Add an optional regularization parameter to RadialBasis, preventing SingularValueException. #512
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Added `regularization=0.0` argument to `RadialBasis` type, constructor and to `_calc_coeffs`. The regulatization parameter is added on the diagnal of the D matrix to avoid `SingularException`.
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@ChrisRackauckas, can you trigger CI? |
ChrisRackauckas
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Apr 10, 2025
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Added
regularization=0.0argument toRadialBasistype, constructor and to_calc_coeffs. The regularization parameter is added on the diagonal of the D matrix to avoidSingularException.Checklist
test\Radials.jltest\Radials.jlcontributor guidelines, in particular the SciML Style Guide and
COLPRAC.
Additional context
Optimizing with a RadialBasis surrogate often result in many points close to the optimum being added. This results in a SingularValueException, preventing successful optimization. Addition of a small regularization parameter of the diagonal of the
Dmatrix prevents this issue. The value is added as an optional argument with default value of 0, in order to preserve default behavior.See issue #482.