Re: bfgsmin

[Michael Creel]

Bertrand Roessli wrote:
> 
> Hello,
> 
> I am happy to see that there is some discussion about data fitting. 
> 
> With the octave-forge package, bfgsmin_example works fine. 
> However, if I try to fit an exponential function (from leasqrexample.m),
> bfgsmin is unable to converge (which is easily done with the other
> available functions (simplex, samin,...). 
> 
> The main problem seems to originate from the numerical derivatives.
> The output reads
> 
> octave:1> leasqrexamp
> chisq =  0.86656
> chisq =  0.86656
> chisq =  0.86656
> chisq =  0.86657
> chisq =  0.86657
> chisq =  0.86656
> error: __bfgsmin_gradient: gradient contains NaNs or Inf
> error: feval: function `chi2' not found
> error: octave_base_value::double_value (): wrong type argument `<unknown
> type>'
> warning: __bfgsmin_obj: objective function could not be evaluated -
> setting to DBL_MAX
> error: feval: function `chi2' not found
> 
> If somebody has an idea I would appreciate. 
> 
> This is the code
> ----------------
> 
> 1;
> function [obj_value]=chi2(p,x,y)
> 
> f=leasqrfunc(x,p);
> v=length(y);
> wt=1./sqrt(y); 
> chisq=sum(((y.-real(f)).*wt).^2 )/v
> 
> obj_value=chisq;
> 
> endfunction
> 
> 
> t = [1:100];
> p=[10; 0.1];
> data=leasqrfunc(t,p);
> 
> %fprintf(1,'\nAdding Random Noise.\n data=data+0.05*rand(1,100);\n');
> data=data+0.05*rand(1,100);
> plot(t,data,"@12");
> fflush(stdout);
> pause;
> 
> control = {-1;1};  # maxiters, verbosity, conv. reg., arg_to_min
> 
> tic;
> param=[11;1];
> bfgsmin("chi2",{param,t,data},control)
> toc
> 
>  
> function y = leasqrfunc(x,p)
> % leasqrfunc : this is a function of 'x' and 'p' parameters for
> leasqrexamp.
> 
> % Description: leasqr example fit function
> 
> % example of function.
> y=p(1)*exp(-p(2)*x);
> 
> endfunction
> 
> 
> 

Hmm, I ran your code and it works for me:
chisq =  0.0084524                             
chisq =  0.0084524                             
chisq =  0.0084524                             
chisq =  0.0084524                             
chisq =  0.0084524                             
chisq =  0.0084524                             
chisq =  0.0084524                             
------------------------------------------------
bfgsmin iteration 15  convergence (f g p): 1 1 1

function value: 0.00845243  stepsize: 0.1375  

          param    gradient (n)          change
        9.69388        -0.00000         0.00000
        0.09558         0.00001        -0.00000
------------------------------------------------
bfgsmin final results: 15 iterations

function value: 0.00845243

STRONG CONVERGENCE
Function conv 1  Param conv 1  Gradient conv 1

          param    gradient (n)          change
        9.69388        -0.00000         0.00000
        0.09558         0.00001        -0.00000
ans =

   9.693878
   0.095576

Elapsed time is 0.084275 seconds.
octave:3>

Maybe you have an old version of bfgsmin? Every once in a while I find a bug
and fix it. I believe that it has been in pretty good shape for a while now.
Michael

-- 
View this message in context: 
http://www.nabble.com/Nonlinear-fitting-with-lg%28a%2Bx%29-tp22492005p22537017.html
Sent from the Octave - General mailing list archive at Nabble.com.