Gnuplot behaves oddly in polynomial fit. Why is that?

Question

A friend of mine discovered some odd behavior in gnuplot regarding a simple polynomial fit Can sombody explain this?

Here is the file:

#!/usr/bin/gnuplot         


        

Answer 1

This is a very good (and involved) questions that I don't have a complete answer for, but the following will hopefully be illuminating.

Fit uses a least-squares fitting routine ( Levenberg–Marquardt ). which iteratively converges on a "good" solution. How good a solution is required is determined by the FIT_LIMIT variable. By default, FIT_LIMIT is set to (a conservative) 1.e-5. Apparently, your data converges much faster by changing the value of B in the iterative routing compared to changing A. In fact, as you've noticed, you can get under the error threshold without even touching variable A. However, if you crank up your expectations (You expect to obtain better fit, so you set FIT_LIMIT to a lower value -- I set it to 1.e-14), you'll get a much better result. The price you pay here is that the fit may take much longer to converge (or it may even diverge -- I'm not an expert in fitting). One take-away here is that function fitting is more of an art than a science -- and there is no such thing as a best fit, only a good enough fit.

Also note that the algorithm searches for a local minimization of the squares of the residuals (that meets the tolerance you've given). It doesn't guarantee that it finds a global minimum.

#!/usr/bin/gnuplot -p

FIT_LIMIT=1.e-14
f(x) =A +  B*(x**4)
fit f(x) "data.txt" using ($1+273.14):2 via A, B

plot     "data.txt" using ($1+273.14):2 notitle,\
         f(x) notitle

Also note that if you find that gnuplot is converging on the wrong minimum, you can "seed" the fit routine by doing:

FIT_LIMIT=1.e-14
f(x) =A +  B*(x**4)
A=1.3  #initial guess for A
fit f(x) "data.txt" using ($1+273.14):2 via A, B

plot     "data.txt" using ($1+273.14):2 notitle,\
         f(x) notitle