glmfit optimization algorithm?
1 vue (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hello, I'm trying to understand what optimization algorithm is used in the glmfit function to produce the output. I wanted to know if it uses least-squares method, numerical optimization, etc... (i.e. how the coefficients are updated such that the predicted value becomes closer to the actual value) Can you please let me know where I can find this information? Thank you!
0 commentaires
Réponses (1)
Bernhard Suhm
le 12 Déc 2017
glmfit uses Fisher's scoring method, performing Maximum likelihood estimates with an iteratively reweighted least-squares algorithm (see https://en.wikipedia.org/wiki/Generalized_linear_model, or the original paper by McCullagh & Helder).
0 commentaires
Voir également
Catégories
En savoir plus sur Linear and Nonlinear Regression dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!