Hi.
On Wed, 18 Oct 2017 15:00:20 0600, Kearns, Aaron wrote:
> Hi,
>
> I have been using the LM solver in a leastsquares curve fitting
> function.
> I have been using some debugging statements every time the function
> (&
> Jacobian) is evaluated. I would like some clarification on what the
> number
> of evalutations vs. iterations is. My understanding is that the
> number of
> evaluations is the number of times the MultivariateJacobianFunction
> used in
> the leastsquares problem definition is run,
Indeed.
> whereas the number of
> iterations is the number of times a change in the input variables
> leads to
> an improvement in the cost function / residual.
The number of iterations is incremented by one for each pass
through the algorithm's in main loop:
http://commons.apache.org/proper/commonsmath/apidocs/srchtml/org/apache/commons/math4/fitting/leastsquares/LevenbergMarquardtOptimizer.html#line.337
> Is this a correct
> interpretation?
Probably (bugs notwithstanding).
> Would we be able to get the number of iterations based on
> just looking at the change in the cost function per evaluation of the
> MJF
> at different points and subtracting the times that a change in
> variables
> produced a worse cost?
Calling "getIterations()" would be more straightforward:
http://commons.apache.org/proper/commonsmath/apidocs/org/apache/commons/math4/fitting/leastsquares/LeastSquaresOptimizer.Optimum.html
HTH,
Gilles

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