global_fit

版本 1.0.45 (259.2 KB) 作者: Maximilian Schönau
Find the global optimum for a fit optimization problem fast.
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更新时间 2022/10/12

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When working with an optimization problem, like fitting a function to a given dataset, one often needs to find a global minimum instead of a local one (see: this MATLAB page). This can be done using the Global Optimization Toolbox. However, by vectorizing the optimization problem, the global minimum can often be calculated a lot faster, because parameter combinations can be calculated simultaneously..
f = global_fit(x, y, fun, ranges, nGrid) does fit x and y to fun, trying out nGrid values for every free parameter in fun within the defined ranges. It returns the fit as a function of x.
This function creates a grid of parameter combinations and calculates all of the combinations simultaneously and vectorized, which results in good computational speeds. After the mse between the given model and data is calculated for the grid, the result is polished using fminsearch, to find the local minimum at the optimal grid position.

引用格式

Maximilian Schönau (2024). global_fit (https://www.mathworks.com/matlabcentral/fileexchange/115095-global_fit), MATLAB Central File Exchange. 检索来源 .

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