Nonlinear least squares minimises for a residual vector . The Gauss–Newton method approximates the Hessian by , the Jacobian of , and solves . The Levenberg–Marquardt algorithm (Levenberg, 1944; Marquardt, 1963) damps it, , raising after a failed step (toward scaled gradient descent) and lowering it after a success (toward Gauss–Newton).
Quantitative Finance · المسرد
ما معنى Nonlinear least squares, Gauss–Newton, Levenberg–Marquardt؟
يُعرف أيضًا باسم: nonlinear least squares · Gauss--Newton method · Levenberg--Marquardt algorithm