Any help with this error in Scipy minimize function?

[member 428835]

Hi PF!

When I execute the code below:

import numpy as np
from scipy.stats import t
import scipy.optimize as optimizeglobal data
data = np.random.normal(loc=50, scale=1, size=(2400, 1)).flatten()

def L(F):
    M = 250
    lmda = 0.97
    sig_0 = F[0]
    for i in range(1, 12):
        sig_0 += F[i]

    number_of_days = len(data)

    sig = np.ones(number_of_days)

    for day in range(M, number_of_days):
        sig[day] = lmda * sig[day - 1] + (1 - lmda) * np.square(data[day - 1]) / F[day % 12] * sig_0

    data_days = np.delete(data, range(M - 1), 0)

    L_mat = np.log(t.pdf(data_days, df=3))
    L_sum = L_mat.sum(axis=0)

    mu = F[12]
    Reg = (F[11] - 2 * F[0] + F[1]) ** 2 + (F[10] - 2 * F[11] + F[0]) ** 2
    for i in range(1, 11):
        Reg += (F[i - 1] - 2 * F[i] + F[i + 1]) ** 2
    Reg *= -1 / sig_0 ** 2
    Reg *= -mu / sig_0 ** 2
    Reg += 12 / 2 * np.log(mu)

    print(F)

    final_L = -(L_sum + Reg)
    return final_L

bnds = [(None, None), (None, None), (None, None), (None, None), (None, None), (None, None), (None, None),
        (None, None), (None, None), (None, None), (None, None), (None, None), (2, 100)]
IC = 3*np.ones(13)
result = optimize.minimize(L, method='TNC', bounds=bnds, x0=IC)
print(result.F)

I get an error after many iterations that says:

Traceback (most recent call last):  File "/usr/local/lib/python3.9/site-packages/scipy/optimize/_optimize.py", line 124, in __getattr__    return self[name]KeyError: 'F'The above exception was the direct cause of the following exception:Traceback (most recent call last):  File "/Users/joshmccraney/Desktop/ewma/test_seas_ewma.py", line 45, in <module>    print(result.F)  File "/usr/local/lib/python3.9/site-packages/scipy/optimize/_optimize.py", line 126, in __getattr__    raise AttributeError(name) from eAttributeError: F

Do you know why this error is being thrown? I know the code below is messy, but this is the simplest I could make it to produce the error.

 

[pasmith]

The OptimizeResult returned by scipy.optimize.minimize has no 'F' attribute. You want the value of its 'x' attribute.

 

[pbuk]

The OptimizeResult returned by scipy.optimize.minimize has no 'F' attribute. You want the value of its 'x' attribute.

Or just print(result) and then you will (i) see what attributes it does have, and (ii) gain other useful information about the optimization.

 

[member 428835]

This was SO helpful! Thank you both!