ralna / RALFit

A non-linear least squares solver
Other
25 stars 6 forks source link

Add Robust LSQ support to solver #105

Open talassio opened 3 years ago

talassio commented 3 years ago

Add robust regression implicit sublinear function to callbacks.

It seems fairly easy to attach to the already existing callbacks a hook to add support for implicitly adding robustness functions. Added to RC3 enhancements

Source: https://scipy-cookbook.readthedocs.io/items/robust_regression.html Reference: https://link.springer.com/chapter/10.1007%2F3-540-44480-7_21 sec on robust opt.