Lecture 2021-2: Appl. Math. Fin./Computational Finance 2 (30): Levenberg-Marquardt Optimizer
Channel: finmath
Date: 14/02/2022

Lecture 2021-2: Applied Mathematical Finance / Computational Finance 2: Session 30: Levenberg-Marquardt Optimizer

- Levenberg-Marquardt Optimizer
- Tikhonov Regularization
- Gradient Decent Method
- Newton's Method
- Interpretation of the Parameter 𝞴
- Levenberg-Marquardt Algorithm
- Code Session
- Logging