pysindy.optimizers

Classes

BaseOptimizer

Base class for SINDy optimizers.

EnsembleOptimizer

Wrapper class for ensembling methods.

WrappedOptimizer

Wrapper class for generic optimizers/sparse regression methods

SR3

Sparse relaxed regularized regression.

STLSQ

Sequentially thresholded least squares algorithm.

ConstrainedSR3

Sparse relaxed regularized regression with linear (in)equality constraints.

StableLinearSR3

Sparse relaxed regularized regression for building a-priori stable linear models.

TrappingSR3

Generalized trapping variant of sparse relaxed regularized regression.

SSR

Stepwise sparse regression (SSR) greedy algorithm.

FROLS

Forward Regression Orthogonal Least-Squares (FROLS) optimizer.

SINDyPI

SINDy-PI optimizer

MIOSR

Mixed-Integer Optimized Sparse Regression.