[英]Correct way to implement piecewise function in pandas / numpy
我需要创建一个函数来传递给curve_fit
。 在我的例子中,函数最好定义为分段函数。
我知道以下内容不起作用,但我正在显示它,因为它使函数的意图清晰:
def model_a(X, x1, x2, m1, b1, m2, b2):
'''f(x) has form m1*x + b below x1, m2*x + b2 above x2, and is
a cubic spline between those two points.'''
y1 = m1 * X + b1
y2 = m2 * X + b2
if X <= x1:
return y1 # function is linear below x1
if X >= x2:
return y2 # function is linear above x2
# use a cubic spline to interpolate between lower
# and upper line segment
a, b, c, d = fit_cubic(x1, y1, x2, y2, m1, m2)
return cubic(X, a, b, c, d)
当然,问题在于X是一个熊猫系列,形式(X <= x1)
评估为一系列布尔值,因此失败的消息是“系列的真值是模糊的”。
np.piecewise()
似乎是针对这种情况设计的:“无论condlist [i]为True,funclist [i](x)都用作输出值。” 所以我尝试了这个:
def model_b(X, x1, x2, m1, b1, m2, b2):
def lo(x):
return m1 * x + b1
def hi(x):
return m2 * x + b2
def mid(x):
y1 = m1 * x + b1
y2 = m2 * x + b2
a, b, c, d = fit_cubic(x1, y1, x2, y2, m1, m2)
return a * x * x * x + b * x * x + c * x + d
return np.piecewise(X, [X<=x1, X>=x2], [lo, hi, mid])
但是这次会议失败了:
return np.piecewise(X, [X<=x1, X>=x2], [lo, hi, mid])
消息“IndexError:数组索引太多”。 我倾向于认为这是反对的事实,有在condlist两个元素和funclist三个要素,但该文档明确指出,在funclist额外的元素作为默认处理。
任何指导?
NumPy对np.piecewise
的定义中的np.piecewise
代码是list
/ ndarray
-centric:
# undocumented: single condition is promoted to a list of one condition
if isscalar(condlist) or (
not isinstance(condlist[0], (list, ndarray)) and x.ndim != 0):
condlist = [condlist]
因此,如果X
是一个系列,那么condlist = [X<=x1, X>=x2]
是两个Series
的列表。 由于condlist[0]
既不是list
也不是ndarray
, condlist
被“提升”为一个条件的列表:
condlist = [condlist]
由于这不是我们想要发生的,我们需要在将它传递给np.piecewise
之前使condlist
成为NumPy数组的列表:
X = X.values
例如,
import numpy as np
import pandas as pd
def model_b(X, x1, x2, m1, b1, m2, b2):
def lo(x):
return m1 * x + b1
def hi(x):
return m2 * x + b2
def mid(x):
y1 = m1 * x + b1
y2 = m2 * x + b2
# a, b, c, d = fit_cubic(x1, y1, x2, y2, m1, m2)
a, b, c, d = 1, 2, 3, 4
return a * x * x * x + b * x * x + c * x + d
X = X.values
return np.piecewise(X, [X<=x1, X>=x2], [lo, hi, mid])
X = pd.Series(np.linspace(0, 100, 100))
x1, x2, m1, b1, m2, b2 = 30, 60, 10, 5, -20, 30
f = model_b(X, x1, x2, m1, b1, m2, b2)
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