Levenberg–Marquardt algorithm - Wikipedia

In mathematics and computing, the Levenberg–Marquardt algorithm (LMA or just LM), also known as the damped least-squares (DLS) method, is used to solve non-linear least squares problems. These minimization problems arise especially in least squares curve fitting. The LMA interpolates between the Gauss–Newton algorithm (GNA) and the method of gradient descent. The LMA is more robust than the GNA, w

[myuuuuun]

Gauss-Newtonの一種らしい

[abrahamcow]

非線形最小二乗法

[knmsyk]

also known as the damped least-squares (DLS) method, provides a numerical solution to the problem of minimizing a function, generally nonlinear, over a space of parameters of the function. These minimization problems arise especially in least squares curve fitting and nonlinear programming.

[triadsou]

レーベンバーグ・マルカール (マルカート) 法 / リッジ回帰的な制約が入っているので、パラメータ間の相関が強いときも悪くないらしい

[k_yon]

繰り返し収束計算