Is fminunc a too careful search algorithm?

1 回表示 (過去 30 日間)
Snoopy
Snoopy 2018 年 3 月 15 日
コメント済み: Walter Roberson 2018 年 3 月 15 日
I minimise a log-likelihood function in MATLAB, and it takes about five minutes. I wanted to see how much time it takes in other software. For this I used R and Stata. In both programs the minimisation takes about couple of seconds. The only reason I can come up with is that MATLAB's search algorithm is more careful. First question: is this by chance indeed the reason? And if it is, is there a way to make the algorithm be less careful? Second question: If MATLAB is more careful, then this really suggests that one should not use any other software using other algorithms because the chance of getting a wrong value for the minimising parameter is higher. But this conclusion should not be correct. Thousands of people are using these software. So what is really going on here?
  1 件のコメント
Walter Roberson
Walter Roberson 2018 年 3 月 15 日
I wonder if https://www.mathworks.com/help/stats/mle.html might be more appropriate for you?

サインインしてコメントする。

回答 (0 件)

カテゴリ

Help Center および File ExchangeGet Started with Optimization Toolbox についてさらに検索

タグ

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by