Strange behaviour of NMinimize when doing curve fitting
- To: mathgroup at smc.vnet.net
- Subject: [mg120709] Strange behaviour of NMinimize when doing curve fitting
- From: Hovhannes Babayan <bhovhannes at gmail.com>
- Date: Sat, 6 Aug 2011 02:12:33 -0400 (EDT)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
- Reply-to: comp.soft-sys.math.mathematica at googlegroups.com
Hello,
I want to fit a set of points with some curve, which form I know, but coefficients have to be determined to make the best possible fit. Also, for the each point a weight (a number ranging from 0 to 1) is defined. Point with greater weight is more important and point with lower weight is not so important. Point with weight=0 doesn't matter at all, point with weight=1 is extremely important.
The code below uses NMinimize and draw the best fit graphic.
The function f[r_, z_, u_, a_, b_] is a fitting function, where z,u,a,b are parameters.
The question is following. Notice that I've used a/110 and b/100, instead of just a and b. When I use just a and b, produced curve doesn't fit at all my points. When I use a/50 and b/50 result is better, with a/70 and b/70 even better, and so on. The best seems to be a/110 and b/100 combination. Why it is so important for NMinimize??
>From theoretical point of view it absolutely doesn't matter what is used: a/100 or a/1000 or just a. Parameter "a" should be found in every case.
Please, if you have met such behavior, let me know, because currently I am doing NMinimize of NMinimize just to find good values to divide a and b, and it has no sense :)
In order to try the code below, just copy/paste it into Mathematica, it should print best fit result (first element is error, second element is array with values of parameters z,u,a,b), should plot points and fitting curve. Use a/1 and b/1 to have the worst result and a/110 and b/100 to have good result.
Thanks forehand for any suggestions, remarks and/or ideas.
points = {
{ 4.68, 0.156},
{ 7.63, 0.100},
{10.56, 0.074},
{13.48, 0.061},
{16.55, 0.048},
{20.33, 0.029},
{25.39, 0.023},
{30.28, 0.018},
{36.05, 0.016},
{42.60, 0.016},
{55.49, 0.028}
} ;
weights = {0.2523, 0.4007, 0.5801, 0.6193, 0.6798, 1, 0.7957, 0.5144,
0.37030, 0.1079, 0.0189};
f[r_, z_, u_, a_, b_] :=
z*(r^(-a/110)*(1 + r/u)^(b/100)); (* Here z,u,a,b are parameters *)
x = points[[All, 1]];
y = points[[All, 2]];
n = Length[points];
bestFitVals = NMinimize[
Sum[
((f[x[[i]], z, u, a, b] - y[[i]])^2)*weights[[i]],
{i, n}
],
{z, u, a, b}
]
Show[
Plot[
Tooltip[f[r, z, u, a, b] /. bestFitVals[[2]]],
{r, Max[xdata], Max[ydata]}
],
ListPlot[points],
PlotRange -> {{0, Automatic}, {0, 0.2}},
AxesLabel -> {"r", "f[r]"}
]