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From Ole Ersoy <ole.er...@gmail.com>
Subject Re: [math] LevenbergMarquardt Evaluation Lazy vs. Unlazy
Date Fri, 05 Feb 2016 00:56:20 GMT


On 02/04/2016 04:13 PM, Gilles wrote:
> On Thu, 4 Feb 2016 14:10:39 -0600, Ole Ersoy wrote:
>> Hi,
>>
>> Has anyone performed any benchmarking on lazy vs. unlazy
>> Evaluation(s)
>
> Someone did:
>   https://issues.apache.org/jira/browse/MATH-1128
>
>> or is there some obvious criteria on when to use one vs.
>> the other?  I only see getResiduals() being called once in the
>> optimize() method right after a new evaluation is created:
>>
>>                 current = problem.evaluate(new
>> ArrayRealVector(currentPoint));
>>                 currentResiduals = current.getResiduals().toArray();
>>
>> Thoughts?
>
> The problem is "getJacobian()", called only in the outer loop.
> Method "evaluate" is also called in an inner loop where only
> the residuals are used.

So if the optimizer is supplied with individual function implementations that are called to
calculate residuals and the jacobian matrix 'on demand / when needed' then the question of
whether to use a lazy evaluation vs. the regular evaluation goes away (I think without any
drawbacks)?

Ole

>
> Gilles
>
>>
>> TIA,
>> Ole
>>
>>
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