Add option to regularize linear fits #17
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jsdillon
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Aug 23, 2023
hera_filters/tests/test_dspec.py
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| # Compare regularized regression to standard least squares | ||
| mdl_reg, res_reg, _ = dspec.fourier_filter(freqs, d, w, [0.], [700e-9], suppression_factors=[0.], | ||
| mode='dpss_solve', ridge_alpha=1e-3, eigenval_cutoff=[1e-12]) | ||
| mdl, res, _ = dspec.fourier_filter(freqs, d, w, [0.], [700e-9], suppression_factors=[0.], | ||
| mode='dpss_solve', eigenval_cutoff=[1e-12]) |
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Should we test the other solvers that use ridge alphas?
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Specifically matrix and leastsq
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This PR adds the option to regularize linear least squares fits of DPSS and DFT bases to data as is done in
dspec.fourier_filter. Regularizing these fits is particularly useful in preventing pop-ups as are seen when fitting DPSS basis vectors to data with wide gaps. Here's an example of using regularizing with the DPSS basis on simulated data with a large gap relative to the filter size.