Timeline for Gauss-Newton for quotient functions
Current License: CC BY-SA 3.0
3 events
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Sep 2, 2012 at 16:47 | comment | added | Alex Flint | My thought was that the Gauss-Newton algorithm approximates the Hessian by assuming that the function to be optimized looks like a sum of squared residuals. Although I can write my function as a sum of squared residuals, perhaps there is a better way to approximate the Hessian taking notice of the specific structure of my cost function. | |
Aug 31, 2012 at 0:44 | comment | added | Deane Yang | I could be wrong, but I doubt very much you can do better than using the overall gradient (which already is a weighted sum of the gradients of $f$, $g$, and $g$). | |
Aug 31, 2012 at 0:11 | history | asked | Alex Flint | CC BY-SA 3.0 |