Wednesday, June 21, 2017

Exponential curve fit in numpy

With numpy function "polyfit" we can easily fit diferent kind of curves, not only polynomial curves.

According to the users manual, the numpy.polyfit does:


"
Least squares polynomial fit.

Fit a polynomial p(x) = p[0] * x**deg + ... + p[deg] of degree deg to points (x, y). Returns a vector of coefficients p that minimises the squared error.
"


If we use X and y as arrays with our data, the code:

coef = np.polyfit(X, np.log(y), 1)


will return two coefficients, who will compose the equation:

exp(coef[1])*exp(coef[0]*X)

Giving you the exponential curve that better fits our data - X and y.
The polyfit function can receive weight values, which we can use in case of giving less importance to very small values, for example. We can use a weight function as following:

coef = np.polyfit(X, np.log(y), 1, w=np.sqrt(y))


Giving more weight to higher values.

To retrieve the R-squared index of our exponenctial curve, we can use de scikit r2_score, as following:
y_pred = np.exp(coefs[1])*np.exp(coefs[0]*X)

from sklearn.metrics import r2_score

r2s = r2_score(y, y_pred, sample_weight=None, multioutput=None)

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