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Additon of levenberg-marquardt optimizer in TORCH.OPTIM #51407

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bhanudaysharma opened this issue Jan 30, 2021 · 0 comments
Open

Additon of levenberg-marquardt optimizer in TORCH.OPTIM #51407

bhanudaysharma opened this issue Jan 30, 2021 · 0 comments
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enhancement Not as big of a feature, but technically not a bug. Should be easy to fix module: optimizer Related to torch.optim triaged This issue has been looked at a team member, and triaged and prioritized into an appropriate module

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bhanudaysharma commented Jan 30, 2021 •
edited by pytorch-probot bot

馃殌 Feature

Additon of levenberg-marquardt algorithm in TORCH.OPTIM

Motivation

The Levenberg-Marquardt (LM) algorithm is a classical and standard algorithm used to solve non-linear least squares problems. Though the scipy.optimize.curve_fit provides a great implementation of it, it is serial and runs of CPU. The curve_fit from SciPy becomes very slow in case of large problems, and therefore a GPU version is needed.

Pitch

GPU version of scipy.optimize.curve_fit

cc @vincentqb
@H-Huang H-Huang added enhancement Not as big of a feature, but technically not a bug. Should be easy to fix module: optimizer Related to torch.optim triaged This issue has been looked at a team member, and triaged and prioritized into an appropriate module labels Feb 2, 2021
@tvercaut tvercaut mentioned this issue Sep 26, 2023
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enhancement Not as big of a feature, but technically not a bug. Should be easy to fix module: optimizer Related to torch.optim triaged This issue has been looked at a team member, and triaged and prioritized into an appropriate module
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