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Optimalisasi
Tujuan Instruksional Khusus (TIK)
• Mahasiswa mengerti dan mampu menggunakan regresi linear untuk data
geofisika dan geologi
Tujuan utama aplikasi metoda
geofisika
• Major task of geophysics is to make quantitative statements about the interior of
the earth (model) from observation (data)
Regresi Linier dan Non-
Linier
Perbedaan Regresi Linier dan Non-linier?
Linier Case
• Linear regression requires a linear model.
• A model is linear when each term is either
a constant or the product of a parameter and
a predictor variable.
• Example : Response = constant + parameter *
predictor + ... + parameter * predictor
• Y = b o + b1X1 + b2X2 + ... + bkXk
• In statistics, a regression equation (or
function) is linear when it is linear in the
parameters.
Y = b o + b1X1 + b2X12
• This model is still linear in the
parameters even though the predictor
variable is squared.
Non –
Linier Case
• Nonlinear
equations can take
many different
forms.
• Literally, it’s not
linear. Mobility = (1288.14 + 1491.08 *
• If the equation Density Ln + 583.238 * Density
doesn’t meet the Ln^2 + 75.4167 * Density Ln^3) /
criteria above for a (1 + 0.966295 * Density Ln +
linear equation, it’s 0.397973 * Density Ln^2 +
nonlinear. 0.0497273 * Density Ln^3)
Regresi Linier (Regresi Garis Lurus)
• Misal temperatur (T) bervariasi secara linier terhadap kedalaman (z) sehingga
dapat dinyatakan oleh persamaan T = a + b z
Regresi Garis Lurus
• T pada z tertentu dapat diprediksi jika a dan b diketahui.
• Jika dilakukan pengukuran T pada beberapa z tertentu maka parameter model a
dan b dapat dicari Pemodelan Inversi
• Caranya adalah dengan meminimumkan ″jarak″ antara Tical (hasil perhitungan)
dengan Tiobs (hasil pengamatan).
• Metoda kuadrat terkecil (Least-Squares)
𝑁 𝑁
𝑜𝑏𝑠 2 2
𝐸= 𝑇𝑖𝑐𝑎𝑙𝑙 − 𝑇𝑖 = 𝑒𝑖
𝑖=1 𝑖=1
Regresi garis lurus
𝑁 𝑁
𝑜𝑏𝑠 2
𝐸= 𝑇𝑖𝑐𝑎𝑙𝑙 − 𝑇𝑖 = 𝑎 + 𝑏𝑧𝑖 − 𝑇𝑖 2
𝑖=1 𝑖=1
2
𝐟 x+h =𝐟 x +𝐉 x h+𝑂 h
where 𝐉 ∈ 𝐑𝐦𝐱𝐧 is the Jacobian.
𝐟 x+h ≅𝐥 h ≡𝐟 x +𝐉 x h
The Gauss–Newton Method
• Substitution 𝐟 x + h ≅ 𝐥 h ≡ 𝐟 x + 𝐉 x h into
𝑚
1 1 2
1
𝐹 𝐱 = 𝑓𝑖 (𝐱) = 𝐟(𝐱) = 𝐟 x 𝑇 𝐟(𝐱)
2
2 2 2
𝑖=1
1
𝐟 𝐱 + h ≅ 𝐿 h = 𝑙 h T𝑙 h
2
T T
1 TT
= F x + h h f(x) + h J Jh
2
(with f = f(x) and J = J(x)). The Gauss–Newton step hgn minimizes L(h)
The Gauss–Newton Method
• It is easily seen that the gradient and the Hessian of L are