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Showing posts with label Optimization. Show all posts
Showing posts with label Optimization. Show all posts

Sunday, December 2, 2012

Feeding Arguments into an Optimization Function

Let's say you only want to optimize a few parameters in a function - not all of them. In this case, you should pass the rest of the parameters through arguments.

Example: The below function needs the data (time vector and observation vector) passed to it
def freqfitscore(inputs,timevec,obsvec):

Show full code for function


We import the function as "score" and pass the data to it during the optimization by using the arguments slot
a=fmin(score,guess,args=(timevec,obsvec),full_output=1)

Show full optimization code below