[ 
https://issues.apache.org/jira/browse/MATH-1128?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14032228#comment-14032228
 ] 

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)

Reply via email to