Application of Swarm Intelligence Algorithm to Improve on Multiple Regression

Literature by Sun and Liu, (1995) puts forward a nonlinear programming model that unifies all kind of multiple linear regression such as principal components regression, ridge regression, robust regression and constrained regression. This paper we get the solution to the model by the use of the niching particle swarm optimization (NichePSO) method, which is a kind of swarm intelligence algorithm. The example shows that the solution got by NichePSO algorithm is more close to the real situation.