Why Am I Getting Incorrect Results From Scipy.optimize.fmin?
import pandas as pd from scipy.optimize import fmin data = pd.DataFrame({'DIV': [1,2,3]*3, 'MONTH': ['May','May','May','June','June','Jun','Jul','Jul','Jul'],
Solution 1:
scipy.optimize.fmin
will pass the value it is trying to minimize as the first argument to the function. If you rewrite your function as
defe(r,c,u,s): #calculates average of the MAPEsreturn np.mean(mape(c,u,s,r))
You get the correct results
for d in range(1,4):
div_data = data[data.DIV==d]
c = return_array(div_data.C)
u = return_array(div_data.U)
s = return_array(div_data.S)
r0 = [[1.0]]
t = fmin(e,r0,args=(c,u,s))
print'r:',t
Optimizationterminatedsuccessfully.Current function value:0.000011Iterations:16Function evaluations:32r: [ 0.33330078]
Optimizationterminatedsuccessfully.Current function value:0.000000Iterations:15Function evaluations:30r: [ 0.5]
Optimizationterminatedsuccessfully.Current function value:0.000000Iterations:10Function evaluations:20r: [ 1.]
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