Python: maximization of function

Question

Suppose I have the following simple function and inputs:

dates = pd.date_range('20170101',periods=20)
a1 = np.ones(3)
b1 = pd.DataFrame(np.random.randint(10,size=(20,3)),index=dates,columns=['foo','bar','see'])
def test_func(a,b):
        c = (a*b).sum(axis=1)
        d = c.std()*np.sqrt(3)
        e = c.mean()/d
        return -np.array(e)

I would like to solve this function for a that minimizes the output (maximizes e).

scipy.optimize.fmin(test_func,a1,args=(b1))

But this throws a type error

TypeError: test_func() takes 2 positional arguments but 4 were given

My quesiton is i) is this a good way to solve for the max of such a function and ii) what the devil is the problem?

the second part is clear. you are misusing the test_func. check here. you are providing extra inputs — rrawat
– rrawat, Commented Apr 28, 2017 at 18:48

user8153 · Accepted Answer · 2017-04-28 18:49:56Z

1

You are missing a comma after the b1 in the extra argument:

scipy.optimize.fmin(test_func,a1,args=(b1,))

seems to work.

answered Apr 28, 2017 at 18:49

user8153

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2 Comments

trob Over a year ago

Brilliant! This is helpful. So to be clear, the 'args' parameter requires a trailing comma with 1, but not 2, variables? For other functions that require more inputs, I've used 'args=(b1,c1,d1)' and it's worked just fine.

user8153 Over a year ago

That is correct: (b1,) is a tuple with one element, while (b1) is just b1 itself. From the the docs: "A special problem is the construction of tuples containing 0 or 1 items: the syntax has some extra quirks to accommodate these. Empty tuples are constructed by an empty pair of parentheses; a tuple with one item is constructed by following a value with a comma (it is not sufficient to enclose a single value in parentheses). Ugly, but effective."

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