1 | """ |
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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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5 | """ |
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6 | import sys |
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7 | import copy |
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8 | |
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9 | import numpy |
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10 | |
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11 | from sas.fit.AbstractFitEngine import FitEngine |
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12 | from sas.fit.AbstractFitEngine import FResult |
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13 | |
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14 | _SMALLVALUE = 1.0e-10 |
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15 | |
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16 | class SasAssembly: |
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17 | """ |
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18 | Sas 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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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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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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53 | return total / (len(self.true_res) - len(self.paramlist)) |
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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 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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140 | |
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141 | class ScipyFit(FitEngine): |
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142 | """ |
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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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147 | Use a sas model |
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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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167 | """ |
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168 | def __init__(self): |
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169 | """ |
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170 | Creates a dictionary (self.fit_arrange_dict={})of FitArrange elements |
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171 | with Uid as keys |
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172 | """ |
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173 | FitEngine.__init__(self) |
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174 | self.curr_thread = None |
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175 | #def fit(self, *args, **kw): |
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176 | # return profile(self._fit, *args, **kw) |
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177 | |
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178 | def fit(self, msg_q=None, |
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179 | q=None, handler=None, curr_thread=None, |
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180 | ftol=1.49012e-8, reset_flag=False): |
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181 | """ |
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182 | """ |
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183 | fitproblem = [] |
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184 | for fproblem in self.fit_arrange_dict.itervalues(): |
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185 | if fproblem.get_to_fit() == 1: |
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186 | fitproblem.append(fproblem) |
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187 | if len(fitproblem) > 1 : |
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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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190 | elif len(fitproblem) == 0 : |
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191 | raise RuntimeError, "No Assembly scheduled for Scipy fitting." |
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192 | model = fitproblem[0].get_model() |
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193 | pars = fitproblem[0].pars |
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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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200 | listdata = fitproblem[0].get_data() |
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201 | # Concatenate dList set (contains one or more data)before fitting |
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202 | data = listdata |
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203 | |
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204 | self.curr_thread = curr_thread |
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205 | ftol = ftol |
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206 | |
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207 | # Check the initial value if it is within range |
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208 | _check_param_range(model.model, pars) |
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209 | |
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210 | result = FResult(model=model.model, data=data, param_list=pars) |
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211 | result.fitter_id = self.fitter_id |
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212 | if handler is not None: |
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213 | handler.set_result(result=result) |
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214 | functor = SasAssembly(paramlist=pars, |
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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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221 | try: |
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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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226 | out, cov_x, _, mesg, success = optimize.leastsq(functor, |
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227 | model.get_params(pars), |
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228 | ftol=ftol, |
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229 | full_output=1) |
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230 | except: |
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231 | if hasattr(sys, 'last_type') and sys.last_type == KeyboardInterrupt: |
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232 | if handler is not None: |
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233 | msg = "Fitting: Terminated!!!" |
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234 | handler.stop(msg) |
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235 | raise KeyboardInterrupt, msg |
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236 | else: |
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237 | raise |
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238 | chisqr = functor.chisq() |
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239 | |
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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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243 | stderr = [] |
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244 | |
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245 | result.index = data.idx |
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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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251 | if handler is not None: |
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252 | handler.set_result(result=result) |
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253 | handler.update_fit(last=True) |
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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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259 | return [result] |
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260 | |
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261 | |
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262 | def _check_param_range(model, pars): |
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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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270 | for p in pars: |
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271 | value = model.getParam(p) |
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272 | low,high = model.details.setdefault(p,["",None,None])[1:3] |
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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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291 | return 0.1 * (limit if limit != 0.0 else 1.0) |
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292 | |
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293 | |
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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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307 | |
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308 | |
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