This is a simple script which tries to find the global minima using scipy.optimize.curve_fit as well as a parameter search over the parameter space. It first generates ntol random models, then selects ntol*returnnfactor best models and does scipy.optimize.curve_fit on all of them. It then returns the best model of them all. This script improves scipy.optimize.curve_fit in two ways - No need to give initial values and thus getting global minima instead of local minima. And second, it automatically normalize and standardizes the data. Has an option to run it parllelly
FUTURE:
- Use Genetic algorithm instead of brute-force
USAGE EXAMPLE:
import brute_curvefit as bf
import numpy as np
import matplotlib.pyplot as plt
def yourfunc(x, A,B,C):
return (x-A)/B +C
params, error = bf.brute_scifit(func=yourfunc, x=np.arange(100), y=np.arange(100)**2, restrict=[[-1000,-1000,-1000],[1000,1000,1000]], ntol=100, returnnfacto=0.01, maxfev=1000, printerrors=True, parallel=False, savetofile='results.pkl')
plt.plot(np.arange(100), np.arange(100)**2) #plotting data
plt.plot(np.arange(100), yourfunc(np.arange(100), *params)) #plotting the fitted function
plt.show()
#As simple as that