I am trying to find a curve fitting my data that visually seem to have a power law distribution.
I hoped to utilize scipy.optimize.curve_fit, but no matter what function or data normalization I try, I am getting either a RuntimeError (parameters not found or overflow) or a curve that does not fit my data even remotely. Please help me to figure out what I am doing wrong here.
%matplotlib inline
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from scipy.optimize import curve_fit
df = pd.DataFrame({
'x': [ 1000, 3250, 5500, 10000, 32500, 55000, 77500, 100000, 200000 ],
'y': [ 1100, 500, 288, 200, 113, 67, 52, 44, 5 ]
})
df.plot(x='x', y='y', kind='line', style='--ro', figsize=(10, 5))
def func_powerlaw(x, m, c, c0):
return c0 + x**m * c
target_func = func_powerlaw
X = df['x']
y = df['y']
popt, pcov = curve_fit(target_func, X, y)
plt.figure(figsize=(10, 5))
plt.plot(X, target_func(X, *popt), '--')
plt.plot(X, y, 'ro')
plt.legend()
plt.show()
Output
---------------------------------------------------------------------------
RuntimeError Traceback (most recent call last)
<ipython-input-243-17421b6b0c14> in <module>()
18 y = df['y']
19
---> 20 popt, pcov = curve_fit(target_func, X, y)
21
22 plt.figure(figsize=(10, 5))
/Users/evgenyp/.virtualenvs/kindle-dev/lib/python2.7/site-packages/scipy/optimize/minpack.pyc in curve_fit(f, xdata, ydata, p0, sigma, absolute_sigma, check_finite, bounds, method, **kwargs)
653 cost = np.sum(infodict['fvec'] ** 2)
654 if ier not in [1, 2, 3, 4]:
--> 655 raise RuntimeError("Optimal parameters not found: " + errmsg)
656 else:
657 res = least_squares(func, p0, args=args, bounds=bounds, method=method,
RuntimeError: Optimal parameters not found: Number of calls to function has reached maxfev = 800.
As the traceback states, the maximum number of function evaluations was reached without finding a stationary point (to terminate the algorithm). You can increase the maximum number using the option maxfev
. For this example, setting maxfev=2000
is large enough to successfully terminate the algorithm.
However, the solution is not satisfactory. This is due to the algorithm choosing a (default) initial estimate for the variables, which, for this example, is not good (the large number of iterations required is an indicator of this). Providing another initialization point (found by simple trial and error) results in a good fit, without the need to increase maxfev
.
The two fits and a visual comparison with the data is shown below.
x = np.asarray([ 1000, 3250, 5500, 10000, 32500, 55000, 77500, 100000, 200000 ])
y = np.asarray([ 1100, 500, 288, 200, 113, 67, 52, 44, 5 ])
sol1 = curve_fit(func_powerlaw, x, y, maxfev=2000 )
sol2 = curve_fit(func_powerlaw, x, y, p0 = np.asarray([-1,10**5,0]))