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add support for selecting from various penalty matrices #2

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dswah opened this issue Jan 24, 2017 · 2 comments
Closed

add support for selecting from various penalty matrices #2

dswah opened this issue Jan 24, 2017 · 2 comments
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@dswah
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dswah commented Jan 24, 2017

create a few standard penalty matrices to chose from:

  • 2nd order smoothing (TOP)
  • circular smoothing (periodic data) (TOP)
  • harmonic smoothing (i think this is just p>=1) (TOP)
  • monotone smoothing (TOP)
  • non-negative impulse response
  • varying penalties
  • etc
@dswah dswah modified the milestone: v0.1.0 Mar 20, 2017
@dswah
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dswah commented Apr 17, 2017

monotone smoothing and convex smoothing doent make too much sense as penalties since why you want to slightly enforce them?

ive moved them to constraints.

right now we've got

PENALTIES = {'auto': 'auto',
             'derivative': derivative,
             'l2': l2,
             'none': none,
            }

CONSTRAINTS = {'convex': convex,
               'concave': concave,
               'monotonic_inc': monotonic_inc,
               'monotonic_dec': monotonic_dec,
               'circular': circular,
               'none': none
              }

where derivative means 2order smoothing

@dswah
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dswah commented Apr 17, 2017

just change the name of derivative to something more intuitive (and maybe make it more interactive ie choose difference order?).

this is done.

@dswah dswah closed this as completed Apr 17, 2017
dswah pushed a commit that referenced this issue Dec 10, 2017
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