ConvergenceException on SimpleCurveFitter in Scala
1
I'm trying to fit a curve with SimpleCurveFitter of commons.math3.fitting in Scala but I catch an exception :
org.apache.commons.math3.exception.ConvergenceException : Unable to permorm
Qr decomposition on jacobian
However, I have checked my gradient calculations.... I still don't see why the exception is raised.
See the code by yourself
def main(args: Array[String]): Unit = {
var xv: DenseVector[Double] = linspace(0, 3, 300)
var yv: DenseVector[Double] = DenseVector.zeros(300)
for (i <- xv.findAll(x => x < 1.0)) yv.update(i, 1)
for (i <- xv.findAll(x => x >= 1.0)) yv.update(i, exp(-(xv(i) - 1.0)/1))
val wop: Array[WeightedObservedPoint] = new Array[WeightedObservedPoint](xv.length)
for (i <- 0 to xv.length - 1) wop.update(i, new WeightedObservedPoint(1, xv(i), yv(i)))
val f: ParametricUnivariateFunction = new ParametricUnivariateFunction {
override def value(x: Double, parameters: Double*): Double = {
val a = parameters(0)
val b = parameters(1)
1.0 / (1.0 + a * pow(x, 2 * b))
}
override def gradient(x: Double, parameters: Double*): Array[Double] = {
val a = parameters(0)
val b = parameters(1)
val ga = - pow(x, 2 * b) / pow(1 + a * pow(x, 2 * b), 2)
val gb = - (2 * a * pow(x, 2 * b) * log(x)) / pow(1 + a * pow(x, 2 * b), 2)
val grad = Array(ga, gb)
grad
}
}
val wopc = JavaConverters.asJavaCollection(wop)
val cf = SimpleCurveFitter.create(f, Array(1, 1))
val param = cf.fit(wopc)
println(param(0), param(1))
}
Thank you for your help :)
scala curve-fitting
asked Nov 12 '18 at 5:33
Adlane LADJAL
92
add a comment |
1
I'm trying to fit a curve with SimpleCurveFitter of commons.math3.fitting in Scala but I catch an exception :
org.apache.commons.math3.exception.ConvergenceException : Unable to permorm
Qr decomposition on jacobian
However, I have checked my gradient calculations.... I still don't see why the exception is raised.
See the code by yourself
def main(args: Array[String]): Unit = {
var xv: DenseVector[Double] = linspace(0, 3, 300)
var yv: DenseVector[Double] = DenseVector.zeros(300)
for (i <- xv.findAll(x => x < 1.0)) yv.update(i, 1)
for (i <- xv.findAll(x => x >= 1.0)) yv.update(i, exp(-(xv(i) - 1.0)/1))
val wop: Array[WeightedObservedPoint] = new Array[WeightedObservedPoint](xv.length)
for (i <- 0 to xv.length - 1) wop.update(i, new WeightedObservedPoint(1, xv(i), yv(i)))
val f: ParametricUnivariateFunction = new ParametricUnivariateFunction {
override def value(x: Double, parameters: Double*): Double = {
val a = parameters(0)
val b = parameters(1)
1.0 / (1.0 + a * pow(x, 2 * b))
}
override def gradient(x: Double, parameters: Double*): Array[Double] = {
val a = parameters(0)
val b = parameters(1)
val ga = - pow(x, 2 * b) / pow(1 + a * pow(x, 2 * b), 2)
val gb = - (2 * a * pow(x, 2 * b) * log(x)) / pow(1 + a * pow(x, 2 * b), 2)
val grad = Array(ga, gb)
grad
}
}
val wopc = JavaConverters.asJavaCollection(wop)
val cf = SimpleCurveFitter.create(f, Array(1, 1))
val param = cf.fit(wopc)
println(param(0), param(1))
}
Thank you for your help :)
scala curve-fitting
asked Nov 12 '18 at 5:33
Adlane LADJAL
92
add a comment |
1
1
1
I'm trying to fit a curve with SimpleCurveFitter of commons.math3.fitting in Scala but I catch an exception :
org.apache.commons.math3.exception.ConvergenceException : Unable to permorm
Qr decomposition on jacobian
However, I have checked my gradient calculations.... I still don't see why the exception is raised.
See the code by yourself
def main(args: Array[String]): Unit = {
var xv: DenseVector[Double] = linspace(0, 3, 300)
var yv: DenseVector[Double] = DenseVector.zeros(300)
for (i <- xv.findAll(x => x < 1.0)) yv.update(i, 1)
for (i <- xv.findAll(x => x >= 1.0)) yv.update(i, exp(-(xv(i) - 1.0)/1))
val wop: Array[WeightedObservedPoint] = new Array[WeightedObservedPoint](xv.length)
for (i <- 0 to xv.length - 1) wop.update(i, new WeightedObservedPoint(1, xv(i), yv(i)))
val f: ParametricUnivariateFunction = new ParametricUnivariateFunction {
override def value(x: Double, parameters: Double*): Double = {
val a = parameters(0)
val b = parameters(1)
1.0 / (1.0 + a * pow(x, 2 * b))
}
override def gradient(x: Double, parameters: Double*): Array[Double] = {
val a = parameters(0)
val b = parameters(1)
val ga = - pow(x, 2 * b) / pow(1 + a * pow(x, 2 * b), 2)
val gb = - (2 * a * pow(x, 2 * b) * log(x)) / pow(1 + a * pow(x, 2 * b), 2)
val grad = Array(ga, gb)
grad
}
}
val wopc = JavaConverters.asJavaCollection(wop)
val cf = SimpleCurveFitter.create(f, Array(1, 1))
val param = cf.fit(wopc)
println(param(0), param(1))
}
Thank you for your help :)
scala curve-fitting
asked Nov 12 '18 at 5:33
Adlane LADJAL
92
I'm trying to fit a curve with SimpleCurveFitter of commons.math3.fitting in Scala but I catch an exception :
org.apache.commons.math3.exception.ConvergenceException : Unable to permorm
Qr decomposition on jacobian
However, I have checked my gradient calculations.... I still don't see why the exception is raised.
See the code by yourself
def main(args: Array[String]): Unit = {
var xv: DenseVector[Double] = linspace(0, 3, 300)
var yv: DenseVector[Double] = DenseVector.zeros(300)
for (i <- xv.findAll(x => x < 1.0)) yv.update(i, 1)
for (i <- xv.findAll(x => x >= 1.0)) yv.update(i, exp(-(xv(i) - 1.0)/1))
val wop: Array[WeightedObservedPoint] = new Array[WeightedObservedPoint](xv.length)
for (i <- 0 to xv.length - 1) wop.update(i, new WeightedObservedPoint(1, xv(i), yv(i)))
val f: ParametricUnivariateFunction = new ParametricUnivariateFunction {
override def value(x: Double, parameters: Double*): Double = {
val a = parameters(0)
val b = parameters(1)
1.0 / (1.0 + a * pow(x, 2 * b))
}
override def gradient(x: Double, parameters: Double*): Array[Double] = {
val a = parameters(0)
val b = parameters(1)
val ga = - pow(x, 2 * b) / pow(1 + a * pow(x, 2 * b), 2)
val gb = - (2 * a * pow(x, 2 * b) * log(x)) / pow(1 + a * pow(x, 2 * b), 2)
val grad = Array(ga, gb)
grad
}
}
val wopc = JavaConverters.asJavaCollection(wop)
val cf = SimpleCurveFitter.create(f, Array(1, 1))
val param = cf.fit(wopc)
println(param(0), param(1))
}
Thank you for your help :)
scala curve-fitting
scala curve-fitting
asked Nov 12 '18 at 5:33
Adlane LADJAL
92
asked Nov 12 '18 at 5:33
Adlane LADJAL
92
edited Nov 12 '18 at 14:24
asked Nov 12 '18 at 5:33
Adlane LADJAL
92
asked Nov 12 '18 at 5:33
Adlane LADJAL
92
asked Nov 12 '18 at 5:33
Adlane LADJAL
92
92
add a comment |
add a comment |
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