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Levenberg-Marquardt Algorithm
Details of the Levenberg-Marquardt Algorithm and comparison between this method and the Gradient Descent and Newton-Raphson method are provided in this video. Gradient Descent Problems: 1:50 Newton-Raphson for finding a function's extrema: 5:58 Hessian Matrix: 8:59 Newton-Raphson Problems: 18:31 Levenberg-Marquardt Algorithm: 25:00 MATLAB demo ...
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A well-known test case in continuous optimization is the Rosenb... | Filo
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