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Add reference for SR3 trimming
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briandesilva committed Sep 18, 2020
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6 changes: 5 additions & 1 deletion pysindy/optimizers/sr3.py
Expand Up @@ -21,12 +21,16 @@ class SR3(BaseOptimizer):
0.5\\|y-Xw\\|^2_2 + \\lambda \\times R(v)
+ (0.5 / \\nu)\\|w-v\\|^2_2
where :math:`R(v)` is a regularization function. See the following reference
where :math:`R(v)` is a regularization function. See the following references
for more details:
Zheng, Peng, et al. "A unified framework for sparse relaxed
regularized regression: Sr3." IEEE Access 7 (2018): 1404-1423.
Champion, Kathleen, et al. "A unified sparse optimization framework
to learn parsimonious physics-informed models from data."
arXiv preprint arXiv:1906.10612 (2019).
Parameters
----------
threshold : float, optional (default 0.1)
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