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From S├ębastien Brisard <sebastien.bris...@m4x.org>
Subject Re: [Math] Question about "AbstractLeastSquaresOptimizer" code
Date Thu, 26 Apr 2012 19:33:50 GMT
Hi Gilles,
>
> In revision 1330801, I've added a new "CircleProblem" class (in the "test"
> code tree).
> It is largely inspired from the existing "CircleVectorial" class but I think
> that it might be more representative of the kind of problem people are used
> to when dealing with optimizers such as the Levenberg-Marquardt algorithm.
> Namely, whereas in "CircleVectorial" the "value" method returns the
> residuals, in "CircleProblem" it returns the list of "model" values, i.e. a
> list of (x,y) coordinates of points on the circle defined by the 3 given
> parameters (center coordinates and radius). That list is the "model"
> equivalent of the list returned by "target()" which is the set of "observed"
> points (created with "addPoint").
> Also it explicitly introduces the errors on the coordinates of the
> "observed" points (see also class "RandomCirclePointGenerator").
> Initially I though that those classes could be useful in setting up a unit
> test that would show what to expect from the "guessParametersErrors" method.
> But I couldn't figure out how to do it...
>
Thanks for the hint, I'll look at it. Meanwhile, I've implemented a
test based on this reference data set
http://www.itl.nist.gov/div898/strd/nls/data/kirby2.shtml
The great asset of the NIST data is that it provides expected values
of the parameters, as well as their variance. For the time being, we
are very close to the reference values... which is a good news... For
a while, I thought I had a problem, but that's because in the data
file, the points (x, y) are listed in columns, and the first column
is... y, not x!!! That's a bit naughty, isn't it!

Best regards,
S├ębastien


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