How would you introduce the Levenberg-Marquardt algorithm:
- To someone who understand the concept of minimisation and derivative.
- By using intuition instead of equation if possible.
For instance a way to explain Newton, Gauss-Newton or Gradient-descent algorithms is to use such illustrations:
Next iteration where the first derivative = 0.
Next iteration where the second derivative is minimal.
[Animated illustration of the Gradient algorithm: i.stack.imgur.com/X93yc.gif]
Step size increases if direction stays the same and is dropped when the gradient has changed its direction
Is there any equivalent illustration for the Levenberg-Marquardt algorithm?