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Python Crash Course Data Fitting Sterrenkundig Practicum 2 V1.0 dd Hour 7

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Data Fitting We are given: –observational data –a model with a set of fit parameters Goal: –Want to optimize some objective function. –E.g.: Want to minimize squared difference between some model and some given data What we do not talk about: –How to choose your objective function. –How to choose your model.Least squares fitting

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Data Fitting Fitting Lines to Data –Define function to fit –Define range and step size for all data points –Calculate best fitting line import numpy as np import pylab as pl # Data Fitting # First, we'll generate some fake data to use x = np.linspace(0,10,50) # 50 x points from 0 to 10 # Remember, you can look at the help for linspace too: # help(np.linspace) # y = m x + b y = 2.5 * x # let's plot that pl.clf() pl.plot(x,y)

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Data Fitting Noise # looks like a simple line. But we want to see the individual data points pl.plot(x,y,marker='s') # We need to add noise first noise = pl.randn(y.size) # What's y.size? print y.size print len(y) 50 # looks like a simple line. But we want to see the individual data points pl.plot(x,y,marker='s') # looks like a simple line. But we want to see the individual data points pl.plot(x,y,marker='s')

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Data Fitting # We can add arrays in python just like in IDL noisy_flux = y + noise # We'll plot it too, but this time without any lines # between the points, and we'll use black dots # ('k' is a shortcut for 'black', '.' means 'point') pl.clf() # clear the figure pl.plot(x,noisy_flux,'k.') # We need labels, of course pl.xlabel("Time") pl.ylabel("Flux")

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Data Fitting # We'll use polyfit to find the values of the coefficients. The third # parameter is the "order" p = np.polyfit(x,noisy_flux,1) # help(polyfit) if you want to find out more # We'll use polyfit to find the values of the coefficients. The third # parameter is the "order" p = np.polyfit(x,noisy_flux,1) # help(polyfit) if you want to find out more [ ] Now we're onto the fitting stage. We're going to fit a function of the form y=m ∗ x+b which is the same as f(x)=p[1] ∗ x+p[0] to the data. This is called "linear regression", but it is also a special case of a more general concept: this is a first-order polynomial. "First Order" means that the highest exponent of x in the equation is 1

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Data Fitting noisy_flux = y+noise*10 p = polyfit(x,noisy_flux,1) print p [ ] # plot it pl.clf() # clear the figure pl.plot(x,noisy_flux,'k.') # repeated from above pl.plot(x,np.polyval(p,x),'r-',label="Best fit") # A red solid line pl.plot(x,2.5*x+1.2,'b--',label="Input") # a blue dashed line showing the REAL line pl.legend(loc='best') # make a legend in the best location pl.xlabel("Time") # labels again pl.ylabel("Flux") Let's do the same thing with a noisier data set. I'm going to leave out most of the comments this time.

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Data Fitting pl.clf() # clear the figure pl.errorbar(x,noisy_flux,yerr=10,marker='.',color='k',linestyle='none') # errorbar requires some extras to look nice pl.plot(x,np.polyval(p,x),'r-',label="Best fit") # A red solid line pl.plot(x,2.5*x+1.2,'b--',label="Input") # a blue dashed line showing the REAL line pl.legend(loc='best') # make a legend in the best location pl.xlabel("Time") # labels again pl.ylabel("Flux") Despite the noisy data, our fit is still pretty good! One last plotting trick.

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Power Law Fitting t = np.linspace(0.1,10) a = 1.5 b = 2.5 z = a*t**b pl.clf() pl.plot(t,z) Power laws occur all the time in physis, so it's a good idea to learn how to use them. What's a power law? Any function of the form: f(t)=at b where t is your independent variable, a is a scale parameter, and b is the exponent (the power). When fitting power laws, it's very useful to take advantage of the fact that "a power law is linear in log-space". That means, if you take the log of both sides of the equation (which is allowed) and change variables, you get a linear equation! ln(f(t))=ln(at b )=ln(a)+bln(t) We'll use the substitutions y=ln(f(t)), A=ln(a), and x=ln(t), so that y=a+bx which looks just like our linear equation from before (albeit with different letters for the fit parameters).

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Power Law Fitting # Change the variables # np.log is the natural log y = np.log(z) x = np.log(t) pl.clf() pl.plot(x,y) pl.ylabel("log(z)") pl.xlabel("log(t)")

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Power Law Fitting noisy_z = z + pl.randn(z.size)*10 pl.clf() pl.plot(t,z) pl.plot(t,noisy_z,'k.') noisy_y = np.log(noisy_z) pl.clf() pl.plot(x,y) pl.plot(x,noisy_y,'k.') pl.ylabel("log(z)") pl.xlabel("log(t)") It's a straight line. Now, for our "fake data", we'll add the noise before transforming from "linear" to "log" space

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Power Law Fitting print noisy_y [ nan nan nan ] Note how different this looks from the "noisy line" we plotted earlier. Power laws are much more sensitive to noise! In fact, there are some data points that don't even show up on this plot because you can't take the log of a negative number. Any points where the random noise was negative enough that the curve dropped below zero ended up being "NAN", or "Not a Number". Luckily, our plotter knows to ignore those numbers, but polyfit doesnt.

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Power Law Fitting # try to polyfit a line pars = np.polyfit(x,noisy_y,1) print pars [ nan nan] In order to get around this problem, we need to mask the data. That means we have to tell the code to ignore all the data points where noisy_y is nan. nan == nan is False OK = noisy_y == noisy_y print OK [ True True False True False True True True True True False True True True True True True True True True True True True True True True]

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Power Law Fitting print "There are %i OK values" % (OK.sum()) masked_noisy_y = noisy_y[OK] masked_x = x[OK] print "masked_noisy_y has length",len(masked_noisy_y) There are 47 OK values masked_noisy_y has length 47 # now polyfit again pars = np.polyfit(masked_x,masked_noisy_y,1) print pars [ ] fitted_y = polyval(pars,x) pl.plot(x, fitted_y, 'r--') This OK array is a "boolean mask". We can use it as an "index array", which is pretty neat.

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Power Law Fitting # Convert bag to linear-space to see what it "really" looks like fitted_z = np.exp(fitted_y) pl.clf() pl.plot(t,z) pl.plot(t,noisy_z,'k.') pl.plot(t,fitted_z,'r--') pl.xlabel('t') pl.ylabel('z') The noise seems to have affected our fit.

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Power Law Fitting def powerlaw(x,a,b): return a*(x**b) pars,covar = curve_fit(powerlaw,t,noisy_z) pl.clf() pl.plot(t,z) pl.plot(t,noisy_z,'k.') pl.plot(t,powerlaw(t,*pars),'r--') pl.xlabel('t') pl.ylabel('z') That's pretty bad. A "least-squares" approach, as with curve_fit, is probably going to be the better choice. However, in the absence of noise, this approach should work

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