GaussNewton

class probnum.filtsmooth.optim.GaussNewton(kalman, stopping_criterion=None)

Bases: probnum.filtsmooth.optim.StateSpaceOptimizer

Gauss-Newton optimizer in state-space models.

Equivalent to the iterated Kalman smoother.

Note

This class of algorithms solves regression problems. As such, it computes a posterior distribution over states. It has not much to do with hyperparameter optimization.

Methods Summary

solution_generator(regression_problem, …)

solve(regression_problem, initial_guess)

Methods Documentation

solution_generator(regression_problem, initial_guess)[source]
solve(regression_problem, initial_guess)