pwDisturb
pwDisturb(strength)
Disturbes the currently fitted parameters either using
parNew = parOld * 10^(strength * eps)
with eps being normally distributed ~ N(0, 1)
or quasi random numbers.
strength If unspecified: config.optimization.strengthOfDisturbance
Quasi random numbers
In the case of
config.optimization.useQRNG = true
a call of pwDisturb will increase
config.optimization.indexQRNG
by 1 and calculate new parameter values based on a quasi
random number generator which will asympotically spread
parameter settings uniformly throughout the whole parameter
space for up to 40 parameters.
In order to start a new QRNG sequence just set
config.optimization.indexQRNG = 1;
In the case of a fit sequence, the QRNG index is automatically
reset for each fit sequence in case of
config.optimization.autoResetQRNG = true,
which is the default setting.
A variation of the QRNG approach is a uniform distribution
in logarithmic parameter space, i.e. on the magnitudes of the
parameters. For this, please use
config.optimization.useLogQRNG = true;
The used algorithm to calculate the quasi random numbers is
based on the SOBOL implementation of the GNU Scientific Library.
The corresponding source code is open source and can be obtained
under the terms of the GNU General Public License from the
PottersWheel developer team.
See also