global_fit

version 1.0.42 (36.9 KB) by Maximilian Schönau
Find the global optimum for a fit optimization problem fast.

13 Downloads

Updated Sun, 17 Jul 2022 19:24:21 +0000

View License

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 lokal 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.

Cite As

Maximilian Schönau (2022). global_fit (https://www.mathworks.com/matlabcentral/fileexchange/115095-global_fit), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2022a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!