From issues-return-41955-apmail-commons-issues-archive=commons.apache.org@commons.apache.org Tue Jun 17 16:49:09 2014 Return-Path: X-Original-To: apmail-commons-issues-archive@minotaur.apache.org Delivered-To: apmail-commons-issues-archive@minotaur.apache.org Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by minotaur.apache.org (Postfix) with SMTP id E8B8C11D6F for ; Tue, 17 Jun 2014 16:49:09 +0000 (UTC) Received: (qmail 9136 invoked by uid 500); 17 Jun 2014 16:49:09 -0000 Delivered-To: apmail-commons-issues-archive@commons.apache.org Received: (qmail 9049 invoked by uid 500); 17 Jun 2014 16:49:09 -0000 Mailing-List: contact issues-help@commons.apache.org; run by ezmlm Precedence: bulk List-Help: List-Unsubscribe: List-Post: List-Id: Reply-To: issues@commons.apache.org Delivered-To: mailing list issues@commons.apache.org Received: (qmail 9035 invoked by uid 99); 17 Jun 2014 16:49:09 -0000 Received: from arcas.apache.org (HELO arcas.apache.org) (140.211.11.28) by apache.org (qpsmtpd/0.29) with ESMTP; Tue, 17 Jun 2014 16:49:09 +0000 Date: Tue, 17 Jun 2014 16:49:09 +0000 (UTC) From: "Gilles (JIRA)" To: issues@commons.apache.org Message-ID: In-Reply-To: References: Subject: [jira] [Resolved] (MATH-1128) Lazy evaluation needed in "o.a.c.m.fitting.leastsquares" MIME-Version: 1.0 Content-Type: text/plain; charset=utf-8 Content-Transfer-Encoding: 7bit X-JIRA-FingerPrint: 30527f35849b9dde25b450d4833f0394 [ https://issues.apache.org/jira/browse/MATH-1128?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Gilles resolved MATH-1128. -------------------------- Resolution: Implemented Revision 1603219. > Lazy evaluation needed in "o.a.c.m.fitting.leastsquares" > -------------------------------------------------------- > > Key: MATH-1128 > URL: https://issues.apache.org/jira/browse/MATH-1128 > Project: Commons Math > Issue Type: Improvement > Affects Versions: 3.3 > Reporter: Gilles > Assignee: Gilles > Labels: regression > Fix For: 3.4 > > Attachments: MATH-1128.patch > > > In "LocalLeastSquaresProblem" (private inner class defined in "o.a.c.m.fitting.leastsquares.LeastSquaresFactory"), the "evaluate" method computes the values of both the model and the Jacobian at creation of the "Evaluation" instance. > Optimizers ("LevenbergMarquardtOptimizer" in particular) may not need both for all of the evaluated points. And this can lead to too many evaluations of the model which in some applications is the costliest part. > In my use-case, the current code in "o.a.c.m.fitting.leastquares" leads to a performance degradation of about 20% w.r.t. the implementation in "o.a.c.m.optim.nonlinear.vector.jacobian". -- This message was sent by Atlassian JIRA (v6.2#6252)