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I want to use Particle Swarm Optimization (PSO)for finding optimal smoothing parameters of a kernel density estimation problem. Initially I tried to find the same using grid search method,but the Matlab code is taking too long to produce results. Even after reading a lot on PSO, I am still not clear on how to apply it. Can anybody help me understand or refer me to some Matlab code that shows how step by step PSO can be used in my case.

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    $\begingroup$ You can use Optunity, which has an easy API to perform particle swarm optimization in MATLAB. Examples are available here. $\endgroup$ – Marc Claesen Jun 30 '15 at 16:04
  • $\begingroup$ is this using standard pso ? $\endgroup$ – jquery404 Jun 30 '15 at 16:14
  • $\begingroup$ Yes, Optunity exposes standard PSO. $\endgroup$ – Marc Claesen Jun 30 '15 at 16:16

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