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Extended Parmest Capability for weighted SSE objective #3535
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@slilonfe5 Here is some quick feedback
Feedback on the
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@adowling2 @djlaky I also updated the calculation for the normal SSE such that we can use the user-supplied measurement error if defined; otherwise, we calculate the measurement error as usual. |
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Nice progress. I think it is time to start writing tests for the new capabilities.
pyomo/contrib/parmest/parmest.py
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cov = pd.DataFrame( | ||
cov, index=thetavals.keys(), columns=thetavals.keys() | ||
) | ||
# elif self.obj_function == 'SSE_weighted': |
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Remove this commented out code?
cov = pd.DataFrame( | ||
cov, index=thetavals.keys(), columns=thetavals.keys() | ||
) | ||
if self.obj_function == 'SSE': # covariance calculation for measurements in the same unit |
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Are you adding the same code in two places? If so, can we streamline this into a function to avoid duplicate code?
@slilonfe5 Once you have the tests ready, tag us for feedback. Also, I think you can skip adding this to the depreciated class. |
Fixes # .
Summary/Motivation:
Currently, the Parmest SSE objective does not support measurements in different units. This work adds a new capability (i.e., weighted SSE) to Parmest to handle measurements in different units.
Changes proposed in this PR:
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