[Maxima] "Line search failed" in lsquares
Jan.Ploski at offis.de
Thu Sep 11 03:43:48 CDT 2008
"Robert Dodier" <robert.dodier at gmail.com> schrieb am 09/11/2008 03:54:07
> On Wed, Sep 10, 2008 at 9:44 AM, Jan Ploski <Jan.Ploski at offis.de> wrote:
> > I can see by plotting that the initial parameters hit the data pretty
> Hmm. Really? Looks fairly noisy to me ...
What I meant is that the curve does not lie light years away from the
data, which I suspected might cause trouble. I know that the actual values
decrease exponentially (I'm estimating per process memory consumption of a
distributed memory application), so the noise does not bother me much.
> > Can you give me a clue why it fails and what I could do to correct it?
> Try dividing all the y values by a large number such as 1e8.
> After that I get a = 4.8, b = 0.26 approximately.
> I guess you'll have to rescale a.
Scaling the data to [0,1] worked perfectly for all cases where it was
failing before. Thanks!
> > Also, what are the meanings of the undocumented "iprint" parameter and
> > of the "tol" parameter, which is mentioned, but not explained in the
> > documentation?
> iprint and tol are parameters which are recognized by the LBFGS
> algorithm. ? lbfgs says more about that. Sorry that the documentation
> is incomplete.
> I am glad to see that you find some use in the lsquares code.
> If you have any comments about what would make it more useful,
> I would be interested to hear about it.
Obviously, making it automatically cope with large-valued data would be
nice. But it becomes a cosmetic detail once you know that the scaling is
required. Maybe you can just mention it in the documentation.
Dipl.-Inform. (FH) Jan Ploski
FuE Bereich Energie | R&D Division Energy
Escherweg 2 - 26121 Oldenburg - Germany
Phone/Fax: +49 441 9722 - 184 / 202
E-Mail: Jan.Ploski at offis.de
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