GA codes for linear regression equation
7 views (last 30 days)
Show older comments
Cornelius Bavoh
on 21 Aug 2020
Answered: Star Strider
on 21 Aug 2020
How can i code an optimization GA code for a multiple regression equation in the form Y=Ax1 +BX2 + C;
where X1 and X2 are variables and A,B,C are the constants for optimization.
Thanks in advance
0 Comments
Accepted Answer
Abdolkarim Mohammadi
on 21 Aug 2020
Although ga() can fit multiple linear regression models, it is recommended to use regress() since it is dedicated to linear regression and is faster and more accurate than ga(). By the way, you can get this code from here:
https://www.mathworks.com/matlabcentral/answers/567840-genetic-algorithm-to-optimize-the-variable-of-linear-regression-a-b1-b2#answer_468399
0 Comments
More Answers (1)
Star Strider
on 21 Aug 2020
Since the fitness function must return a scalar value to the ga function, I would do something like this:
x = [x1(:) x2(:)]; % Matrix Of Column Vectors
y = y(:); % Column Vector
model = @(b,x) b(1).*x(:,1) + b(2).*x(:,2) + b(3); % Define Linear Regression Model
ftns = @(b) norm(y - model(b,x)); % Fitness Function
The ga function would then return the optimised values for the ‘b’ parameters. This approach can be used with any regression equation.
I have not tested this function specifically, however it should work.
0 Comments
See Also
Categories
Find more on Linear Regression in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!