mvregress - Warning: Maximum iterations completed

Hi guys,

I’m using mvregress and encountered this error message:

[Warning: Maximum iterations completed. Convergence criterion not satisfied.]

[In mvregress (line 490)]

The odd part is that I only get this message when using R2016a, but not when using R2014b.

Any ideas why?

Answer 1

[Aditya]

Hi Roni ,

I understand that you are facing issues with 'mvregress' function.

The error message you're encountering indicates that the mvregress function in MATLAB did not converge to a solution within the maximum number of iterations allowed.

To troubleshoot and potentially resolve the issue, you can try the following:

• Increase Maximum Iterations: Use the 'Options' parameter to increase the maximum number of iterations. For example:

options = statset('MaxIter', 1000); % Increase from the default
[beta, Sigma, E] = mvregress(X, Y, 'Options', options);

• Adjust Tolerance: Adjust the convergence tolerance settings to see if this helps the algorithm converge.
• Check Data: Ensure that your data is well-conditioned for regression. Sometimes scaling or standardizing your data can help with convergence issues.
• Compare Outputs: If possible, compare intermediate outputs from both versions to see where they start to diverge. This might give you clues about what's causing the issue.

I hope this helps you resolve your issue.