Optimization (parameter estimation)

PEtab.jl can easily integrate with various optimization packages like Optim.jl, Ipopt.jl, and Fides.py, as demonstrated in our examples.

Based on our extensive benchmarking, here's a good rule of thumb for selecting an optimizer:

  • If you're able to provide a full Hessian, then the Interior-point Newton method in Optim.jl generally performs better than the trust-region method in Fides.py.
  • If you can only provide a Gauss-Newton Hessian approximation (not the full Hessian), then the Newton trust-region method in Fides.py usually outperforms the interior-point method in Optim.jl.
Note

Each problem is distinct, and although the suggested option is typically effective, it may not be the ideal choice for a particular model.