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From Evan Ward <evan.w...@nrl.navy.mil>
Subject Re: [math] Side effect of LevenbergMarquardtOptimizer
Date Mon, 08 Sep 2014 16:56:25 GMT

On 09/08/2014 12:06 PM, Gilles wrote:
> On Mon, 8 Sep 2014 11:50:43 -0400, Evan Ward wrote:
>> I was suggesting (though not clearly :) keeping the
>> MultivariateJacobianFunction interface as is and adding a new interface
>> for any post processing of the evaluated point.
>
> Isn't it rather pre-processing (the point is changed before evaluation)?

before evaluation and after computing the point. We're talking about the
same thing.

>
>> Something like:
>>
>> interface StepFinalizer {
>>
>>   RealVector apply(RealVector point);
>>
>> }
>>
>> Then we would add another getter/setter to LeastSquaresProblem for an
>> instance StepFinalizer.
>>
>> As I think more about it, I think this interface could also be used to
>> satisfy another feature request we've had in the past: recording the
>> trajectory that the optimizer takes. In this case the step finalizer
>> would have a side effect of adding the point to a list for later
>> retrieval. What do you think?
>
> In that latter case, it would not be clear (IMHO) which point was used by
> the optimizer and which should recorded in the list...  I'd keep the
> issue
> separate and use an informative name for the new "validating" interface.
> [Even if it could indeed be diverted to allow tracking, but this was
> already the case with the "ConvergenceChecker".]

Thats a good point. Sounds good to me.

>
> Best,
> Gilles
>
>>>> [...]
>
>
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