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Ohjeah / sparsereg

a collection of modern sparse (regularized) linear regression algorithms.
MIT License
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Constrained SR3 #26

Closed akaptano closed 4 years ago

akaptano commented 4 years ago

Adding my PySINDy branch with the following new features:

  1. Initial guesses to a SINDy optimization object
  2. Constrained SR3 and STLSQ algorithms (based on Kathleen's code)
  3. Matrix of thresholds, implemented only for constrained SR3 for now (although constrained SR3 can be used without using constraints and is equivalent to SR3). My work here may not be grounded in robust proofs about convergence ... but it seems to work okay in practice.
  4. Added an example ipython notebook in /examples/ from my plasma physics work. Added some very small data files in /examples/data/ for this ipython notebook.

Let me know how I can help. Best, Alan

Edit: Sorry, I think this should be merging into the PySINDy branch maintained by Brian, which is forked from Ohjeah:master. Let me know if I should resubmit this.

Ohjeah commented 4 years ago

Hey @akaptano could you re-open die PR to the dynamicslab/pysindy master branch?