[SciPy-user] optimize.fmin_bfgs, vectorial epsilon
Lars Friedrich
lfriedri@imtek...
Thu Sep 18 04:05:53 CDT 2008
Hello,
the docstring of scipy.optimze.fmin_bfgs says that the epsilon parameter
can be an ndarray:
epsilon : int or ndarray
I assume, that it should be possible to pass different epsilons for all
the different elements of x.
But, if I do so, this causes an error, since in optimize.approx_fprime
there are the lines:
ei[k] = epsilon
grad[k] = (f(*((xk+ei,)+args)) - f0)/epsilon
that assume that epsilon is scalar.
Is this intended? Why does the docstring say 'int', shouldn't this be
'float'?
Besides that: I get 'Warning: Desired error not necessarily achieved due
to precision loss' on my optimization problem. Could this be due to the
fact that my parameters differ by several orders of magnitude? Do I have
to rescale my error function to cope with that? Or should a
'per-parameter-epsilon' be enough?
Thanks!
Lars
--
Dipl.-Ing. Lars Friedrich
Bio- and Nano-Photonics
Department of Microsystems Engineering -- IMTEK
University of Freiburg
Georges-Köhler-Allee 102
D-79110 Freiburg
Germany
phone: +49-761-203-7531
fax: +49-761-203-7537
room: 01 088
email: lfriedri@imtek.de
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