How to fit multivariable equation?

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Caglar
Caglar il 15 Lug 2019
Commentato: Torsten il 15 Lug 2019
I have n x 3 input data (n amount of examples for three properties) and n x 1 output data from real world observations. n is the number of examples I have.
In other words,
Inputs:
inputs=[1 2 3;
4 5 7;
2 4 6;
2 1 1;
....];
Outputs:
outputs=[15; 26; 29; 8...];
From my experience on the subject, I expect there is a relationship similar to:
output=input(1)*coef1+input(2)*coef2+input(3)*coef3+coef4;
How can I use matlab to find coef1, coef2, coef3 and coef4? I checked curve fiting and optimization help pages but I could not be sure about the best way.
(I guess I can drop the term coef4 if it makes things much harder to code beacuse I expect coef4 to be small.)
For example, for the numbers I wrote above (inputs and outputs), relationship is;
input(1)+2*input(2)+3*input(3)+1
so coef1 is 1, coef2 is 2, coef3 is 3 and coef4 is 1.
In real life values, equation will not fit exactly like this due to noise of the data.
Thank you,

Risposte (1)

Torsten
Torsten il 15 Lug 2019
Modificato: Torsten il 15 Lug 2019
coeffs = [inputs, ones(size(inputs,1),1)] \ outputs
  2 Commenti
Caglar
Caglar il 15 Lug 2019
Hi, thank you for your answer. I am aware this particular case can be solved by linear algebra but I was wondering for more general solutions incase my expected equaion is not correct. Could you also help with that?
Torsten
Torsten il 15 Lug 2019
It is the general solution to minimize ||[inputs,1]*coeffs - outputs|| in the least squares sense.

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