[
https://issues.apache.org/jira/browse/MATH-1126?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Gilles updated MATH-1126:
-------------------------
Description:
The new implementation of "LevenbergMarquardtOptimizer" (package
"o.a.c.m.fitting.leastsquares") behaves differently from the previous one
(package "o.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.
was:
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.
> "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 "o.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.
--
This message was sent by Atlassian JIRA
(v6.2#6252)
