Why Am I Getting Incorrect Results From Scipy.optimize.fmin?

import pandas as pd from scipy.optimize import fmin data = pd.DataFrame({'DIV': [1,2,3]*3, 'MONTH': ['May','May','May','June','June','Jun','Jul','Jul','Jul'],

Solution 1:

scipy.optimize.fmin will pass the value it is trying to minimize as the first argument to the function. If you rewrite your function as

def e(r,c,u,s): #calculates average of the MAPEs
    return np.mean(mape(c,u,s,r))

You get the correct results

for d in range(1,4):
    div_data = data[data.DIV==d]
    c = return_array(div_data.C)
    u = return_array(div_data.U)
    s = return_array(div_data.S)
    r0 = [[1.0]]
    t = fmin(e,r0,args=(c,u,s))
    print 'r:',t

Optimization terminated successfully.
         Current function value: 0.000011
         Iterations: 16
         Function evaluations: 32
r: [ 0.33330078]
Optimization terminated successfully.
         Current function value: 0.000000
         Iterations: 15
         Function evaluations: 30
r: [ 0.5]
Optimization terminated successfully.
         Current function value: 0.000000
         Iterations: 10
         Function evaluations: 20
r: [ 1.]