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In the original question posted on 23-04-2024, there was a typo in the numbers given in the nested lists: a superscript symbol (^) was missing in the nested list, i.e, it should have been $9.62948*10^{-5}$, not $9.62948*10 (-05)$, which was giving an answer of -481.474.

Apologies for that.

When this is included and modified the pgm based on the comments received, I could be able to solve the problem for my wrong nested list of numbers. However, for the sake of transparency the original question with is moved to the end. But since the question still is about "two variables and 6 or more Parameters", I would request peoples help.



I have some set of values, which I need to fit into an equation of the form

$$y=(A1*e^{(-A2*x1^2)}*e^{(-A3*x2^2)}) + (B1*e^{(-B2*x1^2)}*e^{(-B3*x2^2)})+...+(F1*e^{(-F2*x1^2)}*e^{(-F3*x2^2)})$$ Documentation of NonlinearModelFit tells that we can fit a model of more than one variable.

In order to make it simpler, let us take first two terms only. Let me construct a known list from a known equation and see whether, using NonlinearModelFit, whether we are getting the same equation or not. Let that equation be $$ (1.6509*10^{-8}*e^{-4.88874*10^{-9}*x1^2}*e^{-2.96118*10^{-9}*x2^2})+(2.61174*10^{-13}*e^{-4.15562*10^{-12}*x1^2}* e^{-3.03577*10^{-12}*x2^2}) $$ from which I will get the following nested list:

listofnumbers={{18652, 14392, 1.632216118192*10^(-09)}, {30562, 26148, 
  2.292391805703*10^(-11)}, {51366, 53694, 
  2.560830320322*10^(-13)}, {55949, 74432, 
  2.534990350929*10^(-13)}, {66834, 88051, 
  2.504071860100*10^(-13)}, {74234, 93887, 
  2.485208936764*10^(-13)}, {76503, 497174, 
  1.203588333580*10^(-13)}, {85874, 966570, 
  1.485521219415*10^(-14)}, {99885, 1107888, 
  6.034989113385*10^(-15)}, {130916, 1316018, 
  1.266558490101*10^(-15)}}

Here the first two in a nested list are the values of $x1$ and $x2$ and the third one is the value of $y$. Now I am trying to fit with the command:

NonlinearModelFit[
  listofnumbers, (A1*Exp[A2*x1^2]*Exp[A3*x2^2]) + (B1*Exp[B2*x1^2]*
     Exp[B3*x2^2]) , {A1, A2, A3, B1, B2, B3}, {x1, x2}, 
  MaxIterations -> 500000] // Normal

This give the error:

NonlinearModelFit::sszero: The step size in the search has become less than the tolerance prescribed by the PrecisionGoal option, but the gradient is larger than the tolerance specified by the AccuracyGoal option. There is a possibility that the method has stalled at a point that is not a local minimum.

Could anyone please help me to get the correct equation?

Thanks in advance.

Using Mathematica 11.0 in Windows 11 laptop

Original question

Let that equation be $$(1.65*e^{(-4.89*x1^2)}*e^{(-2.96*x2^2)})+(2.93*e^{(-4.01*x1^2)}*e^{(-1.28*x2^2)})$$, from which I will get the following nested list:

listofnumbers = {{1.608580798, 0.048747563, 
    9.62948*10 (-05)}, {1.691986229, 0.252963119, 
    2.90385*10 (-05)}, {1.744420751, 0.279857186, 
    1.37519*10 (-05)}, {1.921216164, 0.365670381, 
    9.37522*10 (-07)}, {1.926043018, 0.474276385, 
    7.72263*10 (-07)}, {2.113641579, 0.608471519, 
    3.04376*10 (-08)}, {2.142115855, 0.745279726, 
    1.47416*10 (-08)}, {2.1527092, 0.771491653, 
    1.16691*10 (-08)}, {2.155881396, 0.845132544, 
    9.47909*10 (-09)}, {2.19463771, 1.284861887, 1.45028*10 (-09)}};

Here the first two in a nested list are the values of $x1$ and $x2$ and the third one is the value of $y$. Now I am trying to fit with the command:

NonlinearModelFit[listofnumbers, (A1*Exp[A2*x1^2]*Exp[A3*x2^2]) + (B1*
    Exp[B2*x1^2]*Exp[B3*x2^2]) , {A1, A2, A3, B1, B2, B3}, {x1, x2}] 

which give the following equation:

WithoutStartingValues

As you can see, the expression that Mathematica returns back is not the one that we used to make $y$. Let us see what happens if we give the starting values to parameters:

NonlinearModelFit[listofnumbers, (A1*Exp[A2*x1^2]*Exp[A3*x2^2]) + (B1*
    Exp[B2*x1^2]*Exp[B3*x2^2]) , {{A1, 
   1.6}, {A2, -4.5}, {A3, -2.9}, {B1, 
   2.9}, {B2, -4}, {B3, -1.3}}, {x1, x2}] 

which gives the output:

WithStartingValues

This also does not give the correct relation. Could anyone please help me to get the correct equation?

Thanks in advance.

Using Mathematica 11.0 in Windows 11 laptop

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    $\begingroup$ I grabbed the {x1,x2} coordinates from listofnumbers and recalculated the function value at each of those coordinates, and got pretty good results when specifying the parameter start points in your question notebook here I suspect that the objective function is very sensitive with the parameters, and a small truncation of the function values can cause NonlinearModelFit to get stuck in a local minimum that is close in objective function value to the true minimizer, but far in parameter space from the true minimizer $\endgroup$
    – ydd
    Commented Apr 23 at 14:22
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    $\begingroup$ I suspect that you must have obtained a Failed to converge.... warning. Include MaxIterations -> 5000 and the results will match your generating parameters. However, expecting much from any regression function where you have 6 parameters and only 9 data points is wishful thinking. Looking at the parameter correlation matrix also results in correlations near -1 and +1 which indicates numerical instability. $\endgroup$
    – JimB
    Commented Apr 23 at 15:22
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    $\begingroup$ Now your data has totally changed. Take a look at ListPointPlot3D[listofnumbers] and you'll see that your data is unlikely to fit any model. (And I did make the assumption that you were just missing the ^ for your original data and made the correction.) $\endgroup$
    – JimB
    Commented Apr 24 at 15:17
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    $\begingroup$ There are a few formulation issues with your model and the data you generated. For instance a2 = -488874*10^-9 and the first value for x1 is 18652. The product of A2*x1^2 is -170078. Most software won't deal with raising $e$ to the power -170078. So you need to do some scaling. Also, plugging in your coefficients don't result in the values of the response. You should put in the code that generated those "perfect" responses. $\endgroup$
    – JimB
    Commented Apr 25 at 3:07
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    $\begingroup$ Now for the particular $x_1$ and $x_2$ values you generated. A plot of those values (ListPlot[listofnumbers[[All, {1, 2}]], PlotRange -> All]) shows a very limited set of values both in number (10 data points for 6 parameters) and location (there is high correlation between the chosen $x_1$ and $x_2$ values). All of that results in estimators of the parameters that are highly correlated (nearly overparametrized) and numerically unstable. A more uniform grid of values would be much, much better (especially if you have many more than just 10 data points). $\endgroup$
    – JimB
    Commented Apr 25 at 3:12

1 Answer 1

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Here is an answer to your original question: Just include MaxIterations -> 5000 and you'll get pretty close to the generating parameters:

listofnumbers = {{1.608580798, 0.048747563, 9.62948*10^(-05)}, 
  {1.691986229, 0.252963119, 2.90385*10^(-05)}, 
  {1.744420751, 0.279857186, 1.37519*10^(-05)},
  {1.921216164, 0.365670381, 9.37522*10^(-07)}, 
  {1.926043018, 0.474276385, 7.72263*10^(-07)}, 
  {2.113641579, 0.608471519, 3.04376*10^(-08)}, 
  {2.142115855, 0.745279726, 1.47416*10^(-08)}, 
  {2.1527092, 0.771491653, 1.16691*10^(-08)},
  {2.155881396, 0.845132544, 9.47909*10^(-09)},
  {2.19463771, 1.284861887, 1.45028*10^(-09)}};
nlm = NonlinearModelFit[listofnumbers, 
  (A1*Exp[A2*x1^2]*Exp[A3*x2^2]) + (B1*Exp[B2*x1^2]*Exp[B3*x2^2]),
  {A1, A2, A3, B1, B2, B3}, {x1, x2}, MaxIterations -> 5000]
nlm["BestFitParameters"]
(* {A1 -> 2.92941, A2 -> -4.00995, A3 -> -1.2801, B1 -> 1.65562, B2 -> -4.89086, B3 -> -2.9509} *)

It is a bit surprising that this works so well because x1 and x2 are highly correlated:

ListPlot[listofnumbers[[All, {1, 2}]]]

Plot of x1 vs x2

Such limited variability in the x1 and x2 values result in highly correlated estimators of the parameters (which is an indication of numerical instability in the fitting algorithm and overparameterization of the model:

nlm["CorrelationMatrix"] // MatrixForm

Parameter correlation matrix

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