Fit Using Bounds

A major advantage of using lmfit is that one can specify boundaries on fitting parameters, even if the underlying algorithm in SciPy does not support this. For more information on how this is implemented, please refer to: https://lmfit.github.io/lmfit-py/bounds.html

The example below shows how to set boundaries using the min and max attributes to fitting parameters.

import matplotlib.pyplot as plt
from numpy import exp, linspace, pi, random, sign, sin

from lmfit import Parameters, minimize
from lmfit.printfuncs import report_fit

p_true = Parameters()
p_true.add('amp', value=14.0)
p_true.add('period', value=5.4321)
p_true.add('shift', value=0.12345)
p_true.add('decay', value=0.01000)


def residual(pars, x, data=None):
    argu = (x * pars['decay'])**2
    shift = pars['shift']
    if abs(shift) > pi/2:
        shift = shift - sign(shift)*pi
    model = pars['amp'] * sin(shift + x/pars['period']) * exp(-argu)
    if data is None:
        return model
    return model - data


random.seed(0)
x = linspace(0, 250, 1500)
noise = random.normal(scale=2.80, size=x.size)
data = residual(p_true, x) + noise

fit_params = Parameters()
fit_params.add('amp', value=13.0, max=20, min=0.0)
fit_params.add('period', value=2, max=10)
fit_params.add('shift', value=0.0, max=pi/2., min=-pi/2.)
fit_params.add('decay', value=0.02, max=0.10, min=0.00)

out = minimize(residual, fit_params, args=(x,), kws={'data': data})
fit = residual(out.params, x)

This gives the following fitting results:

report_fit(out, show_correl=True, modelpars=p_true)

Out:

[[Fit Statistics]]
    # fitting method   = leastsq
    # function evals   = 74
    # data points      = 1500
    # variables        = 4
    chi-square         = 11301.3646
    reduced chi-square = 7.55438813
    Akaike info crit   = 3037.18756
    Bayesian info crit = 3058.44044
[[Variables]]
    amp:     13.8903938 +/- 0.24412383 (1.76%) (init = 13), model_value = 14
    period:  5.44026442 +/- 0.01416175 (0.26%) (init = 2), model_value = 5.4321
    shift:   0.12464470 +/- 0.02414209 (19.37%) (init = 0), model_value = 0.12345
    decay:   0.00996351 +/- 2.0278e-04 (2.04%) (init = 0.02), model_value = 0.01
[[Correlations]] (unreported correlations are < 0.100)
    C(period, shift) =  0.800
    C(amp, decay)    =  0.576

and shows the plot below:

plt.plot(x, data, 'ro')
plt.plot(x, fit, 'b')
plt.show()

Out:

/Users/Newville/Codes/lmfit-py/examples/example_fit_with_bounds.py:62: UserWarning: Matplotlib is currently using agg, which is a non-GUI backend, so cannot show the figure.
  plt.show()