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https://issues.apache.org/jira/browse/MATH-1126?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14029202#comment-14029202
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Gilles commented on MATH-1126:
------------------------------
It seems that in the old implementation, "currentCost" is computed using
_unweighted_ residuals, while the new implementation uses _weighted_ residuals
(cf. override of "getResiduals" in class "DenseWeightedEvaluation").
> "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
> Labels: regression
> Attachments: LM_cost_NEW, LM_cost_OLD
>
>
> 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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