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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-362) LevenbergMarquardtOptimizer ignores the VectorialConvergenceChecker parameter passed to it
Date Tue, 06 Apr 2010 16:51:34 GMT

    [ https://issues.apache.org/jira/browse/MATH-362?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12854056#action_12854056
] 

Luc Maisonobe commented on MATH-362:
------------------------------------

Ooops. You are right.
The Levenberg-Marquardt optimizer uses specific convergence parameters which can be set by
  setInitialStepBoundFactor, setCostRelativeTolerance, setParRelativeTolerance and setOrthoTolerance.
The most important convergence tuning are either setCostRelativeTolerance for a convergence
on the cost itself or setParRelativeTolerance for a convergence on the parameters.

I'm not sure how to solve this. Do the existing tuning parameters fit your needs or not ?
Some convergence criteria can be expressed with both methods, but not all. Should we keep
both setting as alternate methods or should we remove one and rely on the remaining one ?


> LevenbergMarquardtOptimizer ignores the VectorialConvergenceChecker parameter passed
to it
> ------------------------------------------------------------------------------------------
>
>                 Key: MATH-362
>                 URL: https://issues.apache.org/jira/browse/MATH-362
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.0
>            Reporter: Roman Werpachowski
>
> LevenbergMarquardtOptimizer ignores the VectorialConvergenceChecker parameter passed
to it. This makes it hard to specify custom stopping criteria for the optimizer.

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