Gilles created MATH-1126:
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Summary: "LevenbergMarquardtOptimizer": Divergent behavior of new
code
Key: MATH-1126
URL: https://issues.apache.org/jira/browse/MATH-1126
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.3
Reporter: Gilles
The new implementation of "LevenbergMarquardtOptimizer" (package
"o.a.c.m.fitting.leastsquares") behaves differently from the previous one
(package ".a.c.m.optim.nonlinear.vector.jacobian").
This shows up not so much in the solutions respectively found by one and the
other implementation; there are fairly similar, but in my use-case, the number
of function evaluations is quite different. And this could explain an observed
35% performance degradation.
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