All Questions
Tagged with fitting implementation-details
12 questions
3
votes
1
answer
308
views
What is Mathematica's ML Linear Regression Method?
When I run p = Predict[trainingSet, Method -> "LinearRegression"];, how is that different from just running ordinary least squares?
It's quite slow on a ...
- 1,033
7
votes
1
answer
3k
views
How does Mathematica calculate the Standard error during a non linear fit?
I am doing a simple non linear fit. If I use
nlm["ParameterTable"]
I get a table with Standard Errors. Does anyone know how Mathematica calculate those "standard ...
- 215
3
votes
0
answers
153
views
Algorithm used by Fit[]
Does anyone know what algorithm Mathematica's basic Fit[] function uses? Is it proprietary?
I'm trying to do some pretty basic, linear, polynomial data fitting (...
- 31
37
votes
3
answers
3k
views
What is behind experimental function: FindFormula?
In version 10.2 there is a new experimental function: FindFormula[].
I suspect that a genetic programming algorithm (symbolic regression) is behind this new ...
- 1,605
6
votes
0
answers
635
views
Custom Methods for NMinimize/NonLinearModelFit
Is there a way to write custom methods for NonLinearModelFit or NMinimize?
To give background, I currently have a batch of code ...
- 61
12
votes
1
answer
1k
views
Default algorithm in NonlinearModelFit
Does anyone know the default algorithm used in NonlinearModelFit? The documentation gives several possible algorithms, but I can't figure out what it uses if you do ...
- 221
1
vote
2
answers
147
views
Does FindFit use symbolic differentiation?
Does FindFit use symbolic differentiation when optimizing by least squares a non-linear function?
- 111
15
votes
1
answer
2k
views
How does Mma compute Confidence Intervals?
I am trying to understand how Mma computes the Confidence Intervals after a NonlinearModelFit. Consider the following example:
...
- 2,188
5
votes
2
answers
4k
views
How does Mathematica estimate error on fit parameters?
When performing a fit using NonlinearModelFit (or any of Mathematica fitting functions, but I am particularly interested in nonlinear models), Mathematica makes a ...
- 51
2
votes
1
answer
1k
views
Problem with Covariance Matrix Output in NonlinearModelFit
I am running NonlinearModelFit based off of some simulated data and trying to fit to a function with more than one parameter. Eventually, I would like to fit to 5 ...
- 33
2
votes
1
answer
1k
views
Method used by FindFit
Using FindFit, Mathematica selects an optimal algorithm when Automatic is selected.
I'd like to know the name of the method ...
- 21
15
votes
1
answer
8k
views
Methods for NonlinearModelFit
I am using NonlinearModelFit for a thesis project.
I get quite different results if I change the Method to LevenbergMarquardt or QuasiNewton or ConjugateGradient ...
- 1,201