I'm having an issue with an optimization problem. I think the code works fine, but I would like to force-stop it when it has reached a few optimal values(under 1e-11). The only solution I have found so far is to set MaxTime to 120
optionsMS = ptimoptions(#fmincon,'MaxIter',1000000,'MaxFunEvals',1000000,...
'Algorithm','sqp');
problem = createOptimProblem('fmincon','lb',LB,'ub',UB,'x0',vx,...
'options',optionsMS,...
'objective',#(v)opti(v,x0,N,imag(wFs),imag(wPs),epsilon,R,W));
gs=GlobalSearch('Display','iter','StartPointsToRun','bounds','MaxTime',120);
[x3,fval3] = run(gs,problem)
What else could I do?
EDIT:
I have set TolFun to 1e-11
optionsGS = optimoptions(#fmincon,'MaxIter',1000000,'MaxFunEvals',1000000,...
'Algorithm','interior-point','TolFun',1e-11);
And these are the results
Num Pts Best Current Threshold Local Local
Analyzed F-count f(x) Penalty Penalty f(x) exitflag Procedure
0 2961 0.006034 0.006034 2 Initial Point
200 16921 0.006034 0.01213 2 Stage 1 Local
300 17023 0.006034 6.352 1.086 Stage 2 Search
400 17123 0.006034 6.322 4.191 Stage 2 Search
432 26074 4.379e-13 6.228 6.475 4.379e-13 2 Stage 2 Local
433 35845 4.379e-13 6.205 6.228 4.244e-13 2 Stage 2 Local
434 44004 4.379e-13 1.995 6.205 0.01337 2 Stage 2 Local
435 52661 3.944e-13 1.514 1.995 3.944e-13 2 Stage 2 Local
474 54906 3.944e-13 1.939 2.017 0.01789 -1 Stage 2 Local
GlobalSearch stopped because maximum time is exceeded.
GlobalSearch called the local solver 7 times before exceeding
the clock time limit (MaxTime = 120 seconds).
6 local solver runs converged with a positive local solver exit flag.
Three results are below 1e-11 so I think it should stop but I dont know how to set that on the optimoptions.
Thanks in advance.
You can set a TolFun or TolX value for your ptimoptions, depending on what your stopping criteria is.
If you want to set a lower bound on the size step, go for TolX. If your goal is to constrain the lower bound in the change of the objective function, set TolFun instead. The Matlab documentation has a nice graph showing the difference between them:
I believe you are looking for the TolFun option. That being said, besides changing the MaxTime, you could try the following:
optionsMS = ptimoptions(#fmincon,'MaxIter',1000000,'MaxFunEvals',1000000,...
'Algorithm','sqp','TolFun',1e-11);
Related
I'm attempting to model fMRI data so I can check the efficacy of an experimental design. I have been following a couple of tutorials and have a question.
I first need to model the BOLD response by convolving a stimulus input time series with a canonical haemodynamic response function (HRF). The first tutorial I checked said that one can make an HRF that is of any amplitude as long as the 'shape' of the HRF is correct so they created the following HRF in matlab:
hrf = [ 0 0 1 5 8 9.2 9 7 4 2 0 -1 -1 -0.8 -0.7 -0.5 -0.3 -0.1 0 ]
And then convolved the HRF with the stimulus by just using 'conv' so:
hrf_convolved_with_stim_time_series = conv(input,hrf);
This is very straight forward but I want my model to eventually be as accurate as possible so I checked a more advanced tutorial and they did the following. First they created a vector of 20 timepoints then used the 'gampdf' function to create the HRF.
t = 1:1:20; % MEASUREMENTS
h = gampdf(t,6) + -.5*gampdf(t,10); % HRF MODEL
h = h/max(h); % SCALE HRF TO HAVE MAX AMPLITUDE OF 1
Is there a benefit to doing it this way over the simpler one? I suppose I have 3 specific questions.
The 'gampdf' help page is super short and only says the '6' and '10' in each function call represents 'A' which is a 'shape' parameter. What does this mean? It gives no other information. Why is it 6 in the first call and 10 in the second?
This question is directly related to the above one. This code is written for a situation where there is a TR = 1 and the stimulus is very short (like 1s). In my situation my TR = 2 and my stimulus is quite long (12s). I tried to adapt the above code to make a working HRF for my situation by doing the following:
t = 1:2:40; % 2s timestep with the 40 to try to equate total time to above
h = gampdf(t,6) + -.5*gampdf(t,10); % HRF MODEL
h = h/max(h); % SCALE HRF TO HAVE MAX AMPLITUDE OF 1
Because I have no idea what the 'gampdf' parameters mean (or what that line does, in all actuality) I'm not sure this gives me what I'm looking for. I essentially get out 20 values where 1-14 have SOME numeric value in them but 15-20 are all 0. I'm assuming there will be a response during the entire 12s stimulus period (first 6 TRs so values 1-6) with the appropriate rectification which could be the rest of the values but I'm not sure.
Final question. The other code does not 'scale' the HRF to have an amplitude of 1. Will that matter, ultimately?
The canonical HRF you choose is dependent upon where in the brain the BOLD signal is coming from. It would be inappropriate to choose just any HRF. Your best source of a model is going to come from a lit review. I've linked a paper discussing the merits of multiple HRF models. The methods section brings up some salient points.
I am trying to use fgoalattain in MATLAB toolbox to optimize a problem I am having. We have two concurrent filters that give us back a narrower range for the particular RGB photo we are inspecting. The function that describes this is:
function [ F ] = mycfafilter( greenwidth,redwidth,bluewidth,bstart,gstart,rstart )
...
F(1)= InR/InOutR;
F(2)= InB/InOutB;
F(3)= InG/InOutG;
end
These are percents always less than 1. So we set up goal attain as follows:
[F] = fgoalattain(#(x,y,z,w,a,b)mycfafilter( greenwidth,redwidth,bluewidth,bstart,gstart,rstart ),...
[10 10 10 450 550 650],[1 1 1],[2 1 1])
And run the morsel of code. However, we get:
Local minimum possible. Constraints satisfied.
fgoalattain stopped because the size of the current search direction is less than
twice the default value of the step size tolerance and constraints are
satisfied to within the default value of the constraint tolerance.
This is a very strange error, or at least not one that I understand. The problem can be optimized from this particular start point, that I know.
Any help on the subject will be greatly appreciated!
I have the following values against FAR/FRR. i want to compute EER rates and then plot in matlab.
FAR FRR
19.64 20
21.29 18.61
24.92 17.08
19.14 20.28
17.99 21.39
16.83 23.47
15.35 26.39
13.20 29.17
7.92 42.92
3.96 60.56
1.82 84.31
1.65 98.33
26.07 16.39
29.04 13.13
34.49 9.31
40.76 6.81
50.33 5.42
66.83 1.67
82.51 0.28
Is there any matlab function available to do this. can somebody explain this to me. Thanks.
Let me try to answer your question
1) For your data EER can be the mean/max/min of [19.64,20]
1.1) The idea of EER is try to measure the system performance against another system (the lower the better) by finding the equal(if not equal then at least nearly equal or have the min distance) between False Alarm Rate (FAR) and False Reject Rate (FRR, or missing rate) .
Refer to your data, [19.64,20] gives min distance, thus it could used as EER, you can take mean/max/min value of these two value, however since it means to compare between systems, thus make sure other system use the same method(mean/max/min) to pick EER value.
The difference among mean/max/min can be ignored if the there are large amount of data. In some speaker verification task, there will be 100k data sample.
2) To understand EER ,better compute it by yourself, here is how:
two things you need to know:
A) The system score for each test case (trial)
B) The true/false for each trial
After you have A and B, then you can create [trial, score,true/false] pairs then sort it by the score value, after that loop through the score, eg from min-> max. At each loop assume threshold is that score and compute the FAR,FRR. After loop through the score find the FAR,FRR with "equal" value.
For the code you can refer to my pyeer.py , in function processDataTable2
https://github.com/StevenLOL/Research_speech_speaker_verification_nist_sre2010/blob/master/SRE2010/sid/pyeer.py
This function is written for the NIST SRE 2010 evaluation.
4) There are other measures similar to EER, such as minDCF which only play with the weights of FAR and FRR. You can refer to "Performance Measure" of http://www.nist.gov/itl/iad/mig/sre10results.cfm
5) You can also refer to this package https://sites.google.com/site/bosaristoolkit/ and DETware_v2.1.tar.gz at http://www.itl.nist.gov/iad/mig/tools/ for computing and plotting EER in Matlab
Plotting in DETWare_v2.1
Pmiss=1:50;Pfa=50:-1:1;
Plot_DET(Pmiss/100.0,Pfa/100.0,'r')
FAR(t) and FRR(t) are parameterized by threshold, t. They are cumulative distributions, so they should be monotonic in t. Your data is not shown to be monotonic, so if it is indeed FAR and FRR, then the measurements were not made in order. But for the sake of clarity, we can order:
FAR FRR
1 1.65 98.33
2 1.82 84.31
3 3.96 60.56
4 7.92 42.92
5 13.2 29.17
6 15.35 26.39
7 16.83 23.47
8 17.99 21.39
9 19.14 20.28
10 19.64 20
11 21.29 18.61
12 24.92 17.08
13 26.07 16.39
14 29.04 13.13
15 34.49 9.31
16 40.76 6.81
17 50.33 5.42
18 66.83 1.67
19 82.51 0.28
This is for increasing FAR, which assumes a distance score; if you have a similarity score, then FAR would be sorted in decreasing order.
Loop over FAR until it is larger than FRR, which occurs at row 11. Then interpolate the cross over value between rows 10 and 11. This is your equal error rate.
I need to implement a Robot Brain, I used feedforward neural network as a Controller. The robot has 24 sonar sonsor, and only one ouput which is R=Right, L=Left, F=Forward, B=Back. I also have a large dataset which contain sonar data and the desired output. The FNN is trained using backpropagation algorithm.
I used neuroph Studio to construct the FNN and to do the trainnig. Here the network params:
Input layer: 24
Hidden Layer: 10
Output Layer: 1
LearnningRate: 0.5
Momentum: 0.7
GlobalError: 0.1
My problem is that during iteration the error drop slightly and seems to be static. I tried to change the parameter but I'm not getting any useful result!!
Thanks for your help
Use 1 of n encoding for the output. Use 4 output neurons, and set up your target (output) data like this:
1 0 0 0 = right
0 1 0 0 = left
0 0 1 0 = forward
0 0 0 1 = back
Reduce the number of input sensors (and corresponding input neurons) to begin with, down to 3 or 5. This will simplify things so you can understand what's going on. Later you can build back up to 24 inputs.
Neural networks often get stuck in local minima during training, that could be why your error is static. Increasing the momentum can help avoid this.
Your learning rate looks quite high. Try 0.1, but play around with these values. Every problem is different and there are no values guaranteed to work.
Im learning(started today) neural networks and could finish a 2x2x1 network(forward data feeding and backward error propagated) that can learn AND operation for one set of inputs. It also dodges any local minimums using randomized parameters. My first source for this is: http://www.codeproject.com/Articles/14342/Designing-And-Implementing-A-Neural-Network-Librar
The problem is: it learns 0 AND 0 using inputs (0,0) but when I give (0,1) it forgets 0 AND 0 then learns 0 AND 1. Is this a general newbie bug?
What I tried:
loop for 10000 times
learn 0 and 0
end loop
loop for 10000 times
learn 0 and 1 (forgets 0 and 0)
end loop
loop for 10000 times
learn 1 and 0 (forgets 0 and 1)
end loop
loop for 10000 times
learn 1 and 1 (forgets 1 and 0)
end loop
only one set is learned
fail
Trial 2:
loop for 10000 times
learn 0 and 0
learn 0 and 1
learn 1 and 0
learn 1 and 1
end loop
gives same result for all input combinations.
fail.
Activation function for each neuron: hyperbolic tangent
2x2 structure: all-pairs
2x1 structure: all-pairs
Randomized learning rate: yes, small enough to keep far from explosive iteration (per iteration)
Randomized bias per neuron: yes, between -0.5 and +0.5 (just at start)
Randomized weighting: yes, between -0.5 and +0.5 (just at start)
Edit: Bias and weight updates are done for all-pairs of hidden and output layers.
Edit: All neurons(hidden+output) use same activation function.
Without specific code it is hard to say for sure, but I think the issue is that you are only giving it one case to learn at a time. You should give it a matrix of your different learning examples, with an expected result vector. Then, when you update your weights and biases, you are finding the values that minimize the error between your network output for all cases, and the expected output for all cases.
For an AND gate, your input would be (in MATLAB code, not sure what language you are using but that syntax is easy to understand):
input = [0, 0;
0, 1;
1, 0;
1, 1];
And your expected output would be:
output = [0;
0;
0;
1];
I think what you are doing now is basically finding the weights and biases that minimize the error between the network output and the expected output for just one input case, and then re-training those weights and biases to minimize the error for the second case, then the third, then the fourth. If you put them in arrays like this it should minimize the overall error for all cases. This is just my best guess though without any code to go on.