{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# EE16A Discussion 12B" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Question 3: Polynomial Fitting" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "In this discussion, we are trying to fit data (observations) of the form $\\{(x_i,y_i),i=1,2,...,n\\}$ to a polynomial that we know looks like this:\n", "\n", "$$y = f(x) = a_0 + a_1x + a_2x^2 + a_3x^3 + a_4x^4$$\n", "\n", "In other words, we want to find $a_0$, $a_1$, $a_2$, $a_3$, and $a_4$ that best fit the data.\n", "\n", "More generally, we might want to fit the data to a polynomial of different degree (for instance, if we do not know that the polynomial looks like as above), so we could try to solve for some $a_0,a_1,\\ldots,a_d$ that define a $d$-degree polynomial.\n", "\n", "Note that the observations are not perfect -- they are *noisy*, which means that $y_i \\neq f(x_i)$ in general! That is what makes this problem interesting.\n", "\n", "This first block of code contains functions that will help us set up some useful objects -- the polynomial curve for a set of parameters $a_0$, $a_1$, $a_2$, $a_3$, and $a_4$ and a \"data\" matrix that we will use to compute the least squares estimate later." ] }, { "cell_type": "code", "execution_count": 7, "metadata": { "collapsed": true }, "outputs": [], "source": [ "import numpy as np\n", "import numpy.matlib\n", "import matplotlib.pyplot as plt\n", "from mpl_toolkits.mplot3d import Axes3D\n", "from numpy import pi, cos, exp\n", "\n", "%matplotlib notebook\n", "\n", "\"\"\"Function that defines the polynomial curve for a set of parameters and a range. The set of parameters defines the degree of the\n", "polynomial.\"\"\"\n", "def poly_curve(params,x_input):\n", " # params contains the coefficients that multiply the polynomial terms, in degree of lowest degree to highest degree\n", " degree=len(params)-1\n", " x_range=[x_input[1], x_input[-1]]\n", " x=np.linspace(x_range[0],x_range[1],1000)\n", " y=x*0\n", " \n", " for k in range(0,degree+1):\n", " coeff=params[k]\n", " y=y+list(map(lambda z:coeff*z**k,x)) \n", " return x,y\n", " \n", "\"\"\"Function that defines a data matrix for some input data. You'll understand why it's constructed like this after\n", "doing the worksheet!\"\"\"\n", "def data_matrix(input_data,degree): \n", " # degree is the degree of the polynomial you plan to fit the data with \n", " Data=np.zeros((len(input_data),degree+1))\n", " \n", " for k in range(0,degree+1):\n", " Data[:,k]=(list(map(lambda x:x**k ,input_data)))\n", " \n", " return Data\n", " \n", "np.random.seed(10)\n", "\n", "# Parameters corresponding to the polynomial we want: $y = 1600 + 40x -102x^2 -x^3 + x^4$\n", "smarap=np.array([1600,40,-102,-1,1])/100.0\n", "x_data=np.linspace(-11,11,50)\n", "y_data=np.dot(data_matrix(x_data,4),smarap)+(np.random.rand(len(x_data))-0.5)*10\n", "\n", "y_data_training = y_data[0::2]\n", "x_data_training = x_data[0::2]\n", "y_data_test = y_data[1::2]\n", "x_data_test = x_data[1::2]\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Input and output data\n", "\n", "`x_data` is the input (set of $x_i$'s), and `y_data` is the output (set of $y_i$'s). Here we plot our test points. Does it look like $y$ should be a quartic polynomial in $x$?" ] }, { "cell_type": "code", "execution_count": 9, "metadata": { "collapsed": false }, "outputs": [ { "data": { "application/javascript": [ "/* Put everything inside the global mpl namespace */\n", "window.mpl = {};\n", "\n", "mpl.get_websocket_type = function() {\n", " if (typeof(WebSocket) !== 'undefined') {\n", " return WebSocket;\n", " } else if (typeof(MozWebSocket) !== 'undefined') {\n", " return MozWebSocket;\n", " } else {\n", " alert('Your browser does not have WebSocket support.' +\n", " 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n", " 'Firefox 4 and 5 are also supported but you ' +\n", " 'have to enable WebSockets in about:config.');\n", " };\n", "}\n", "\n", "mpl.figure = function(figure_id, websocket, ondownload, parent_element) {\n", " this.id = figure_id;\n", "\n", " this.ws = websocket;\n", "\n", " this.supports_binary = (this.ws.binaryType != undefined);\n", "\n", " if (!this.supports_binary) {\n", " var warnings = document.getElementById(\"mpl-warnings\");\n", " if (warnings) {\n", " warnings.style.display = 'block';\n", " warnings.textContent = (\n", " \"This browser does not support binary websocket messages. \" +\n", " \"Performance may be slow.\");\n", " }\n", " }\n", "\n", " this.imageObj = new Image();\n", "\n", " this.context = undefined;\n", " this.message = undefined;\n", " this.canvas = undefined;\n", " this.rubberband_canvas = undefined;\n", " this.rubberband_context = undefined;\n", " this.format_dropdown = undefined;\n", "\n", " this.image_mode = 'full';\n", "\n", " this.root = $('
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');\n", " titlebar.append(titletext)\n", " this.root.append(titlebar);\n", " this.header = titletext[0];\n", "}\n", "\n", "\n", "\n", "mpl.figure.prototype._canvas_extra_style = function(canvas_div) {\n", "\n", "}\n", "\n", "\n", "mpl.figure.prototype._root_extra_style = function(canvas_div) {\n", "\n", "}\n", "\n", "mpl.figure.prototype._init_canvas = function() {\n", " var fig = this;\n", "\n", " var canvas_div = $('
');\n", "\n", " canvas_div.attr('style', 'position: relative; clear: both; outline: 0');\n", "\n", " function canvas_keyboard_event(event) {\n", " return fig.key_event(event, event['data']);\n", " }\n", "\n", " canvas_div.keydown('key_press', canvas_keyboard_event);\n", " canvas_div.keyup('key_release', canvas_keyboard_event);\n", " this.canvas_div = canvas_div\n", " this._canvas_extra_style(canvas_div)\n", " this.root.append(canvas_div);\n", "\n", " var canvas = $('');\n", " canvas.addClass('mpl-canvas');\n", " canvas.attr('style', \"left: 0; top: 0; z-index: 0; outline: 0\")\n", "\n", " this.canvas = canvas[0];\n", " this.context = canvas[0].getContext(\"2d\");\n", "\n", " var rubberband = $('');\n", " rubberband.attr('style', \"position: absolute; left: 0; top: 0; z-index: 1;\")\n", "\n", " var pass_mouse_events = true;\n", "\n", " canvas_div.resizable({\n", " start: function(event, ui) {\n", " pass_mouse_events = false;\n", " },\n", " resize: function(event, ui) {\n", " fig.request_resize(ui.size.width, ui.size.height);\n", " },\n", " stop: function(event, ui) {\n", " pass_mouse_events = true;\n", " fig.request_resize(ui.size.width, ui.size.height);\n", " },\n", " });\n", "\n", " function mouse_event_fn(event) {\n", " if (pass_mouse_events)\n", " return fig.mouse_event(event, event['data']);\n", " }\n", "\n", " rubberband.mousedown('button_press', mouse_event_fn);\n", " rubberband.mouseup('button_release', mouse_event_fn);\n", " // Throttle sequential mouse events to 1 every 20ms.\n", " rubberband.mousemove('motion_notify', mouse_event_fn);\n", "\n", " rubberband.mouseenter('figure_enter', mouse_event_fn);\n", " rubberband.mouseleave('figure_leave', mouse_event_fn);\n", "\n", " canvas_div.on(\"wheel\", function (event) {\n", " event = event.originalEvent;\n", " event['data'] = 'scroll'\n", " if (event.deltaY < 0) {\n", " event.step = 1;\n", " } else {\n", " event.step = -1;\n", " }\n", " mouse_event_fn(event);\n", " });\n", "\n", " canvas_div.append(canvas);\n", " canvas_div.append(rubberband);\n", "\n", " this.rubberband = rubberband;\n", " this.rubberband_canvas = rubberband[0];\n", " this.rubberband_context = rubberband[0].getContext(\"2d\");\n", " this.rubberband_context.strokeStyle = \"#000000\";\n", "\n", " this._resize_canvas = function(width, height) {\n", " // Keep the size of the canvas, canvas container, and rubber band\n", " // canvas in synch.\n", " canvas_div.css('width', width)\n", " canvas_div.css('height', height)\n", "\n", " canvas.attr('width', width);\n", " canvas.attr('height', height);\n", "\n", " rubberband.attr('width', width);\n", " rubberband.attr('height', height);\n", " }\n", "\n", " // Set the figure to an initial 600x600px, this will subsequently be updated\n", " // upon first draw.\n", " this._resize_canvas(600, 600);\n", "\n", " // Disable right mouse context menu.\n", " $(this.rubberband_canvas).bind(\"contextmenu\",function(e){\n", " return false;\n", " });\n", "\n", " function set_focus () {\n", " canvas.focus();\n", " canvas_div.focus();\n", " }\n", "\n", " window.setTimeout(set_focus, 100);\n", "}\n", "\n", "mpl.figure.prototype._init_toolbar = function() {\n", " var fig = this;\n", "\n", " var nav_element = $('
')\n", " nav_element.attr('style', 'width: 100%');\n", " this.root.append(nav_element);\n", "\n", " // Define a callback function for later on.\n", " function toolbar_event(event) {\n", " return fig.toolbar_button_onclick(event['data']);\n", " }\n", " function toolbar_mouse_event(event) {\n", " return fig.toolbar_button_onmouseover(event['data']);\n", " }\n", "\n", " for(var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " // put a spacer in here.\n", " continue;\n", " }\n", " var button = $('');\n", " button.click(method_name, toolbar_event);\n", " button.mouseover(tooltip, toolbar_mouse_event);\n", " nav_element.append(button);\n", " }\n", "\n", " // Add the status bar.\n", " var status_bar = $('');\n", " nav_element.append(status_bar);\n", " this.message = status_bar[0];\n", "\n", " // Add the close button to the window.\n", " var buttongrp = $('
');\n", " var button = $('');\n", " button.click(function (evt) { fig.handle_close(fig, {}); } );\n", " button.mouseover('Stop Interaction', toolbar_mouse_event);\n", " buttongrp.append(button);\n", " var titlebar = this.root.find($('.ui-dialog-titlebar'));\n", " titlebar.prepend(buttongrp);\n", "}\n", "\n", "mpl.figure.prototype._root_extra_style = function(el){\n", " var fig = this\n", " el.on(\"remove\", function(){\n", "\tfig.close_ws(fig, {});\n", " });\n", "}\n", "\n", "mpl.figure.prototype._canvas_extra_style = function(el){\n", " // this is important to make the div 'focusable\n", " el.attr('tabindex', 0)\n", " // reach out to IPython and tell the keyboard manager to turn it's self\n", " // off when our div gets focus\n", "\n", " // location in version 3\n", " if (IPython.notebook.keyboard_manager) {\n", " IPython.notebook.keyboard_manager.register_events(el);\n", " }\n", " else {\n", " // location in version 2\n", " IPython.keyboard_manager.register_events(el);\n", " }\n", "\n", "}\n", "\n", "mpl.figure.prototype._key_event_extra = function(event, name) {\n", " var manager = IPython.notebook.keyboard_manager;\n", " if (!manager)\n", " manager = IPython.keyboard_manager;\n", "\n", " // Check for shift+enter\n", " if (event.shiftKey && event.which == 13) {\n", " this.canvas_div.blur();\n", " event.shiftKey = false;\n", " // Send a \"J\" for go to next cell\n", " event.which = 74;\n", " event.keyCode = 74;\n", " manager.command_mode();\n", " manager.handle_keydown(event);\n", " }\n", "}\n", "\n", "mpl.figure.prototype.handle_save = function(fig, msg) {\n", " fig.ondownload(fig, null);\n", "}\n", "\n", "\n", "mpl.find_output_cell = function(html_output) {\n", " // Return the cell and output element which can be found *uniquely* in the notebook.\n", " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", " // IPython event is triggered only after the cells have been serialised, which for\n", " // our purposes (turning an active figure into a static one), is too late.\n", " var cells = IPython.notebook.get_cells();\n", " var ncells = cells.length;\n", " for (var i=0; i= 3 moved mimebundle to data attribute of output\n", " data = data.data;\n", " }\n", " if (data['text/html'] == html_output) {\n", " return [cell, data, j];\n", " }\n", " }\n", " }\n", " }\n", "}\n", "\n", "// Register the function which deals with the matplotlib target/channel.\n", "// The kernel may be null if the page has been refreshed.\n", "if (IPython.notebook.kernel != null) {\n", " IPython.notebook.kernel.comm_manager.register_target('matplotlib', mpl.mpl_figure_comm);\n", "}\n" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/html": [ "" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/plain": [ "" ] }, "execution_count": 12, "metadata": {}, "output_type": "execute_result" } ], "source": [ "cost=np.linalg.norm(y_data-np.dot(DataMat,params))\n", "print(cost)\n", "\n", "fig=plt.figure(figsize=(8,3))\n", "ax=fig.add_subplot(111,xlim=[-11,11],ylim=[-21,21])\n", "x,y=poly_curve(params,x_data)\n", "\n", "ax.plot(x_data,y_data,'.b',markersize=5)\n", "ax.plot(x,y,'r') \n", "ax.legend(['Data points','curve fit'])\n", "plt.title('Polynomial of Degree %d, cost=%f' %(len(params)-1,cost),fontsize=16)" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": true }, "outputs": [], "source": [] } ], "metadata": { "anaconda-cloud": {}, "kernelspec": { "display_name": "Python [Root]", "language": "python", "name": "Python [Root]" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.5.2" } }, "nbformat": 4, "nbformat_minor": 1 }