Hi.

On Wed, 18 Oct 2017 15:00:20 -0600, Kearns, Aaron wrote:

> Hi,

>

> I have been using the LM solver in a least-squares curve fitting

> function.

> I have been using some debugging statements every time the function

> (&

> Jacobian) is evaluated. I would like some clarification on what the

> number

> of evalutations vs. iterations is. My understanding is that the

> number of

> evaluations is the number of times the MultivariateJacobianFunction

> used in

> the least-squares problem definition is run,

Indeed.

> whereas the number of

> iterations is the number of times a change in the input variables

> leads to

> an improvement in the cost function / residual.

The number of iterations is incremented by one for each pass

through the algorithm's in main loop:

http://commons.apache.org/proper/commons-math/apidocs/src-html/org/apache/commons/math4/fitting/leastsquares/LevenbergMarquardtOptimizer.html#line.337> Is this a correct

> interpretation?

Probably (bugs notwithstanding).

> Would we be able to get the number of iterations based on

> just looking at the change in the cost function per evaluation of the

> MJF

> at different points and subtracting the times that a change in

> variables

> produced a worse cost?

Calling "getIterations()" would be more straightforward:

http://commons.apache.org/proper/commons-math/apidocs/org/apache/commons/math4/fitting/leastsquares/LeastSquaresOptimizer.Optimum.htmlHTH,

Gilles

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