levmarq-torch


Namelevmarq-torch JSON
Version 0.0.1 PyPI version JSON
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SummaryBasic PyTorch implementation of the Levenberg-Marquardt algorithm
upload_time2023-05-04 17:00:22
maintainer
docs_urlNone
author
requires_python>=3.7
licenseMIT License Copyright (c) [2023] [Adam Coogan] Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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requirements functorch torch
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coveralls test coverage No coveralls.
            # 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](https://people.duke.edu/~hpgavin/ExperimentalSystems/lm.pdf)
and some help from [Connor Stone](https://github.com/ConnorStoneAstro/).

## Installation

Running
```
git clone git@github.com:adam-coogan/levmarq-torch.git
cd levmarq-torch
pip install .
```
will install the `levmarq_torch` package.

            

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