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Add a simple post-optimisation identifiability check #362

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NicolaCourtier opened this issue Jun 13, 2024 · 0 comments · May be fixed by #363
Open

Add a simple post-optimisation identifiability check #362

NicolaCourtier opened this issue Jun 13, 2024 · 0 comments · May be fixed by #363
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enhancement New feature or request

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@NicolaCourtier
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Feature description

Add a function that can assess the identifiability of an optimisation result and return an informative message to the user.

Motivation

To help users consider the identifiability of an optimal point.

Possible implementation

Compute a finite difference approximation of the Hessian matrix around the result of an optimisation and classify the eigenvalues.

Additional context

Useful webpage related to this issue: https://sethna.lassp.cornell.edu/Sloppy/WhatAreSloppyModels.html

@NicolaCourtier NicolaCourtier added the enhancement New feature or request label Jun 13, 2024
@NicolaCourtier NicolaCourtier self-assigned this Jun 13, 2024
@NicolaCourtier NicolaCourtier linked a pull request Jun 14, 2024 that will close this issue
15 tasks
@NicolaCourtier NicolaCourtier linked a pull request Jun 14, 2024 that will close this issue
15 tasks
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Labels
enhancement New feature or request
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