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Luc Maisonobe commented on MATH-1128: ------------------------------------- Seems OK to me. > Lazy evaluation needed in "o.a.c.m.fitting.leastsquares" > -------------------------------------------------------- > > Key: MATH-1128 > URL: https://issues.apache.org/jira/browse/MATH-1128 > Project: Commons Math > Issue Type: Improvement > Affects Versions: 3.3 > Reporter: Gilles > Assignee: Gilles > Labels: regression > Fix For: 3.4 > > Attachments: MATH-1128.patch > > > In "LocalLeastSquaresProblem" (private inner class defined in > "o.a.c.m.fitting.leastsquares.LeastSquaresFactory"), the "evaluate" method > computes the values of both the model and the Jacobian at creation of the > "Evaluation" instance. > Optimizers ("LevenbergMarquardtOptimizer" in particular) may not need both > for all of the evaluated points. And this can lead to too many evaluations of > the model which in some applications is the costliest part. > In my use-case, the current code in "o.a.c.m.fitting.leastquares" leads to a > performance degradation of about 20% w.r.t. the implementation in > "o.a.c.m.optim.nonlinear.vector.jacobian". -- This message was sent by Atlassian JIRA (v6.2#6252)