SciPy optimize.fmin 值错误:零尺寸数组无法进行最大值缩减操作,该操作没有身份。

9

更新2: 更好的标题(现在我明白了问题)应该是: scipy optimize.fmin输入的正确语法是什么?

更新:请求提供可运行代码,因此函数定义已被替换为可运行代码。样本输入数据已硬编码为numpy数组"data"。

我正在尝试使用scipy优化一个函数,但卡住了,并且必须请求帮助。一个长度为零的数组被传递给优化器中的方法,我无法理解为什么会这样,也不知道如何克服这个问题。

这段代码试图做什么:

  • 给定由单个观测值"r"组成的数据集"data"
  • 估计产生"data"的参数"m"的最可能值
    • 对于给定的m,计算观察到"data"中每个"r"的概率p(r|m)
    • 对于给定的m,计算产生数据集的概率P(m|data)。
  • 定义用于optimize.fmin的辅助函数。
  • 使用SciPy optimize.fmin确定helper(m|data)最大值的m。

当我运行这段代码时,我得到的错误是: ValueError: zero-size array to reduction operation maximum which has no identity

以下是在我的机器上生成错误的可运行代码片段。

#!/usr/bin/env python2.7

import numpy as np
from scipy import optimize

def p_of_r(m, r): ## this calculates p(r|m) for each datum r
    r_range = np.arange(0, r+1, 1, dtype='int')
    p_r = []
    p_r = np.array([0.0 for a in r_range])
    for x in r_range:
        if x == 0:
            p_r[x] = np.exp(-1 * m)
        else:
            total = 0.0
            for y in np.arange(0, x, 1, dtype='int'):
                current = ( p_r[y] ) / (x - y  + 1)
                total = current + total
            p_r[x] = ( m / x ) * total
    return p_r

def likelihood_function(m, *data): # calculates P(m|data) using entire data set
    p_r = p_of_r(m, np.ma.max(data))
    p_r_m = np.array([p_r[y] for y in data])
    bigP = np.prod(p_r_m)
    return bigP

def main():
    data = np.array( [10, 10, 7, 19, 9, 23, 26, 7, 164, 16 ] )
    median_r = np.median(data)
    def Drake(m):
        return median_r / m - np.log(m)
    m_initial = optimize.broyden1(Drake, 1) 
    def helper(x, *args):
        helper_value = -1 * likelihood_function(x, *args)
        return helper_value 

    # here is the actual optimize.fmin    
    fmin_result = optimize.fmin(helper, x0=[m_initial], args=data)
    print fmin_result

#    for i in np.arange(0.0, 25.0, 0.1):
#        print i, helper(i, data)
if __name__ == "__main__" : main()

错误本身: ValueError:零大小数组到没有身份的缩减操作最大值
下面提供跟踪信息。
ValueError                                Traceback (most recent call last)
/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/IPython/utils/py3compat.pyc in execfile(fname, *where)
    176             else:
    177                 filename = fname
--> 178             __builtin__.execfile(filename, *where)

/Users/deyler/bin/MSS-likelihood-minimal.py in <module>()
     43     print fmin_result
     44 
---> 45 if __name__ == "__main__" : main()

/Users/deyler/bin/MSS-likelihood-minimal.py in main()
     40 
     41 
---> 42     fmin_result = optimize.fmin(helper, x0=[m_initial], args=data)
     43     print fmin_result
     44 

/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/scipy/optimize/optimize.pyc in fmin(func, x0, args, xtol, ftol, maxiter, maxfun, full_output, disp, retall, callback)
    371             'return_all': retall}
    372 
--> 373     res = _minimize_neldermead(func, x0, args, callback=callback, **opts)
    374     if full_output:
    375         retlist = res['x'], res['fun'], res['nit'], res['nfev'], res['status']

/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/scipy/optimize/optimize.pyc in _minimize_neldermead(func, x0, args, callback, xtol, ftol, maxiter, maxfev, disp, return_all, **unknown_options)
    436     if retall:
    437         allvecs = [sim[0]]
--> 438     fsim[0] = func(x0)
    439     nonzdelt = 0.05
    440     zdelt = 0.00025

/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/scipy/optimize/optimize.pyc in function_wrapper(*wrapper_args)
    279     def function_wrapper(*wrapper_args):
    280         ncalls[0] += 1
--> 281         return function(*(wrapper_args + args))
    282 
    283     return ncalls, function_wrapper

/Users/deyler/bin/MSS-likelihood-minimal.py in helper(x, *args)
     33     m_initial = optimize.broyden1(Drake, 1)
     34     def helper(x, *args):
---> 35         helper_value = -1 * likelihood_function(x, *args)
     36         return helper_value
     37 

/Users/deyler/bin/MSS-likelihood-minimal.py in likelihood_function(m, *data)
     21 
     22 def likelihood_function(m, *data):
---> 23     p_r = p_of_r(m, np.ma.max(data))
     24     p_r_m = np.array([p_r[y] for y in data])
     25     bigP = np.prod(p_r_m)

/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/numpy/ma/core.pyc in max(obj, axis, out, fill_value)
   5899         # If obj doesn't have a max method,
   5900         # ...or if the method doesn't accept a fill_value argument
-> 5901         return asanyarray(obj).max(axis=axis, fill_value=fill_value, out=out)
   5902 max.__doc__ = MaskedArray.max.__doc__
   5903 

/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/numpy/ma/core.pyc in max(self, axis, out, fill_value)
   5159         # No explicit output
   5160         if out is None:
-> 5161             result = self.filled(fill_value).max(axis=axis, out=out).view(type(self))
   5162             if result.ndim:
   5163                 # Set the mask

/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/numpy/core/_methods.pyc in _amax(a, axis, out, keepdims)
      8 def _amax(a, axis=None, out=None, keepdims=False):
      9     return um.maximum.reduce(a, axis=axis,
---> 10                             out=out, keepdims=keepdims)
     11 
     12 def _amin(a, axis=None, out=None, keepdims=False):

ValueError: zero-size array to reduction operation maximum which has no identity

请提供您在出现错误时正在处理的样本数据。 - alko
看起来你的 data 是空的。不幸的是,我们无法确定 data 来自哪里。此外,你的错误信息与你的代码不匹配。在简化代码时,请尽力构建一个最小的可运行示例,以演示你发布的错误。如果你做不到这一点,请至少使其与错误消息保持一致。 - user2357112
1
@alko,@user2357112:已发布可运行的代码,该代码会产生错误。data已明确定义。如果data看起来为空,则我在优化器的输入方面出了问题。 - dangenet
1个回答

5

正确的fmin语法是:

args: tuple, optional

    Extra arguments passed to func, i.e. f(x,*args).
fmin_result = optimize.fmin(helper, x0=[m_initial], args=(data,))

下一个结果是否预期?

Optimization terminated successfully.
         Current function value: -0.000000
         Iterations: 16
         Function evaluations: 32
[ 5.53610656]

我明白了。args=(tuple),所以括号是必需的。谢谢,这已经让我浪费了两天时间。 - dangenet
2
@dangenet 确切地说,使用括号 逗号来创建元组。 - alko
为了更加严谨精确,逗号是Python语法中创建元组的一部分。括号有时是不必要的,但在这里它们将args元组的值与optimize.fmin的参数分开。 - wil
1
到目前为止,我发现唯一一个括号看起来不必要但实际上是必需的情况是在except子句中。例如,except IOError, ImportError:except (IOError, ImportError):有不同的含义。前者实际上意味着except IOError as ImportError:,这几乎肯定不是你想要的。除此之外,对于元组创建,括号的要求应该如你所期望的那样。 - wil

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