diff --git a/modopt/opt/algorithms/base.py b/modopt/opt/algorithms/base.py
index b236013b..c5a4b101 100644
--- a/modopt/opt/algorithms/base.py
+++ b/modopt/opt/algorithms/base.py
@@ -12,7 +12,7 @@
 
 
 class SetUp(Observable):
-    r"""Algorithm Set-Up.
+    """Algorithm Set-Up.
 
     This class contains methods for checking the set-up of an optimisation
     algorithm and produces warnings if they do not comply.
@@ -22,7 +22,7 @@ class SetUp(Observable):
     metric_call_period : int, optional
         Metric call period (default is ``5``)
     metrics : dict, optional
-        Metrics to be used (default is ``\{\}``)
+        Metrics to be used (default is ``None``)
     verbose : bool, optional
         Option for verbose output (default is ``False``)
     progress : bool, optional
@@ -34,6 +34,28 @@ class SetUp(Observable):
     use_gpu : bool, optional
         Option to use available GPU
 
+    Notes
+    -----
+    If provided, the ``metrics`` argument should be a nested dictionary of the
+    following form::
+
+        metrics = {
+            'metric_name': {
+                'metric': callable,
+                'mapping': {'x_new': 'test'},
+                'cst_kwargs': {'ref': ref_image},
+                'early_stopping': False,
+            }
+        }
+
+    Where ``callable`` is a function with arguments being for instance
+    ``test`` and ``ref``. The mapping of the argument uses the same keys as the
+    output of  ``get_notify_observer_kwargs``, ``cst_kwargs`` defines constant
+    arguments that will always be passed to the metric call.
+    If ``early_stopping`` is True, the metric will be used to check for
+    convergence of the algorithm, in that case it is recommended to have
+    ``metric_call_period = 1``
+
     See Also
     --------
     modopt.base.observable.Observable : parent class