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https://issues.apache.org/jira/browse/MATH-404?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12896911#action_12896911
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Gilles commented on MATH-404:
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{quote}
What would you propose for this ?
{quote}
I don't know.
However, it seems that this "non-fitting checker" case is not isolated. I
wanted to replace the original check in "BrentOptimizer" (package
"optimization.univariate") by a call to an appropriate subclass of
"RealConvergenceChecker", but here too there are more values to be considered
than those stored in a pair of "RealPointValuePair". The check needs
* the "current" point
* the points at both interval ends
but it does not use the "previous" point.
So it seems that this also does not fit with the "converged" method of the
"RealConvergenceChecker" interface.
At first sight, I'd say that there should be a more general
"ConvergenceChecker" (not existing yet) interface. Maybe using generics...
> Confusing interface for "LevenbergMarquardtOptimizer"
> -----------------------------------------------------
>
> 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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