GA codes for linear regression equation

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Cornelius Bavoh
Cornelius Bavoh el 21 de Ag. de 2020
Respondida: Star Strider el 21 de Ag. de 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

Respuesta aceptada

Abdolkarim Mohammadi
Abdolkarim Mohammadi el 21 de Ag. de 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

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Star Strider
Star Strider el 21 de Ag. de 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.

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