# Licensed under a 3-clause BSD style license - see LICENSE.rst
"""
This module implements classes (called Fitters) which combine optimization
algorithms (typically from `scipy.optimize`) with statistic functions to perform
fitting. Fitters are implemented as callable classes. In addition to the data
to fit, the ``__call__`` method takes an instance of
`~astropy.modeling.core.FittableModel` as input, and returns a copy of the
model with its parameters determined by the optimizer.
Optimization algorithms, called "optimizers" are implemented in
`~astropy.modeling.optimizers` and statistic functions are in
`~astropy.modeling.statistic`. The goal is to provide an easy to extend
framework and allow users to easily create new fitters by combining statistics
with optimizers.
There are two exceptions to the above scheme.
`~astropy.modeling.fitting.LinearLSQFitter` uses Numpy's `~numpy.linalg.lstsq`
function. `~astropy.modeling.fitting.LevMarLSQFitter` uses
`~scipy.optimize.leastsq` which combines optimization and statistic in one
implementation.
"""
import abc
import inspect
import operator
import warnings
from functools import reduce, wraps
import numpy as np
from .utils import poly_map_domain, _combine_equivalency_dict
from astropy.units import Quantity
from astropy.utils.exceptions import AstropyUserWarning
from .optimizers import (SLSQP, Simplex)
from .statistic import (leastsquare)
# Check pkg_resources exists
try:
from pkg_resources import iter_entry_points
HAS_PKG = True
except ImportError:
HAS_PKG = False
__all__ = ['LinearLSQFitter', 'LevMarLSQFitter', 'FittingWithOutlierRemoval',
'SLSQPLSQFitter', 'SimplexLSQFitter', 'JointFitter', 'Fitter']
# Statistic functions implemented in `astropy.modeling.statistic.py
STATISTICS = [leastsquare]
# Optimizers implemented in `astropy.modeling.optimizers.py
OPTIMIZERS = [Simplex, SLSQP]
from .optimizers import (DEFAULT_MAXITER, DEFAULT_EPS, DEFAULT_ACC)
class ModelsError(Exception):
"""Base class for model exceptions"""
class ModelLinearityError(ModelsError):
""" Raised when a non-linear model is passed to a linear fitter."""
class UnsupportedConstraintError(ModelsError, ValueError):
"""
Raised when a fitter does not support a type of constraint.
"""
class _FitterMeta(abc.ABCMeta):
"""
Currently just provides a registry for all Fitter classes.
"""
registry = set()
def __new__(mcls, name, bases, members):
cls = super().__new__(mcls, name, bases, members)
if not inspect.isabstract(cls) and not name.startswith('_'):
mcls.registry.add(cls)
return cls
def fitter_unit_support(func):
"""
This is a decorator that can be used to add support for dealing with
quantities to any __call__ method on a fitter which may not support
quantities itself. This is done by temporarily removing units from all
parameters then adding them back once the fitting has completed.
"""
@wraps(func)
def wrapper(self, model, x, y, z=None, **kwargs):
equivalencies = kwargs.pop('equivalencies', None)
data_has_units = (isinstance(x, Quantity) or
isinstance(y, Quantity) or
isinstance(z, Quantity))
model_has_units = model._has_units
if data_has_units or model_has_units:
if model._supports_unit_fitting:
# We now combine any instance-level input equivalencies with user
# specified ones at call-time.
input_units_equivalencies = _combine_equivalency_dict(
model.inputs, equivalencies, model.input_units_equivalencies)
# If input_units is defined, we transform the input data into those
# expected by the model. We hard-code the input names 'x', and 'y'
# here since FittableModel instances have input names ('x',) or
# ('x', 'y')
if model.input_units is not None:
if isinstance(x, Quantity):
x = x.to(model.input_units['x'], equivalencies=input_units_equivalencies['x'])
if isinstance(y, Quantity) and z is not None:
y = y.to(model.input_units['y'], equivalencies=input_units_equivalencies['y'])
# We now strip away the units from the parameters, taking care to
# first convert any parameters to the units that correspond to the
# input units (to make sure that initial guesses on the parameters)
# are in the right unit system
model = model.without_units_for_data(x=x, y=y, z=z)
# We strip away the units from the input itself
add_back_units = False
if isinstance(x, Quantity):
add_back_units = True
xdata = x.value
else:
xdata = np.asarray(x)
if isinstance(y, Quantity):
add_back_units = True
ydata = y.value
else:
ydata = np.asarray(y)
if z is not None:
if isinstance(y, Quantity):
add_back_units = True
zdata = z.value
else:
zdata = np.asarray(z)
# We run the fitting
if z is None:
model_new = func(self, model, xdata, ydata, **kwargs)
else:
model_new = func(self, model, xdata, ydata, zdata, **kwargs)
# And finally we add back units to the parameters
if add_back_units:
model_new = model_new.with_units_from_data(x=x, y=y, z=z)
return model_new
else:
raise NotImplementedError("This model does not support being fit to data with units")
else:
return func(self, model, x, y, z=z, **kwargs)
return wrapper
[docs]class Fitter(metaclass=_FitterMeta):
"""
Base class for all fitters.
Parameters
----------
optimizer : callable
A callable implementing an optimization algorithm
statistic : callable
Statistic function
"""
def __init__(self, optimizer, statistic):
if optimizer is None:
raise ValueError("Expected an optimizer.")
if statistic is None:
raise ValueError("Expected a statistic function.")
if inspect.isclass(optimizer):
# a callable class
self._opt_method = optimizer()
elif inspect.isfunction(optimizer):
self._opt_method = optimizer
else:
raise ValueError("Expected optimizer to be a callable class or a function.")
if inspect.isclass(statistic):
self._stat_method = statistic()
else:
self._stat_method = statistic
[docs] def objective_function(self, fps, *args):
"""
Function to minimize.
Parameters
----------
fps : list
parameters returned by the fitter
args : list
[model, [other_args], [input coordinates]]
other_args may include weights or any other quantities specific for
a statistic
Notes
-----
The list of arguments (args) is set in the `__call__` method.
Fitters may overwrite this method, e.g. when statistic functions
require other arguments.
"""
model = args[0]
meas = args[-1]
_fitter_to_model_params(model, fps)
res = self._stat_method(meas, model, *args[1:-1])
return res
[docs] @abc.abstractmethod
def __call__(self):
"""
This method performs the actual fitting and modifies the parameter list
of a model.
Fitter subclasses should implement this method.
"""
raise NotImplementedError("Subclasses should implement this method.")
# TODO: I have ongoing branch elsewhere that's refactoring this module so that
# all the fitter classes in here are Fitter subclasses. In the meantime we
# need to specify that _FitterMeta is its metaclass.
[docs]class LinearLSQFitter(metaclass=_FitterMeta):
"""
A class performing a linear least square fitting.
Uses `numpy.linalg.lstsq` to do the fitting.
Given a model and data, fits the model to the data and changes the
model's parameters. Keeps a dictionary of auxiliary fitting information.
Notes
-----
Note that currently LinearLSQFitter does not support compound models.
"""
supported_constraints = ['fixed']
supports_masked_input = True
def __init__(self):
self.fit_info = {'residuals': None,
'rank': None,
'singular_values': None,
'params': None
}
@staticmethod
def _deriv_with_constraints(model, param_indices, x=None, y=None):
if y is None:
d = np.array(model.fit_deriv(x, *model.parameters))
else:
d = np.array(model.fit_deriv(x, y, *model.parameters))
if model.col_fit_deriv:
return d[param_indices]
else:
return d[..., param_indices]
def _map_domain_window(self, model, x, y=None):
"""
Maps domain into window for a polynomial model which has these
attributes.
"""
if y is None:
if hasattr(model, 'domain') and model.domain is None:
model.domain = [x.min(), x.max()]
if hasattr(model, 'window') and model.window is None:
model.window = [-1, 1]
return poly_map_domain(x, model.domain, model.window)
else:
if hasattr(model, 'x_domain') and model.x_domain is None:
model.x_domain = [x.min(), x.max()]
if hasattr(model, 'y_domain') and model.y_domain is None:
model.y_domain = [y.min(), y.max()]
if hasattr(model, 'x_window') and model.x_window is None:
model.x_window = [-1., 1.]
if hasattr(model, 'y_window') and model.y_window is None:
model.y_window = [-1., 1.]
xnew = poly_map_domain(x, model.x_domain, model.x_window)
ynew = poly_map_domain(y, model.y_domain, model.y_window)
return xnew, ynew
[docs] @fitter_unit_support
def __call__(self, model, x, y, z=None, weights=None, rcond=None):
"""
Fit data to this model.
Parameters
----------
model : `~astropy.modeling.FittableModel`
model to fit to x, y, z
x : array
Input coordinates
y : array-like
Input coordinates
z : array-like (optional)
Input coordinates.
If the dependent (``y`` or ``z``) co-ordinate values are provided
as a `numpy.ma.MaskedArray`, any masked points are ignored when
fitting. Note that model set fitting is significantly slower when
there are masked points (not just an empty mask), as the matrix
equation has to be solved for each model separately when their
co-ordinate grids differ.
weights : array (optional)
Weights for fitting.
For data with Gaussian uncertainties, the weights should be
1/sigma.
rcond : float, optional
Cut-off ratio for small singular values of ``a``.
Singular values are set to zero if they are smaller than ``rcond``
times the largest singular value of ``a``.
equivalencies : list or None, optional and keyword-only argument
List of *additional* equivalencies that are should be applied in
case x, y and/or z have units. Default is None.
Returns
-------
model_copy : `~astropy.modeling.FittableModel`
a copy of the input model with parameters set by the fitter
"""
if not model.fittable:
raise ValueError("Model must be a subclass of FittableModel")
if not model.linear:
raise ModelLinearityError('Model is not linear in parameters, '
'linear fit methods should not be used.')
if hasattr(model, "submodel_names"):
raise ValueError("Model must be simple, not compound")
_validate_constraints(self.supported_constraints, model)
model_copy = model.copy()
_, fitparam_indices = _model_to_fit_params(model_copy)
if model_copy.n_inputs == 2 and z is None:
raise ValueError("Expected x, y and z for a 2 dimensional model.")
farg = _convert_input(x, y, z, n_models=len(model_copy),
model_set_axis=model_copy.model_set_axis)
has_fixed = any(model_copy.fixed.values())
if has_fixed:
# The list of fixed params is the complement of those being fitted:
fixparam_indices = [idx for idx in
range(len(model_copy.param_names))
if idx not in fitparam_indices]
# Construct matrix of user-fixed parameters that can be dotted with
# the corresponding fit_deriv() terms, to evaluate corrections to
# the dependent variable in order to fit only the remaining terms:
fixparams = np.asarray([getattr(model_copy,
model_copy.param_names[idx]).value
for idx in fixparam_indices])
if len(farg) == 2:
x, y = farg
# map domain into window
if hasattr(model_copy, 'domain'):
x = self._map_domain_window(model_copy, x)
if has_fixed:
lhs = self._deriv_with_constraints(model_copy,
fitparam_indices,
x=x)
fixderivs = self._deriv_with_constraints(model_copy,
fixparam_indices,
x=x)
else:
lhs = model_copy.fit_deriv(x, *model_copy.parameters)
sum_of_implicit_terms = model_copy.sum_of_implicit_terms(x)
rhs = y
else:
x, y, z = farg
# map domain into window
if hasattr(model_copy, 'x_domain'):
x, y = self._map_domain_window(model_copy, x, y)
if has_fixed:
lhs = self._deriv_with_constraints(model_copy,
fitparam_indices, x=x, y=y)
fixderivs = self._deriv_with_constraints(model_copy,
fixparam_indices, x=x, y=y)
else:
lhs = model_copy.fit_deriv(x, y, *model_copy.parameters)
sum_of_implicit_terms = model_copy.sum_of_implicit_terms(x, y)
if len(model_copy) > 1:
# Just to be explicit (rather than baking in False == 0):
model_axis = model_copy.model_set_axis or 0
if z.ndim > 2:
# For higher-dimensional z, flatten all the axes except the
# dimension along which models are stacked and transpose so
# the model axis is *last* (I think this resolves Erik's
# pending generalization from 80a6f25a):
rhs = np.rollaxis(z, model_axis, z.ndim)
rhs = rhs.reshape(-1, rhs.shape[-1])
else:
# This "else" seems to handle the corner case where the
# user has already flattened x/y before attempting a 2D fit
# but z has a second axis for the model set. NB. This is
# ~5-10x faster than using rollaxis.
rhs = z.T if model_axis == 0 else z
else:
rhs = z.flatten()
# If the derivative is defined along rows (as with non-linear models)
if model_copy.col_fit_deriv:
lhs = np.asarray(lhs).T
# Some models (eg. Polynomial1D) don't flatten multi-dimensional inputs
# when constructing their Vandermonde matrix, which can lead to obscure
# failures below. Ultimately, np.linalg.lstsq can't handle >2D matrices,
# so just raise a slightly more informative error when this happens:
if lhs.ndim > 2:
raise ValueError('{0} gives unsupported >2D derivative matrix for '
'this x/y'.format(type(model_copy).__name__))
# Subtract any terms fixed by the user from (a copy of) the RHS, in
# order to fit the remaining terms correctly:
if has_fixed:
if model_copy.col_fit_deriv:
fixderivs = np.asarray(fixderivs).T # as for lhs above
rhs = rhs - fixderivs.dot(fixparams) # evaluate user-fixed terms
# Subtract any terms implicit in the model from the RHS, which, like
# user-fixed terms, affect the dependent variable but are not fitted:
if sum_of_implicit_terms is not None:
# If we have a model set, the extra axis must be added to
# sum_of_implicit_terms as its innermost dimension, to match the
# dimensionality of rhs after _convert_input "rolls" it as needed
# by np.linalg.lstsq. The vector then gets broadcast to the right
# number of sets (columns). This assumes all the models share the
# same input co-ordinates, as is currently the case.
if len(model_copy) > 1:
sum_of_implicit_terms = sum_of_implicit_terms[..., np.newaxis]
rhs = rhs - sum_of_implicit_terms
if weights is not None:
weights = np.asarray(weights, dtype=float)
if len(x) != len(weights):
raise ValueError("x and weights should have the same length")
if rhs.ndim == 2:
lhs *= weights[:, np.newaxis]
# Don't modify in-place in case rhs was the original dependent
# variable array
rhs = rhs * weights[:, np.newaxis]
else:
lhs *= weights[:, np.newaxis]
rhs = rhs * weights
if rcond is None:
rcond = len(x) * np.finfo(x.dtype).eps
scl = (lhs * lhs).sum(0)
lhs /= scl
masked = np.any(np.ma.getmask(rhs))
if len(model_copy) == 1 or not masked:
# If we're fitting one or more models over a common set of points,
# we only have to solve a single matrix equation, which is an order
# of magnitude faster than calling lstsq() once per model below:
good = ~rhs.mask if masked else slice(None) # latter is a no-op
# Solve for one or more models:
lacoef, resids, rank, sval = np.linalg.lstsq(lhs[good],
rhs[good], rcond)
else:
# Where fitting multiple models with masked pixels, initialize an
# empty array of coefficients and populate it one model at a time.
# The shape matches the number of coefficients from the Vandermonde
# matrix and the number of models from the RHS:
lacoef = np.zeros(lhs.shape[-1:] + rhs.shape[-1:], dtype=rhs.dtype)
# Loop over the models and solve for each one. By this point, the
# model set axis is the second of two. Transpose rather than using,
# say, np.moveaxis(array, -1, 0), since it's slightly faster and
# lstsq can't handle >2D arrays anyway. This could perhaps be
# optimized by collecting together models with identical masks
# (eg. those with no rejected points) into one operation, though it
# will still be relatively slow when calling lstsq repeatedly.
for model_rhs, model_lacoef in zip(rhs.T, lacoef.T):
# Cull masked points on both sides of the matrix equation:
good = ~model_rhs.mask
model_lhs = lhs[good]
model_rhs = model_rhs[good][..., np.newaxis]
# Solve for this model:
t_coef, resids, rank, sval = np.linalg.lstsq(model_lhs,
model_rhs, rcond)
model_lacoef[:] = t_coef.T
self.fit_info['residuals'] = resids
self.fit_info['rank'] = rank
self.fit_info['singular_values'] = sval
lacoef = (lacoef.T / scl).T
self.fit_info['params'] = lacoef
# TODO: Only Polynomial models currently have an _order attribute;
# maybe change this to read isinstance(model, PolynomialBase)
if hasattr(model_copy, '_order') and rank != model_copy._order:
warnings.warn("The fit may be poorly conditioned\n",
AstropyUserWarning)
_fitter_to_model_params(model_copy, lacoef.flatten())
return model_copy
[docs]class FittingWithOutlierRemoval:
"""
This class combines an outlier removal technique with a fitting procedure.
Basically, given a number of iterations ``niter``, outliers are removed
and fitting is performed for each iteration.
Parameters
----------
fitter : An Astropy fitter
An instance of any Astropy fitter, i.e., LinearLSQFitter,
LevMarLSQFitter, SLSQPLSQFitter, SimplexLSQFitter, JointFitter. For
model set fitting, this must understand masked input data (as
indicated by the fitter class attribute ``supports_masked_input``).
outlier_func : function
A function for outlier removal.
If this accepts an ``axis`` parameter like the `numpy` functions, the
appropriate value will be supplied automatically when fitting model
sets (unless overridden in ``outlier_kwargs``), to find outliers for
each model separately; otherwise, the same filtering must be performed
in a loop over models, which is almost an order of magnitude slower.
niter : int (optional)
Number of iterations.
outlier_kwargs : dict (optional)
Keyword arguments for outlier_func.
"""
def __init__(self, fitter, outlier_func, niter=3, **outlier_kwargs):
self.fitter = fitter
self.outlier_func = outlier_func
self.niter = niter
self.outlier_kwargs = outlier_kwargs
def __str__(self):
return ("Fitter: {0}\nOutlier function: {1}\nNum. of iterations: {2}" +
("\nOutlier func. args.: {3}"))\
.format(self.fitter__class__.__name__,
self.outlier_func.__name__, self.niter,
self.outlier_kwargs)
def __repr__(self):
return ("{0}(fitter: {1}, outlier_func: {2}," +
" niter: {3}, outlier_kwargs: {4})")\
.format(self.__class__.__name__,
self.fitter.__class__.__name__,
self.outlier_func.__name__, self.niter,
self.outlier_kwargs)
[docs] def __call__(self, model, x, y, z=None, weights=None, **kwargs):
"""
Parameters
----------
model : `~astropy.modeling.FittableModel`
An analytic model which will be fit to the provided data.
This also contains the initial guess for an optimization
algorithm.
x : array-like
Input coordinates.
y : array-like
Data measurements (1D case) or input coordinates (2D case).
z : array-like (optional)
Data measurements (2D case).
weights : array-like (optional)
Weights to be passed to the fitter.
kwargs : dict (optional)
Keyword arguments to be passed to the fitter.
Returns
-------
fitted_model : `~astropy.modeling.FittableModel`
Fitted model after outlier removal.
mask : `numpy.ndarray`
Boolean mask array, identifying which points were used in the final
fitting iteration (False) and which were found to be outliers or
were masked in the input (True).
"""
# For single models, the data get filtered here at each iteration and
# then passed to the fitter, which is the historical behavior and
# works even for fitters that don't understand masked arrays. For model
# sets, the fitter must be able to filter masked data internally,
# because fitters require a single set of x/y co-ordinates whereas the
# eliminated points can vary between models. To avoid this limitation,
# we could fall back to looping over individual model fits, but it
# would likely be fiddly and involve even more overhead (and the
# non-linear fitters don't work with model sets anyway, as of writing).
if len(model) == 1:
model_set_axis = None
else:
if not hasattr(self.fitter, 'supports_masked_input') or \
self.fitter.supports_masked_input is not True:
raise ValueError("{0} cannot fit model sets with masked "
"values".format(type(self.fitter).__name__))
# Fitters use their input model's model_set_axis to determine how
# their input data are stacked:
model_set_axis = model.model_set_axis
# Construct input co-ordinate tuples for fitters & models that are
# appropriate for the dimensionality being fitted:
if z is None:
coords = x,
data = y
else:
coords = x, y
data = z
# For model sets, construct a numpy-standard "axis" tuple for the
# outlier function, to treat each model separately (if supported):
if model_set_axis is not None:
if model_set_axis < 0:
model_set_axis += data.ndim
if 'axis' not in self.outlier_kwargs: # allow user override
# This also works for False (like model instantiation):
self.outlier_kwargs['axis'] = tuple(
n for n in range(data.ndim) if n != model_set_axis
)
loop = False
# Starting fit, prior to any iteration and masking:
fitted_model = self.fitter(model, x, y, z, weights=weights, **kwargs)
filtered_data = np.ma.masked_array(data)
if filtered_data.mask is np.ma.nomask:
filtered_data.mask = False
filtered_weights = weights
# Perform the iterative fitting:
# TO DO: add a stopping criterion when results aren't changing?
for n in range(self.niter):
# (Re-)evaluate the last model:
model_vals = fitted_model(*coords, model_set_axis=False)
# Determine the outliers:
if not loop:
# Pass axis parameter if outlier_func accepts it, otherwise
# prepare for looping over models:
try:
filtered_data = self.outlier_func(
filtered_data - model_vals, **self.outlier_kwargs
)
# If this happens to catch an error with a parameter other
# than axis, the next attempt will fail accordingly:
except TypeError:
if model_set_axis is None:
raise
else:
self.outlier_kwargs.pop('axis', None)
loop = True
# Construct MaskedArray to hold filtered values:
filtered_data = np.ma.masked_array(
filtered_data,
dtype=np.result_type(filtered_data, model_vals),
copy=True
)
# Make sure the mask is an array, not just nomask:
if filtered_data.mask is np.ma.nomask:
filtered_data.mask = False
# Get views transposed appropriately for iteration
# over the set (handling data & mask separately due to
# NumPy issue #8506):
data_T = np.rollaxis(filtered_data, model_set_axis, 0)
mask_T = np.rollaxis(filtered_data.mask,
model_set_axis, 0)
if loop:
model_vals_T = np.rollaxis(model_vals, model_set_axis, 0)
for row_data, row_mask, row_mod_vals in zip(data_T, mask_T,
model_vals_T):
masked_residuals = self.outlier_func(
row_data - row_mod_vals, **self.outlier_kwargs
)
row_data.data[:] = masked_residuals.data
row_mask[:] = masked_residuals.mask
# Issue speed warning after the fact, so it only shows up when
# the TypeError is genuinely due to the axis argument.
warnings.warn('outlier_func did not accept axis argument; '
'reverted to slow loop over models.',
AstropyUserWarning)
# Recombine newly-masked residuals with model to get masked values:
filtered_data += model_vals
# Re-fit the data after filtering, passing masked/unmasked values
# for single models / sets, respectively:
if model_set_axis is None:
good = ~filtered_data.mask
if weights is not None:
filtered_weights = weights[good]
fitted_model = self.fitter(fitted_model,
*(c[good] for c in coords),
filtered_data.data[good],
weights=filtered_weights, **kwargs)
else:
fitted_model = self.fitter(fitted_model, *coords,
filtered_data,
weights=filtered_weights, **kwargs)
return fitted_model, filtered_data.mask
[docs]class LevMarLSQFitter(metaclass=_FitterMeta):
"""
Levenberg-Marquardt algorithm and least squares statistic.
Attributes
----------
fit_info : dict
The `scipy.optimize.leastsq` result for the most recent fit (see
notes).
Notes
-----
The ``fit_info`` dictionary contains the values returned by
`scipy.optimize.leastsq` for the most recent fit, including the values from
the ``infodict`` dictionary it returns. See the `scipy.optimize.leastsq`
documentation for details on the meaning of these values. Note that the
``x`` return value is *not* included (as it is instead the parameter values
of the returned model).
Additionally, one additional element of ``fit_info`` is computed whenever a
model is fit, with the key 'param_cov'. The corresponding value is the
covariance matrix of the parameters as a 2D numpy array. The order of the
matrix elements matches the order of the parameters in the fitted model
(i.e., the same order as ``model.param_names``).
"""
supported_constraints = ['fixed', 'tied', 'bounds']
"""
The constraint types supported by this fitter type.
"""
def __init__(self):
self.fit_info = {'nfev': None,
'fvec': None,
'fjac': None,
'ipvt': None,
'qtf': None,
'message': None,
'ierr': None,
'param_jac': None,
'param_cov': None}
super().__init__()
[docs] def objective_function(self, fps, *args):
"""
Function to minimize.
Parameters
----------
fps : list
parameters returned by the fitter
args : list
[model, [weights], [input coordinates]]
"""
model = args[0]
weights = args[1]
_fitter_to_model_params(model, fps)
meas = args[-1]
if weights is None:
return np.ravel(model(*args[2: -1]) - meas)
else:
return np.ravel(weights * (model(*args[2: -1]) - meas))
[docs] @fitter_unit_support
def __call__(self, model, x, y, z=None, weights=None,
maxiter=DEFAULT_MAXITER, acc=DEFAULT_ACC,
epsilon=DEFAULT_EPS, estimate_jacobian=False):
"""
Fit data to this model.
Parameters
----------
model : `~astropy.modeling.FittableModel`
model to fit to x, y, z
x : array
input coordinates
y : array
input coordinates
z : array (optional)
input coordinates
weights : array (optional)
Weights for fitting.
For data with Gaussian uncertainties, the weights should be
1/sigma.
maxiter : int
maximum number of iterations
acc : float
Relative error desired in the approximate solution
epsilon : float
A suitable step length for the forward-difference
approximation of the Jacobian (if model.fjac=None). If
epsfcn is less than the machine precision, it is
assumed that the relative errors in the functions are
of the order of the machine precision.
estimate_jacobian : bool
If False (default) and if the model has a fit_deriv method,
it will be used. Otherwise the Jacobian will be estimated.
If True, the Jacobian will be estimated in any case.
equivalencies : list or None, optional and keyword-only argument
List of *additional* equivalencies that are should be applied in
case x, y and/or z have units. Default is None.
Returns
-------
model_copy : `~astropy.modeling.FittableModel`
a copy of the input model with parameters set by the fitter
"""
from scipy import optimize
model_copy = _validate_model(model, self.supported_constraints)
farg = (model_copy, weights, ) + _convert_input(x, y, z)
if model_copy.fit_deriv is None or estimate_jacobian:
dfunc = None
else:
dfunc = self._wrap_deriv
init_values, _ = _model_to_fit_params(model_copy)
fitparams, cov_x, dinfo, mess, ierr = optimize.leastsq(
self.objective_function, init_values, args=farg, Dfun=dfunc,
col_deriv=model_copy.col_fit_deriv, maxfev=maxiter, epsfcn=epsilon,
xtol=acc, full_output=True)
_fitter_to_model_params(model_copy, fitparams)
self.fit_info.update(dinfo)
self.fit_info['cov_x'] = cov_x
self.fit_info['message'] = mess
self.fit_info['ierr'] = ierr
if ierr not in [1, 2, 3, 4]:
warnings.warn("The fit may be unsuccessful; check "
"fit_info['message'] for more information.",
AstropyUserWarning)
# now try to compute the true covariance matrix
if (len(y) > len(init_values)) and cov_x is not None:
sum_sqrs = np.sum(self.objective_function(fitparams, *farg)**2)
dof = len(y) - len(init_values)
self.fit_info['param_cov'] = cov_x * sum_sqrs / dof
else:
self.fit_info['param_cov'] = None
return model_copy
@staticmethod
def _wrap_deriv(params, model, weights, x, y, z=None):
"""
Wraps the method calculating the Jacobian of the function to account
for model constraints.
`scipy.optimize.leastsq` expects the function derivative to have the
above signature (parlist, (argtuple)). In order to accommodate model
constraints, instead of using p directly, we set the parameter list in
this function.
"""
if weights is None:
weights = 1.0
if any(model.fixed.values()) or any(model.tied.values()):
# update the parameters with the current values from the fitter
_fitter_to_model_params(model, params)
if z is None:
full = np.array(model.fit_deriv(x, *model.parameters))
if not model.col_fit_deriv:
full_deriv = np.ravel(weights) * full.T
else:
full_deriv = np.ravel(weights) * full
else:
full = np.array([np.ravel(_) for _ in model.fit_deriv(x, y, *model.parameters)])
if not model.col_fit_deriv:
full_deriv = np.ravel(weights) * full.T
else:
full_deriv = np.ravel(weights) * full
pars = [getattr(model, name) for name in model.param_names]
fixed = [par.fixed for par in pars]
tied = [par.tied for par in pars]
tied = list(np.where([par.tied is not False for par in pars],
True, tied))
fix_and_tie = np.logical_or(fixed, tied)
ind = np.logical_not(fix_and_tie)
if not model.col_fit_deriv:
residues = np.asarray(full_deriv[np.nonzero(ind)]).T
else:
residues = full_deriv[np.nonzero(ind)]
return [np.ravel(_) for _ in residues]
else:
if z is None:
return [np.ravel(_) for _ in np.ravel(weights) * np.array(model.fit_deriv(x, *params))]
else:
if not model.col_fit_deriv:
return [np.ravel(_) for _ in (
np.ravel(weights) * np.array(model.fit_deriv(x, y, *params)).T).T]
else:
return [np.ravel(_) for _ in (weights * np.array(model.fit_deriv(x, y, *params)))]
[docs]class SLSQPLSQFitter(Fitter):
"""
SLSQP optimization algorithm and least squares statistic.
Raises
------
ModelLinearityError
A linear model is passed to a nonlinear fitter
"""
supported_constraints = SLSQP.supported_constraints
def __init__(self):
super().__init__(optimizer=SLSQP, statistic=leastsquare)
self.fit_info = {}
[docs] @fitter_unit_support
def __call__(self, model, x, y, z=None, weights=None, **kwargs):
"""
Fit data to this model.
Parameters
----------
model : `~astropy.modeling.FittableModel`
model to fit to x, y, z
x : array
input coordinates
y : array
input coordinates
z : array (optional)
input coordinates
weights : array (optional)
Weights for fitting.
For data with Gaussian uncertainties, the weights should be
1/sigma.
kwargs : dict
optional keyword arguments to be passed to the optimizer or the statistic
verblevel : int
0-silent
1-print summary upon completion,
2-print summary after each iteration
maxiter : int
maximum number of iterations
epsilon : float
the step size for finite-difference derivative estimates
acc : float
Requested accuracy
equivalencies : list or None, optional and keyword-only argument
List of *additional* equivalencies that are should be applied in
case x, y and/or z have units. Default is None.
Returns
-------
model_copy : `~astropy.modeling.FittableModel`
a copy of the input model with parameters set by the fitter
"""
model_copy = _validate_model(model, self._opt_method.supported_constraints)
farg = _convert_input(x, y, z)
farg = (model_copy, weights, ) + farg
p0, _ = _model_to_fit_params(model_copy)
fitparams, self.fit_info = self._opt_method(
self.objective_function, p0, farg, **kwargs)
_fitter_to_model_params(model_copy, fitparams)
return model_copy
[docs]class SimplexLSQFitter(Fitter):
"""
Simplex algorithm and least squares statistic.
Raises
------
ModelLinearityError
A linear model is passed to a nonlinear fitter
"""
supported_constraints = Simplex.supported_constraints
def __init__(self):
super().__init__(optimizer=Simplex, statistic=leastsquare)
self.fit_info = {}
[docs] @fitter_unit_support
def __call__(self, model, x, y, z=None, weights=None, **kwargs):
"""
Fit data to this model.
Parameters
----------
model : `~astropy.modeling.FittableModel`
model to fit to x, y, z
x : array
input coordinates
y : array
input coordinates
z : array (optional)
input coordinates
weights : array (optional)
Weights for fitting.
For data with Gaussian uncertainties, the weights should be
1/sigma.
kwargs : dict
optional keyword arguments to be passed to the optimizer or the statistic
maxiter : int
maximum number of iterations
acc : float
Relative error in approximate solution
equivalencies : list or None, optional and keyword-only argument
List of *additional* equivalencies that are should be applied in
case x, y and/or z have units. Default is None.
Returns
-------
model_copy : `~astropy.modeling.FittableModel`
a copy of the input model with parameters set by the fitter
"""
model_copy = _validate_model(model,
self._opt_method.supported_constraints)
farg = _convert_input(x, y, z)
farg = (model_copy, weights, ) + farg
p0, _ = _model_to_fit_params(model_copy)
fitparams, self.fit_info = self._opt_method(
self.objective_function, p0, farg, **kwargs)
_fitter_to_model_params(model_copy, fitparams)
return model_copy
[docs]class JointFitter(metaclass=_FitterMeta):
"""
Fit models which share a parameter.
For example, fit two gaussians to two data sets but keep
the FWHM the same.
Parameters
----------
models : list
a list of model instances
jointparameters : list
a list of joint parameters
initvals : list
a list of initial values
"""
def __init__(self, models, jointparameters, initvals):
self.models = list(models)
self.initvals = list(initvals)
self.jointparams = jointparameters
self._verify_input()
self.fitparams = self._model_to_fit_params()
# a list of model.n_inputs
self.modeldims = [m.n_inputs for m in self.models]
# sum all model dimensions
self.ndim = np.sum(self.modeldims)
def _model_to_fit_params(self):
fparams = []
fparams.extend(self.initvals)
for model in self.models:
params = model.parameters.tolist()
joint_params = self.jointparams[model]
param_metrics = model._param_metrics
for param_name in joint_params:
slice_ = param_metrics[param_name]['slice']
del params[slice_]
fparams.extend(params)
return fparams
[docs] def objective_function(self, fps, *args):
"""
Function to minimize.
Parameters
----------
fps : list
the fitted parameters - result of an one iteration of the
fitting algorithm
args : dict
tuple of measured and input coordinates
args is always passed as a tuple from optimize.leastsq
"""
lstsqargs = list(args)
fitted = []
fitparams = list(fps)
numjp = len(self.initvals)
# make a separate list of the joint fitted parameters
jointfitparams = fitparams[:numjp]
del fitparams[:numjp]
for model in self.models:
joint_params = self.jointparams[model]
margs = lstsqargs[:model.n_inputs + 1]
del lstsqargs[:model.n_inputs + 1]
# separate each model separately fitted parameters
numfp = len(model._parameters) - len(joint_params)
mfparams = fitparams[:numfp]
del fitparams[:numfp]
# recreate the model parameters
mparams = []
param_metrics = model._param_metrics
for param_name in model.param_names:
if param_name in joint_params:
index = joint_params.index(param_name)
# should do this with slices in case the
# parameter is not a number
mparams.extend([jointfitparams[index]])
else:
slice_ = param_metrics[param_name]['slice']
plen = slice_.stop - slice_.start
mparams.extend(mfparams[:plen])
del mfparams[:plen]
modelfit = model.evaluate(margs[:-1], *mparams)
fitted.extend(modelfit - margs[-1])
return np.ravel(fitted)
def _verify_input(self):
if len(self.models) <= 1:
raise TypeError("Expected >1 models, {} is given".format(
len(self.models)))
if len(self.jointparams.keys()) < 2:
raise TypeError("At least two parameters are expected, "
"{} is given".format(len(self.jointparams.keys())))
for j in self.jointparams.keys():
if len(self.jointparams[j]) != len(self.initvals):
raise TypeError("{} parameter(s) provided but {} expected".format(
len(self.jointparams[j]), len(self.initvals)))
[docs] def __call__(self, *args):
"""
Fit data to these models keeping some of the parameters common to the
two models.
"""
from scipy import optimize
if len(args) != reduce(lambda x, y: x + 1 + y + 1, self.modeldims):
raise ValueError("Expected {} coordinates in args but {} provided"
.format(reduce(lambda x, y: x + 1 + y + 1,
self.modeldims), len(args)))
self.fitparams[:], _ = optimize.leastsq(self.objective_function,
self.fitparams, args=args)
fparams = self.fitparams[:]
numjp = len(self.initvals)
# make a separate list of the joint fitted parameters
jointfitparams = fparams[:numjp]
del fparams[:numjp]
for model in self.models:
# extract each model's fitted parameters
joint_params = self.jointparams[model]
numfp = len(model._parameters) - len(joint_params)
mfparams = fparams[:numfp]
del fparams[:numfp]
# recreate the model parameters
mparams = []
param_metrics = model._param_metrics
for param_name in model.param_names:
if param_name in joint_params:
index = joint_params.index(param_name)
# should do this with slices in case the parameter
# is not a number
mparams.extend([jointfitparams[index]])
else:
slice_ = param_metrics[param_name]['slice']
plen = slice_.stop - slice_.start
mparams.extend(mfparams[:plen])
del mfparams[:plen]
model.parameters = np.array(mparams)
def _convert_input(x, y, z=None, n_models=1, model_set_axis=0):
"""Convert inputs to float arrays."""
x = np.asanyarray(x, dtype=float)
y = np.asanyarray(y, dtype=float)
if z is not None:
z = np.asanyarray(z, dtype=float)
# For compatibility with how the linear fitter code currently expects to
# work, shift the dependent variable's axes to the expected locations
if n_models > 1:
if z is None:
if y.shape[model_set_axis] != n_models:
raise ValueError(
"Number of data sets (y array is expected to equal "
"the number of parameter sets)")
# For a 1-D model the y coordinate's model-set-axis is expected to
# be last, so that its first dimension is the same length as the x
# coordinates. This is in line with the expectations of
# numpy.linalg.lstsq:
# http://docs.scipy.org/doc/numpy/reference/generated/numpy.linalg.lstsq.html
# That is, each model should be represented by a column. TODO:
# Obviously this is a detail of np.linalg.lstsq and should be
# handled specifically by any fitters that use it...
y = np.rollaxis(y, model_set_axis, y.ndim)
else:
# Shape of z excluding model_set_axis
z_shape = z.shape[:model_set_axis] + z.shape[model_set_axis + 1:]
if not (x.shape == y.shape == z_shape):
raise ValueError("x, y and z should have the same shape")
if z is None:
farg = (x, y)
else:
farg = (x, y, z)
return farg
# TODO: These utility functions are really particular to handling
# bounds/tied/fixed constraints for scipy.optimize optimizers that do not
# support them inherently; this needs to be reworked to be clear about this
# distinction (and the fact that these are not necessarily applicable to any
# arbitrary fitter--as evidenced for example by the fact that JointFitter has
# its own versions of these)
# TODO: Most of this code should be entirely rewritten; it should not be as
# inefficient as it is.
def _fitter_to_model_params(model, fps):
"""
Constructs the full list of model parameters from the fitted and
constrained parameters.
"""
_, fit_param_indices = _model_to_fit_params(model)
has_tied = any(model.tied.values())
has_fixed = any(model.fixed.values())
has_bound = any(b != (None, None) for b in model.bounds.values())
if not (has_tied or has_fixed or has_bound):
# We can just assign directly
model.parameters = fps
return
fit_param_indices = set(fit_param_indices)
offset = 0
param_metrics = model._param_metrics
for idx, name in enumerate(model.param_names):
if idx not in fit_param_indices:
continue
slice_ = param_metrics[name]['slice']
shape = param_metrics[name]['shape']
# This is determining which range of fps (the fitted parameters) maps
# to parameters of the model
size = reduce(operator.mul, shape, 1)
values = fps[offset:offset + size]
# Check bounds constraints
if model.bounds[name] != (None, None):
_min, _max = model.bounds[name]
if _min is not None:
values = np.fmax(values, _min)
if _max is not None:
values = np.fmin(values, _max)
model.parameters[slice_] = values
offset += size
# This has to be done in a separate loop due to how tied parameters are
# currently evaluated (the fitted parameters need to actually be *set* on
# the model first, for use in evaluating the "tied" expression--it might be
# better to change this at some point
if has_tied:
for idx, name in enumerate(model.param_names):
if model.tied[name]:
value = model.tied[name](model)
slice_ = param_metrics[name]['slice']
model.parameters[slice_] = value
def _model_to_fit_params(model):
"""
Convert a model instance's parameter array to an array that can be used
with a fitter that doesn't natively support fixed or tied parameters.
In particular, it removes fixed/tied parameters from the parameter
array.
These may be a subset of the model parameters, if some of them are held
constant or tied.
"""
fitparam_indices = list(range(len(model.param_names)))
if any(model.fixed.values()) or any(model.tied.values()):
params = list(model.parameters)
param_metrics = model._param_metrics
for idx, name in list(enumerate(model.param_names))[::-1]:
if model.fixed[name] or model.tied[name]:
slice_ = param_metrics[name]['slice']
del params[slice_]
del fitparam_indices[idx]
return (np.array(params), fitparam_indices)
else:
return (model.parameters, fitparam_indices)
def _validate_constraints(supported_constraints, model):
"""Make sure model constraints are supported by the current fitter."""
message = 'Optimizer cannot handle {0} constraints.'
if (any(model.fixed.values()) and
'fixed' not in supported_constraints):
raise UnsupportedConstraintError(
message.format('fixed parameter'))
if any(model.tied.values()) and 'tied' not in supported_constraints:
raise UnsupportedConstraintError(
message.format('tied parameter'))
if (any(tuple(b) != (None, None) for b in model.bounds.values()) and
'bounds' not in supported_constraints):
raise UnsupportedConstraintError(
message.format('bound parameter'))
if model.eqcons and 'eqcons' not in supported_constraints:
raise UnsupportedConstraintError(message.format('equality'))
if model.ineqcons and 'ineqcons' not in supported_constraints:
raise UnsupportedConstraintError(message.format('inequality'))
def _validate_model(model, supported_constraints):
"""
Check that model and fitter are compatible and return a copy of the model.
"""
if not model.fittable:
raise ValueError("Model does not appear to be fittable.")
if model.linear:
warnings.warn('Model is linear in parameters; '
'consider using linear fitting methods.',
AstropyUserWarning)
elif len(model) != 1:
# for now only single data sets ca be fitted
raise ValueError("Non-linear fitters can only fit "
"one data set at a time.")
_validate_constraints(supported_constraints, model)
model_copy = model.copy()
return model_copy
def populate_entry_points(entry_points):
"""
This injects entry points into the `astropy.modeling.fitting` namespace.
This provides a means of inserting a fitting routine without requirement
of it being merged into astropy's core.
Parameters
----------
entry_points : a list of `~pkg_resources.EntryPoint`
entry_points are objects which encapsulate
importable objects and are defined on the
installation of a package.
Notes
-----
An explanation of entry points can be found `here <http://setuptools.readthedocs.io/en/latest/setuptools.html#dynamic-discovery-of-services-and-plugins>`
"""
for entry_point in entry_points:
name = entry_point.name
try:
entry_point = entry_point.load()
except Exception as e:
# This stops the fitting from choking if an entry_point produces an error.
warnings.warn(AstropyUserWarning('{type} error occurred in entry '
'point {name}.' .format(type=type(e).__name__, name=name)))
else:
if not inspect.isclass(entry_point):
warnings.warn(AstropyUserWarning(
'Modeling entry point {0} expected to be a '
'Class.' .format(name)))
else:
if issubclass(entry_point, Fitter):
name = entry_point.__name__
globals()[name] = entry_point
__all__.append(name)
else:
warnings.warn(AstropyUserWarning(
'Modeling entry point {0} expected to extend '
'astropy.modeling.Fitter' .format(name)))
# this is so fitting doesn't choke if pkg_resources doesn't exist
if HAS_PKG:
populate_entry_points(iter_entry_points(group='astropy.modeling', name=None))