[SciPy-user] number of function evaluation for leastsq

[Pauli Virtanen]

Tue, 15 Apr 2008 20:15:33 +0200, Achim Gaedke wrote:

> Hello!
> 
> I use scipy.optimize.leastsq to adopt paramters of a model to measured
> data. Each evaluation of that model costs 1.5 h of computation time.
> Unfortunately I can not specify a gradient function.
[clip]
> Unfortunately that behaviour is not described and I would eagerly demand
> to avoid the superficial calls to the function.

As a workaround, you can memoize the function calls, something like this:

---- clip ----
import scipy as sp

def memoize_single(func):
    """Optimize out repeated function calls with the same arguments"""
    last_z = []
    last_f = None
    def wrapper(z, *a, **kw):
        if sp.all(z == last_z):
            return last_f.copy()
        last_z = sp.array(z, copy=True)
        last_f = sp.array(func(z, *a, **kw), copy=True)
        return last_f.copy()
    return wrapper

@memoize_single
def target_function(z):
    print "Evaluating..."
    z = sp.asarray(z)
    return sum(z**2)

for k in xrange(10):
    target_function([1,2,3])
---- clip ----

Is should output

---- clip ----
Evaluating...
14
14
14
14
14
14
14
14
14
14
---- clip ----

-- 
Pauli Virtanen