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Automatic Regularization Selection #68

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merged 28 commits into from
Oct 21, 2024

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@shanemcq18 shanemcq18 commented Oct 21, 2024

Automatic regularization selection:

  • New methods fit_regselect_continuous() and fit_regselect_discrete() in the ROM and ParametricROM classes.
  • utils.gridsearch() implements grid search followed up by derivative-free log-scale optimization.
  • Class method TikhonovSolver.get_operator_regularizer() to construct diagonal Tikhonov regularizers where each operator is regularized by a different scalar.

New transformers for custom shifting / scaling:

  • pre.ShiftTransformer
  • pre.ScaleTransformer
  • pre.NullTransformer
  • pre.TransformerPipeline

Small improvements:

  • Executing individual test files now runs the tests contained within.
  • utils.TimedBlock has a rebuffer attribute that, when set to True, prevents printing until the end of the block.
  • Improved test coverage, fixed some documentation typos, etc.

Regularization selection is not demonstrated yet in tutorials.

@shanemcq18 shanemcq18 added the enhancement New feature or request label Oct 21, 2024
@shanemcq18 shanemcq18 merged commit 9eccfaa into Willcox-Research-Group:main Oct 21, 2024
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@shanemcq18 shanemcq18 deleted the reg branch October 21, 2024 21:04
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