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Levenberg Marquardt, beginners question
http://forum.alglib.net/viewtopic.php?f=2&t=3759
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Author:  Sergey.Bochkanov [ Tue Jul 19, 2016 1:29 pm ]
Post subject:  Re: Levenberg Marquardt, beginners question

> Thank you. Does this mean that a good choice of scaling
> is to set the scaling equal to my upper bounds?
In most cases - yes. However, if you have coefficient whose bounds are [0.001,1], lower bound seems to be more appropriate.

Author:  Chillosaurus [ Wed Jul 20, 2016 1:36 pm ]
Post subject:  Re: Levenberg Marquardt, beginners question

>> In most cases - yes. However, if you have coefficient whose bounds are [0.001,1], lower bound seems to be more appropriate.

How can I know if upper or lower bound is more appropiate for the selection of the scaling coefficient?

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