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Selectively set parameters to fit to 0 in lsqnonlin

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Hi everyone,
I was wondering if there's a more elegant and less computing-time consuming way to implement the following problem.
I'm performing a lsqnonlin fit of some objective function with let's say 4 parameters to some data. I now want to try to set single or combinations of parameters to 0, fit again and compare the results.
What I do in a run script is define a matrix describing which parameters should be set to 0 (0 in matrix) and which ones should be present (1 in matrix). The rows determine the parameter combinations and the columns the presence of the parameter. So, for example:
comb = [0,0,0,1; 0,1,0,1; 1,1,1,1];
for i = 1:size(comb,1)
combRow = comb(i, :);
[pars, chi2] = fitFcn(xdata, ydata, p0, combRow)
My function doing one fit looks like this:
function [pars, chi2] = fitFcn(xdata, ydata, p0, combRow)
Now I call lsqnonlin by
[pars, chi2] = lsqnonlin(@objFcn, p0, [], [], [], xdata, ydata);
And then the objective function is defined as:
function error = objFcn(p, x, y)
q(combRow == 0) = 0; % set non-existent parameters to 0
q(combRow ~= 0) = p(1:nnz(combRow)); % generate parameter vector with just as many elements as non-zeros in the specific row of combRow
% some fitting function
fit = q(1)*x + q(2)*x^2 + q(3)*x^3 + q(4)*x^4;
error = fit - y;
Ok, so that's my algorithm. Keep in mind that I just generated a small example, because the real thing is hell-a-lot more complex. That's why I'm hoping that someone has an idea how to implement in a way that it's computed much faster. Because when I profile the objective function (in my real code) the lines
q(combRow == 0) = 0;
q(combRow ~= 0) = p(1:nnz(combRow));
need almost 20% of the time and that is just too much.
I'll appreciate any help and/or hint.
Cheers, Pascal

Accepted Answer

Matt Tearle
Matt Tearle on 4 Apr 2013
Have you tried using the bounds to fix the parameters to be zero? You could set the lower bound to 0 and the upper bound to realmin (or something else tiny). Example:
% Make some data
c = rand(3,1)
x = linspace(0,pi)';
y = polyval(c,x).*(1+0.2*randn(size(x)));
% Make objective function
f = @(c,x) polyval(c,x);
% Solve with all parameters
% Solve with one parameter fixed to 0
Matt Tearle
Matt Tearle on 4 Apr 2013
Oh well. Plan B...
Do any of the coefficients you want to set to zero actually show up nonlinearly in the model? It seems like you're trying to "turn off" terms in the model, in which case I would assume these are linear combinations.
You say the real thing is complex -- can you give some idea of the sizes of things? The number of parameters, how many you typically are turning off, how many different model combinations you're trying, etc...

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