LM Algorithm

LM Algorithm - LM Algorithm - Mensajes

#1 Publicado: 16/9/2018 18:14:14
Jean Giraud

Jean Giraud

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For this particular example, Carlos algorithm spits out in < hart beat !
Thanks again Carlos, it will surely help revamp some/many of the GenfitMinimize.

Jean

Levenberg_Marquardt_Code_CBG Copy.sm (65,28 KiB) descargado 1329 vez(es).
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Andrey Ivashov 26/9/2018 18:15:00
#2 Publicado: 18/9/2018 17:24:56
CBG

CBG

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Hello Jean,
The same example of the Levenberg Marquardt Algorithm, but obtaining
the Jacobian Matrix through finite differences




Levenberg_Marquardt_Code_CBG_Jean_JMFD.sm (77,37 KiB) descargado 1317 vez(es).


Best Regards

Carlos
#3 Publicado: 20/9/2018 11:23:37
Jean Giraud

Jean Giraud

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Wrote

Hello Jean,
The same example of the Levenberg Marquardt Algorithm, but obtaining
the Jacobian Matrix through finite differences



Thanks, Carlos: works fine.

More doctoring for you !

The work sheet "Otherwise" is only slightly otherwise for convenience, works fine.
The "Jacobian Fails" is another model attempted, Jacobian complains ... Ah !
Same model Pharmacokinetics works fine Conjugate gradient Minimize.
True: some model function can only be fitted by hand
True: GenfitMinimze may be difficult to initialize but work fine for my huge
collection [about 80 projects in Smath].

Cheers ... Jean

Levenberg_Marquardt_Code_CBG Model Otherwise Jacobian FAILS.sm (35,77 KiB) descargado 1328 vez(es).
Genfit Pharmacokinetics.sm (43,67 KiB) descargado 1269 vez(es).
Levenberg_Marquardt_Code_CBG Model Otherwise.sm (53,53 KiB) descargado 1338 vez(es).
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Andrey Ivashov 26/9/2018 18:15:00
#4 Publicado: 20/9/2018 12:04:20
Jean Giraud

Jean Giraud

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Wrote

More doctoring for you !



Jacobian is rescued but does not finish solving
... God does not love Jacob anymore !

Levenberg_Marquardt_Code_CBG Model Otherwise Jacobian NOT calc.sm (39,62 KiB) descargado 1302 vez(es).
#5 Publicado: 20/9/2018 23:24:19
CBG

CBG

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Hello Jean
Here is the L-M file that works with your example.

Levenberg_Marquardt_JMFD_CBG.sm (53,29 KiB) descargado 1288 vez(es).

L_M_JMDF_OK_Example_Jean.png


Best Regards

Carlos
#6 Publicado: 21/9/2018 16:50:22
Jean Giraud

Jean Giraud

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Wrote

Hello Jean
Here is the L-M file that works with your example.


Thanks Carlos for doctoring.
By some regrouping, timing dropped from 3.8 min down to 2.6 min.
Niece Smath document for classroom and publishing.
Jean

Genfit Pharmacokinetics L-M Copy.sm (60,57 KiB) descargado 1219 vez(es).
#7 Publicado: 26/9/2018 18:03:04
CBG

CBG

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Hi Jean
Another example of the application of the Levenberg Marquardt algorithm,
this time with the Tesla function.


L_M_Tesla_Function_OK.png
Levenberg_Marquard_Tesla_OK_CBG.sm (546,62 KiB) descargado 1341 vez(es).




Best Regards
Carlos
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Andrey Ivashov 26/9/2018 18:15:00, NDTM Amarasekera 26/9/2018 23:02:00
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