SciPy optimize over vector indeterminate - arrays

I want to define a function as follows:
def f(x,m):
return np.exp(((x[i]-m).T)#((x[i]-m))
where the input is a known dataset array x, for example
x = np.array([[1,2],[3,4]])
but also an unknown 2d vector m.
At the moment I cannot define properly this function, since I get the ERROR:
NameError: name 'm' is not defined
The truth is I don't know what is the correct way to define m. Should it be something like
m = []
maybe? I know that unlike mathematica, I need to tell something to Python regarding m but it is not clear to me what.
Most importantly, I am interested in adding all components of x and minimizing the logarithm of f(x,m) to find the value of m for which f(x,m) is minimum.

To minimize a function you can use the scipy.optimize.minimize function link.
This might help you in understanding how to work with this function
import numpy as np
from scipy.optimize import minimize
def f(m, x, i):
return np.exp(((x[i]-m).T)#((x[i]-m)))
x = np.array([[1,2],[3,4]])
i = 0
m = minimize(f, x0=(0,0), args=(x, i)).x
I changed the order of parameters of your function f. minimize expects the first parameter to be the "variable" parameter which in this case is m, x and i are kept constant during the optimization.
In the call of the minimize function, x0 is the initial guess of m which is important to give because it tells the minimize function the shape of m. args is used to input the "constant" parameters.
The function returns an OptimizeResult where now the x attribute is the best estimate for m. However, the OptimizeResult contains some more useful information about the optimization.

Related

How to output the real and imaginary parts separately instead of having just one complex vector

I have a function M that outputs complex numbers taking an input range of r's. Instead of just outputting a single complex number, I would like to have the function to output two values (the real and imaginary parts separately) for all the output complex vectors. I would prefer the function to be anonymous function.
I tried the following but did not work since I am just getting single output complex values:
r = linspace(1E-10,1.5,100);
%M= (0.5*((1i*r+0.135).* (1i*r+0.651)))./((1i*r+0.0965).* (1i*r+0.4555))
M= #(r)(0.5*((1i*r+0.135).* (1i*r+0.651)))./((1i*r+0.0965).* (1i*r+0.4555))
How do I separate the real and complex parts of a vector?
Create an anonymous function with a different variable to avoid confusion i.e. create M with:
M = #(k)(0.5*((1i*k+0.135).* (1i*k+0.651)))./((1i*k+0.0965).* (1i*k+0.4555));
then create another anonymous function, say N, that extracts real and imag values and then stacks the result.
N = #(k) [real(M(k)); imag(M(k))];
Call this anonymous function with N(r) to get your expected result.
Alternately if you have already calculated M as in your commented out code then you can do:
N = #(k) [real(k); imag(k)];
and then call it with N(M).

How do I set a vector's elements to point to the first element in an array of arrays?

I've been learning Julia by trying to write a simple rigid body simulation, but I'm still somewhat confused about the assignment and mutating of variables.
I'm storing the points making up the shape of a body into an array of arrays where one vector holds the x,y,z coordinates of a point. For plotting the body with PyPlot the points are first transformed from local coordinates into world coordinates and then assigned to three arrays which hold the x, y, and z coordinates for the points respectively. I would like to have the three arrays only reference the array of arrays values instead of having copies of the values.
The relevant part of my code looks like this
type Rigidbody
n::Integer
k::Integer
bodyXYZ::Array{Array{Float64,1},2}
worldXYZ::Array{Array{Float64,1},2}
worldX::Array{Float64,2}
worldY::Array{Float64,2}
worldZ::Array{Float64,2}
Rotmat::Array{Float64,2}
x::Array{Float64,1}
end
# body.worldXYZ[1,1] = [x; y; z]
# and body.worldX[1,1] should be body.worldXYZ[1,1][1]
function body_to_world(body::Rigidbody)
for j in range(1, body.k)
for i in range(1, body.n)
body.worldXYZ[i,j] = body.x + body.Rotmat*body.bodyXYZ[i,j]
body.worldX[i,j] = body.worldXYZ[i,j][1]
body.worldY[i,j] = body.worldXYZ[i,j][2]
body.worldZ[i,j] = body.worldXYZ[i,j][3]
end
end
return nothing
end
After calling the body_to_world() and checking the elements with === they evaluate to true but if I then for example set
body.worldXYZ[1,1][1] = 99.999
the change is not reflected in body.worldX. The problem is probably something trivial but as can be seen from my code, I am a beginner and could use some help.
body.worldX[i,j] = body.worldXYZ[i,j][1]
You're setting a number to a number here. Numbers are not mutable, so body.worldX[i,j] won't refer back to body.worldXYZ[i,j][1]. What you're thinking of is that the value of an array will be a reference, but numbers don't have references, just the value themselves.
However, I would venture to say that if you're doing something like that, you're going about the problem wrong. You should probably be using types somewhere. Remember, types in Julia give good performance, so don't be afraid of them (and immutable types should be almost perfectly optimized after carneval's PR, so there's really no need to be afraid). Instead, I would make world::Array{Point,2} where
immutable Point{T}
x::T
y::T
z::T
end
Then you can get body.world[i,j].x for the x coordinate, etc. And then for free you can use map((i,j)->Ref(body.world[i,j].x),size(body.world)...) to get an array of references to the x's.
Or, you should be adding dispatches to your type. For example
import Base: size
size(RigidBody) = (n,k)
now size(body) outputs (n,k), as though it's an array. You can complete the array interface with getindex and setindex!. This kind of adding dispatches to your type will help clean up the code immensely.

How to write "good" Julia code when dealing with multiple types and arrays (multiple dispatch)

OP UPDATE: Note that in the latest version of Julia (v0.5), the idiomatic approach to answering this question is to just define mysquare(x::Number) = x^2. The vectorised case is covered using automatic broadcasting, i.e. x = randn(5) ; mysquare.(x). See also the new answer explaining dot syntax in more detail.
I am new to Julia, and given my Matlab origins, I am having some difficulty determining how to write "good" Julia code that takes advantage of multiple dispatch and Julia's type system.
Consider the case where I have a function that provides the square of a Float64. I might write this as:
function mysquare(x::Float64)
return(x^2);
end
Sometimes, I want to square all the Float64s in a one-dimentional array, but don't want to write out a loop over mysquare everytime, so I use multiple dispatch and add the following:
function mysquare(x::Array{Float64, 1})
y = Array(Float64, length(x));
for k = 1:length(x)
y[k] = x[k]^2;
end
return(y);
end
But now I am sometimes working with Int64, so I write out two more functions that take advantage of multiple dispatch:
function mysquare(x::Int64)
return(x^2);
end
function mysquare(x::Array{Int64, 1})
y = Array(Float64, length(x));
for k = 1:length(x)
y[k] = x[k]^2;
end
return(y);
end
Is this right? Or is there a more ideomatic way to deal with this situation? Should I use type parameters like this?
function mysquare{T<:Number}(x::T)
return(x^2);
end
function mysquare{T<:Number}(x::Array{T, 1})
y = Array(Float64, length(x));
for k = 1:length(x)
y[k] = x[k]^2;
end
return(y);
end
This feels sensible, but will my code run as quickly as the case where I avoid parametric types?
In summary, there are two parts to my question:
If fast code is important to me, should I use parametric types as described above, or should I write out multiple versions for different concrete types? Or should I do something else entirely?
When I want a function that operates on arrays as well as scalars, is it good practice to write two versions of the function, one for the scalar, and one for the array? Or should I be doing something else entirely?
Finally, please point out any other issues you can think of in the code above as my ultimate goal here is to write good Julia code.
Julia compiles a specific version of your function for each set of inputs as required. Thus to answer part 1, there is no performance difference. The parametric way is the way to go.
As for part 2, it might be a good idea in some cases to write a separate version (sometimes for performance reasons, e.g., to avoid a copy). In your case however you can use the in-built macro #vectorize_1arg to automatically generate the array version, e.g.:
function mysquare{T<:Number}(x::T)
return(x^2)
end
#vectorize_1arg Number mysquare
println(mysquare([1,2,3]))
As for general style, don't use semicolons, and mysquare(x::Number) = x^2 is a lot shorter.
As for your vectorized mysquare, consider the case where T is a BigFloat. Your output array, however, is Float64. One way to handle this would be to change it to
function mysquare{T<:Number}(x::Array{T,1})
n = length(x)
y = Array(T, n)
for k = 1:n
#inbounds y[k] = x[k]^2
end
return y
end
where I've added the #inbounds macro to boost speed because we don't need to check the bound violation every time — we know the lengths. This function could still have issues in the event that the type of x[k]^2 isn't T. An even more defensive version would perhaps be
function mysquare{T<:Number}(x::Array{T,1})
n = length(x)
y = Array(typeof(one(T)^2), n)
for k = 1:n
#inbounds y[k] = x[k]^2
end
return y
end
where one(T) would give 1 if T is an Int, and 1.0 if T is a Float64, and so on. These considerations only matter if you want to make hyper-robust library code. If you really only will be dealing with Float64s or things that can be promoted to Float64s, then it isn't an issue. It seems like hard work, but the power is amazing. You can always just settle for Python-like performance and disregard all type information.
As of Julia 0.6 (c. June 2017), the "dot syntax" provides an easy and idiomatic way to apply a function to a scalar or an array.
You only need to provide the scalar version of the function, written in the normal way.
function mysquare{x::Number)
return(x^2)
end
Append a . to the function name (or preprend it to the operator) to call it on every element of an array:
x = [1 2 3 4]
x2 = mysquare(2) # 4
xs = mysquare.(x) # [1,4,9,16]
xs = mysquare.(x*x') # [1 4 9 16; 4 16 36 64; 9 36 81 144; 16 64 144 256]
y = x .+ 1 # [2 3 4 5]
Note that the dot-call will handle broadcasting, as in the last example.
If you have multiple dot-calls in the same expression, they will be fused so that y = sqrt.(sin.(x)) makes a single pass/allocation, instead of creating a temporary expression containing sin(x) and forwarding it to the sqrt() function. (This is different from Matlab/Numpy/Octave/Python/R, which don't make such a guarantee).
The macro #. vectorizes everything on a line, so #. y=sqrt(sin(x)) is the same as y = sqrt.(sin.(x)). This is particularly handy with polynomials, where the repeated dots can be confusing...

Smart and Fast Indexing of multi-dimensional array with R

This is another step of my battle with multi-dimensional arrays in R, previous question is here :)
I have a big R array with the following dimensions:
> data = array(..., dim = c(x, y, N, value))
I'd like to perform a sort of bootstrap comparing the mean (see here for a discussion about it) obtained with:
> vmean = apply(data, c(1,2,3), mean)
With the mean obtained sampling the N values randomly with replacement, to explain better if data[1,1,,1] is equals to [v1 v2 v3 ... vN] I'd like to replace it with something like [v_k1 v_k2 v_k3 ... v_kN] with k values sampled with sample(N, N, replace = T).
Of course I want to AVOID a for loop. I've read this but I don't know how to perform an efficient indexing of this array avoiding a loop through x and y.
Any ideas?
UPDATE: the important thing here is that I want a different sample for each sample in the fourth (value) dimension, otherwise it would be simple to do something like:
> dataSample = data[,,sample(N, N, replace = T), ]
Also there's the compiler package which speeds up for loops by using a Just In Time compiler.
Adding thes lines at the top of your code enables the compiler for all code.
require("compiler")
compilePKGS(enable=T)
enableJIT(3)
setCompilerOptions(suppressAll=T)

Dynamic programming with Data.Vector

am using Data.Vector and am currently in need of computing the contents of a vector for use in computing a cryptographic hash(Sha1). I created the following code.
dynamic :: a -> Int -> (Int -> Vector a -> a) -> Vector a
dynamic e n f =
let
start = Data.Vector.replicate n e
in step start 0
where
step vector i = if i==n then vector
else step (vector // [(i,f i vector)]) (i+1)
I created this so that the function f filling out the vector has access to the partial
results along the way. Surely something like this must already exist in Data.Vector, no?
The problem statement is the following: You are to solve a dynamic programming problem where the finished result is an array. You know the size of the array size and you have a recursive function for filling it out.
You probably already saw the function generate, which takes a size n and a function f of type Int -> a and then produces a Vector a of size n. What you probably weren't aware of is that when using this function you actually do have access to the partial results.
What I mean to say is that inside the function you pass to generate you can refer to the vector you're defining and due to Haskell's laziness it will work fine (unless you make it so that the different items of the vector depend on each other in a circular fashion, of course).
Example:
import Data.Vector
tenFibs = generate 10 fib
where fib 0 = 0
fib 1 = 1
fib n = tenFibs ! (n-1) + tenFibs ! (n-2)
tenFibs is now a vector containing the first 10 Fibonacci numbers.
Maybe you could use one of Data.Vector's scan functions?
http://hackage.haskell.org/packages/archive/vector/0.6.0.2/doc/html/Data-Vector.html#32

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