8d074d9] | 272 | low,high = model.details.setdefault(p,["",None,None])[1:3] |
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[6fe5100] | 273 | # if the range was defined, check the range |
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| 274 | if low is not None and value <= low: |
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| 275 | value = low + _get_zero_shift(low) |
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| 276 | if high is not None and value > high: |
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| 277 | value = high - _get_zero_shift(high) |
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| 278 | # Check one more time if the new value goes below |
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| 279 | # the low bound, If so, re-evaluate the value |
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| 280 | # with the mean of the range. |
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| 281 | if low is not None and value < low: |
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| 282 | value = 0.5 * (low+high) |
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| 283 | model.setParam(p, value) |
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| 284 | |
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| 285 | def _get_zero_shift(limit): |
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| 286 | """ |
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| 287 | Get 10% shift of the param value = 0 based on the range value |
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| 288 | |
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| 289 | : param range: min or max value of the bounds |
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| 290 | """ |
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[042f065] | 291 | return 0.1 * (limit if limit != 0.0 else 1.0) |
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[6fe5100] | 292 | |
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[e0072082] | 293 | |
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[c4d6900] | 294 | #def profile(fn, *args, **kw): |
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| 295 | # import cProfile, pstats, os |
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| 296 | # global call_result |
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| 297 | # def call(): |
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| 298 | # global call_result |
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| 299 | # call_result = fn(*args, **kw) |
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| 300 | # cProfile.runctx('call()', dict(call=call), {}, 'profile.out') |
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| 301 | # stats = pstats.Stats('profile.out') |
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| 302 | # stats.sort_stats('time') |
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| 303 | # stats.sort_stats('calls') |
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| 304 | # stats.print_stats() |
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| 305 | # os.unlink('profile.out') |
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| 306 | # return call_result |
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[9c648c7] | 307 | |
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[48882d1] | 308 | |
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