Construct · 1 fields · 1 citations

Levenberg-Marquardt algorithm: a standalone construct

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Optimization

method for nonlinear least squares that blends Gauss-Newton steps with gradient descent through an adaptive damping parameter.

In optimization, Levenberg-Marquardt algorithm refers to method for nonlinear least squares that blends Gauss-Newton steps with gradient descent through an adaptive damping parameter. This meaning comes from Marquardt (1963) in Journal of the Society for Industrial and Applied Mathematics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

damping3 fields · 4 citationsjingle · one word, three constructs descent3 fields · 4 citationsjingle · one word, three constructs gradient descent1 fields · 4 citationsanchor · a standalone construct

References

Marquardt, D. W. (1963). An Algorithm for Least-Squares Estimation of Nonlinear Parameters. Journal of the Society for Industrial and Applied Mathematics, 11(2), 431-441. https://doi.org/10.1137/0111030

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