Confusing interface for "LevenbergMarquardtOptimizer"
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Key: MATH-404
URL: https://issues.apache.org/jira/browse/MATH-404
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.1
Reporter: Gilles
Fix For: 2.2
{{LevenbergMarquardtOptimizer}} inherits from {{AbstractLeastSquaresOptimizer}}
which in turn implements {{DifferentiableMultivariateVectorialOptimizer}}. That
interface mandates methods for setting and getting a
{{VectorialConvergenceChecker}}.
In v2.1, however, that checker is never used! The convergence check is
performed using parameters specific to the Levenberg-Marquardt algorithm. Such
circumvention of the superclass interface is confusing and leads to totally
unexpected behaviour (such as changing the values of the thresholds of the
{{VectorialConvergenceChecker}} being ineffective).
In the development version, the default constructor of
{{LevenbergMarquardtOptimizer}} sets the the {{VectorialConvergenceChecker}}
field to "null" and when such is the case, the behaviour is as in v2.1.
Although it is documented, this is still confusing since it is impossible to
use {{LevenbergMarquardtOptimizer}} through its
{{DifferentiableMultivariateVectorialOptimizer}} interface: When using the
{{VectorialConvergenceChecker}}, one does not know what parameters to use in
order to reproduce the results obtained with the LM-specific convergence check
(i.e. how to reproduce the result from v2.1).
Unless I'm missing something, I think that there should be an LM-specific
implementation of {{VectorialConvergenceChecker}} that, when given the usual
relative and absolute thresholds, can perform a check that will give the same
result as the currently specific check (when the "checker" field is "null").
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