Created
April 21, 2018 13:40
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simple demo of using bracket and brent to optimize a single-variable function
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| #! /usr/bin/env python | |
| # -*- coding: utf-8 -*- | |
| from scipy.optimize import bracket, brent | |
| from scipy.stats import binom | |
| from math import log, isnan | |
| import sys | |
| _inf = float('inf') | |
| def main(): | |
| n = 100 | |
| for k in range(1, n): | |
| def f(x, *args): | |
| p = binom.pmf(k, n, x) | |
| try: | |
| assert not isnan(p) | |
| neg_ln_l = -1 * log(p) | |
| except: | |
| neg_ln_l = _inf | |
| return neg_ln_l | |
| brac_res = bracket(f, .5) | |
| brent_res = brent(f, brack=brac_res[:3]) | |
| print("{}\t{}".format(k / n, brent_res)) | |
| if __name__ == '__main__': | |
| main() |
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