MATLAB Answers

Weighted fit using fmincon

9 views (last 30 days)
I am trying to fit a logistic function to some data, and I've been using fmincon with success. One thing that I would like to implement in my fitting procedure is to fit the data in a weighted fashion... that is, if I have fewer observations for one of the data points I'm trying to fit, the fitting procedure will be less sensitive to that data point.
nlinfit in matlab has this functionality, but in general I find that function too hard to customize and have had better results with fmincon. I'm relatively unfamiliar with adding constraints to fmincon, but maybe there is an easy way to implement this? I appreciate any ideas!

Accepted Answer

Fabio Freschi
Fabio Freschi on 3 Mar 2020
How about to repeat the samples of the points you want to weight more?
  3 Comments
Chris Angeloni
Chris Angeloni on 3 Mar 2020
Actually, my apologies, I think there was something else in my code that was causing those fits to look poor. It works really well! I'll edit my past comment.
And FWIW, fitting individual observations is an equivalent way of doing this, and seems to work with binary observations.

Sign in to comment.

More Answers (0)

Community Treasure Hunt

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

Start Hunting!