Dynamic Population Structure based PSO with Granular Computing for Unified Multiple Linear Regression

Unified Multiple Linear Regression (UMLR) is a nonlinear programming model that unifies all kind of multiple linear regression models, such as Principal Components Regression, Ridge Regression, Robust Regression and constrained regression. Although, UMLR has exhibited excellent performances in some real applications, the optimization procedure is not satisfying yet. This study proposes a novel Granular Computing-Particle Swarm Optimization (Grc-PSO) algorithm by introducing granular computing into standard PSO which is used for the optimization of the UMLR model. The experimental results show that the solution got by Grc-PSO algorithm is much better to the real situation than other state-of-art algorithms.