Alternative Objective Functions

These are objective functions made to be used with special fitting packages.

LeastSquaresOptim.jl objective

build_lsoptim_objective builds an objective function to be used with LeastSquaresOptim.jl.

build_lsoptim_objective(prob,tspan,t,data;
                        prob_generator = (prob,p) -> remake(prob,u0=convert.(eltype(p),prob.u0),p=p),
                        kwargs...)

The arguments are the same as build_loss_objective.

lm_fit

lm_fit is a function for fitting the parameters of an ODE using the Levenberg-Marquardt algorithm. This algorithm is really bad and thus not recommended since, for example, the Optim.jl algorithms on an L2 loss are more performant and robust. However, this is provided for completeness as most other differential equation libraries use an LM-based algorithm, so this allows one to test the increased effectiveness of not using LM.

lm_fit(prob::DEProblem,tspan,t,data,p0;
       prob_generator = (prob,p) -> remake(prob,u0=convert.(eltype(p),prob.u0),p=p),
       kwargs...)

The arguments are similar to before, but with p0 being the initial conditions for the parameters and the kwargs as the args passed to the LsqFit curve_fit function (which is used for the LM solver). This returns the fitted parameters.