ml-levenberg-marquardt
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    Interface LevenbergMarquardtOptions

    interface LevenbergMarquardtOptions {
        centralDifference?: boolean;
        damping?: number;
        dampingStepDown?: number;
        dampingStepUp?: number;
        errorTolerance?: number;
        gradientDifference?: number | ArrayLike<number>;
        improvementThreshold?: number;
        initialValues: ArrayLike<number>;
        jacobianFunction?: JacobianFunction;
        maxIterations?: number;
        maxValues?: ArrayLike<number>;
        minValues?: ArrayLike<number>;
        timeout?: number;
        weights?: number | ArrayLike<number>;
    }
    Index

    Properties

    centralDifference?: boolean

    If true the jacobian matrix is approximated by central differences otherwise by forward differences

    false
    
    damping?: number

    Levenberg-Marquardt parameter, small values of the damping parameter λ result in a Gauss-Newton update and large values of λ result in a gradient descent update

    1e-2
    
    dampingStepDown?: number

    factor to reduce the damping (Levenberg-Marquardt parameter) when there is not an improvement when updating parameters.

    9
    
    dampingStepUp?: number

    factor to increase the damping (Levenberg-Marquardt parameter) when there is an improvement when updating parameters.

    11
    
    errorTolerance?: number

    Minimum uncertainty allowed for each point.

    10e-3
    
    gradientDifference?: number | ArrayLike<number>

    The step size to approximate the jacobian matrix

    10e-2
    
    improvementThreshold?: number

    the threshold to define an improvement through an update of parameters

    1e-3
    
    initialValues: ArrayLike<number>

    Array of initial parameter values

    jacobianFunction?: JacobianFunction

    Analytical Jacobian of the model. When provided, the Jacobian is computed exactly instead of being approximated by finite differences, which avoids the extra model evaluations per parameter and usually converges in fewer iterations. centralDifference and gradientDifference are ignored when this option is set.

    maxIterations?: number

    Maximum of allowed iterations

    100
    
    maxValues?: ArrayLike<number>

    Maximum allowed values for parameters

    minValues?: ArrayLike<number>

    Minimum allowed values for parameters

    timeout?: number

    maximum time running before throw in seconds.

    weights?: number | ArrayLike<number>

    weighting vector, if the length does not match with the number of data points, the vector is reconstructed with first value.

    1