[AMR] Many learnings from exercises

This commit is contained in:
2026-08-03 15:50:56 +02:00
parent d50e6bd547
commit a106331872
21 changed files with 81 additions and 38 deletions
@@ -1,10 +1,11 @@
\subsection{Non-Linear Least Squares}
Find $\vec{x}^* = \text{argmax}\; \P(\vec{x} | \vec{z}) = \argmin{}(-\log(\P(\vec{x}|\vec{z})))$
\bi{Gauss-Newton} Need func $F$ and its Jacobian (or derivative) $D$
\rmvspace
\bi{Gauss-Newton} Need func $F$ and its Jacobian (or derivative) $DF$
\rmvspace[0.3]
% TODO: Error propagation laws
\begin{minted}[
{\small
\begin{minted}[
breaklines,
breakindentnchars=2,
]{python}
@@ -13,13 +14,15 @@ def gauss_newton(x: np.ndarray, F, DF, tol=1e-6):
x = x-s; k = 1
while np.linalg.norm(s) > tol * np.linalg.norm(x):
s = np.linalg.lstsq(DF(x), F(x))[0]
x = x-s; k += 1 # k opt for max iter
x = x-s; k += 1 # k optional for max iter
return x, k
\end{minted}
\rmvspace
}
\rmvspace[0.4]
\bi{Levenberg-Marquardt}
Minimize $||F(x^{(k)}) + DF(x^{(k)})|| + \lambda||s||$.
Minimize $||F(x^{(k)}) + DF(x^{(k)})||^2 + \lambda||s||^2$,
with $s = \lambda_k DF(x^{(k)})$, $\lambda_k$ is called the \textit{learning rate}
% TODO: Do we need these?
\bi{Local Param.}