| Package | Description |
|---|---|
| net.finmath.optimizer |
This package provides classes with numerical algorithm for optimization of
an objective function and a factory to easy construction of the optimizers.
|
| Modifier and Type | Class and Description |
|---|---|
class |
StochasticPathwiseLevenbergMarquardtAD
This class implements a stochastic Levenberg Marquardt non-linear least-squares fit
algorithm.
|
| Modifier and Type | Method and Description |
|---|---|
StochasticPathwiseLevenbergMarquardt |
StochasticPathwiseLevenbergMarquardt.clone()
Create a clone of this LevenbergMarquardt optimizer.
|
StochasticPathwiseLevenbergMarquardt |
StochasticPathwiseLevenbergMarquardt.getCloneWithModifiedTargetValues(List<RandomVariable> newTargetVaues,
List<RandomVariable> newWeights,
boolean isUseBestParametersAsInitialParameters)
Create a clone of this LevenbergMarquardt optimizer with a new vector for the
target values and weights.
|
StochasticPathwiseLevenbergMarquardt |
StochasticPathwiseLevenbergMarquardt.getCloneWithModifiedTargetValues(RandomVariable[] newTargetVaues,
RandomVariable[] newWeights,
boolean isUseBestParametersAsInitialParameters)
Create a clone of this LevenbergMarquardt optimizer with a new vector for the
target values and weights.
|
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