Scipy优化fmin ValueError:使用序列设置数组元素

Question

当使用scipy.optimize的fmin,我得到一个错误,我不明白:

ValueError: setting an array element with a sequence.

这是一个简单的平方错误示例来演示:

import numpy as np
from scipy.optimize import fmin

def cost_function(theta, X, y):    
    m = X.shape[0]
    error = X.dot(theta) - y 
    J = 1/(2*m) * error.T.dot(error)  
    return J

X = np.array([[1., 1.],
              [1., 2.],
              [1., 3.],
              [1., 4.]])

y = np.array([[2],[4],[6],[8]])   
initial_theta = np.ones((X.shape[1], 1)) * 0.01

# test cost_function
print cost_function(initial_theta, X, y)
# [[ 14.800675]] seems okay...

# but then error here...   
theta = fmin(cost_function, initial_theta, args=(X, y))

#Traceback (most recent call last):
#  File "C:\Users\me\test.py", line 21, in <module>
#    theta = fmin(cost_function, initial_theta, args=(X, y))
#  File "C:\Python27\lib\site-packages\scipy\optimize\optimize.py", line 278, in fmin
#    fsim[0] = func(x0)
#ValueError: setting an array element with a sequence.

如果有任何帮助可以解释我哪里出错了,我将不胜感激.

Answer 1

cost_function应该返回一个标量，但您的返回值J是某种数组。

Answer 2

原因是你给fmin的起点(initial_theta)不是一维数组而是二维数组.因此,在第二次迭代中,fmin传递一维数组(这就是它应该如何工作),结果变为非标量.

所以你应该重构你的成本函数来接受1d数组作为第一个参数.

最简单的改变是使代码工作是在传递给fmin之前将initial_theta展平,并在cost_function中将theta重塑为(X.shape [1],1),如果你愿意的话.