function [LL] = fn3(par, A, B, Nsample, Z1, VV, SigE_Sol, Ndraw, A_Sol, B_Sol, IU, WR, NN, S)
strcat('E');
A_Sol(A~=0) = par(1:length(A(A~=0)));
B_Sol(B~=0) = par((length(A(A~=0))+1):(length(A(A~=0))+length(B(B~=0))));
LL = 0;
for i = 1:Nsample;
ZR = reshape(repelem(Z1(i,:), Ndraw), [Ndraw, 3])'+(VV((i-1) * Ndraw + 1 + NN : i * Ndraw + NN, :) * chol(SigE_Sol))';
Ut = reshape(repelem(S(i, :) * A_Sol', Ndraw), [Ndraw, 3]) + (B_Sol * ZR(:, 1 : Ndraw))';
Ut = exp(Ut);
Ut = Ut ./ [sum(Ut, 2), sum(Ut, 2), sum(Ut, 2)];
Ut = Ut .* reshape(repelem(IU(i,:), Ndraw), [Ndraw, 3]);
Pr = log(sum(Ut, 2)) .* WR((i-1) * Ndraw + 1 : i * Ndraw);
LL = LL-sum(Pr);
end
end
This code is a part of the EM(Expectation Maximization) algorithm and fn3 function is that i want to optimize. The output of the function is LL. I want to get the optimized value of LL and the par then optimize LL. This is call back function and nonlinear model.
par = horzcat(A_Sol(A_Sol~=0)', B_Sol(B_Sol~=0)');
options = optimoptions(@fminunc, 'MaxIter', 100, 'GradObj', 'on', 'Hessian', 'on');
optfnc = @(par) fn3(par, A, B, Nsample, Z1, VV, SigE_Sol, Ndraw, A_Sol, ...
B_Sol, IU, WR, NN, S);
[optimpar, LL] = fminunc(optfnc, par, options);
Above is the syntax that optimize fn3. From line 1 to 4 is done quite well but the problem is line 5 '[optimpar, LL] = fminunc(optfnc, par, options)'. I got this error message.
Error using fn3
Too many output arguments.
Error in @(par)fn3(par,A,B,Nsample,Z1,VV,SigE_Sol,Ndraw,A_Sol,B_Sol,IU,WR,NN,S)
Error in fminunc (line 279)
[f,GRAD,HESS] = feval(funfcn{3},x,varargin{:});
Error in Corr_SUR_Matlab_Optimize (line 212)
[optimpar, LL] = fminunc(optfnc, par, options);
Caused by:
Failure in initial user-supplied objective function evaluation. FMINUNC cannot continue.
I have researched the reason why this error message is occurred but i couldn't find the solution. This error message have blocked me about two weeks.... Are there some programmers who can help me?
