/// <inheritdoc />
public override void Iteration()
{
if (!_initComplete)
{
_hessian.Init(_network, Training);
_initComplete = true;
}
PreIteration();
_hessian.Clear();
_weights = NetworkCODEC.NetworkToArray(_network);
_hessian.Compute();
double currentError = _hessian.SSE;
SaveDiagonal();
double startingError = currentError;
bool done = false;
bool singular;
while (!done)
{
ApplyLambda();
var decomposition = new LUDecomposition(_hessian.HessianMatrix);
singular = decomposition.IsNonsingular;
if (singular)
{
_deltas = decomposition.Solve(_hessian.Gradients);
UpdateWeights();
currentError = CalculateError();
}
if (!singular || currentError >= startingError)
{
_lambda *= ScaleLambda;
if (_lambda > LambdaMax)
{
_lambda = LambdaMax;
done = true;
}
}
else
{
_lambda /= ScaleLambda;
done = true;
}
}
Error = currentError;
PostIteration();
}
/// <summary>
/// Perform one iteration.
/// </summary>
public override void Iteration()
{
LUDecomposition decomposition;
PreIteration();
_hessian.Clear();
_weights = NetworkCODEC.NetworkToArray(_network);
_hessian.Compute();
double currentError = _hessian.SSE;
SaveDiagonal();
double startingError = currentError;
bool done = false;
while (!done)
{
ApplyLambda();
decomposition = new LUDecomposition(_hessian.HessianMatrix);
if (decomposition.IsNonsingular)
{
_deltas = decomposition.Solve(_hessian.Gradients);
UpdateWeights();
currentError = CalculateError();
if (currentError < startingError)
{
_lambda /= LevenbergMarquardtTraining.ScaleLambda;
done = true;
}
}
if (!done)
{
_lambda *= LevenbergMarquardtTraining.ScaleLambda;
if (_lambda > LevenbergMarquardtTraining.LambdaMax)
{
_lambda = LevenbergMarquardtTraining.LambdaMax;
done = true;
}
}
}
Error = currentError;
PostIteration();
}