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https://issues.apache.org/jira/browse/MATH-372?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12873323#action_12873323
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Luc Maisonobe commented on MATH-372:
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It seems to me there is a sign error in the computation of the second component
of the gradient in your code.
Once the sign of this component is changed, the algorithm seems to converge
even from the first low guess.
Could you confirm this fixes your problem ?
> Curve fitting appears unreliable
> --------------------------------
>
> Key: MATH-372
> URL: https://issues.apache.org/jira/browse/MATH-372
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.1
> Environment: Win7 x64, Netbeans, JDK 1.6.0.18
> Reporter: Matt Price
> Attachments: CurveFitterDebug.java, CurveFitting.ods
>
> Original Estimate: 8h
> Remaining Estimate: 8h
>
> I've been trying to find a good curve fitting library for Java for the last
> couple of weeks. I came across Apache Commons Math and was really excited
> because I like all things Apache. The curve fitting API looks good and is
> fairly easy to use, however, it doesn't seem to be as accurate as it
> should/could be.
> I've produced some code and data that shows that the initial parameter
> guesses affect the results too much. Guess low and the curve ends up low,
> guess high and the curve ends up high. I wish I had a stronger
> statistics/math background to make more sense of this. I've tried playing
> with the optimizer's options (costRelativeToTolerance,
> initialStepBoundFactor, maxEvaluations, maxIterations, orthTolerance and
> parRelativeTolerance) but nothing seems to improve the end result.
> I've attached the spreadsheet and Java code. FYI, in the spreadsheet you'll
> see an entry in the chart for DataFitX. It is a COM library used in my
> company's current software that needs to be replaced.
> Any help on this would be greatly appreciated. If you need more info, let me
> know and I'll supply it as quickly as I can.
> Thanks,
> Matt
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