C# Класс Accord.Math.Optimization.GaussNewton

Gauss-Newton algorithm for solving Least-Squares problems.
This class isn't suitable for most real-world problems. Instead, this class is intended to be use as a baseline comparison to help debug and check other optimization methods, such as LevenbergMarquardt.
Наследование: ILeastSquaresMethod
Показать файл Открыть проект

Открытые методы

Метод Описание
ComputeError ( double input, double output ) : double

Compute model error for a given data set.

GaussNewton ( int parameters ) : System

Initializes a new instance of the GaussNewton class.

Minimize ( double inputs, double outputs ) : double

Attempts to find the best values for the parameter vector minimizing the discrepancy between the generated outputs and the expected outputs for a given set of input data.

Описание методов

ComputeError() публичный метод

Compute model error for a given data set.
public ComputeError ( double input, double output ) : double
input double The input points.
output double The output points.
Результат double

GaussNewton() публичный метод

Initializes a new instance of the GaussNewton class.
public GaussNewton ( int parameters ) : System
parameters int The number of variables (free parameters) /// in the objective function.
Результат System

Minimize() публичный метод

Attempts to find the best values for the parameter vector minimizing the discrepancy between the generated outputs and the expected outputs for a given set of input data.
public Minimize ( double inputs, double outputs ) : double
inputs double A set of input data.
outputs double The values associated with each /// vector in the data.
Результат double