#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 17 months ago by gkronber

  • Status changed from new to accepted

comment:2 Changed 17 months ago by gkronber

r14258: added random restarts for NonlinearRegression (curve fitting) algorithm

comment:3 Changed 17 months ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from accepted to reviewing

comment:4 Changed 16 months ago by mkommend

r14316: Changed nonlinear regression to perform at least one optimization.

comment:5 Changed 16 months 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 16 months 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 16 months ago by gkronber

r14319:

  • added switch to determine if numeric parameters should be initialized randomly.
  • fixed a bug in the infix parser

comment:8 Changed 16 months ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from assigned to reviewing

comment:9 Changed 15 months ago by gkronber

Connected to #2677

comment:10 Changed 13 months ago by mkommend

  • Owner changed from mkommend to gkronber
  • Status changed from reviewing to readytorelease

Reviewed r14258, r14316, and r14319.

comment:11 Changed 12 months ago by gkronber

r14564: merged r14258, r14316, r14319 and 14347 from trunk to stable

comment:12 Changed 12 months ago by gkronber

  • Resolution set to done
  • Status changed from readytorelease to closed
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