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From "B.Kumar" <ku...@panasys.com>
Subject Re: [math] Gaussian fitter stalls
Date Wed, 13 Jun 2012 15:51:10 GMT
Hi Giles!
Thank you very much for creating the unit test - in future, I will do 
this myself.
Thanks also for the analysis - I will try and figure out how to filter 
the data.
Kumar.

On 6/12/2012 10:57 AM, Gilles Sadowski wrote:
> On Tue, Jun 12, 2012 at 08:53:05AM -0700, B.Kumar wrote:
>> Hi all!
>> Has anyone had a chance to look at or think about this?
>> Thanks!
> When you ask for help, please provide a fully-working minimal example, in
> the form of a Junit test. This will surely speed things up, both for us and
> for you.
> In this case, this means a function (say, "testMath798") to be inserted in
> the test class for "GaussianFitter", to be found in
>    src/test/java/org/apache/commons/math3/optimization/fitting/GaussianFitterTest.java
> in the source code repository.
>
>> On 6/7/2012 8:05 AM, B.Kumar wrote:
>>> Hi all!
>>> This seems to be very similar to the one reported in
>>> "https://issues.apache.org/jira/browse/MATH-798
>>> -PolynomialFitter.fit() stalls".
>>> When I call the Gaussian fitter.fit() with the following set of points:
>>> x : y
>>> 0.23 : 395.00
>>> 0.68 : 0.00      <----
>>> 1.14 : 376.00
>>> 1.59 : 0.00      <----
>>> 2.05 : 163.00
>>> 2.50 : 0.00      <----
>>> 2.95 : 49.00
>>> 3.41 : 0.00      <----
>>> 3.86 : 16.00
>>> 4.32 : 0.00      <----
>>> 4.77 : 1.00
>>> it never returns.
>>> Thanks for looking into this as well.
>>> B.Kumar
> I created the unit test, and indeed it doesn't find an answer.
> And that's because of the data points which I marked with an arrow above.
> If you plot the data, it is hard to expect that a Gaussian will fit them.
> [The more so with the pretty stringent default convergence thresholds.]
>
> If you loosen (a lot) the convergence criteria (e.g. by using an explicit
> "SimpleVectorValueConvergenceChecker" with a relative tolerance of 1e-3),
> the parameters are found to be
>    p=[5001984.039785841, -23.740947813999718, 5.457232049164412]
> I.e. your data is fitted by the tail of a very, very, very tall Gaussian.
>
> I guess that it's not what you want.
> More likely is that you should filter out the data so that only those points
> that are "fairly well" approximated by a Gaussian remain. [This part is not
> done by Commons Math.]
> Thus (manually) removing those points in the above data set, the fit
> produces:
>    p=[420.8397296167364, 0.603770729862231, 1.0786447936766612]
> even with very stringent tolerances (1e-15).
>
>
> HTH,
> Gilles
>
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