JuliaArrays / JuliaArrays/DualArrays.jl

Example: Levenberg-Marquadt Algorithm

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Julia
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Description

Per Fitzgibbon's paper: the optimisations of DualArrays.jl provide a way to speed up the Levenberg-Marquadt algorithm (LM algorithm), particularly useful in fitting small to medium neural networks. This is because the LM algorithm combines the speed of convergence of the Gauss-Newton method with the stability of gradient descent (Yu and Wilamowski, 2010). An example of this on a neural network to showcase this could be good

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Research direction

Start by reviewing the DualArrays.jl package and the cited Fitzgibbon paper to understand how its optimisations relate to the Levenberg-Marquardt algorithm. Identify where an example should live, then add a neural-network fitting example that demonstrates the algorithm and its relevance to small or medium networks.

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Assessment

Tech stack
julia
Domain
documentation, machine-learning
Issue type
Documentation
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
35/100

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