LM算法

老外写的The Levenberg-Marquardt (LM) algorithm is the most widely used optimization algorithm. It

outperforms simple gradient descent and other conjugate gradient methods in a wide variety of

problems. This document aims to provide an intuitive explanation for this algorithm. The LM

algorithm is fi rst shown to be a blend of vanilla gradient descent and Gauss-Newton iteration.

Subsequently, another perspective on the algorithm is provided by considering it as a trust-region

method-The Levenberg-Marquardt (LM) algorithm is the most widely used optimization algorithm. It

outperforms simple gradient descent and other conjugate gradient methods in a wide variety of

problems. This document aims to provide an intuitive explanation for this algorithm. The LM

algorithm is fi rst shown to be a blend of vanilla gradient descent and Gauss-Newton iteration.

Subsequently, another perspective on the algorithm is provided by considering it as a trust-region

method