LM Damping Update

Problem

Adjust the Levenberg-Marquardt damping parameter after a trial step.

If ratio < 0.25 multiply lam by grow; if ratio > 0.75 multiply lam by shrink; otherwise keep lam unchanged. Return [lam_new, accepted] where accepted is the boolean ratio > 0.0.

Hint

Poor steps increase damping; very good steps decrease it.

Test cases

case 1

in: [1,0.1,2,0.5]

expected: [2,true]

case 2

in: [1,0.9,2,0.5]

expected: [0.5,true]

case 3

in: [1,0.5,2,0.5]

expected: [1,true]

case 4

in: [4,-0.2,10,0.1]

expected: [40,false]

Starter codePython

def lm_damping_update(lam, ratio, grow, shrink):
    # Returns [lam_new, accepted]
    # Your code here
    pass

4 test cases · run your code against them in the editor