findopOptions
R2026bOption set for findop
Description
opt = findopOptions( creates
a default option set for computing the operating point of a specified
nonlinear ARX or Hammerstein-Wiener model. Use dot notation to modify
this option set for your specific application. Options that you do
not modify retain their default values.model)
creates
an option set with options specified by one or more opt = findopOptions(model,Name,Value)Name,Value pair
arguments.
Examples
Create a default option set for findop using an idnlarx model.
opt = findopOptions(idnlarx);
Create a default option set for findop using an idnlhw model.
opt = findopOptions(idnlhw);
Use dot notation to specify a subspace Gauss-Newton least squares search with a maximum of 25 iterations.
opt.SearchMethod = 'gn';
opt.SearchOptions.MaxIterations = 25;Create an option set for findop using an idnlarx model. Specify a steepest descent least squares search with default search options.
opt = findopOptions(idnlarx,'SearchMethod','grad');
Input Arguments
Estimated nonlinear model, specified as one of the following:
idnlarxmodelidnlhwmodel
Name-Value Arguments
Specify optional pairs of arguments as
Name1=Value1,...,NameN=ValueN, where Name is
the argument name and Value is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
Before R2021a, use commas to separate each name and value, and enclose
Name in quotes.
Example: 'SearchMethod','grad' specifies a
steepest descent least squares search method
Numerical search method used for iterative parameter estimation, specified as the one of the values in the following table.
SearchMethod | Description |
|---|---|
'auto' | Automatic method selection A combination of the
line search algorithms, |
'gn' | Subspace Gauss-Newton least-squares search Singular
values of the Jacobian matrix less than
|
'gna' | Adaptive subspace Gauss-Newton search Eigenvalues
less than |
'lm' | Levenberg-Marquardt least squares search Each
parameter value is This algorithm requires Optimization Toolbox™ software. |
'grad' | Steepest descent least-squares search |
'lsqnonlin' | Trust-region-reflective algorithm of This algorithm requires Optimization Toolbox software. |
'patternsearch' | Solver for nonlinearities without well-defined gradients You can use the |
'fmincon' | Constrained nonlinear solvers You can use the
sequential quadratic programming (SQP) and trust-region-reflective
algorithms of the
|
'adam' | Adaptive moment estimation (Adam) Adam is a first-order adaptive gradient solver. It supports mini-batch operation when data is segmented into multiple frames or batches. For more information, see Adaptive Moment Estimation (Deep Learning Toolbox). |
'sgdm' | Stochastic gradient descent with momentum (SGDM) SGDM is a first-order momentum-based gradient solver. It supports mini-batch operation when data is segmented into multiple frames or batches. For more information, see Stochastic Gradient Descent with Momentum (Deep Learning Toolbox). |
'lbfgs' | Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) L-BFGS is a quasi-Newton solver that approximates the inverse Hessian using a limited history of curvature pairs. For more information, see Limited-Memory BFGS (Deep Learning Toolbox). |
Option set for the search algorithm, specified as the comma-separated
pair consisting of 'SearchOptions' and a search
option set with fields that depend on the value of
SearchMethod.
SearchOptions Structure When SearchMethod Is Specified
as 'gn', 'gna', 'lm',
'grad', or 'auto'
| Field Name | Description | Default | ||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Tolerance | Minimum percentage difference between the current value
of the loss function and its expected improvement after the next iteration,
specified as a positive scalar. When the percentage of expected improvement
is less than | 0.01 | ||||||||||||||||||||||||||||||
MaxIterations | Maximum number of iterations during loss-function minimization, specified as a positive
integer. The iterations stop when Setting
Use
| 20 | ||||||||||||||||||||||||||||||
Advanced | Advanced search settings, specified as a structure with the following fields.
| |||||||||||||||||||||||||||||||
SearchOptions Structure When SearchMethod Is Specified
as 'lsqnonlin'
| Field Name | Description | Default |
|---|---|---|
FunctionTolerance | Termination tolerance on the loss function that the software minimizes to determine the estimated parameter values, specified as a positive scalar. The
value of | 1e-5 |
StepTolerance | Termination tolerance on the estimated parameter values, specified as a positive scalar. The value of | 1e-6 |
MaxIterations | Maximum number of iterations during loss-function minimization, specified as a positive
integer. The iterations stop when The value of
| 20 |
SearchOptions Structure When
SearchMethod Is Specified as
'patternsearch'
| Field Name | Description | Default |
|---|---|---|
Algorithm |
For algorithm details, see How Pattern Search Polling Works (Global Optimization Toolbox) and Nonuniform Pattern Search (NUPS) Algorithm (Global Optimization Toolbox). For examples of algorithm effects, see Explore patternsearch Algorithms (Global Optimization Toolbox) and Explore patternsearch Algorithms in Optimize Live Editor Task (Global Optimization Toolbox). | 'nups' |
FunctionTolerance | Termination tolerance on the loss function that the software minimizes to determine the estimated parameter values, specified as a positive scalar. | 1e-6 |
StepTolerance | Termination tolerance on the estimated parameter values, specified as a positive scalar. | 1e-6 |
MaxIterations | Maximum number of iterations during loss
function minimization, specified as a positive
integer. The iterations stop when
| '100*numberOfVariables', where
numberOfVariables is the number of problem
variables |
UseParallel | Option to enable or disable parallel processing for improved performance, specified as one of these values:
If you do not have a parallel pool open and automatic pool creation is enabled, MATLAB opens a pool using the default cluster profile. To use a parallel pool to run computations in MATLAB, you must have Parallel Computing Toolbox™. Before R2026b: To run in
parallel, set | "off" |
SearchOptions Structure When SearchMethod Is Specified
as 'fmincon'
| Field Name | Description | Default |
|---|---|---|
Algorithm |
For more information about the algorithms, see Constrained Nonlinear Optimization Algorithms (Optimization Toolbox) and Choosing the Algorithm (Optimization Toolbox). | 'sqp' |
FunctionTolerance | Termination tolerance on the loss function that the software minimizes to determine the estimated parameter values, specified as a positive scalar. | 1e-6 |
StepTolerance | Termination tolerance on the estimated parameter values, specified as a positive scalar. | 1e-6 |
MaxIterations | Maximum number of iterations during loss function minimization, specified as a positive
integer. The iterations stop when | 100 |
SearchOptions Structure When SearchMethod Is
Specified as 'adam'
| Field Name | Description | Default |
|---|---|---|
LearnRate | Learning rate, or the step size, used for training, specified as a positive scalar. If the learning rate is too small, then training can take a long time. If the learning rate is too large, then training can be fast but it might reach a suboptimal result, diverge, or oscillate. The learning rate is denoted by α in the Adaptive Moment Estimation (Deep Learning Toolbox) section. If you specify | 0.001 |
GradientDecayFactor | Exponential decay rate of gradient moving average for the Adam solver,
specified as a positive scalar less than If the value of | 0.9 |
SquaredGradientDecayFactor | Exponential decay rate of squared gradient moving average for the Adam
solver, specified as a positive scalar less than Larger values of
| 0.999 |
Epsilon | Small constant for numerical stability, specified as a positive scalar. To avoid
division by zero when updating network parameters, the solver adds this constant
to the denominator. Epsilon is denoted by
ϵ in the Adaptive Moment Estimation (Deep Learning Toolbox)
section. | 1e-8 |
MaxEpochs | Maximum number of parameter updates or iterations to use for training,
specified as a nonnegative integer. If you specify MaxEpochs
as 0, the software disables iterations and only runs
initialization or post-processing. | 200 |
MaxFunctionEvaluations | Maximum number of objective function evaluations, specified as a positive integer. | intmax |
LearnRateSchedule | Learning rate schedule type, specified as
| "none" |
LearnRateDropFactor | Multiplicative factor for dropping the learning rate, specified as a
positive scalar less than or equal to The software
multiplies the learning rate with the factor specified by
| 0.1 |
LearnRateDropPeriod | Number of iterations in between learning rate drops, specified as a
positive integer. You can specify this option only when you specify the
The software multiplies the
learning rate with the drop factor every time the number of iterations
specified by | 10 |
MinCostValue | Target objective value, specified as a nonnegative scalar. If the
objective value at the current iteration is less than or equal to
| 0 |
ModelSelection | Iteration used to return the model parameters, specified as
If
you specify | "best" |
Advanced | Structure used to specify advanced search options consisting of these fields: | |
To disable this option, specify
| 0 | |
Decoupling prevents regularization strength from being implicitly modulated by momentum dynamics. | 1 | |
To disable this option,
specify | 0 | |
NormEpsilon — Small constant used to avoid division
by zero and underflow when computing safe norms and normalized quantities,
especially when ClipGradNorm is enabled, specified as a
positive scalar. | 1e-12 | |
SearchOptions Structure When SearchMethod Is
Specified as 'sgdm'
| Field Name | Description | Default |
|---|---|---|
LearnRate | Learning rate, or the step size, used for training, specified as a positive scalar. If the learning rate is too small, then training can take a long time. If the learning rate is too large, then training can be fast but it might reach a suboptimal result, diverge, or oscillate. The learning rate is denoted by α in the Stochastic Gradient Descent with Momentum (Deep Learning Toolbox) section. If you specify | 0.01 |
Momentum | Momentum coefficient, specified as a positive scalar less than or equal to
If the value of | 0.95 |
MaxEpochs | Maximum number of parameter updates or iterations to use for training,
specified as a nonnegative integer. If you specify MaxEpochs
as 0, the software disables iterations and only runs
initialization or post-processing. | 200 |
MaxFunctionEvaluations | Maximum number of objective function evaluations, specified as a positive integer. | intmax |
LearnRateSchedule | Learning rate schedule type, specified as
| "none" |
LearnRateDropFactor | Multiplicative factor for dropping the learning rate, specified as a
positive scalar less than or equal to The software
multiplies the learning rate with the factor specified by
| 0.1 |
LearnRateDropPeriod | Number of iterations in between learning rate drops, specified as a
positive integer. You can specify this option only when you specify the
The software multiplies the
learning rate with the drop factor every time the number of iterations
specified by | 10 |
MinCostValue | Target objective value, specified as a nonnegative scalar. If the
objective value at the current iteration is less than or equal to
| 0 |
ModelSelection | Iteration used to return the model parameters, specified as
If
you specify | "best" |
Advanced | Structure used to specify advanced search options consisting of these fields: | |
To disable this option, specify
| 0 | |
Decoupling prevents regularization strength from being implicitly modulated by momentum dynamics. | 1 | |
To disable this option,
specify | 0 | |
NormEpsilon — Small constant used to avoid division
by zero and underflow when computing safe norms and normalized quantities,
especially when ClipGradNorm is enabled, specified as a
positive scalar. | 1e-12 | |
SearchOptions Structure When SearchMethod Is
Specified as 'lbfgs'
| Field Name | Description | Default |
|---|---|---|
MaxIterations | Maximum number of quasi-Newton iterations to use for training, specified as a nonnegative integer. Each iteration forms a search direction using the stored curvature pairs and then performs a line search. If you specify | 200 |
MaxFunctionEvaluations | Maximum number of objective function evaluations, including evaluations performed by line search, specified as a positive integer. | intmax |
HistorySize | Number of curvature pairs or state updates to store, specified as a positive integer. The L-BFGS algorithm uses a history of
gradient calculations to approximate the Hessian matrix recursively. Larger
values of | 10 |
GradientTolerance | Stopping tolerance on the relative gradient, specified as a positive scalar. The software stops training when the relative gradient
is less than or equal to
| 1e-6 |
StepTolerance | Stopping tolerance on the step size, specified as a positive scalar.
The software
stops training when the step that the algorithm takes is less than or equal
to | 1e-12 |
FunctionTolerance | Stopping tolerance on the improvement in the objective value, specified
as a positive scalar. The software stops training when the objective value
improvement is less than or equal to
| 1e-12 |
LineSearchMethod | Method to find a suitable step size, specified as one of these values:
| "strong-wolfe" |
MaxNumLineSearchIterations | Maximum number of line search trials per iteration to determine the step size, specified as a positive integer. | 40 |
InitialStepSize | Step size for the starting line search trial, specified as a positive scalar. | 1.0 |
Advanced | Structure used to specify advanced search options consisting of these fields: | |
MinStepSize — Smallest step size permitted by line
search, specified as a positive scalar. If the step size for a trial goes below
this value, the line search fails and the solver can stop or fall back depending
on the implementation. | 1e-16 | |
MaxStepSize — Largest step size permitted by line
search, specified as a positive scalar. This upper bound for the trial step size
prevents excessively large moves that can cause numerical overflow or objective
evaluation failures. | 1e+16 | |
To
disable this option, specify | 0 | |
WolfeC1 — Armijo condition (sufficient decrease)
constant for Wolfe line search, specified as a positive scalar less than
1. Smaller values of WolfeC1 make
sufficient decrease easier to satisfy. | 1e-4 | |
WolfeC2 — Curvature condition constant for Wolfe
line search, specified as positive scalar less than 1. Larger
values of WolfeC2 make the curvature condition easier to
satisfy whereas smaller values enforce a stronger curvature requirement. | 0.9 | |
ZoomMaxIterations — Maximum number of iterations
allowed in the "zoom" procedure of Wolfe line search, specified as a positive
integer. | 40 | |
BacktrackingFactor — Step size shrink factor during
backtracking used to reduce trial step sizes when conditions are not satisfied,
specified as a positive scalar less than 1. Values closer to
0 shrink the step size more aggressively while values
closer to 1 shrink the step size more conservatively. | 0.5 | |
CurvatureThreshold — Number to control whether a
new curvature pair is accepted into the limited-memory history, specified as a
positive scalar. Specifying CurvatureThreshold prevents
storing nearly singular or noisy curvature information that can destabilize the
inverse-Hessian approximation. | 1e-10 | |
To disable this option, specify
| 0 | |
UseInitialScaling — Flag to control whether the
initial inverse-Hessian is scaled each iteration using curvature information,
specified as a logical scalar. This scaling often improves practical
performance. | 1 | |
To specify field values in SearchOptions, create a
default findopOptions set and modify the fields using
dot notation. Any fields that you do not modify retain their default
values.
opt = findopOptions; opt.SearchOptions.MaxIterations = 15; opt.SearchOptions.Advanced.RelImprovement = 0.5;
Output Arguments
Option set for findop command, returned
as a findopOptions object.
Extended Capabilities
The findopOptions object has automatic parallel support if its
SearchMethod property is set to
"patternsearch".
To run computations in parallel, set the SearchMethod
property to "patternsearch" and the
SearchOptions.UseParallel property to
"on" or "auto".
Version History
Introduced in R2015aWhen the SearchMethod property is
"patternsearch", the
SearchOptions.UseParallel property now accepts
"off", "auto", or "on"
values instead of true or false. This change
gives you more control over when to use a parallel pool for parallel
execution.
Specifying the SearchOptions.UseParallel property as
true or false is not recommended.
You can now use the adaptive moment estimation (Adam), stochastic gradient descent with
momentum (SGDM), or limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) solvers to
estimate models by setting the SearchMethod property to
'adam', 'sgdm', or 'lbfgs',
respectively. You can change the default search option set using the
SearchOptions property.
You can now set the SearchMethod property to
'patternsearch' to estimate a system that has a nonlinearity without a
well-defined gradient. You can change the default option set for this search algorithm using the
SearchOptions property. This method requires Global Optimization Toolbox software.
The names of some estimation and analysis options were changed in R2018a. Prior names still work.
See Also
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