Python scipy.optimize.minimize returns“;ValueError:序列的真值不明确;
我使用scipy.optimize.minimize包和BFGS方法最大化ARMA模型的对数似然。但是,我得到以下错误:Python scipy.optimize.minimize returns“;ValueError:序列的真值不明确;,python,pandas,optimization,scipy,minimize,Python,Pandas,Optimization,Scipy,Minimize,我使用scipy.optimize.minimize包和BFGS方法最大化ARMA模型的对数似然。但是,我得到以下错误: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all(). 我优化的函数返回正确的输出,即指定ARMA模型的对数可能性,因此我尝试查看最小化包的源代码,但是它非常复杂,我无法找出问题所在。我意识到这不是一个直截了当的问题,但是我希望有使用最小化软
The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().
我优化的函数返回正确的输出,即指定ARMA模型的对数可能性,因此我尝试查看最小化包的源代码,但是它非常复杂,我无法找出问题所在。我意识到这不是一个直截了当的问题,但是我希望有使用最小化软件包经验的人能给我一些关于可能导致错误的指导
给定的回溯如下所示:
ValueError Traceback (most recent call last)
/......../.py in fit_ARMA(data, p, q)
150 optim_args=(data, p, q)
151
--> 152 fitted_params = minimize(minus_ll_ARMA, x0=init_params, args=optim_args, method='BFGS')
153
154 return fitted_params.x
/anaconda3/lib/python3.6/site-packages/scipy/optimize/_minimize.py in minimize(fun, x0, args, method, jac, hess, hessp, bounds, constraints, tol, callback, options)
595 return _minimize_cg(fun, x0, args, jac, callback, **options)
596 elif meth == 'bfgs':
--> 597 return _minimize_bfgs(fun, x0, args, jac, callback, **options)
598 elif meth == 'newton-cg':
599 return _minimize_newtoncg(fun, x0, args, jac, hess, hessp, callback,
/anaconda3/lib/python3.6/site-packages/scipy/optimize/optimize.py in _minimize_bfgs(fun, x0, args, jac, callback, gtol, norm, eps, maxiter, disp, return_all, **unknown_options)
981 alpha_k, fc, gc, old_fval, old_old_fval, gfkp1 = \
982 _line_search_wolfe12(f, myfprime, xk, pk, gfk,
--> 983 old_fval, old_old_fval, amin=1e-100, amax=1e100)
984 except _LineSearchError:
985 # Line search failed to find a better solution.
/anaconda3/lib/python3.6/site-packages/scipy/optimize/optimize.py in _line_search_wolfe12(f, fprime, xk, pk, gfk, old_fval, old_old_fval, **kwargs)
801 ret = line_search_wolfe1(f, fprime, xk, pk, gfk,
802 old_fval, old_old_fval,
--> 803 **kwargs)
804
805 if ret[0] is not None and extra_condition is not None:
/anaconda3/lib/python3.6/site-packages/scipy/optimize/linesearch.py in line_search_wolfe1(f, fprime, xk, pk, gfk, old_fval, old_old_fval, args, c1, c2, amax, amin, xtol)
99 stp, fval, old_fval = scalar_search_wolfe1(
100 phi, derphi, old_fval, old_old_fval, derphi0,
--> 101 c1=c1, c2=c2, amax=amax, amin=amin, xtol=xtol)
102
103 return stp, fc[0], gc[0], fval, old_fval, gval[0]
/anaconda3/lib/python3.6/site-packages/scipy/optimize/linesearch.py in scalar_search_wolfe1(phi, derphi, phi0, old_phi0, derphi0, c1, c2, amax, amin, xtol)
153
154 if old_phi0 is not None and derphi0 != 0:
--> 155 alpha1 = min(1.0, 1.01*2*(phi0 - old_phi0)/derphi0)
156 if alpha1 < 0:
157 alpha1 = 1.0
/anaconda3/lib/python3.6/site-packages/pandas/core/generic.py in __nonzero__(self)
1574 raise ValueError("The truth value of a {0} is ambiguous. "
1575 "Use a.empty, a.bool(), a.item(), a.any() or a.all()."
-> 1576 .format(self.__class__.__name__))
1577
1578 __bool__ = __nonzero__
ValueError: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().
这是一个产生错误的可行示例:
import pandas as pd # version 0.23.4
import numpy as np # version 1.15.4
from scipy.optimize import minimize # version 1.1.0
data = pd.DataFrame(np.random.random(500)*0.4-0.2, index = [i for i in range(1,501)]) # randomly generates returns in a sensible range
parameters = fit_ARMA(data, 2, 3) # this returns the error
另外,我已经研究了以下问题:,但是我没有包括梯度,所以误差是不同性质的。如果改为
init_params=np.random.random((p+q+1,))
?你能告诉我什么是数据吗?@BlackBear:同样的错误occurs@Cleb:数据是一个单列数据框,以日期作为索引,以值形式返回。您能举个例子吗?!另外,请包括所有导入内容,这样复制和粘贴就更容易了。
import pandas as pd # version 0.23.4
import numpy as np # version 1.15.4
from scipy.optimize import minimize # version 1.1.0
data = pd.DataFrame(np.random.random(500)*0.4-0.2, index = [i for i in range(1,501)]) # randomly generates returns in a sensible range
parameters = fit_ARMA(data, 2, 3) # this returns the error