TransportMaps.Algorithms.Adaptivity.RegressionAdaptivity

Module Contents

Classes

ToleranceSequentialL2RegressionBuilder

Basis builder through \(\mathcal{L}^2\) regression

class TransportMaps.Algorithms.Adaptivity.RegressionAdaptivity.ToleranceSequentialL2RegressionBuilder(eps, regression_params_list, monitor_params)

Bases: TransportMaps.Builders.L2RegressionBuilder

Basis builder through \(\mathcal{L}^2\) regression

Given a map \(M\), fit a supplied parametric transport map \(T\) through the solution of the \(\mathcal{L}^2\) regression problem

\[\arg\min_{\bf a}\left\Vert M - T \right\Vert_{\mathcal{L}^2} + \alpha \Vert {\bf a} \Vert_x\]

where \(\alpha\Vert{\bf a}\Vert_x\) is a regularization term, with respect to one of the available norms.

Parameters:

regression_params (dict) – dictionary of regression parameters

solve(transport_map_list, target_map, **extra_reg_params)