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From Gilles <>
Subject Re: [math] Levenerg-Marquardt evaluations vs. iterations
Date Fri, 20 Oct 2017 13:59:58 GMT

On Wed, 18 Oct 2017 15:00:20 -0600, Kearns, Aaron wrote:
> Hi,
> I have been using the LM solver in a least-squares 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 least-squares problem definition is run,


> 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:

> 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 
> at different points and subtracting the times that a change in 
> variables
> produced a worse cost?

Calling "getIterations()" would be more straightforward:


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