Python 3D polynomial surface fit, order dependent

Question

I am currently working with astronomical data among which I have comet images. I would like to remove the background sky gradient in these images due to the time of capture (twilight). The first program I developed to do so took user selected points from Matplotlib's "ginput" (x,y) pulled the data for each coordinate (z) and then gridded the data in a new array with SciPy's "griddata."

Since the background is assumed to vary only slightly, I would like to fit a 3d low order polynomial to this set of (x,y,z) points. However, the "griddata" does not allow for an input order:

griddata(points,values, (dimension_x,dimension_y), method='nearest/linear/cubic')

Any ideas on another function that may be used or a method for developing a leas-squares fit that will allow me to control the order?

Answer 1

Griddata uses a spline fitting. A 3rd order spline is not the same thing as a 3rd order polynomial (instead, it's a different 3rd order polynomial at every point).

If you just want to fit a 2D, 3rd order polynomial to your data, then do something like the following to estimate the 16 coefficients using all of your data points.

import itertools
import numpy as np
import matplotlib.pyplot as plt

def main():
    # Generate Data...
    numdata = 100
    x = np.random.random(numdata)
    y = np.random.random(numdata)
    z = x**2 + y**2 + 3*x**3 + y + np.random.random(numdata)

    # Fit a 3rd order, 2d polynomial
    m = polyfit2d(x,y,z)

    # Evaluate it on a grid...
    nx, ny = 20, 20
    xx, yy = np.meshgrid(np.linspace(x.min(), x.max(), nx), 
                         np.linspace(y.min(), y.max(), ny))
    zz = polyval2d(xx, yy, m)

    # Plot
    plt.imshow(zz, extent=(x.min(), y.max(), x.max(), y.min()))
    plt.scatter(x, y, c=z)
    plt.show()

def polyfit2d(x, y, z, order=3):
    ncols = (order + 1)**2
    G = np.zeros((x.size, ncols))
    ij = itertools.product(range(order+1), range(order+1))
    for k, (i,j) in enumerate(ij):
        G[:,k] = x**i * y**j
    m, _, _, _ = np.linalg.lstsq(G, z)
    return m

def polyval2d(x, y, m):
    order = int(np.sqrt(len(m))) - 1
    ij = itertools.product(range(order+1), range(order+1))
    z = np.zeros_like(x)
    for a, (i,j) in zip(m, ij):
        z += a * x**i * y**j
    return z

main()

Answer 2

If anyone is looking for fitting a polynomial of a specific order (rather than polynomials where the highest power is equal to order, you can make this adjustment to the accepted answer's polyfit and polyval:

instead of:

ij = itertools.product(range(order+1), range(order+1))

which, for order=2 gives [(0, 0), (0, 1), (0, 2), (1, 0), (1, 1), (1, 2), (2, 0), (2, 1), (2, 2)] (aka up to a 4th degree polynomial), you can use

def xy_powers(order):
    powers = itertools.product(range(order + 1), range(order + 1))
    return [tup for tup in powers if sum(tup) <= order]

This returns [(0, 0), (0, 1), (0, 2), (1, 0), (1, 1), (2, 0)] for order=2

Answer 3

According to the principle of Least squares, and imitate Kington's style, while move argument m to argument m_1 and argument m_2.

import numpy as np
import matplotlib.pyplot as plt

import itertools


# w = (Phi^T Phi)^{-1} Phi^T t
# where Phi_{k, j + i (m_2 + 1)} = x_k^i y_k^j,
#       t_k = z_k,
#           i = 0, 1, ..., m_1,
#           j = 0, 1, ..., m_2,
#           k = 0, 1, ..., n - 1
def polyfit2d(x, y, z, m_1, m_2):
    # Generate Phi by setting Phi as x^i y^j
    nrows = x.size
    ncols = (m_1 + 1) * (m_2 + 1)
    Phi = np.zeros((nrows, ncols))
    ij = itertools.product(range(m_1 + 1), range(m_2 + 1))
    for h, (i, j) in enumerate(ij):
        Phi[:, h] = x ** i * y ** j
    # Generate t by setting t as Z
    t = z
    # Generate w by solving (Phi^T Phi) w = Phi^T t
    w = np.linalg.solve(Phi.T.dot(Phi), (Phi.T.dot(t)))
    return w


# t' = Phi' w
# where Phi'_{k, j + i (m_2 + 1)} = x'_k^i y'_k^j
#       t'_k = z'_k,
#           i = 0, 1, ..., m_1,
#           j = 0, 1, ..., m_2,
#           k = 0, 1, ..., n' - 1
def polyval2d(x_, y_, w, m_1, m_2):
    # Generate Phi' by setting Phi' as x'^i y'^j
    nrows = x_.size
    ncols = (m_1 + 1) * (m_2 + 1)
    Phi_ = np.zeros((nrows, ncols))
    ij = itertools.product(range(m_1 + 1), range(m_2 + 1))
    for h, (i, j) in enumerate(ij):
        Phi_[:, h] = x_ ** i * y_ ** j
    # Generate t' by setting t' as Phi' w
    t_ = Phi_.dot(w)
    # Generate z_ by setting z_ as t_
    z_ = t_
    return z_


if __name__ == "__main__":
    # Generate x, y, z
    n = 100
    x = np.random.random(n)
    y = np.random.random(n)
    z = x ** 2 + y ** 2 + 3 * x ** 3 + y + np.random.random(n)

    # Generate w
    w = polyfit2d(x, y, z, m_1=3, m_2=2)

    # Generate x', y', z'
    n_ = 1000
    x_, y_ = np.meshgrid(np.linspace(x.min(), x.max(), n_),
                         np.linspace(y.min(), y.max(), n_))
    z_ = np.zeros((n_, n_))
    for i in range(n_):
        z_[i, :] = polyval2d(x_[i, :], y_[i, :], w, m_1=3, m_2=2)

    # Plot
    plt.imshow(z_, extent=(x_.min(), y_.max(), x_.max(), y_.min()))
    plt.scatter(x, y, c=z)
    plt.show()

Answer 4

The following implementation of polyfit2d uses the available numpy methods numpy.polynomial.polynomial.polyvander2d and numpy.polynomial.polynomial.polyval2d

#!/usr/bin/env python3

import unittest


def polyfit2d(x, y, f, deg):
    from numpy.polynomial import polynomial
    import numpy as np
    x = np.asarray(x)
    y = np.asarray(y)
    f = np.asarray(f)
    deg = np.asarray(deg)
    vander = polynomial.polyvander2d(x, y, deg)
    vander = vander.reshape((-1,vander.shape[-1]))
    f = f.reshape((vander.shape[0],))
    c = np.linalg.lstsq(vander, f)[0]
    return c.reshape(deg+1)

class MyTest(unittest.TestCase):

    def setUp(self):
        return self

    def test_1(self):
        self._test_fit(
            [-1,2,3],
            [ 4,5,6],
            [[1,2,3],[4,5,6],[7,8,9]],
            [2,2])

    def test_2(self):
        self._test_fit(
            [-1,2],
            [ 4,5],
            [[1,2],[4,5]],
            [1,1])

    def test_3(self):
        self._test_fit(
            [-1,2,3],
            [ 4,5],
            [[1,2],[4,5],[7,8]],
            [2,1])

    def test_4(self):
        self._test_fit(
            [-1,2,3],
            [ 4,5],
            [[1,2],[4,5],[0,0]],
            [2,1])

    def test_5(self):
        self._test_fit(
            [-1,2,3],
            [ 4,5],
            [[1,2],[4,5],[0,0]],
            [1,1])

    def _test_fit(self, x, y, c, deg):
        from numpy.polynomial import polynomial
        import numpy as np
        X = np.array(np.meshgrid(x,y))
        f = polynomial.polyval2d(X[0], X[1], c)
        c1 = polyfit2d(X[0], X[1], f, deg)
        np.testing.assert_allclose(c1,
                                np.asarray(c)[:deg[0]+1,:deg[1]+1],
                                atol=1e-12)

unittest.main()