levmarq-torch
A basic PyTorch implementation of the Levenberg-Marquardt algorithm. This solves minimization problems of the form
$$\mathbf{x}^* = \mathrm{argmin}_{\mathbf{x}} |\mathbf{y} - \mathbf{\hat{y}}(\mathbf{x})|^2 , .$$
The implementation is batched over the parameters $\mathbf{x}$ and datapoints $\mathbf{y}$.
Based on implementation 1 from Gavin 2022 and some help from Connor Stone.
Installation
Running
git clone git@github.com:adam-coogan/levmarq-torch.git
cd levmarq-torch
pip install .
will install the levmarq_torch package.
1 maintainer
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