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Topic: Trying to get linear fit using fminsearch. Problem: function goes to -Inf and bad parameter results
Replies: 1   Last Post: Oct 14, 2013 6:21 AM

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Torsten

Posts: 1,477
Registered: 11/8/10
Re: Trying to get linear fit using fminsearch. Problem: function goes to -Inf and bad parameter results
Posted: Oct 14, 2013 6:21 AM
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"Alex" <storm_ryder16@yahoo.com> wrote in message <l3g5ai$ptq$1@newscl01ah.mathworks.com>...
> Hi everyone. I apologize for being yet another sucker posting on this topic. It seems that there are a lot of these questions cluttering this forum already... But unfortunately I couldn't locate an answer in the posts/answers that I've looked through, and I need help to get this assignment completed.
>
> Good news is I have very little code to show. The background: there is some random x,y data that is generated which already looks like a linear relationship. The task is to make a linear fit to that data using the logarithm of a maximum likelihood function. The standard deviation (variable 'sigma') of the given data is assumed known. Here's my code:
>
> % initial parameters:
> m = 1;
> b = 0;
>
> X = data(:,1);
> Y = data(:,2);
> p = [m;b];
> f = @(p)normpdf(Y,p(1)*X+p(2),sigma);
> f2 = @(p)sum(log(f(p)));
> f3 = fminsearch(f2,p);
>
> (Assume that variable 'data' contains the data I'm trying to fit.) Here f is my likelihood function, calculating the discrepancy between each actual data point and the corresponding point on the linear fit, which is to be adjusted. f2 sums the logs, and then I want to minimize this sum to get the parameters for the linear fit, m and b.
>
> Running this I always get a notice:
> "Exiting: Maximum number of function evaluations has been exceeded
> - increase MaxFunEvals option.
> Current function value: -Inf"
>
> And the parameters I get are not good at all. What is wrong here? Any help greatly appreciated!


fminsearch determines the minimum of a function while search for its maximum.
Thus your objective function has to be
f2 = @(p)(-sum(log(f(p))));

Best wishes
Torsten.



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