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
- solve(regression_problem, initial_guess)¶