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MathGroup Archive 2007

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Why is FindFit so slow with RegularizedBeta?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg80698] Why is FindFit so slow with RegularizedBeta?
  • From: Yaroslav Bulatov <yaroslavvb at gmail.com>
  • Date: Wed, 29 Aug 2007 04:17:25 -0400 (EDT)

data2 = {{0, 0}, {0.005508646549712282`,
   0.24025544035484173`}, {0.0071667362823842895`,
   0.45698565257787205`}, {0.008671448772390455`,
   0.6855975985691704`}, {0.010494297126023733`,
0.9226547829206518`}}
FindFit[data2, {BetaRegularized[x, a, b], a > 1 && b > 1}, {a, b},
  x] // Timing

It takes half a second for 5 datapoints, and seems to grow in linear
proportion to the size of data, so for full dataset it takes more than
couple of minutes. On other hand if I fit some other function like Erf
in it's place, it takes seconds.

Full dataset
http://yaroslavvb.com/research/ideas/hmms/slow-beta/slow-beta.nb



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