panditanvita / BTCpredictor

Bitcoin price prediction algorithm using bayesian regression techniques
MIT License
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Why don't use MATLAB regress function #2

Closed fatfishZhao closed 6 years ago

fatfishZhao commented 7 years ago

Why you use Rundeopt for regression. I think regress function is convenient. X=[ones(size(regressorX,1),1),regressorX]; b = regress(regressorY',X); The results are the same.

panditanvita commented 7 years ago

It's true that Matlab's linear regression-based regress() and the Differential Evolution library both find appropriate weights given a training set and labels. But they use different methods, and I'm not sure how those methods compare in terms of finding good output weights, and computation time required on this dataset. Rundeopt was written by another contributor.

Does regress() do significantly better on either of those?

fatfishZhao commented 7 years ago

I didn't check whether their methods are the same, but their outputs are the same in this problem, and MATLAB regress () is much quicker on your data, you can have a try. I will check their methods later.

2017年5月31日 上午11:40,"Anvita Pandit" notifications@github.com写道:

It's true that Matlab's linear regression-based regress() and the Differential Evolution library both find appropriate weights given a training set and labels. But they use different methods, and I'm not sure how those methods compare in terms of finding good output weights, and computation time required on this dataset. Rundeopt was written by another contributor.

Does regress() do significantly better on either of those?

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panditanvita commented 7 years ago

Feel free to submit a pull request for it