问题
I am trying to minimize a function in Python using scipy.optimize.minimize
, to determine four distinct parameters.
I would like to print the currently evaluated params at each step of the optimisation algorithm, so I can use them to make my initial guess better.
How can I do this?
回答1:
Use the callback
keyword argument.
scipy.optimize.minimize
can take a keyword argument callback
. This should be a function that accepts, as input, the current vector of parameters. This function is called after every iteration.
For instance,
from scipy.optimize import minimize
def objective_function(xs):
""" Function to optimize. """
x, y = xs
return (x-1)**2 + (y-2)**4
def print_callback(xs):
"""
Callback called after every iteration.
xs is the estimated location of the optimum.
"""
print xs
minimize(objective_function, x0 = (0., 0.), callback=print_callback)
Often, one wants to retain information between different calls to the callback, such as, for instance, the iteration number. One way to do this is to use a closure:
def generate_print_callback():
"""
Generate a callback that prints
iteration number | parameter values | objective function
every tenth iteration.
"""
saved_params = { "iteration_number" : 0 }
def print_callback(xs):
if saved_params["iteration_number"] % 10 == 0:
print "{:3} | {} | {}".format(
saved_params["iteration_number"], xs, objective_function(xs))
saved_params["iteration_number"] += 1
return print_callback
Call the minimize function with:
minimize(objective_function, x0 = (0., 0.), callback=generate_print_callback())
来源:https://stackoverflow.com/questions/27564436/print-currently-evaluated-params-during-scipy-minimization