I'm experimenting with particle swarm optimisation and am trying to determine the best approach for the following simple scenario: Optimizing a 1-dimensional function (i.e. particles are moving along a single line) The function to be optimised can be sampled at any point on the line The "value" sampled for each position is very noisy T...
I have a set of variables X, Y, ..., Z. My job is to design a function that takes this set of variables and yields an integer. I have a fitness function to test this against. My first stab at the problem is to assume that I can model f to be a linear function: f(X, Y, ..., Z) -> aX + bY ... cZ My first idea was to use either PSO (Par...
Hi everybody, I'm checking a simple moving average crossing strategy in R. Instead of running a huge simulation over the 2 dimenional parameter space (length of short term moving average, length of long term moving average), I'd like to implement the Particle Swarm Optimization algorithm to find the optimal parameter values. I've been b...