[jira] [Commented] (MATH-1658) ConvergenceChecker should implement OptimizationData

["François Laferrière (Jira)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-1658?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17707890#comment-17707890 ] 

François Laferrière commented on MATH-1658:
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I am not sure that optim package should follow the same pattern as fitting.leastsquare. Indeed I was a bit surprised (to say the less) by the extensive use "instanceof" in optim package. On the other hand side, I am not convinced at all by the radical immutability of the leastsquare package. It is due to my personal use cases. I use optim in a Digital Signal Processing application where the Optimizer...optimize(...) is called literally millions on time with tiny changes to parameters each time. So with my use case, reallocating a new Optimizer each time may be an issue.

Another point that LeastSquaresOptimizer implementations (Gauss-Newton and Levenberg-Marquard) have a relatively small number of constructor parameters.  LevenbergMarquardtOptimizer main constructor have 5 double parameters which is close to the limit beyond wich API is error prone (especially if many parameters are of the same type).

Optimizer implementation can have often more than 10 parameters and have many of them with default value. So the current API entailing a variable length list of OptimizationData seems (at least to me)à more practical and less error prone.

So I suggest to stick to the old interface for optim, and just make ConvergenceChecker consistent with the rest of OptimizationData.

> ConvergenceChecker should implement OptimizationData
> ----------------------------------------------------
>
>                 Key: MATH-1658
>                 URL: https://issues.apache.org/jira/browse/MATH-1658
>             Project: Commons Math
>          Issue Type: Improvement
>          Components: legacy
>    Affects Versions: 4.0-beta1
>            Reporter: François Laferrière
>            Priority: Minor
>
> It is a bit peculiar that with BaseOptimizer, ConvergenceChecker can be passed only in constructor.
> It should be possible to change ConvergenceChecker at any other time.
> Further it is a bit strange that the constructor do not accept other OptimizationData.
> In my use cases, I need to create an optimizer once with complex OptimizationData and reuse it many time with very few changes (including changing the ConvergenceChecker).
> So, I suggest that
>  * ConvergenceChecker implements OptimizationData.
>  * protected BaseOptimizer(ConvergenceChecker<PAIR> checker) is replaced by protected BaseOptimizer(OptimizationData... optData) 
> Doing so is compatible with existing code and provide much more flexibility.



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