On 09/08/2014 04:50 AM, Olexiy Movchan wrote: > Hi Evan, > > Possibly a small jitter of initial guess would solve this issue. But it is > hard to tell if this method guaranties convergence in all problematic cases. > > Normalization approach already works and allows to converge in those cases.
For non-linear least squares you already need an accurate initial guess, though I could see the convergence region being different between the two methods. Have you tried it? Best Regards, Evan > > Thanks, > Olexiy > > -----Original Message----- > From: Evan Ward [mailto:evan.w...@nrl.navy.mil] > Sent: Thursday, September 04, 2014 7:52 PM > To: dev@commons.apache.org > Subject: Re: [math] Side effect of LevenbergMarquardtOptimizer > > Hi Olexiy, > > In my field we often encounter a similar problem when estimating attitude > since a quaternion is only a valid rotation when it is normalized. We often > escape this issue by estimating a "small" > adjustment to an apriori guess. (For the details see [1].) For this > technique to work the cost function must be smooth and the apriori guess must > be "close enough" to the true value. Both of these assumptions are also > required to apply a non-linear least squares optimizer. Perhaps you can apply > a similar technique to your problem. (It seems that your 'A' > parameter is orientation in 3D space.) > > If there is a need for an extra steps, I would prefer to make those explicit > rather than depending on side effects of cost function evaluation. > > Best Regards, > Evan > > [1] Crassidis, John L., and John L. Junkins. /Optimal Estimation of Dynamic > Systems/. Boca Raton, FL: CRC, 2012. > > On 09/04/2014 05:37 AM, Olexiy Movchan wrote: >> Hello, >> >> I created the math issue https://issues.apache.org/jira/browse/MATH-1144. >> >> In version 2.0, LevenbergMarquardtOptimizer passed point to evaluator by >> reference. So our software could modify it on every step of algorithm. >> In version 3.3, point is copied and then passed to evaluator, so it can't be >> updated by evaluator. >> >> We use LevenbergMarquardtOptimizer for 3d surface fitting (cylinders, cones, >> tori) by sampled points. And surface parameters should be renormalized on >> every step of algorithm. Please see this article: >> http://nvlpubs.nist.gov/nistpubs/jres/103/6/j36sha.pdf >> >> Also please read the description of MATH-1144 jira issue. >> >> Can you modify optimizer or evaluator interface to allow in/out parameters >> there? >> >> Thanks, >> Olexiy Movchan >> >> > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
