Adding regularization feature in parmest as an option to the default SSE objective #3550
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@djlaky @adowling2 Please provide early feedback |
sscini
changed the title
adowling2
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Apr 2, 2025
pyomo/contrib/parmest/parmest.py
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| Added to SSE objective function | ||
| """ | ||
| expr = ((theta - theta_ref).transpose() * prior_FIM * (theta - theta_ref) for theta in model.unknown_parameters.items()) |
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Does this run? My intuition is that you need to write out the matrix multiplication and cannot use matrix multiplication.
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UPDATE (07/15/25); Intended to be added AFTER Shammah's weighted SSE PR (#3535) and follow a similar format, adding another option for available objectives using Enums. Currently preparing for next stage of review |
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@adowling2 @djlaky Made some edits to this finally. Meant to follow Shammah's layout in PR #3535, waiting to merge, currently some conflicts I cannot resolve on my end. Made it's own full objective instead of a term to add. Also added weighting term. Ready for next round of review. |
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Fixes # .
Summary/Motivation:
Currently, the only default objective is the standard SSE objective. This edit provides the capability to add a
regularization term to the SSE objective with a prior FIM and reference parameter values.
Changes proposed in this PR:
TODO before converting from draft
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