[jira] [Comment Edited] (MATH-1144) LevenbergMarquardtOptimizer does not allow to change current point during optimization

["Gilles (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-1144?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14172900#comment-14172900 ] 

Gilles edited comment on MATH-1144 at 10/15/14 8:45 PM:
--------------------------------------------------------

Thanks for the feedback.

bq. Probably we can validate currentPoint before passing it to problem.evaluate().

It seems that this would go against the latest design (and require to pass the {{ParameterValidator}} to each optimizer).

In the new version of the patch, I've added statements that update the point to be used by the optimizer (retrieving it from the current {{Evaluation}} instance).
Let me know how it goes with this one.

In the unit test I've created, it does not change anything (wrt the previous patch), unfortunately; probably it is too trivial.   Could you provide a simple unit test that we can put in the CM test suite?



was (Author: erans):
Thanks for the feedback.

bq. Probably we can validate currentPoint before passing it to problem.evaluate().

It seems that this would go against the latest design (and require to pass the {{ParameterValidator}} to each optimizer).

In the new version of the patch, I've added statements that update the point to be used by the optimizer (retrieving it from the current {{Evaluation}} instance).
Let me know how it goes with this one.

In the unit test I've created, it does not change anything (wrt the previod patch), unfortunately; probably it is too trivial.   Could you provide a simple unit test that we can put in the CM test suite?


> LevenbergMarquardtOptimizer does not allow to change current point during optimization
> --------------------------------------------------------------------------------------
>
>                 Key: MATH-1144
>                 URL: https://issues.apache.org/jira/browse/MATH-1144
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.3
>            Reporter: Olexiy Movchan
>              Labels: fitting
>             Fix For: 3.4
>
>         Attachments: LevenbergMarquardtOptimizer.java.patch, MATH-1144.patch, surface_fitting_tests.zip.001, surface_fitting_tests.zip.002
>
>
> It's a regression to commons-math v2.0.
> Our software uses LevenbergMarquardtOptimizer for surface fitting by sampled points. Our parameterization of the surface we are fitting may be unconstrained, for example it is enough to have only 4 variables to represent cylinder axis and origin (using euler angles and origin distance), but to simplify derivative computation we instead use 6 parameter representation (vector + point). To make sure that the we constrain our search to valid vectors and origins, we need to renormalize and update surface parameters on every step of optimization.
> Please see this article for details of 3d surface fitting and parameter normalization:
> http://nvlpubs.nist.gov/nistpubs/jres/103/6/j36sha.pdf
> Attached surface_fitting_tests.zip package with 2 unit tests that reproduce this problem.
> Contents of package:
> 1) simple - simple single file test that tests only in/out side effect of patched library
> 2) full - complex test that fits cylinder using sampled points (uses cylinder, fit, utils sources)
> 3) lib - contains commons-math3 jar libraries: v3.3 and v3.3A1 (patched). There are also library sources.
> 4) patch - contains SVN patch file
> To reproduce:
> Run SurfaceFitterFullTest.java and SurfaceFitterSimpleTest.java tests with commons-math3-3.3.jar OR commons-math3-3.3A1.jar libraries.



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