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the calculation of **rho** in step_lm() seems wrong #148
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Thanks for the reply! Seems I should have a look at that paper :) |
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Thanks for the wonderful work!!
When I read the source code, I was confused by the calculation of
rho
in this line. I'll paste it here.double rho = (y0 - yi) / (d.dot(lm_lambda_ * d - b));
However, because we want to evaluate the similarity between the original model and the approximate model, I think the correct formula should be as follows:
double rho = (y0 - yi) / (d.dot((H + lm_lambda_ * Eigen::Matrix<double, 6, 6>::Identity()) * d + 2 * b)) * (-1.0);
I will attach my proof here.
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