[SciPy-Dev] Minimizer in scipy.optimize

Denis Laxalde denis.laxalde@mcgill...
Sat Mar 17 08:40:17 CDT 2012

Martin Teichmann a écrit :
> I had been working on a mostly-python implementation of the
> Levenberg-Marquardt algorithm for data fitting

It's terminology but I find quite strange that the
Levenberg-Marquardt method is referred to as a data fitting algorithm
whereas it is actually an algorithm to solve non-linear least squares
problems which happens to be useful for data fitting problems.
(I personally use this algorithm quite often but almost never for data

Pauli Virtanen a écrit :
> Your contribution splits into two independent parts:
> (a) a new implementation of Levenberg-Marquardt in Python/Cython
> (b) a new API for fitting


> However, I feel uncomfortable replacing the MINPACK minimization
> routine with a new implementation, which has not yet stood the test
> of time. So merging this part gets +1 from me, but it should not
> override `leastsq`, at least not yet.

I agree. Despite its possible drawbacks, MINPACK's implementation is a
reference and I think it ought to stay. Perhaps a convenient solution
would be to add a dedicated parameter to the existing leastsq function
to switch between the two available implementations.


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