I have a function similar to square error. It goes till n (n ~ 1000)
f(s) = (d1 - sd'1)**2 + (d2 - sd'2)**2 + .... + (dn - sd'n)**2
I have 2 lists
d = [0.0322, 0.245, 0.85 ..... n]
d' = [56, 200, 340 ..... n]
I want to calculate the global minima of this function(find s ?). I know I can try scipy optimizer(http://scipy-lectures.org/intro/scipy/auto_examples/plot_optimize_example2.html) to calculate this but I am not able to form the function like they did on their documentation like below.
def f(x):
return x**2 + 10*np.sin(x)
How do I can form this f(x) based on my function? If there is any more optimize way to do this please mention it.
You can use this code:
from scipy.optimize import minimize_scalar
def f(s,d1,d2):
return sum([(d1[i]-s*d2[i])**2 for i in range(len(d1))])
d1_list = [0.0322, 0.245, 0.85]
d2_list = [56, 200, 340]
res = minimize_scalar(f, args=(d1_list,d2_list))
print(res.x)
Output:
0.0021406813829251007