Opened 4 years ago
Closed 4 years ago
#2657 closed feature request (done)
Possibility to do multiple random restarts for non-linear regression (curve fitting) algorithm
Reported by: | gkronber | Owned by: | gkronber |
---|---|---|---|
Priority: | medium | Milestone: | HeuristicLab 3.3.15 |
Component: | Algorithms.DataAnalysis | Version: | 3.3.14 |
Keywords: | Cc: |
Description
Change History (12)
comment:1 Changed 4 years ago by gkronber
- Status changed from new to accepted
comment:2 Changed 4 years ago by gkronber
comment:3 Changed 4 years ago by gkronber
- Owner changed from gkronber to mkommend
- Status changed from accepted to reviewing
comment:4 Changed 4 years ago by mkommend
r14316: Changed nonlinear regression to perform at least one optimization.
comment:5 Changed 4 years ago by mkommend
- Owner changed from mkommend to gkronber
- Status changed from reviewing to assigned
Review comments:
- It should be configurable whether constants are reinitialized with N(0,1) or the actual value is taking as starting point for the optimization
- Remaining code looks OK.
comment:6 Changed 4 years ago by gkronber
There is no straight forward way to initialize parameters.
The initial scale of the parameter supplied by the user should ideally be preserved. This can be achieved by using a random factor which is multiplied to the starting value. However, simple multiplication with a positive factor does not allow to switch signs.
Following this line of thinking, I suggest to sample
- f = Math.Exp( N (0,1))
- s = U(0,1) > 0? 1 : -1
and initialize each parameter p_0 = p_start * f * s where p_start is the used supplied starting value.
comment:7 Changed 4 years ago by gkronber
- added switch to determine if numeric parameters should be initialized randomly.
- fixed a bug in the infix parser
comment:8 Changed 4 years ago by gkronber
- Owner changed from gkronber to mkommend
- Status changed from assigned to reviewing
comment:9 Changed 4 years ago by gkronber
Connected to #2677
comment:10 Changed 4 years ago by mkommend
- Owner changed from mkommend to gkronber
- Status changed from reviewing to readytorelease
comment:11 Changed 4 years ago by gkronber
comment:12 Changed 4 years ago by gkronber
- Resolution set to done
- Status changed from readytorelease to closed
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r14258: added random restarts for NonlinearRegression (curve fitting) algorithm