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Initial Guessing
http://forum.alglib.net/viewtopic.php?f=2&t=105		 Page 1 of 1
Author:  akhileshbc [ Thu Oct 28, 2010 5:35 pm ]
Post subject:  Initial Guessing
Hi all...

I'm using your great libraries (for VisualBasic) mainly the LEVENBERG-MARQUARDT-LIKE METHOD FOR NON-LINEAR OPTIMIZATION.
But how can I make the initial guessing of the parameters ?

Any algorithms or ideas ?

Thanks :)
Author:  Sergey.Bochkanov [ Thu Oct 28, 2010 6:06 pm ]
Post subject:  Re: Initial Guessing
You can try to guess them from problem properties - this is the best advice known to whole numerical community so far :) Really, answer is problem-specific and there are no general recommendations which will work in any case. If you don't know what to choose, you may try several runs from random points and choose best solution.
Author:  akhileshbc [ Fri Oct 29, 2010 3:53 am ]
Post subject:  Re: Initial Guessing
Currently, I'm inputting the initial guess manually. But I was trying to find a automated way of guessing the initial parameters, after the X & Y inputs are received from the user.
I'm trying to solve Weibull model : y = a-b*exp(-cx^d)

Everything works fine (till now :)), but the initial guessing needs to be entered manually. But I found this software doing the initial guessing automatically based on the X & Y input values : http://www.curveexpert.net/doc/curveexpert/basic/modeling.html#nonlinear-regression

Attachment:
InitialGuessing.png
InitialGuessing.png [ 88.02 KiB | Viewed 5720 times ]


Thanks... :)
Author:  Sergey.Bochkanov [ Fri Oct 29, 2010 5:57 am ]
Post subject:  Re: Initial Guessing
Nothing prevents you from making similar initial guesses - if you know analytic form of function :)
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