Hi.
On Wed, 18 Oct 2017 15:00:20 -0600, Kearns, Aaron wrote:
Hi,
I have been using the LM solver in a least-squares curve fitting
function.
I have been using some debugging statements every time the function
(&
Jacobian) is evaluated. I would like some clarification on what the
number
of evalutations vs. iterations is. My understanding is that the
number of
evaluations is the number of times the MultivariateJacobianFunction
used in
the least-squares problem definition is run,
Indeed.
whereas the number of
iterations is the number of times a change in the input variables
leads to
an improvement in the cost function / residual.
The number of iterations is incremented by one for each pass
through the algorithm's in main loop:
http://commons.apache.org/proper/commons-math/apidocs/src-html/org/apache/commons/math4/fitting/leastsquares/LevenbergMarquardtOptimizer.html#line.337
Is this a correct
interpretation?
Probably (bugs notwithstanding).
Would we be able to get the number of iterations based on
just looking at the change in the cost function per evaluation of the
MJF
at different points and subtracting the times that a change in
variables
produced a worse cost?
Calling "getIterations()" would be more straightforward:
http://commons.apache.org/proper/commons-math/apidocs/org/apache/commons/math4/fitting/leastsquares/LeastSquaresOptimizer.Optimum.html
HTH,
Gilles
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