When using the cftool, should I use Trust Region or Levenberg-Marquardt?
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Hello,
I have a data-set that behaves like a sin wave. I need to fit a curve to the data-set using the cftool. In the fit options, there are two algorithms I can choose from: 'trust-region' or 'Levenberg-Marquardt'.
I am trying to figure out the difference between the two algorithms, which algorithm is better, and why. Below is my code, and a screenshot of the curve fitting tool as well as my fit options. Thanks in advance.
%Who: Wesley Brown
%Input: PPP orthometric heights
%Process:Curve fitting
%Output: a1, a2, etc.
clear
format longg
%Time matrix in days
x = [0
90
180
270
360
450
540
630
720
810
900
990
1080
1170
1260
1350
1440];
%Y matrix (change in orthometric height from day 1)
y = [ 0
0.00799999999998136
0.007000000000005
0.00799999999998136
0.000999999999976353
-0.0010000000000332
0.0129999999999768
0.0149999999999864
0.0109999999999673
0.00200000000000955
0
0.0029999999999859
-0.007000000000005
0
-0.00300000000004275
0.00200000000000955
-0.0080000000000382];
cftool(x(:,1),y(:,1));
5 Comments
Walter Roberson
on 22 Jan 2020
Edited: Walter Roberson
on 24 Jan 2020
I am not able to answer the question of which is better or why. The algorithms are described at https://www.mathworks.com/help/optim/ug/equation-solving-algorithms.html
With the data and model you have, your question is like asking whether a chicken or a platypus is a better approximation for a snake.
Walter Roberson
on 24 Jan 2020
You can get a slightly better fit near
5.84357338824362e-05 2.58183128710864e-05 0.00521135858653424 -0.199178847293523 0.678796516975015 -2.289596742701e-08
These parameters are not unique! The sign of the 3rd one can change, and the 5th one involves semi-periodic behavior about pi/180 apart. The 4th one is periodic as well...
It is still a pretty ugly fit. The model is a terrible one for explaining the data.
Accepted Answer
Matt J
on 22 Jan 2020
Edited: Matt J
on 22 Jan 2020
You can read here about the relative limitations of the 2 algorithms,
For you, I expect the decision on which algorithm to use will depend on whether you wish to impose bounds on the parameters. Levenberg-Marquardt does not handle bound constraints. It's not really even a decision. If you try to impose bounds, cftool will default to the trust-region algorithm.
2 Comments
Matt J
on 24 Jan 2020
You are welcome, but please Accept-click the answer if it addresses your question.
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