[問題] fminsearch函數初始值非常敏感 已回收
由於我的最優參數解 只要改變一點參數初始值
最優參數解就完全變了 連符號都會改變
有時候還無法求解
想請問大家 我是不是目標函數有設錯
以下附上我函數設定
其中r,d都是已知的變量
這個問題已經困擾我很久了 真心的求助版上的高手 m(_ _)m
function [llf,LogLikelihood]=LLF(para,r,d)
T=length(r);
h=zeros(T,1);
c=para(1);
h(1)=mean((r-ones(T,1)*mean(r)).^2);
u(1:3)=r(1:3)-ones(3,1)*c;
for t=4:T
u(t)=r(t)-c-r(t-1:-1:t-3)'*para(2:4)-para(R+2)*r(t-3)*d(t);
h(t)=para(5)+para(6)*u(t-1)^2+para(7)*h(t-1)+para(8)*d(t)+
para(9)*d(t)*u(t-1)^2+para(10)*d(t)*h(t-1)+
para(11)*d(t)*u(t-1)^2*h(t-1);
end
llf = -sum(log(h(4:T))+((u(4:T)).^2)'./h(4:T));
end
objectionfun = @(para) -LLF(para,r,d);
para0=[-0.001688;0.010819;-0.129009;-0.057876;0;0.15;0.75];
options = optimset('MaxFunEvals',10000000,'MaxIter',100000,'TolX',1e-20,'Hessian','bfgs','Algorithm','interior-point');
[parae,llfs,exitflag,output] = fminsearch(objectionfun,para0,options);
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