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
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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.
| # Regularize the objective function | ||
| second_stage_rule = SSE + regularize_term(prior_FIM = self.prior_FIM, theta_ref = self.theta_ref) | ||
| elif self.prior_FIM: | ||
| theta_ref = model.unknown_parameters.values() |
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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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