[Octave-bug-tracker] [bug #38063] optim: expfit inaccurate (incorrect)

[Olaf Till]

Follow-up Comment #1, bug #38063 (project octave):

Not knowing this algorithm, I asked at the maintainers list:

https://mailman.cae.wisc.edu/pipermail/octave-maintainers/2013-April/032944.html

Summary of the thread and some tests:

- The example in the report fits a degree-1 model to data produced with a
degree-2 model. But fitting a degree-2 model still gives bad results with this
data for expfit.

- Although general nonlinear fitting gave a good fit, the determined model
parameters (for a degree-2 model) were vastly incorrect, even for the not so
noisy data in the help-text-example where expfit is able to determine the
correct parameters.

- Looking at the noise in the data in the report and the used model I'd feel
that probably no optimizer is able to figure out reasonably correct
parameters.

So, since expfit, but not easily the general optimizer, was able to determine
correct parameters in the example with little noise, and this is probably just
not possible with the example with much noise, I'd see no need to deprecate or
change expfit at the moment. This assumes that the emphasis with expfit is on
parameter determination, not just curve fitting.


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