Parameter uncertainties after a GA optimization

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Razvan
Razvan 2012-11-3
评论： Matt J 2022-4-30
Hi everyone,
I do a genetic algorithm optimization in a mixed integer problem (e.g. 2 parameters are integers and 5 are reals). Is there a way to get an estimation of the parameter uncertainties from the ga optimization function?
Thanks,
Razvan
  2 个评论
Matt J
Matt J 2012-11-3
编辑：Matt J 2012-11-3
Sounds unlikely, if you have a very complicated objective function. At the very least, you would need to know the uncertainty in your input data.
Razvan
Razvan 2012-11-4
What if the objective function is not very complicated, and I know the uncertainties of the data? How can I get then the parameter uncertainties after a ga optimization?

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回答（1 个）

Matt J
Matt J 2012-11-4
There's a section of this FEX submission which talks about deriving uncertainty info on estimated parameters
http://www.mathworks.com/matlabcentral/fileexchange/8553-optimization-tips-and-tricks

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