Stream: helpdesk (published)

Topic: Matlab `lsqcurvefit` vs Julia LsqFit


view this post on Zulip Dale Black (Sep 08 2023 at 18:38):

I am porting my labs code from Matlab to Julia and we have a Gamma Variate fitting function that I cannot seem to make work in Julia.

The matlab code is simple enough

gamma = @(gm,time)( ((aif_vec_new(end) - gm(3)) ./ (((time_vec_new(end)./gm(1)).^gm(2)).*(exp(gm(2).*(1-(time_vec_new(end)./gm(1))))))).*((time./gm(1)).^gm(2)).*(exp(gm(2).*(1-(time./gm(1))))) + gm(3) )

gamma_coef = lsqcurvefit(gamma,gm0,time_vec_new,aif_vec_new,gmlb,gmub);

And the Julia equivalent looks something like

xdata = [
    0
    1.1
    2.2
    3.3
    4.4
    5.5
    6.6
    7.7
    8.8
    9.9
    11.0
    12.1
    13.2
    14.3
]

ydata = [
    122.8
    115.2
    92.4
    103.6
    161.4
    156.2
    196.9
    188.0
    286.1
    244.4
    196.1
    363.6
    420.8
    395.7
]


p0 = [14.3, 0, 104]
lb = [14.3, -100, 0.0]
ub = [14.3, 100, 200]

function model(x, p; x_end = 14.3, y_end = 395)
    r1 = (y_end - p[3]) / (((x_end ./ p[1]).^p[2]) * (exp(p[2] * (1 - (x_end ./ p[1])))))

    r2 = ((x ./ p[1]).^p[2]) .* (exp.(p[2] .* (1 .- (x ./ p[1]))))
    return r1 .* r2 .+ p[3]
end

gamma_coef = curve_fit(model, xdata, ydata, p0; lower = lb, upper = ub)

Where model = gamma, xdata = time_vec_new, ydata = aif_vec_new, p0 = gm0, lb = gmlb, and up = gmub

Unfortunately the Matlab code snippet fits the gamma function properly but the Julia curve_fit does not.

ArgumentError: matrix contains Infs or NaNs

chkfinite@lapack.jl:86[inlined]
var"#getrf!#1"(::Bool, ::typeof(LinearAlgebra.LAPACK.getrf!), ::Matrix{Float64})@lapack.jl:559
getrf!@lapack.jl:557[inlined]
#lu!#170@lu.jl:81[inlined]
lu!@lu.jl:80[inlined]
#lu#176@lu.jl:299[inlined]
lu@lu.jl:298[inlined]
\(::Matrix{Float64}, ::Vector{Float64})@generic.jl:1115
var"#levenberg_marquardt#10"(::Float64, ::Float64, ::Int64, ::Float64, ::Float64, ::Float64, ::Float64, ::Float64, ::Float64, ::Bool, ::Vector{Float64}, ::Vector{Float64}, ::Nothing, ::typeof(LsqFit.levenberg_marquardt), ::NLSolversBase.OnceDifferentiable{Vector{Float64}, Matrix{Float64}, Vector{Float64}}, ::Vector{Float64})@levenberg_marquardt.jl:126
levenberg_marquardt@levenberg_marquardt.jl:34[inlined]
#lmfit#15@curve_fit.jl:68[inlined]
lmfit@curve_fit.jl:67[inlined]
var"#lmfit#14"(::Symbol, ::Base.Pairs{Symbol, Vector{Float64}, Tuple{Symbol, Symbol}, NamedTuple{(:lower, :upper), Tuple{Vector{Float64}, Vector{Float64}}}}, ::typeof(LsqFit.lmfit), ::LsqFit.var"#18#20"{typeof(Main.var"workspace#118".model), Vector{Float64}, Vector{Float64}}, ::Vector{Float64}, ::Vector{Float64})@curve_fit.jl:64
lmfit@curve_fit.jl:46[inlined]
var"#curve_fit#16"(::Bool, ::Base.Pairs{Symbol, Vector{Float64}, Tuple{Symbol, Symbol}, NamedTuple{(:lower, :upper), Tuple{Vector{Float64}, Vector{Float64}}}}, ::typeof(LsqFit.curve_fit), ::typeof(Main.var"workspace#118".model), ::Vector{Float64}, ::Vector{Float64}, ::Vector{Float64})@curve_fit.jl:118
top-level scope@Local: 1[inlined]

The only thing that is potentially different between these two is the underlying mechanics of curve_fit vs lsqcurvefit from Matlab, as far as I can tell. Does anyone have familiarity with the LsqFit that might be able to point out the issue?

view this post on Zulip Dale Black (Sep 08 2023 at 18:57):

I also found Gamma from Distributions.jl. I am not sure if this could be useful instead of the LsqFit approach

view this post on Zulip Dale Black (Sep 08 2023 at 19:35):

Actually it looks like this is a simple enough approach that should work

data = DataFrame(X = xdata, Y = ydata)

gamma_model = glm(@formula(Y ~ X), data, Gamma(), LogLink())

gamma_fit = predict(gamma_model)

Edit, does not quite work

view this post on Zulip Dale Black (Sep 08 2023 at 22:52):

I guess, what is the simplest way to fit a curve like this

image.png

view this post on Zulip Dale Black (Sep 08 2023 at 22:53):

Where Bolus Tracking are the data points to be fit

view this post on Zulip Dale Black (Sep 08 2023 at 23:36):

Kind of fixed it. The original problem was division by zero

begin
    function gamma_model2(x, p; gm1 = 14.307, x_end = 14.307, y_end = 395)
        r1 = (y_end - p[2]) / (((x_end / (gm1 + eps()))^p[1]) * exp(p[1] * (1 - x_end / (gm1 + eps()))))
        r2 = ifelse.(x .== 0, 0, (x / (gm1 + eps())).^p[1]) .* exp.(p[1] .* (1 .- x / (gm1 + eps())))
        return r1 .* r2 .+ p[2]
    end


    # Data points
    x_data = [0.0, 0.35, 0.7, 1.05, 1.4, 1.75, 2.1, 2.45, 2.8, 3.15, 3.5, 3.85, 4.2, 14.307]
    y_data = [122.8, 115.2, 92.4, 103.6, 161.4, 156.2, 196.9, 188.0, 286.1, 244.4, 196.1, 363.6, 420.8, 395.7]

    # Initial guess and bounds for the remaining parameters
    initial_guess = [0.0, 104.0]
    lb = [-100.0, 0.0]
    ub = [100.0, 200.0]

    # Curve fitting
    fit = curve_fit(gamma_model2, x_data, y_data, initial_guess, lower=lb, upper=ub)
    gamma_fit2 = gamma_model2(x_data, fit.param)
end

And this is a little closer to the goal
image.png

view this post on Zulip Romeo Valentin (Feb 09 2024 at 16:46):

Not quite your question, but I tried out different lsq solvers last year and found (the pretty new) NonlinearSolve.jl the best and most flexible. It's part of the SciML ecosystem so good bus factor.


Last updated: Nov 22 2024 at 04:41 UTC