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Add Gauss Newton and make LM work for NLS Problems #207

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avik-pal
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Don't merge it before #203

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codecov bot commented Sep 13, 2023

Codecov Report

Merging #207 (22a8fbe) into master (bf3a132) will decrease coverage by 0.87%.
Report is 24 commits behind head on master.
The diff coverage is 88.00%.

❗ Current head 22a8fbe differs from pull request most recent head 84f603b. Consider uploading reports for the commit 84f603b to get more accurate results

@@            Coverage Diff             @@
##           master     #207      +/-   ##
==========================================
- Coverage   94.42%   93.55%   -0.87%     
==========================================
  Files           7        8       +1     
  Lines         699      698       -1     
==========================================
- Hits          660      653       -7     
- Misses         39       45       +6     
Files Changed Coverage Δ
src/utils.jl 74.02% <70.73%> (-7.41%) ⬇️
src/gaussnewton.jl 75.80% <75.80%> (ø)
src/jacobian.jl 93.75% <91.89%> (+2.93%) ⬆️
src/NonlinearSolve.jl 96.29% <92.30%> (-3.71%) ⬇️
src/ad.jl 97.22% <96.00%> (-2.78%) ⬇️
src/trustRegion.jl 98.88% <97.36%> (+2.06%) ⬆️
src/levenberg.jl 98.38% <100.00%> (+2.67%) ⬆️
src/raphson.jl 100.00% <100.00%> (+2.89%) ⬆️

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@ChrisRackauckas
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Should LeastSquaresProblem be its own problem type?

@avik-pal
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Should LeastSquaresProblem be its own problem type?

That's actually a good point. I was thinking about this from a correctness standpoint. Currently if using a Nonlinear Solver for NLS, we will directly hit SteadyStateAdjoint which is clearly incorrect.

@ChrisRackauckas
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Also, a LeastSquaresProblem could use other methods like Optimization.jl stuff. So it just seems like a prudent way to handle it.

We should make Levenburg-Marquedt specialize on it too. Worth an issue, etc.

@avik-pal
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Damn it. Messed up the history. I will open a new PR

@avik-pal avik-pal closed this Sep 21, 2023
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3 participants