Alan Weiss

MathWorks

Last seen: 2日前 | 2011 以来アクティブ

I write documentation for MATLAB mathematical toolboxes, primarily optimization. I have also written documentation for PDE, statistics, symbolic math, and econometrics.

My pre-MathWorks job was with Bell Labs, primarily in mathematical models of data traffic, with a strong interest in parallel computation and in rare events (large deviations).

I do not provide private consulting. If you have a question, please ask on a public forum such as MATLAB Answers.

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I want to solve this problem
You can use secondordercone by making a new variable , a linear objective , and another second-order cone constraint: Minimize ...

5日前 | 1

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SVM and KNN hyperparameter
Is this what you are looking for? fitcsvm hyperparameter options fitcknn hyperparameter options Alan Weiss MATLAB mathematic...

5日前 | 0

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minimize error function with positive part
I'm not sure that I understand you correctly. If is an array, then perhaps you are looking for z = zeros(size(y - yhat)); m1 ...

5日前 | 0

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SVM training with hyperparameter "CVPartition"
I think that you have a misunderstanding about what these options do. Look in the first paragraph of the documentation of Hyperp...

20日前 | 0

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Genetic Algorithm - Your fitness function must return a scalar value solution?
I am not sure what you are trying to do. Your objective function has 661 components. Are you trying to solve for 661 different v...

24日前 | 0

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how can I automaticlly optimize hyperparameter for lasso regression. I could not set the function input as variable.
As stated in the documentation, you cannot set Alpha = 0. The Alpha parameter must be strictly positive (and no more than 1). A...

約1ヶ月前 | 0

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What variable type is "Population" in a Genetic Algorthim and how to store individuals with long genomes?
Yes, it is possible to use ga with a custom population. For an example see Custom Data Type Optimization Using the Genetic Algor...

約2ヶ月前 | 0

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Simulink using with fmincon
Perhaps you can look at some worked examples and figure it out: Using fminimax with a Simulink Model lsqnonlin with a Simulink...

約2ヶ月前 | 0

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I use fcn2optimexpr,but I got an error for scalar optimizationexpression
You had a misunderstanding. The A variable should be a scalar, not a vector. All issues stemmed from that one misunderstanding. ...

約2ヶ月前 | 0

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how can I optimize a neural network with multiple outputs using the Genetic Algorithm ?
Generally speaking, optimization algorithms try to minimize a single scalar function of the input variables . I don't know what...

2ヶ月前 | 1

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how can i validate my optimization algorithm?
Your objective function is smooth. Therefore, you should not be using particleswarm or ga or simulannealbnd, but instead should ...

2ヶ月前 | 0

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Using GA can I put a condition on Population?
Sure, that is a simple linear inequality constraint. Probably easiest to represent using the problem-based formulation, but do w...

2ヶ月前 | 0

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how to write multi objective particle swarm optimization?
As you probably understand, particleswarm is for single-objective optimization. You can fake the multiobjective part by taking a...

2ヶ月前 | 0

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fmincon does not fulfil constraints
As documented, Iterations Can Violate Constraints. So I am not sure whether you are complaining about intermediate iterations (w...

2ヶ月前 | 0

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Gradient Calculation with fmincon and UseParallel
This is not the expected performance. I would usually expect that parallel gradient estimation would give you quite a bit of spe...

3ヶ月前 | 0

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Recommended ML toolbox for complex spaceship braking optimization.
You might be able to use some Optimization Toolbox solvers. There is one (laughably simplified, but still) relevant example here...

3ヶ月前 | 0

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Genetic Algorithm and PSO not varying from initial point, regardless of parameters and fitness function
You have a linear objective function and linear constraints. You should use linprog to solve your problem. Typically, a linear p...

3ヶ月前 | 0

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optimization toolbox in matlab
This sounds like a job for intlinprog. Alan Weiss MATLAB mathematical toolbox documentation

3ヶ月前 | 0

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Determinant of the Jacobian as a constraint couldn't avoid atan2(x,y) get into negative.
While I do not know what you are really doing, you should know that nonlinear constraints are not satisfied at intermediate iter...

3ヶ月前 | 1

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Genetic algorithm takes too much time to solve _ only linear objective and constraints
You say that you have a linear objective function and linear and integer constraints. In that case, you should not use the gene...

3ヶ月前 | 1

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Arrays have incompatible sizes for this operation error
You are mixing up the two approaches, problem-based and solver-based. You cannot do that. You have x and y defined as optimizati...

3ヶ月前 | 0

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how to Plot convergence of Simulated annealing optimization problem?
Perhaps you want to collect the cost as a vector that you can then plot. Something like this: % Put this line immediately after...

3ヶ月前 | 0

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Very small feasibility value but very large first-order optimality value
This is a very interesting issue; I have never seen anything quite like it before. Apparently, you are providing gradients for b...

3ヶ月前 | 0

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Arrays have incompatible sizes for this operation error
It looks like the issue is that ai is not 36-by-36. You probably want something like ai = repmat(ai,1,36); z= (-1)*sum(x.*rij....

3ヶ月前 | 0

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How to input mixed positive integer variable to "gamultiobj" fitness function?
If your MATLAB version is R2021b or later, you can use integer constraints in gamultiobj. For details, see the function referenc...

3ヶ月前 | 0

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How to introduce constraints to my objective function (Genetic Algorithm)
You have at least two errors that keep the constraint function from working properly. First, this section needs a loop such as f...

3ヶ月前 | 0

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Problem training Gaussian process with 'ardsquaredexponential' kernel function using bayesopt
As stated in the documentation for OptimizeHyperparameters: "KernelScale cannot be optimized for any of the ARD kernels." Alan...

3ヶ月前 | 1

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Optimization completed because the size of the gradient is less than the value of the optimality tolerance.
I think that you are mistaking the exit message for the solution. The solution resides in the p variable that the solver returns...

4ヶ月前 | 1

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I am doing Genetic algorithm for optimisation , but it is very slowly optimising, 1st itteration is not complete since 5hours but it is showing optimisation running.
ga is a slow algorithm. Most likely you have nonlinear constraints, which makes the algorithm even slower. If you do not have in...

4ヶ月前 | 0

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Get best hyperparameters for ionosphere data using fitcecoc & bayesopt. but i am getting error optimizableVariable.
I do not understand why you are attempting to use fitcecoc with a 2-class model. Try this instead: load ionosphere mdl = fitcs...

4ヶ月前 | 0

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