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From "Gilles (JIRA)" <>
Subject [jira] [Updated] (MATH-1126) "LevenbergMarquardtOptimizer": Divergent behavior of new code
Date Thu, 12 Jun 2014 14:09:03 GMT


Gilles updated MATH-1126:

    Attachment: LM_cost_NEW

I could trace one possible cause of the problem up to the usage of variable "currentCost".
As shown by the attachments, the value differ between the two implementations, although the
core of the algorithm uses them in the same way to control the exploration of the search space.
This could explain why the behaviours differ.

> "LevenbergMarquardtOptimizer": Divergent behavior of new code
> -------------------------------------------------------------
>                 Key: MATH-1126
>                 URL:
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.3
>            Reporter: Gilles
>              Labels: regression
>         Attachments: LM_cost_NEW, LM_cost_OLD
> The new implementation of "LevenbergMarquardtOptimizer" (package "o.a.c.m.fitting.leastsquares")
behaves differently from the previous one (package ".a.c.m.optim.nonlinear.vector.jacobian").
> This shows up not so much in the solutions respectively found by one and the other implementation;
there are fairly similar, but in my use-case, the number of function evaluations is quite
different. And this could explain an observed 35% performance degradation.

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