use of org.apache.commons.math3.fitting.leastsquares.LeastSquaresOptimizer.Optimum in project GDSC-SMLM by aherbert.
the class JumpDistanceAnalysis method doFitJumpDistanceHistogram.
/**
* Fit the jump distance histogram using a cumulative sum with the given number of species.
* <p>
* Results are sorted by the diffusion coefficient ascending.
*
* @param jdHistogram
* The cumulative jump distance histogram. X-axis is um^2, Y-axis is cumulative probability. Must be
* monototic ascending.
* @param estimatedD
* The estimated diffusion coefficient
* @param n
* The number of species in the mixed population
* @return Array containing: { D (um^2), Fractions }. Can be null if no fit was made.
*/
private double[][] doFitJumpDistanceHistogram(double[][] jdHistogram, double estimatedD, int n) {
calibrated = isCalibrated();
if (n == 1) {
// Fit using a single population model
LevenbergMarquardtOptimizer lvmOptimizer = new LevenbergMarquardtOptimizer();
try {
final JumpDistanceCumulFunction function = new JumpDistanceCumulFunction(jdHistogram[0], jdHistogram[1], estimatedD);
//@formatter:off
LeastSquaresProblem problem = new LeastSquaresBuilder().maxEvaluations(Integer.MAX_VALUE).maxIterations(3000).start(function.guess()).target(function.getY()).weight(new DiagonalMatrix(function.getWeights())).model(function, new MultivariateMatrixFunction() {
public double[][] value(double[] point) throws IllegalArgumentException {
return function.jacobian(point);
}
}).build();
//@formatter:on
Optimum lvmSolution = lvmOptimizer.optimize(problem);
double[] fitParams = lvmSolution.getPoint().toArray();
// True for an unweighted fit
ss = lvmSolution.getResiduals().dotProduct(lvmSolution.getResiduals());
//ss = calculateSumOfSquares(function.getY(), function.value(fitParams));
lastIC = ic = Maths.getAkaikeInformationCriterionFromResiduals(ss, function.x.length, 1);
double[] coefficients = fitParams;
double[] fractions = new double[] { 1 };
logger.info("Fit Jump distance (N=1) : %s, SS = %s, IC = %s (%d evaluations)", formatD(fitParams[0]), Maths.rounded(ss, 4), Maths.rounded(ic, 4), lvmSolution.getEvaluations());
return new double[][] { coefficients, fractions };
} catch (TooManyIterationsException e) {
logger.info("LVM optimiser failed to fit (N=1) : Too many iterations : %s", e.getMessage());
} catch (ConvergenceException e) {
logger.info("LVM optimiser failed to fit (N=1) : %s", e.getMessage());
}
}
// Uses a weighted sum of n exponential functions, each function models a fraction of the particles.
// An LVM fit cannot restrict the parameters so the fractions do not go below zero.
// Use the CustomPowell/CMEASOptimizer which supports bounded fitting.
MixedJumpDistanceCumulFunctionMultivariate function = new MixedJumpDistanceCumulFunctionMultivariate(jdHistogram[0], jdHistogram[1], estimatedD, n);
double[] lB = function.getLowerBounds();
int evaluations = 0;
PointValuePair constrainedSolution = null;
MaxEval maxEval = new MaxEval(20000);
CustomPowellOptimizer powellOptimizer = createCustomPowellOptimizer();
try {
// The Powell algorithm can use more general bounds: 0 - Infinity
constrainedSolution = powellOptimizer.optimize(maxEval, new ObjectiveFunction(function), new InitialGuess(function.guess()), new SimpleBounds(lB, function.getUpperBounds(Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY)), new CustomPowellOptimizer.BasisStep(function.step()), GoalType.MINIMIZE);
evaluations = powellOptimizer.getEvaluations();
logger.debug("Powell optimiser fit (N=%d) : SS = %f (%d evaluations)", n, constrainedSolution.getValue(), evaluations);
} catch (TooManyEvaluationsException e) {
logger.info("Powell optimiser failed to fit (N=%d) : Too many evaluations (%d)", n, powellOptimizer.getEvaluations());
} catch (TooManyIterationsException e) {
logger.info("Powell optimiser failed to fit (N=%d) : Too many iterations (%d)", n, powellOptimizer.getIterations());
} catch (ConvergenceException e) {
logger.info("Powell optimiser failed to fit (N=%d) : %s", n, e.getMessage());
}
if (constrainedSolution == null) {
logger.info("Trying CMAES optimiser with restarts ...");
double[] uB = function.getUpperBounds();
SimpleBounds bounds = new SimpleBounds(lB, uB);
// The sigma determines the search range for the variables. It should be 1/3 of the initial search region.
double[] s = new double[lB.length];
for (int i = 0; i < s.length; i++) s[i] = (uB[i] - lB[i]) / 3;
OptimizationData sigma = new CMAESOptimizer.Sigma(s);
OptimizationData popSize = new CMAESOptimizer.PopulationSize((int) (4 + Math.floor(3 * Math.log(function.x.length))));
// Iterate this for stability in the initial guess
CMAESOptimizer cmaesOptimizer = createCMAESOptimizer();
for (int i = 0; i <= fitRestarts; i++) {
// Try from the initial guess
try {
PointValuePair solution = cmaesOptimizer.optimize(new InitialGuess(function.guess()), new ObjectiveFunction(function), GoalType.MINIMIZE, bounds, sigma, popSize, maxEval);
if (constrainedSolution == null || solution.getValue() < constrainedSolution.getValue()) {
evaluations = cmaesOptimizer.getEvaluations();
constrainedSolution = solution;
logger.debug("CMAES optimiser [%da] fit (N=%d) : SS = %f (%d evaluations)", i, n, solution.getValue(), evaluations);
}
} catch (TooManyEvaluationsException e) {
}
if (constrainedSolution == null)
continue;
// Try from the current optimum
try {
PointValuePair solution = cmaesOptimizer.optimize(new InitialGuess(constrainedSolution.getPointRef()), new ObjectiveFunction(function), GoalType.MINIMIZE, bounds, sigma, popSize, maxEval);
if (solution.getValue() < constrainedSolution.getValue()) {
evaluations = cmaesOptimizer.getEvaluations();
constrainedSolution = solution;
logger.debug("CMAES optimiser [%db] fit (N=%d) : SS = %f (%d evaluations)", i, n, solution.getValue(), evaluations);
}
} catch (TooManyEvaluationsException e) {
}
}
if (constrainedSolution != null) {
// Re-optimise with Powell?
try {
PointValuePair solution = powellOptimizer.optimize(maxEval, new ObjectiveFunction(function), new InitialGuess(constrainedSolution.getPointRef()), new SimpleBounds(lB, function.getUpperBounds(Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY)), new CustomPowellOptimizer.BasisStep(function.step()), GoalType.MINIMIZE);
if (solution.getValue() < constrainedSolution.getValue()) {
evaluations = cmaesOptimizer.getEvaluations();
constrainedSolution = solution;
logger.info("Powell optimiser re-fit (N=%d) : SS = %f (%d evaluations)", n, constrainedSolution.getValue(), evaluations);
}
} catch (TooManyEvaluationsException e) {
} catch (TooManyIterationsException e) {
} catch (ConvergenceException e) {
}
}
}
if (constrainedSolution == null) {
logger.info("Failed to fit N=%d", n);
return null;
}
double[] fitParams = constrainedSolution.getPointRef();
ss = constrainedSolution.getValue();
// TODO - Try a bounded BFGS optimiser
// Try and improve using a LVM fit
final MixedJumpDistanceCumulFunctionGradient functionGradient = new MixedJumpDistanceCumulFunctionGradient(jdHistogram[0], jdHistogram[1], estimatedD, n);
Optimum lvmSolution;
LevenbergMarquardtOptimizer lvmOptimizer = new LevenbergMarquardtOptimizer();
try {
//@formatter:off
LeastSquaresProblem problem = new LeastSquaresBuilder().maxEvaluations(Integer.MAX_VALUE).maxIterations(3000).start(fitParams).target(functionGradient.getY()).weight(new DiagonalMatrix(functionGradient.getWeights())).model(functionGradient, new MultivariateMatrixFunction() {
public double[][] value(double[] point) throws IllegalArgumentException {
return functionGradient.jacobian(point);
}
}).build();
//@formatter:on
lvmSolution = lvmOptimizer.optimize(problem);
// True for an unweighted fit
double ss = lvmSolution.getResiduals().dotProduct(lvmSolution.getResiduals());
// All fitted parameters must be above zero
if (ss < this.ss && Maths.min(lvmSolution.getPoint().toArray()) > 0) {
logger.info(" Re-fitting improved the SS from %s to %s (-%s%%)", Maths.rounded(this.ss, 4), Maths.rounded(ss, 4), Maths.rounded(100 * (this.ss - ss) / this.ss, 4));
fitParams = lvmSolution.getPoint().toArray();
this.ss = ss;
evaluations += lvmSolution.getEvaluations();
}
} catch (TooManyIterationsException e) {
logger.error("Failed to re-fit : Too many iterations : %s", e.getMessage());
} catch (ConvergenceException e) {
logger.error("Failed to re-fit : %s", e.getMessage());
}
// Since the fractions must sum to one we subtract 1 degree of freedom from the number of parameters
ic = Maths.getAkaikeInformationCriterionFromResiduals(ss, function.x.length, fitParams.length - 1);
double[] d = new double[n];
double[] f = new double[n];
double sum = 0;
for (int i = 0; i < d.length; i++) {
f[i] = fitParams[i * 2];
sum += f[i];
d[i] = fitParams[i * 2 + 1];
}
for (int i = 0; i < f.length; i++) f[i] /= sum;
// Sort by coefficient size
sort(d, f);
double[] coefficients = d;
double[] fractions = f;
logger.info("Fit Jump distance (N=%d) : %s (%s), SS = %s, IC = %s (%d evaluations)", n, formatD(d), format(f), Maths.rounded(ss, 4), Maths.rounded(ic, 4), evaluations);
if (isValid(d, f)) {
lastIC = ic;
return new double[][] { coefficients, fractions };
}
return null;
}
use of org.apache.commons.math3.fitting.leastsquares.LeastSquaresOptimizer.Optimum in project GDSC-SMLM by aherbert.
the class JumpDistanceAnalysis method doFitJumpDistancesMLE.
/**
* Fit the jump distances using a maximum likelihood estimation with the given number of species.
* | *
* <p>
* Results are sorted by the diffusion coefficient ascending.
*
* @param jumpDistances
* The jump distances (in um^2)
* @param estimatedD
* The estimated diffusion coefficient
* @param n
* The number of species in the mixed population
* @return Array containing: { D (um^2), Fractions }. Can be null if no fit was made.
*/
private double[][] doFitJumpDistancesMLE(double[] jumpDistances, double estimatedD, int n) {
MaxEval maxEval = new MaxEval(20000);
CustomPowellOptimizer powellOptimizer = createCustomPowellOptimizer();
calibrated = isCalibrated();
if (n == 1) {
try {
final JumpDistanceFunction function = new JumpDistanceFunction(jumpDistances, estimatedD);
// The Powell algorithm can use more general bounds: 0 - Infinity
SimpleBounds bounds = new SimpleBounds(function.getLowerBounds(), function.getUpperBounds(Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY));
PointValuePair solution = powellOptimizer.optimize(maxEval, new ObjectiveFunction(function), new InitialGuess(function.guess()), bounds, new CustomPowellOptimizer.BasisStep(function.step()), GoalType.MAXIMIZE);
double[] fitParams = solution.getPointRef();
ll = solution.getValue();
lastIC = ic = Maths.getAkaikeInformationCriterion(ll, jumpDistances.length, 1);
double[] coefficients = fitParams;
double[] fractions = new double[] { 1 };
logger.info("Fit Jump distance (N=1) : %s, MLE = %s, IC = %s (%d evaluations)", formatD(fitParams[0]), Maths.rounded(ll, 4), Maths.rounded(ic, 4), powellOptimizer.getEvaluations());
return new double[][] { coefficients, fractions };
} catch (TooManyEvaluationsException e) {
logger.info("Powell optimiser failed to fit (N=1) : Too many evaluation (%d)", powellOptimizer.getEvaluations());
} catch (TooManyIterationsException e) {
logger.info("Powell optimiser failed to fit (N=1) : Too many iterations (%d)", powellOptimizer.getIterations());
} catch (ConvergenceException e) {
logger.info("Powell optimiser failed to fit (N=1) : %s", e.getMessage());
}
return null;
}
MixedJumpDistanceFunction function = new MixedJumpDistanceFunction(jumpDistances, estimatedD, n);
double[] lB = function.getLowerBounds();
int evaluations = 0;
PointValuePair constrainedSolution = null;
try {
// The Powell algorithm can use more general bounds: 0 - Infinity
constrainedSolution = powellOptimizer.optimize(maxEval, new ObjectiveFunction(function), new InitialGuess(function.guess()), new SimpleBounds(lB, function.getUpperBounds(Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY)), new CustomPowellOptimizer.BasisStep(function.step()), GoalType.MAXIMIZE);
evaluations = powellOptimizer.getEvaluations();
logger.debug("Powell optimiser fit (N=%d) : MLE = %f (%d evaluations)", n, constrainedSolution.getValue(), powellOptimizer.getEvaluations());
} catch (TooManyEvaluationsException e) {
logger.info("Powell optimiser failed to fit (N=%d) : Too many evaluation (%d)", n, powellOptimizer.getEvaluations());
} catch (TooManyIterationsException e) {
logger.info("Powell optimiser failed to fit (N=%d) : Too many iterations (%d)", n, powellOptimizer.getIterations());
} catch (ConvergenceException e) {
logger.info("Powell optimiser failed to fit (N=%d) : %s", n, e.getMessage());
}
if (constrainedSolution == null) {
logger.info("Trying CMAES optimiser with restarts ...");
double[] uB = function.getUpperBounds();
SimpleBounds bounds = new SimpleBounds(lB, uB);
// Try a bounded CMAES optimiser since the Powell optimiser appears to be
// sensitive to the order of the parameters. It is not good when the fast particle
// is the minority fraction. Could this be due to too low an upper bound?
// The sigma determines the search range for the variables. It should be 1/3 of the initial search region.
double[] s = new double[lB.length];
for (int i = 0; i < s.length; i++) s[i] = (uB[i] - lB[i]) / 3;
OptimizationData sigma = new CMAESOptimizer.Sigma(s);
OptimizationData popSize = new CMAESOptimizer.PopulationSize((int) (4 + Math.floor(3 * Math.log(function.x.length))));
// Iterate this for stability in the initial guess
CMAESOptimizer cmaesOptimizer = createCMAESOptimizer();
for (int i = 0; i <= fitRestarts; i++) {
// Try from the initial guess
try {
PointValuePair solution = cmaesOptimizer.optimize(new InitialGuess(function.guess()), new ObjectiveFunction(function), GoalType.MAXIMIZE, bounds, sigma, popSize, maxEval);
if (constrainedSolution == null || solution.getValue() > constrainedSolution.getValue()) {
evaluations = cmaesOptimizer.getEvaluations();
constrainedSolution = solution;
logger.debug("CMAES optimiser [%da] fit (N=%d) : MLE = %f (%d evaluations)", i, n, solution.getValue(), evaluations);
}
} catch (TooManyEvaluationsException e) {
}
if (constrainedSolution == null)
continue;
// Try from the current optimum
try {
PointValuePair solution = cmaesOptimizer.optimize(new InitialGuess(constrainedSolution.getPointRef()), new ObjectiveFunction(function), GoalType.MAXIMIZE, bounds, sigma, popSize, maxEval);
if (solution.getValue() > constrainedSolution.getValue()) {
evaluations = cmaesOptimizer.getEvaluations();
constrainedSolution = solution;
logger.debug("CMAES optimiser [%db] fit (N=%d) : MLE = %f (%d evaluations)", i, n, solution.getValue(), evaluations);
}
} catch (TooManyEvaluationsException e) {
}
}
if (constrainedSolution != null) {
try {
// Re-optimise with Powell?
PointValuePair solution = powellOptimizer.optimize(maxEval, new ObjectiveFunction(function), new InitialGuess(constrainedSolution.getPointRef()), new SimpleBounds(lB, function.getUpperBounds(Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY)), new CustomPowellOptimizer.BasisStep(function.step()), GoalType.MAXIMIZE);
if (solution.getValue() > constrainedSolution.getValue()) {
evaluations = cmaesOptimizer.getEvaluations();
constrainedSolution = solution;
logger.info("Powell optimiser re-fit (N=%d) : MLE = %f (%d evaluations)", n, constrainedSolution.getValue(), powellOptimizer.getEvaluations());
}
} catch (TooManyEvaluationsException e) {
} catch (TooManyIterationsException e) {
} catch (ConvergenceException e) {
}
}
}
if (constrainedSolution == null) {
logger.info("Failed to fit N=%d", n);
return null;
}
double[] fitParams = constrainedSolution.getPointRef();
ll = constrainedSolution.getValue();
// Since the fractions must sum to one we subtract 1 degree of freedom from the number of parameters
ic = Maths.getAkaikeInformationCriterion(ll, jumpDistances.length, fitParams.length - 1);
double[] d = new double[n];
double[] f = new double[n];
double sum = 0;
for (int i = 0; i < d.length; i++) {
f[i] = fitParams[i * 2];
sum += f[i];
d[i] = fitParams[i * 2 + 1];
}
for (int i = 0; i < f.length; i++) f[i] /= sum;
// Sort by coefficient size
sort(d, f);
double[] coefficients = d;
double[] fractions = f;
logger.info("Fit Jump distance (N=%d) : %s (%s), MLE = %s, IC = %s (%d evaluations)", n, formatD(d), format(f), Maths.rounded(ll, 4), Maths.rounded(ic, 4), evaluations);
if (isValid(d, f)) {
lastIC = ic;
return new double[][] { coefficients, fractions };
}
return null;
}
use of org.apache.commons.math3.fitting.leastsquares.LeastSquaresOptimizer.Optimum in project GDSC-SMLM by aherbert.
the class BinomialFitter method fitBinomial.
/**
* Fit the binomial distribution (n,p) to the cumulative histogram. Performs fitting assuming a fixed n value and
* attempts to optimise p.
*
* @param histogram
* The input histogram
* @param mean
* The histogram mean (used to estimate p). Calculated if NaN.
* @param n
* The n to evaluate
* @param zeroTruncated
* True if the model should ignore n=0 (zero-truncated binomial)
* @return The best fit (n, p)
* @throws IllegalArgumentException
* If any of the input data values are negative
* @throws IllegalArgumentException
* If any fitting a zero truncated binomial and there are no values above zero
*/
public PointValuePair fitBinomial(double[] histogram, double mean, int n, boolean zeroTruncated) {
if (Double.isNaN(mean))
mean = getMean(histogram);
if (zeroTruncated && histogram[0] > 0) {
log("Fitting zero-truncated histogram but there are zero values - Renormalising to ignore zero");
double cumul = 0;
for (int i = 1; i < histogram.length; i++) cumul += histogram[i];
if (cumul == 0)
throw new IllegalArgumentException("Fitting zero-truncated histogram but there are no non-zero values");
histogram[0] = 0;
for (int i = 1; i < histogram.length; i++) histogram[i] /= cumul;
}
int nFittedPoints = Math.min(histogram.length, n + 1) - ((zeroTruncated) ? 1 : 0);
if (nFittedPoints < 1) {
log("No points to fit (%d): Histogram.length = %d, n = %d, zero-truncated = %b", nFittedPoints, histogram.length, n, zeroTruncated);
return null;
}
// The model is only fitting the probability p
// For a binomial n*p = mean => p = mean/n
double[] initialSolution = new double[] { FastMath.min(mean / n, 1) };
// Create the function
BinomialModelFunction function = new BinomialModelFunction(histogram, n, zeroTruncated);
double[] lB = new double[1];
double[] uB = new double[] { 1 };
SimpleBounds bounds = new SimpleBounds(lB, uB);
// Fit
// CMAESOptimizer or BOBYQAOptimizer support bounds
// CMAESOptimiser based on Matlab code:
// https://www.lri.fr/~hansen/cmaes.m
// Take the defaults from the Matlab documentation
int maxIterations = 2000;
//Double.NEGATIVE_INFINITY;
double stopFitness = 0;
boolean isActiveCMA = true;
int diagonalOnly = 0;
int checkFeasableCount = 1;
RandomGenerator random = new Well19937c();
boolean generateStatistics = false;
ConvergenceChecker<PointValuePair> checker = new SimpleValueChecker(1e-6, 1e-10);
// The sigma determines the search range for the variables. It should be 1/3 of the initial search region.
OptimizationData sigma = new CMAESOptimizer.Sigma(new double[] { (uB[0] - lB[0]) / 3 });
OptimizationData popSize = new CMAESOptimizer.PopulationSize((int) (4 + Math.floor(3 * Math.log(2))));
try {
PointValuePair solution = null;
boolean noRefit = maximumLikelihood;
if (n == 1 && zeroTruncated) {
// No need to fit
solution = new PointValuePair(new double[] { 1 }, 0);
noRefit = true;
} else {
GoalType goalType = (maximumLikelihood) ? GoalType.MAXIMIZE : GoalType.MINIMIZE;
// Iteratively fit
CMAESOptimizer opt = new CMAESOptimizer(maxIterations, stopFitness, isActiveCMA, diagonalOnly, checkFeasableCount, random, generateStatistics, checker);
for (int iteration = 0; iteration <= fitRestarts; iteration++) {
try {
// Start from the initial solution
PointValuePair result = opt.optimize(new InitialGuess(initialSolution), new ObjectiveFunction(function), goalType, bounds, sigma, popSize, new MaxIter(maxIterations), new MaxEval(maxIterations * 2));
// opt.getEvaluations());
if (solution == null || result.getValue() < solution.getValue()) {
solution = result;
}
} catch (TooManyEvaluationsException e) {
} catch (TooManyIterationsException e) {
}
if (solution == null)
continue;
try {
// Also restart from the current optimum
PointValuePair result = opt.optimize(new InitialGuess(solution.getPointRef()), new ObjectiveFunction(function), goalType, bounds, sigma, popSize, new MaxIter(maxIterations), new MaxEval(maxIterations * 2));
// opt.getEvaluations());
if (result.getValue() < solution.getValue()) {
solution = result;
}
} catch (TooManyEvaluationsException e) {
} catch (TooManyIterationsException e) {
}
}
if (solution == null)
return null;
}
if (noRefit) {
// Although we fit the log-likelihood, return the sum-of-squares to allow
// comparison across different n
double p = solution.getPointRef()[0];
double ss = 0;
double[] obs = function.p;
double[] exp = function.getP(p);
for (int i = 0; i < obs.length; i++) ss += (obs[i] - exp[i]) * (obs[i] - exp[i]);
return new PointValuePair(solution.getPointRef(), ss);
} else // We can do a LVM refit if the number of fitted points is more than 1
if (nFittedPoints > 1) {
// Improve SS fit with a gradient based LVM optimizer
LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
try {
final BinomialModelFunctionGradient gradientFunction = new BinomialModelFunctionGradient(histogram, n, zeroTruncated);
//@formatter:off
LeastSquaresProblem problem = new LeastSquaresBuilder().maxEvaluations(Integer.MAX_VALUE).maxIterations(3000).start(solution.getPointRef()).target(gradientFunction.p).weight(new DiagonalMatrix(gradientFunction.getWeights())).model(gradientFunction, new MultivariateMatrixFunction() {
public double[][] value(double[] point) throws IllegalArgumentException {
return gradientFunction.jacobian(point);
}
}).build();
//@formatter:on
Optimum lvmSolution = optimizer.optimize(problem);
// Check the pValue is valid since the LVM is not bounded.
double p = lvmSolution.getPoint().getEntry(0);
if (p <= 1 && p >= 0) {
// True if the weights are 1
double ss = lvmSolution.getResiduals().dotProduct(lvmSolution.getResiduals());
// ss += (obs[i] - exp[i]) * (obs[i] - exp[i]);
if (ss < solution.getValue()) {
// Utils.rounded(100 * (solution.getValue() - ss) / solution.getValue(), 4));
return new PointValuePair(lvmSolution.getPoint().toArray(), ss);
}
}
} catch (TooManyIterationsException e) {
log("Failed to re-fit: Too many iterations: %s", e.getMessage());
} catch (ConvergenceException e) {
log("Failed to re-fit: %s", e.getMessage());
} catch (Exception e) {
// Ignore this ...
}
}
return solution;
} catch (Exception e) {
log("Failed to fit Binomial distribution with N=%d : %s", n, e.getMessage());
}
return null;
}
use of org.apache.commons.math3.fitting.leastsquares.LeastSquaresOptimizer.Optimum in project GDSC-SMLM by aherbert.
the class ApacheLVMFitter method computeFit.
public FitStatus computeFit(double[] y, final double[] y_fit, double[] a, double[] a_dev) {
int n = y.length;
try {
// Different convergence thresholds seem to have no effect on the resulting fit, only the number of
// iterations for convergence
final double initialStepBoundFactor = 100;
final double costRelativeTolerance = 1e-10;
final double parRelativeTolerance = 1e-10;
final double orthoTolerance = 1e-10;
final double threshold = Precision.SAFE_MIN;
// Extract the parameters to be fitted
final double[] initialSolution = getInitialSolution(a);
// TODO - Pass in more advanced stopping criteria.
// Create the target and weight arrays
final double[] yd = new double[n];
final double[] w = new double[n];
for (int i = 0; i < n; i++) {
yd[i] = y[i];
w[i] = 1;
}
LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer(initialStepBoundFactor, costRelativeTolerance, parRelativeTolerance, orthoTolerance, threshold);
//@formatter:off
LeastSquaresBuilder builder = new LeastSquaresBuilder().maxEvaluations(Integer.MAX_VALUE).maxIterations(getMaxEvaluations()).start(initialSolution).target(yd).weight(new DiagonalMatrix(w));
if (f instanceof ExtendedNonLinearFunction && ((ExtendedNonLinearFunction) f).canComputeValuesAndJacobian()) {
// Compute together, or each individually
builder.model(new ValueAndJacobianFunction() {
final ExtendedNonLinearFunction fun = (ExtendedNonLinearFunction) f;
public Pair<RealVector, RealMatrix> value(RealVector point) {
final double[] p = point.toArray();
final Pair<double[], double[][]> result = fun.computeValuesAndJacobian(p);
return new Pair<RealVector, RealMatrix>(new ArrayRealVector(result.getFirst(), false), new Array2DRowRealMatrix(result.getSecond(), false));
}
public RealVector computeValue(double[] params) {
return new ArrayRealVector(fun.computeValues(params), false);
}
public RealMatrix computeJacobian(double[] params) {
return new Array2DRowRealMatrix(fun.computeJacobian(params), false);
}
});
} else {
// Compute separately
builder.model(new MultivariateVectorFunctionWrapper((NonLinearFunction) f, a, n), new MultivariateMatrixFunctionWrapper((NonLinearFunction) f, a, n));
}
LeastSquaresProblem problem = builder.build();
Optimum optimum = optimizer.optimize(problem);
final double[] parameters = optimum.getPoint().toArray();
setSolution(a, parameters);
iterations = optimum.getIterations();
evaluations = optimum.getEvaluations();
if (a_dev != null) {
try {
double[][] covar = optimum.getCovariances(threshold).getData();
setDeviationsFromMatrix(a_dev, covar);
} catch (SingularMatrixException e) {
// Matrix inversion failed. In order to return a solution
// return the reciprocal of the diagonal of the Fisher information
// for a loose bound on the limit
final int[] gradientIndices = f.gradientIndices();
final int nparams = gradientIndices.length;
GradientCalculator calculator = GradientCalculatorFactory.newCalculator(nparams);
double[][] alpha = new double[nparams][nparams];
double[] beta = new double[nparams];
calculator.findLinearised(nparams, y, a, alpha, beta, (NonLinearFunction) f);
FisherInformationMatrix m = new FisherInformationMatrix(alpha);
setDeviations(a_dev, m.crlb(true));
}
}
// Compute function value
if (y_fit != null) {
Gaussian2DFunction f = (Gaussian2DFunction) this.f;
f.initialise0(a);
f.forEach(new ValueProcedure() {
int i = 0;
public void execute(double value) {
y_fit[i] = value;
}
});
}
// As this is unweighted then we can do this to get the sum of squared residuals
// This is the same as optimum.getCost() * optimum.getCost(); The getCost() function
// just computes the dot product anyway.
value = optimum.getResiduals().dotProduct(optimum.getResiduals());
} catch (TooManyEvaluationsException e) {
return FitStatus.TOO_MANY_EVALUATIONS;
} catch (TooManyIterationsException e) {
return FitStatus.TOO_MANY_ITERATIONS;
} catch (ConvergenceException e) {
// Occurs when QR decomposition fails - mark as a singular non-linear model (no solution)
return FitStatus.SINGULAR_NON_LINEAR_MODEL;
} catch (Exception e) {
// TODO - Find out the other exceptions from the fitter and add return values to match.
return FitStatus.UNKNOWN;
}
return FitStatus.OK;
}
use of org.apache.commons.math3.fitting.leastsquares.LeastSquaresOptimizer.Optimum in project GDSC-SMLM by aherbert.
the class TraceDiffusion method fitMSD.
/**
* Fit the MSD using a linear fit that must pass through 0,0.
* <p>
* Update the plot by adding the fit line.
*
* @param x
* @param y
* @param title
* @param plot
* @return [D, precision]
*/
private double[] fitMSD(double[] x, double[] y, String title, Plot2 plot) {
// The Weimann paper (Plos One e64287) fits:
// MSD(n dt) = 4D n dt + 4s^2
// n = number of jumps
// dt = time difference between frames
// s = localisation precision
// Thus we should fit an intercept as well.
// From the fit D = gradient / (4*exposureTime)
double D = 0;
double intercept = 0;
double precision = 0;
LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
Optimum lvmSolution;
double ic = 0;
// Fit with no intercept
try {
final LinearFunction function = new LinearFunction(x, y, settings.fitLength);
double[] parameters = new double[] { function.guess() };
//@formatter:off
LeastSquaresProblem problem = new LeastSquaresBuilder().maxEvaluations(Integer.MAX_VALUE).maxIterations(3000).start(parameters).target(function.getY()).weight(new DiagonalMatrix(function.getWeights())).model(function, new MultivariateMatrixFunction() {
public double[][] value(double[] point) throws IllegalArgumentException {
return function.jacobian(point);
}
}).build();
//@formatter:on
lvmSolution = optimizer.optimize(problem);
double ss = lvmSolution.getResiduals().dotProduct(lvmSolution.getResiduals());
//double ss = 0;
//double[] obs = function.getY();
//double[] exp = lvmSolution.getValue();
//for (int i = 0; i < obs.length; i++)
// ss += (obs[i] - exp[i]) * (obs[i] - exp[i]);
ic = Maths.getAkaikeInformationCriterionFromResiduals(ss, function.getY().length, 1);
double gradient = lvmSolution.getPoint().getEntry(0);
D = gradient / 4;
Utils.log("Linear fit (%d points) : Gradient = %s, D = %s um^2/s, SS = %s, IC = %s (%d evaluations)", function.getY().length, Utils.rounded(gradient, 4), Utils.rounded(D, 4), Utils.rounded(ss), Utils.rounded(ic), lvmSolution.getEvaluations());
} catch (TooManyIterationsException e) {
Utils.log("Failed to fit : Too many iterations (%s)", e.getMessage());
} catch (ConvergenceException e) {
Utils.log("Failed to fit : %s", e.getMessage());
}
// Fit with intercept.
// Optionally include the intercept (which is the estimated precision).
boolean fitIntercept = true;
try {
final LinearFunctionWithIntercept function = new LinearFunctionWithIntercept(x, y, settings.fitLength, fitIntercept);
//@formatter:off
LeastSquaresProblem problem = new LeastSquaresBuilder().maxEvaluations(Integer.MAX_VALUE).maxIterations(3000).start(function.guess()).target(function.getY()).weight(new DiagonalMatrix(function.getWeights())).model(function, new MultivariateMatrixFunction() {
public double[][] value(double[] point) throws IllegalArgumentException {
return function.jacobian(point);
}
}).build();
//@formatter:on
lvmSolution = optimizer.optimize(problem);
double ss = lvmSolution.getResiduals().dotProduct(lvmSolution.getResiduals());
//double ss = 0;
//double[] obs = function.getY();
//double[] exp = lvmSolution.getValue();
//for (int i = 0; i < obs.length; i++)
// ss += (obs[i] - exp[i]) * (obs[i] - exp[i]);
double ic2 = Maths.getAkaikeInformationCriterionFromResiduals(ss, function.getY().length, 2);
double gradient = lvmSolution.getPoint().getEntry(0);
final double s = lvmSolution.getPoint().getEntry(1);
double intercept2 = 4 * s * s;
if (ic2 < ic || debugFitting) {
// Convert fitted precision in um to nm
Utils.log("Linear fit with intercept (%d points) : Gradient = %s, Intercept = %s, D = %s um^2/s, precision = %s nm, SS = %s, IC = %s (%d evaluations)", function.getY().length, Utils.rounded(gradient, 4), Utils.rounded(intercept2, 4), Utils.rounded(gradient / 4, 4), Utils.rounded(s * 1000, 4), Utils.rounded(ss), Utils.rounded(ic2), lvmSolution.getEvaluations());
}
if (lvmSolution == null || ic2 < ic) {
intercept = intercept2;
D = gradient / 4;
precision = s;
}
} catch (TooManyIterationsException e) {
Utils.log("Failed to fit with intercept : Too many iterations (%s)", e.getMessage());
} catch (ConvergenceException e) {
Utils.log("Failed to fit with intercept : %s", e.getMessage());
}
if (settings.msdCorrection) {
// i.e. the intercept is allowed to be a small negative.
try {
// This function fits the jump distance (n) not the time (nt) so update x
double[] x2 = new double[x.length];
for (int i = 0; i < x2.length; i++) x2[i] = x[i] / exposureTime;
final LinearFunctionWithMSDCorrectedIntercept function = new LinearFunctionWithMSDCorrectedIntercept(x2, y, settings.fitLength, fitIntercept);
//@formatter:off
LeastSquaresProblem problem = new LeastSquaresBuilder().maxEvaluations(Integer.MAX_VALUE).maxIterations(3000).start(function.guess()).target(function.getY()).weight(new DiagonalMatrix(function.getWeights())).model(function, new MultivariateMatrixFunction() {
public double[][] value(double[] point) throws IllegalArgumentException {
return function.jacobian(point);
}
}).build();
//@formatter:on
lvmSolution = optimizer.optimize(problem);
double ss = lvmSolution.getResiduals().dotProduct(lvmSolution.getResiduals());
//double ss = 0;
//double[] obs = function.getY();
//double[] exp = lvmSolution.getValue();
//for (int i = 0; i < obs.length; i++)
// ss += (obs[i] - exp[i]) * (obs[i] - exp[i]);
double ic2 = Maths.getAkaikeInformationCriterionFromResiduals(ss, function.getY().length, 2);
double gradient = lvmSolution.getPoint().getEntry(0);
final double s = lvmSolution.getPoint().getEntry(1);
double intercept2 = 4 * s * s - gradient / 3;
// Q. Is this working?
// Try fixed precision fitting. Is the gradient correct?
// Revisit all the equations to see if they are wrong.
// Try adding the x[0] datapoint using the precision.
// Change the formula to not be linear at x[0] and to just fit the precision, i.e. the intercept2 = 4 * s * s - gradient / 3 is wrong as the
// equation is not linear below n=1.
// Incorporate the exposure time into the gradient to allow comparison to other fits
gradient /= exposureTime;
if (ic2 < ic || debugFitting) {
// Convert fitted precision in um to nm
Utils.log("Linear fit with MSD corrected intercept (%d points) : Gradient = %s, Intercept = %s, D = %s um^2/s, precision = %s nm, SS = %s, IC = %s (%d evaluations)", function.getY().length, Utils.rounded(gradient, 4), Utils.rounded(intercept2, 4), Utils.rounded(gradient / 4, 4), Utils.rounded(s * 1000, 4), Utils.rounded(ss), Utils.rounded(ic2), lvmSolution.getEvaluations());
}
if (lvmSolution == null || ic2 < ic) {
intercept = intercept2;
D = gradient / 4;
precision = s;
}
} catch (TooManyIterationsException e) {
Utils.log("Failed to fit with intercept : Too many iterations (%s)", e.getMessage());
} catch (ConvergenceException e) {
Utils.log("Failed to fit with intercept : %s", e.getMessage());
}
}
// Add the fit to the plot
if (D > 0) {
plot.setColor(Color.magenta);
plot.drawLine(0, intercept, x[x.length - 1], 4 * D * x[x.length - 1] + intercept);
display(title, plot);
checkTraceDistance(D);
}
return new double[] { D, precision };
}
Aggregations