diff --git a/docs/build/doctrees/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.doctree b/docs/build/doctrees/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.doctree index b94132a2977bb9093693f4795d15ce547f3481df..5650a86ee63013f3fdce3fa09acdb5b73ffd161c 100644 Binary files a/docs/build/doctrees/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.doctree and b/docs/build/doctrees/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.doctree differ diff --git a/docs/build/doctrees/environment.pickle b/docs/build/doctrees/environment.pickle index 5e3ca8d1491bfe299a6f2c233a4480326a80d166..2ac92cb0654c54086e353004bc7d91191ab1b71e 100644 Binary files a/docs/build/doctrees/environment.pickle and b/docs/build/doctrees/environment.pickle differ diff --git a/docs/build/doctrees/index.doctree b/docs/build/doctrees/index.doctree index bb36955fb4c4fc8955b4ca86f2ff3ea5d5e429ae..d8a14b3bd17e9ae0beadb9c2ca656cb20a59f4d4 100644 Binary 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dfe713a83e3a8296fa582b55e78564ab15b200e8..7b1fdb68977338e132a6a9856e5584e1a83df803 100644 --- a/docs/build/html/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.html +++ b/docs/build/html/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.html @@ -10,7 +10,7 @@ <link rel="stylesheet" type="text/css" href="../_static/pygments.css?v=362ab14a" /> <link rel="stylesheet" type="text/css" href="../_static/styles/furo.css?v=135e06be" /> <link rel="stylesheet" type="text/css" href="../_static/styles/furo-extensions.css?v=36a5483c" /> - <link rel="stylesheet" type="text/css" href="../_static/custom.css?v=da48c412" /> + <link rel="stylesheet" type="text/css" href="../_static/custom.css?v=3c2b257a" /> @@ -164,8 +164,14 @@ </form> <div id="searchbox"></div><div class="sidebar-scroll"><div class="sidebar-tree"> <ul class="current"> +<li class="toctree-l1 has-children"><a class="reference internal" href="../packagedescription.html">USER GUIDE</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l2"><a class="reference internal" href="../input_description.html">Priors, input space and experimental design</a></li> +<li class="toctree-l2"><a class="reference internal" href="../surrogate_description.html">Training surrogate models</a></li> +<li class="toctree-l2"><a class="reference internal" href="../post_description.html">Postprocessing, Bayesian inference and Bayesian model comparison</a></li> +</ul> +</li> <li class="toctree-l1"><a class="reference internal" href="../tutorial.html">TUTORIAL</a></li> -<li class="toctree-l1 has-children"><a class="reference internal" href="../examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="../examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2"><a class="reference internal" href="../analyticalfunction.html">Analytical function</a></li> <li class="toctree-l2"><a class="reference internal" href="../beam.html">Beam</a></li> <li class="toctree-l2"><a class="reference internal" href="../borehole.html">Borehole</a></li> @@ -175,12 +181,6 @@ <li class="toctree-l2"><a class="reference internal" href="../pollution.html">Pollution</a></li> </ul> </li> -<li class="toctree-l1 has-children"><a class="reference internal" href="../packagedescription.html">PACKAGE DESCRIPTION</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of PACKAGE DESCRIPTION</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> -<li class="toctree-l2"><a class="reference internal" href="../input_description.html">Priors, input space and experimental design</a></li> -<li class="toctree-l2"><a class="reference internal" href="../surrogate_description.html">Training surrogate models</a></li> -<li class="toctree-l2"><a class="reference internal" href="../post_description.html">Postprocessing, Bayesian inference and Bayesian model comparison</a></li> -</ul> -</li> <li class="toctree-l1 current has-children"><a class="reference internal" href="../api.html">API</a><input checked="" class="toctree-checkbox" id="toctree-checkbox-3" name="toctree-checkbox-3" role="switch" type="checkbox"/><label for="toctree-checkbox-3"><div class="visually-hidden">Toggle navigation of API</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul class="current"> <li class="toctree-l2 current has-children"><a class="reference internal" href="bayesvalidrox.html">bayesvalidrox</a><input checked="" class="toctree-checkbox" id="toctree-checkbox-4" name="toctree-checkbox-4" role="switch" type="checkbox"/><label for="toctree-checkbox-4"><div class="visually-hidden">Toggle navigation of bayesvalidrox</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul class="current"> <li class="toctree-l3 has-children"><a class="reference internal" href="bayesvalidrox.bayes_inference.html">bayesvalidrox.bayes_inference</a><input class="toctree-checkbox" id="toctree-checkbox-5" name="toctree-checkbox-5" role="switch" type="checkbox"/><label for="toctree-checkbox-5"><div class="visually-hidden">Toggle navigation of bayesvalidrox.bayes_inference</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> @@ -336,7 +336,7 @@ <h1>bayesvalidrox.surrogate_models.exp_designs.ExpDesigns<a class="headerlink" href="#bayesvalidrox-surrogate-models-exp-designs-expdesigns" title="Link to this heading">¶</a></h1> <dl class="py class"> <dt class="sig sig-object py" id="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns"> -<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">bayesvalidrox.surrogate_models.exp_designs.</span></span><span class="sig-name descname"><span class="pre">ExpDesigns</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">input_object</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">meta_Model_type</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'pce'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sampling_method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'random'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">hdf5_file</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_new_samples</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_max_samples</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">mod_LOO_threshold</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1e-16</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">tradeoff_scheme</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_canddidate</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explore_method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'random'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">exploit_method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'Space-filling'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">util_func</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'Space-filling'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_cand_groups</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">4</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_replication</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">post_snapshot</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">step_snapshot</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">max_a_post</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">adapt_verbose</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">max_func_itr</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns" title="Link to this definition">¶</a></dt> +<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-prename descclassname"><span class="pre">bayesvalidrox.surrogate_models.exp_designs.</span></span><span class="sig-name descname"><span class="pre">ExpDesigns</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">input_object</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">meta_Model_type</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'pce'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sampling_method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'random'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">hdf5_file</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_new_samples</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_max_samples</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">mod_LOO_threshold</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1e-16</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">tradeoff_scheme</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_canddidate</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explore_method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'random'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">exploit_method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'Space-filling'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">util_func</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'Space-filling'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_cand_groups</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">4</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_replication</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">post_snapshot</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">step_snapshot</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">max_a_post</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">adapt_verbose</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">max_func_itr</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">out_dir</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">''</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns" title="Link to this definition">¶</a></dt> <dd><p>Bases: <a class="reference internal" href="bayesvalidrox.surrogate_models.input_space.InputSpace.html#bayesvalidrox.surrogate_models.input_space.InputSpace" title="bayesvalidrox.surrogate_models.input_space.InputSpace"><code class="xref py py-class docutils literal notranslate"><span class="pre">InputSpace</span></code></a></p> <p>This class generates samples from the prescribed marginals for the model parameters using the <cite>Input</cite> object.</p> @@ -435,7 +435,7 @@ supported:</p> - K-Opt (K-Optimality)</p> <dl class="py method"> <dt class="sig sig-object py" id="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.__init__"> -<span class="sig-name descname"><span class="pre">__init__</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">input_object</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">meta_Model_type</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'pce'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sampling_method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'random'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">hdf5_file</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_new_samples</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_max_samples</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">mod_LOO_threshold</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1e-16</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">tradeoff_scheme</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_canddidate</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explore_method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'random'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">exploit_method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'Space-filling'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">util_func</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'Space-filling'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_cand_groups</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">4</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_replication</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">post_snapshot</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">step_snapshot</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">max_a_post</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">adapt_verbose</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">max_func_itr</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.__init__" title="Link to this definition">¶</a></dt> +<span class="sig-name descname"><span class="pre">__init__</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">input_object</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">meta_Model_type</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'pce'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">sampling_method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'random'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">hdf5_file</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_new_samples</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_max_samples</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">mod_LOO_threshold</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1e-16</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">tradeoff_scheme</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_canddidate</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">explore_method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'random'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">exploit_method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'Space-filling'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">util_func</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">'Space-filling'</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_cand_groups</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">4</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">n_replication</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">post_snapshot</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">step_snapshot</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">max_a_post</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">adapt_verbose</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">False</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">max_func_itr</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">out_dir</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">''</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.__init__" title="Link to this definition">¶</a></dt> <dd></dd></dl> <p class="rubric">Methods</p> @@ -463,13 +463,16 @@ supported:</p> <tr class="row-odd"><td><p><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.pcm_sampler" title="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.pcm_sampler"><code class="xref py py-obj docutils literal notranslate"><span class="pre">pcm_sampler</span></code></a>(n_samples, max_deg)</p></td> <td><p>Generates collocation points based on the root of the polynomial degrees.</p></td> </tr> -<tr class="row-even"><td><p><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.random_sampler" title="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.random_sampler"><code class="xref py py-obj docutils literal notranslate"><span class="pre">random_sampler</span></code></a>(n_samples[, max_deg])</p></td> +<tr class="row-even"><td><p><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.plot_samples" title="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.plot_samples"><code class="xref py py-obj docutils literal notranslate"><span class="pre">plot_samples</span></code></a>(samples)</p></td> +<td><p>Visualizes generated samples over their given distributions.</p></td> +</tr> +<tr class="row-odd"><td><p><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.random_sampler" title="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.random_sampler"><code class="xref py py-obj docutils literal notranslate"><span class="pre">random_sampler</span></code></a>(n_samples[, max_deg])</p></td> <td><p>Samples the given raw data randomly.</p></td> </tr> -<tr class="row-odd"><td><p><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.read_from_file" title="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.read_from_file"><code class="xref py py-obj docutils literal notranslate"><span class="pre">read_from_file</span></code></a>(out_names)</p></td> +<tr class="row-even"><td><p><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.read_from_file" title="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.read_from_file"><code class="xref py py-obj docutils literal notranslate"><span class="pre">read_from_file</span></code></a>(out_names)</p></td> <td><p>Reads in the ExpDesign from a provided h5py file and saves the results.</p></td> </tr> -<tr class="row-even"><td><p><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.transform" title="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.transform"><code class="xref py py-obj docutils literal notranslate"><span class="pre">transform</span></code></a>(X[, params, method])</p></td> +<tr class="row-odd"><td><p><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.transform" title="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.transform"><code class="xref py py-obj docutils literal notranslate"><span class="pre">transform</span></code></a>(X[, params, method])</p></td> <td><p>Transforms the samples via either a Rosenblatt or an isoprobabilistic transformation.</p></td> </tr> </tbody> @@ -513,14 +516,14 @@ the MetaModel object.</p> <dl class="py method"> <dt class="sig sig-object py" id="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.generate_ED"> -<span class="sig-name descname"><span class="pre">generate_ED</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">n_samples</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">max_pce_deg</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.generate_ED" title="Link to this definition">¶</a></dt> +<span class="sig-name descname"><span class="pre">generate_ED</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">n_samples</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">max_pce_deg</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.generate_ED" title="Link to this definition">¶</a></dt> <dd><p>Generates experimental designs (training set) with the given method.</p> <section id="id2"> <h3>Parameters<a class="headerlink" href="#id2" title="Link to this heading">¶</a></h3> <dl class="simple"> <dt>n_samples<span class="classifier">int</span></dt><dd><p>Number of requested training points.</p> </dd> -<dt>max_pce_deg<span class="classifier">int, optional</span></dt><dd><p>Maximum PCE polynomial degree. The default is <cite>None</cite>.</p> +<dt>max_pce_deg<span class="classifier">int, optional</span></dt><dd><p>Maximum PCE polynomial degree. The default is 1.</p> </dd> </dl> </section> @@ -599,22 +602,39 @@ init_param_space if that has not been done beforehand.</p> </dd></dl> <dl class="py method"> -<dt class="sig sig-object py" id="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.random_sampler"> -<span class="sig-name descname"><span class="pre">random_sampler</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">n_samples</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">max_deg</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.random_sampler" title="Link to this definition">¶</a></dt> -<dd><p>Samples the given raw data randomly.</p> +<dt class="sig sig-object py" id="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.plot_samples"> +<span class="sig-name descname"><span class="pre">plot_samples</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">samples</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.plot_samples" title="Link to this definition">¶</a></dt> +<dd><p>Visualizes generated samples over their given distributions.</p> <section id="id10"> <h3>Parameters<a class="headerlink" href="#id10" title="Link to this heading">¶</a></h3> <dl class="simple"> +<dt>samples<span class="classifier">array</span></dt><dd><p>The samples to visualize.</p> +</dd> +</dl> +</section> +<section id="id11"> +<h3>Returns<a class="headerlink" href="#id11" title="Link to this heading">¶</a></h3> +<p>None.</p> +</section> +</dd></dl> + +<dl class="py method"> +<dt class="sig sig-object py" id="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.random_sampler"> +<span class="sig-name descname"><span class="pre">random_sampler</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">n_samples</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">max_deg</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">1</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.random_sampler" title="Link to this definition">¶</a></dt> +<dd><p>Samples the given raw data randomly.</p> +<section id="id12"> +<h3>Parameters<a class="headerlink" href="#id12" title="Link to this heading">¶</a></h3> +<dl class="simple"> <dt>n_samples<span class="classifier">int</span></dt><dd><p>Number of requested samples.</p> </dd> -<dt>max_deg<span class="classifier">int, optional</span></dt><dd><p>Maximum degree. The default is <cite>None</cite>. +<dt>max_deg<span class="classifier">int, optional</span></dt><dd><p>Maximum degree. The default is 1. This will be used to run init_param_space, if it has not been done until now.</p> </dd> </dl> </section> -<section id="id11"> -<h3>Returns<a class="headerlink" href="#id11" title="Link to this heading">¶</a></h3> +<section id="id13"> +<h3>Returns<a class="headerlink" href="#id13" title="Link to this heading">¶</a></h3> <dl class="simple"> <dt>samples: array of shape (n_samples, n_params)</dt><dd><p>The sampling locations in the input space.</p> </dd> @@ -626,15 +646,15 @@ until now.</p> <dt class="sig sig-object py" id="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.read_from_file"> <span class="sig-name descname"><span class="pre">read_from_file</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">out_names</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.read_from_file" title="Link to this definition">¶</a></dt> <dd><p>Reads in the ExpDesign from a provided h5py file and saves the results.</p> -<section id="id12"> -<h3>Parameters<a class="headerlink" href="#id12" title="Link to this heading">¶</a></h3> +<section id="id14"> +<h3>Parameters<a class="headerlink" href="#id14" title="Link to this heading">¶</a></h3> <dl class="simple"> <dt>out_names<span class="classifier">list of strings</span></dt><dd><p>The keys that are in the outputs (y) saved in the provided file.</p> </dd> </dl> </section> -<section id="id13"> -<h3>Returns<a class="headerlink" href="#id13" title="Link to this heading">¶</a></h3> +<section id="id15"> +<h3>Returns<a class="headerlink" href="#id15" title="Link to this heading">¶</a></h3> <p>None.</p> </section> </dd></dl> @@ -644,8 +664,8 @@ until now.</p> <span class="sig-name descname"><span class="pre">transform</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">X</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">params</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.transform" title="Link to this definition">¶</a></dt> <dd><p>Transforms the samples via either a Rosenblatt or an isoprobabilistic transformation.</p> -<section id="id14"> -<h3>Parameters<a class="headerlink" href="#id14" title="Link to this heading">¶</a></h3> +<section id="id16"> +<h3>Parameters<a class="headerlink" href="#id16" title="Link to this heading">¶</a></h3> <dl class="simple"> <dt>X<span class="classifier">array of shape (n_samples,n_params)</span></dt><dd><p>Samples to be transformed.</p> </dd> @@ -655,8 +675,8 @@ transformation.</p> </dd> </dl> </section> -<section id="id15"> -<h3>Returns<a class="headerlink" href="#id15" title="Link to this heading">¶</a></h3> +<section id="id17"> +<h3>Returns<a class="headerlink" href="#id17" title="Link to this heading">¶</a></h3> <dl class="simple"> <dt>tr_X: array of shape (n_samples,n_params)</dt><dd><p>Transformed samples.</p> </dd> @@ -733,6 +753,7 @@ transformation.</p> <li><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.generate_samples"><code class="docutils literal notranslate"><span class="pre">ExpDesigns.generate_samples()</span></code></a></li> <li><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.init_param_space"><code class="docutils literal notranslate"><span class="pre">ExpDesigns.init_param_space()</span></code></a></li> <li><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.pcm_sampler"><code class="docutils literal notranslate"><span class="pre">ExpDesigns.pcm_sampler()</span></code></a></li> +<li><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.plot_samples"><code class="docutils literal notranslate"><span class="pre">ExpDesigns.plot_samples()</span></code></a></li> <li><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.random_sampler"><code class="docutils literal notranslate"><span class="pre">ExpDesigns.random_sampler()</span></code></a></li> <li><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.read_from_file"><code class="docutils literal notranslate"><span class="pre">ExpDesigns.read_from_file()</span></code></a></li> <li><a class="reference internal" href="#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.transform"><code class="docutils literal notranslate"><span class="pre">ExpDesigns.transform()</span></code></a></li> diff --git a/docs/build/html/_autosummary/bayesvalidrox.surrogate_models.exp_designs.check_ranges.html b/docs/build/html/_autosummary/bayesvalidrox.surrogate_models.exp_designs.check_ranges.html index 52b6057f07801c1dd2ccd842e9b8cb7ed29096b8..f21e500d43949d3d25f7d89322d7fe38ce8fa249 100644 --- a/docs/build/html/_autosummary/bayesvalidrox.surrogate_models.exp_designs.check_ranges.html +++ b/docs/build/html/_autosummary/bayesvalidrox.surrogate_models.exp_designs.check_ranges.html @@ -10,7 +10,7 @@ <link rel="stylesheet" type="text/css" href="../_static/pygments.css?v=362ab14a" /> <link rel="stylesheet" type="text/css" href="../_static/styles/furo.css?v=135e06be" /> <link rel="stylesheet" type="text/css" href="../_static/styles/furo-extensions.css?v=36a5483c" /> - <link rel="stylesheet" type="text/css" href="../_static/custom.css?v=da48c412" /> + <link rel="stylesheet" type="text/css" href="../_static/custom.css?v=3c2b257a" /> @@ -164,8 +164,14 @@ </form> <div id="searchbox"></div><div class="sidebar-scroll"><div class="sidebar-tree"> <ul class="current"> +<li class="toctree-l1 has-children"><a class="reference internal" href="../packagedescription.html">USER GUIDE</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l2"><a class="reference internal" href="../input_description.html">Priors, input space and experimental design</a></li> +<li class="toctree-l2"><a class="reference internal" href="../surrogate_description.html">Training surrogate models</a></li> +<li class="toctree-l2"><a class="reference internal" href="../post_description.html">Postprocessing, Bayesian inference and Bayesian model comparison</a></li> +</ul> +</li> <li class="toctree-l1"><a class="reference internal" href="../tutorial.html">TUTORIAL</a></li> -<li class="toctree-l1 has-children"><a class="reference internal" href="../examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="../examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2"><a class="reference internal" href="../analyticalfunction.html">Analytical function</a></li> <li class="toctree-l2"><a class="reference internal" 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href="../_static/styles/furo.css?v=135e06be" /> <link rel="stylesheet" type="text/css" href="../_static/styles/furo-extensions.css?v=36a5483c" /> - <link rel="stylesheet" type="text/css" href="../_static/custom.css?v=da48c412" /> + <link rel="stylesheet" type="text/css" href="../_static/custom.css?v=3c2b257a" /> @@ -164,8 +164,14 @@ </form> <div id="searchbox"></div><div class="sidebar-scroll"><div class="sidebar-tree"> <ul class="current"> +<li class="toctree-l1 has-children"><a class="reference internal" href="../packagedescription.html">USER GUIDE</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l2"><a class="reference internal" href="../input_description.html">Priors, input space and experimental design</a></li> +<li class="toctree-l2"><a class="reference internal" href="../surrogate_description.html">Training surrogate models</a></li> +<li class="toctree-l2"><a class="reference internal" href="../post_description.html">Postprocessing, Bayesian inference and Bayesian model comparison</a></li> +</ul> +</li> <li class="toctree-l1"><a class="reference internal" href="../tutorial.html">TUTORIAL</a></li> -<li class="toctree-l1 has-children"><a class="reference internal" href="../examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="../examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" 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260779090957700b92516c99630ee2fa48cab804..b7b7a8357254d992c619855acd6eb68251b44dac 100644 --- a/docs/build/html/_autosummary/bayesvalidrox.surrogate_models.html +++ b/docs/build/html/_autosummary/bayesvalidrox.surrogate_models.html @@ -10,7 +10,7 @@ <link rel="stylesheet" type="text/css" href="../_static/pygments.css?v=362ab14a" /> <link rel="stylesheet" type="text/css" href="../_static/styles/furo.css?v=135e06be" /> <link rel="stylesheet" type="text/css" href="../_static/styles/furo-extensions.css?v=36a5483c" /> - <link rel="stylesheet" type="text/css" href="../_static/custom.css?v=da48c412" /> + <link rel="stylesheet" type="text/css" href="../_static/custom.css?v=3c2b257a" /> @@ -164,8 +164,16 @@ </form> <div id="searchbox"></div><div class="sidebar-scroll"><div class="sidebar-tree"> <ul class="current"> +<li class="toctree-l1 has-children"><a class="reference internal" href="../packagedescription.html">USER GUIDE</a><input class="toctree-checkbox" id="toctree-checkbox-1" 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href="../tutorial.html">TUTORIAL</a></li> -<li class="toctree-l1 has-children"><a class="reference internal" href="../examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="../examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2"><a class="reference internal" href="../analyticalfunction.html">Analytical function</a></li> <li class="toctree-l2"><a class="reference internal" href="../beam.html">Beam</a></li> <li class="toctree-l2"><a class="reference internal" href="../borehole.html">Borehole</a></li> @@ -175,12 +183,6 @@ <li class="toctree-l2"><a class="reference internal" href="../pollution.html">Pollution</a></li> </ul> </li> -<li class="toctree-l1 has-children"><a class="reference internal" href="../packagedescription.html">PACKAGE DESCRIPTION</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of PACKAGE DESCRIPTION</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> -<li class="toctree-l2"><a class="reference internal" href="../input_description.html">Priors, input space and experimental design</a></li> -<li class="toctree-l2"><a class="reference internal" href="../surrogate_description.html">Training surrogate models</a></li> -<li class="toctree-l2"><a class="reference internal" href="../post_description.html">Postprocessing, Bayesian inference and Bayesian model comparison</a></li> -</ul> -</li> <li class="toctree-l1 current has-children"><a class="reference internal" href="../api.html">API</a><input checked="" class="toctree-checkbox" id="toctree-checkbox-3" name="toctree-checkbox-3" role="switch" type="checkbox"/><label for="toctree-checkbox-3"><div class="visually-hidden">Toggle navigation of API</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul class="current"> <li class="toctree-l2 current has-children"><a class="reference internal" href="bayesvalidrox.html">bayesvalidrox</a><input checked="" class="toctree-checkbox" id="toctree-checkbox-4" name="toctree-checkbox-4" role="switch" type="checkbox"/><label for="toctree-checkbox-4"><div class="visually-hidden">Toggle navigation of bayesvalidrox</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul class="current"> <li class="toctree-l3 has-children"><a class="reference internal" href="bayesvalidrox.bayes_inference.html">bayesvalidrox.bayes_inference</a><input class="toctree-checkbox" id="toctree-checkbox-5" name="toctree-checkbox-5" role="switch" type="checkbox"/><label for="toctree-checkbox-5"><div class="visually-hidden">Toggle navigation of bayesvalidrox.bayes_inference</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> @@ -438,6 +440,6 @@ <script src="../_static/doctools.js?v=9a2dae69"></script> <script src="../_static/sphinx_highlight.js?v=dc90522c"></script> <script src="../_static/scripts/furo.js?v=32e29ea5"></script> - <script async="async" src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script> + <script async="async" src="http://cdn.mathjax.org/mathjax/latest/MathJax.js"></script> </body> </html> \ No newline at end of file diff --git a/docs/build/html/_sources/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.rst.txt b/docs/build/html/_sources/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.rst.txt index 87376d6c45519e53f1323a61d30def9c57adb745..07efe980f7e7869f5b1c240585d44113c5c0765f 100644 --- a/docs/build/html/_sources/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.rst.txt +++ b/docs/build/html/_sources/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.rst.txt @@ -1,4 +1,4 @@ -bayesvalidrox.surrogate\_models.exp\_designs.ExpDesigns +bayesvalidrox.surrogate\_models.exp\_designs.ExpDesigns ======================================================= .. currentmodule:: bayesvalidrox.surrogate_models.exp_designs @@ -23,6 +23,7 @@ bayesvalidrox.surrogate\_models.exp\_designs.ExpDesigns ~ExpDesigns.generate_samples ~ExpDesigns.init_param_space ~ExpDesigns.pcm_sampler + ~ExpDesigns.plot_samples ~ExpDesigns.random_sampler ~ExpDesigns.read_from_file ~ExpDesigns.transform diff --git a/docs/build/html/_sources/index.rst.txt b/docs/build/html/_sources/index.rst.txt index 028757fe8f8d768052679694c90236ebd9b63be6..48215bbbc3e3d0e4d55b5cb9ee3b007467332885 100644 --- a/docs/build/html/_sources/index.rst.txt +++ b/docs/build/html/_sources/index.rst.txt @@ -23,7 +23,10 @@ Links Installation ------------ This package runs under Python 3.9 for versions <1.0.0 and 3.9+ from version 1.0.0 on, use pip to install: - $ pip install bayesvalidrox + +.. code-block:: bash + + pip install bayesvalidrox #TODO Note other needed installations and tips @@ -45,9 +48,9 @@ Further contents .. toctree:: :maxdepth: 2 + packagedescription tutorial examples - packagedescription api diff --git a/docs/build/html/_sources/input_description.rst.txt b/docs/build/html/_sources/input_description.rst.txt index 27b97a81c51fc56ed48ebd970be05062490f1e2f..ee506fc23487557fe054015d11cc5e09c0ab0bf2 100644 --- a/docs/build/html/_sources/input_description.rst.txt +++ b/docs/build/html/_sources/input_description.rst.txt @@ -1,15 +1,13 @@ Priors, input space and experimental design ******************************************* -.. note:: - #TODO Write a short intro to uncertain inputs and sampling +The surrogate models, as used in BayesValidRox, consider model formulations where at least one of the input parameters is associated with uncertainty. +This uncertainty can be described as probability distributions over possible values for the parameter. -Input classes -============= .. container:: twocol .. container:: leftside - Four classes contained in bayesvalidrox are associated with the inputs: :any:`bayesvalidrox.surrogate_models.inputs.Marginal`, :any:`bayesvalidrox.surrogate_models.inputs.Input`, :any:`bayesvalidrox.surrogate_models.input_space.InputSpace` and :any:`bayesvalidrox.surrogate_models.exp_designs.ExpDesigns`. + Four classes contained in bayesvalidrox are associated with describing uncertain inputs: :any:`bayesvalidrox.surrogate_models.inputs.Marginal`, :any:`bayesvalidrox.surrogate_models.inputs.Input`, :any:`bayesvalidrox.surrogate_models.input_space.InputSpace` and :any:`bayesvalidrox.surrogate_models.exp_designs.ExpDesigns`. Uncertain parameters are specified via their marginal distributions in :any:`bayesvalidrox.surrogate_models.inputs.Marginal` objects as either distribution types with associated parameters, or via a set of realizations. Supported distribution types include ``unif``, ``norm``, ``gamma``, ``beta``, ``lognorm``, ``expon`` and ``weibull``. @@ -22,7 +20,7 @@ Input classes .. image:: ../diagrams/input_classes.png :width: 300 - :alt: UML for input-related classes in bayesvalidrox + :alt: UML diagram for input-related classes in bayesvalidrox .. note:: When using a polynomial-type surrogate setting ``rosenblatt`` to ``True`` results in all hermite polynomials. @@ -58,15 +56,26 @@ If they are defined via distribution types, the ``name``, ``dist_type`` and ``pa If they are given via data, only ``name`` and ``input_data`` are relevant. +>>> inputParams = np.random.uniform(-5,-5,100) >>> Inputs.add_marginals() >>> Inputs.Marginals[0].name = '$X$' ->>> Inputs.Marginals[0].input_data = inputParams[:, 0] +>>> Inputs.Marginals[0].input_data = inputParams An experimental design can be constructed based on these inputs. ->>> ExpDesign = ExpDesign(Inputs) +>>> ExpDesign = ExpDesigns(Inputs) Samples of the marginals can be created by specifying a sampling method and generating the wanted number of samples. >>> ExpDesign.sampling_method = 'latin_hypercube' ->>> samples = ExpDesign.generate_samples(100) \ No newline at end of file +>>> samples = ExpDesign.generate_samples(100) + +The generated samples can be visualized against their marginal distributions. + +>>> ExpDesign.plot_samples(samples) + +The results will be saved in the folder ``Outputs_Priors``. + +.. image:: ../../examples/user_guide/Outputs_Priors/prior_$X$.png + :width: 400 + :alt: Generated samples against their marginal distribution diff --git a/docs/build/html/_sources/packagedescription.rst.txt b/docs/build/html/_sources/packagedescription.rst.txt index 33f94669090ebd964670c891f6af86d17e5eed4f..30164f68ce3cc9fab8eddc107552d004951a245c 100644 --- a/docs/build/html/_sources/packagedescription.rst.txt +++ b/docs/build/html/_sources/packagedescription.rst.txt @@ -1,38 +1,74 @@ USER GUIDE ********** -Introductory theory -=================== -.. note:: - #TODO Introduced some of the used basic terms and notations here to prepare for the detailed descriptions of each part. +Installation +------------ +BayesValidRox provides functionalities for describing uncertain parameters, building surrogate models based on model outputs and evaluating them with Bayesian validation methods. + +This package runs under Python 3.9 for versions <1.0.0 and 3.9+ from version 1.0.0 on. +It can be installed with pip, best practice is to do so inside a virtual environment. + +.. code-block:: bash + + python3 -m venv bayes_env + cd bayes_env + source bin/activate + +Here replace ``bayes_env`` with your preferred name. +Then install the latest release of BayesValidRox inside the venv. + +.. code-block:: bash + + pip install bayesvalidrox +The current master can be installed by cloning the repository. + +.. code-block:: bash + + git clone https://git.iws.uni-stuttgart.de/inversemodeling/bayesvalidrox.git + cd bayesvalidrox + pip install . Overview ======== -This package is split into multiple topics corresponding to the folder structure of the package. +.. note:: + #TODO Introduced some of the used basic terms and notations here to prepare for the detailed descriptions of each part. + +This package is split into multiple aspects corresponding to its folder structure. .. image:: ../diagrams/folder_structure.png :width: 600 :alt: Folder structure of **bayesvalidrox** -The folder `surrogate_models` contains all the functions and classes that are necessary in order to create and train the surrogate model. +The folder ``surrogate_models`` contains all the functions and classes that are necessary in order to create and train the surrogate model. This includes * defining the input marginals * setting properties of the sampling in an experimental design * choosing the surrogate model and its properties -* training the surrogate model on model evaluations in a straightforward or iterative manner +* training the surrogate model on model evaluations in a straightforward manner or iteratively with active learning + +The computational model is linked via a ``pylink`` interface. + +Multiple post-processing options are available, including the calculation of Sobol' indices, checking the accuracy of the surrogate model and visualizations of the moments of the surrogate. -The computational model is linked via a *pylink* interface. -We split this into the aspects :any:`input_description` and :any:`surrogate_description` to provide insight into the options available in bayesvalidrox. +Bayesian inference can be performed with rejection sampling or MCMC, while taking into account the estimated uncertainty of the data that the (surrogate) model is compared to. +If multiple (surrogate) models are given, they can be compared against each other with pairwise Bayes Factors, model weights or a justifiability analysis. -:any:`post_description` can be applied to trained surrogate models, or using the underlying models themselves. +.. + We split this into the aspects :any:`input_description` and :any:`surrogate_description` to provide insight into the options available in bayesvalidrox. +.. + :any:`post_description` can be applied to trained surrogate models, or using the underlying models themselves. +The next pages lead through the topics given in BayesValidRox and describe the available classes and give brief examples for their use. .. toctree:: :maxdepth: 1 input_description + model_description surrogate_description + al_description post_description + bayes_description diff --git a/docs/build/html/genindex.html b/docs/build/html/genindex.html index ff72281e3b7ad1093b3d3492d5b4cf9bb231d093..2b0791a3b4af33fa58bd71d15659bc6600d809eb 100644 --- a/docs/build/html/genindex.html +++ b/docs/build/html/genindex.html @@ -162,8 +162,17 @@ </form> <div id="searchbox"></div><div class="sidebar-scroll"><div class="sidebar-tree"> <ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="packagedescription.html">USER GUIDE</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l2"><a class="reference internal" href="input_description.html">Priors, input space and experimental design</a></li> +<li class="toctree-l2"><a class="reference internal" href="model_description.html">Models</a></li> +<li class="toctree-l2"><a class="reference internal" href="surrogate_description.html">Training surrogate models</a></li> +<li class="toctree-l2"><a class="reference internal" href="al_description.html">Active learning: iteratively expanding the training set</a></li> +<li class="toctree-l2"><a class="reference internal" href="post_description.html">Postprocessing</a></li> +<li class="toctree-l2"><a class="reference internal" href="bayes_description.html">Bayesian inference and multi-model comparison</a></li> +</ul> +</li> <li class="toctree-l1"><a class="reference internal" href="tutorial.html">TUTORIAL</a></li> -<li class="toctree-l1 has-children"><a class="reference internal" href="examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2"><a class="reference internal" href="analyticalfunction.html">Analytical function</a></li> <li class="toctree-l2"><a class="reference internal" href="beam.html">Beam</a></li> <li class="toctree-l2"><a class="reference internal" href="borehole.html">Borehole</a></li> @@ -173,12 +182,6 @@ <li class="toctree-l2"><a class="reference internal" href="pollution.html">Pollution</a></li> </ul> </li> -<li class="toctree-l1 has-children"><a class="reference internal" href="packagedescription.html">USER GUIDE</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> -<li class="toctree-l2"><a class="reference internal" href="input_description.html">Priors, input space and experimental design</a></li> -<li class="toctree-l2"><a class="reference internal" href="surrogate_description.html">Training surrogate models</a></li> -<li class="toctree-l2"><a class="reference internal" href="post_description.html">Postprocessing, Bayesian inference and Bayesian model comparison</a></li> -</ul> -</li> <li class="toctree-l1 has-children"><a class="reference internal" href="api.html">API</a><input class="toctree-checkbox" id="toctree-checkbox-3" name="toctree-checkbox-3" role="switch" type="checkbox"/><label for="toctree-checkbox-3"><div class="visually-hidden">Toggle navigation of API</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2 has-children"><a class="reference internal" href="_autosummary/bayesvalidrox.html">bayesvalidrox</a><input class="toctree-checkbox" id="toctree-checkbox-4" name="toctree-checkbox-4" role="switch" type="checkbox"/><label for="toctree-checkbox-4"><div class="visually-hidden">Toggle navigation of bayesvalidrox</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l3 has-children"><a class="reference internal" href="_autosummary/bayesvalidrox.bayes_inference.html">bayesvalidrox.bayes_inference</a><input class="toctree-checkbox" id="toctree-checkbox-5" name="toctree-checkbox-5" role="switch" type="checkbox"/><label for="toctree-checkbox-5"><div class="visually-hidden">Toggle navigation of bayesvalidrox.bayes_inference</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> @@ -975,6 +978,8 @@ <li><a href="_autosummary/bayesvalidrox.post_processing.post_processing.PostProcessing.html#bayesvalidrox.post_processing.post_processing.PostProcessing.plot_moments">plot_moments() (bayesvalidrox.post_processing.post_processing.PostProcessing method)</a> </li> <li><a href="_autosummary/bayesvalidrox.bayes_inference.bayes_inference.BayesInference.html#bayesvalidrox.bayes_inference.bayes_inference.BayesInference.plot_post_params">plot_post_params() (bayesvalidrox.bayes_inference.bayes_inference.BayesInference method)</a> +</li> + <li><a href="_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.html#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.plot_samples">plot_samples() (bayesvalidrox.surrogate_models.exp_designs.ExpDesigns method)</a> </li> <li><a href="_autosummary/bayesvalidrox.post_processing.post_processing.PostProcessing.html#bayesvalidrox.post_processing.post_processing.PostProcessing.plot_seq_design_diagnostics">plot_seq_design_diagnostics() (bayesvalidrox.post_processing.post_processing.PostProcessing method)</a> </li> diff --git a/docs/build/html/index.html b/docs/build/html/index.html index e3e61aa8fd8095aaf0004a83ea1cff6a53333516..73eb5a83969857400cd0116ccc7dfa0f48ee5b87 100644 --- a/docs/build/html/index.html +++ b/docs/build/html/index.html @@ -3,7 +3,7 @@ <head><meta charset="utf-8"/> <meta name="viewport" content="width=device-width,initial-scale=1"/> <meta name="color-scheme" content="light dark"><meta name="generator" content="Docutils 0.18.1: http://docutils.sourceforge.net/" /> -<link rel="index" title="Index" href="genindex.html" /><link rel="search" title="Search" href="search.html" /><link rel="next" title="TUTORIAL" href="tutorial.html" /> +<link rel="index" title="Index" href="genindex.html" /><link rel="search" title="Search" href="search.html" /><link rel="next" title="USER GUIDE" href="packagedescription.html" /> <!-- Generated with Sphinx 7.3.7 and Furo 2023.09.10 --> <title>bayesvalidrox 1.0.0 documentation</title> @@ -164,8 +164,17 @@ </form> <div id="searchbox"></div><div class="sidebar-scroll"><div class="sidebar-tree"> <ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="packagedescription.html">USER GUIDE</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l2"><a class="reference internal" href="input_description.html">Priors, input space and experimental design</a></li> +<li class="toctree-l2"><a class="reference internal" href="model_description.html">Models</a></li> +<li class="toctree-l2"><a class="reference internal" href="surrogate_description.html">Training surrogate models</a></li> +<li class="toctree-l2"><a class="reference internal" href="al_description.html">Active learning: iteratively expanding the training set</a></li> +<li class="toctree-l2"><a class="reference internal" href="post_description.html">Postprocessing</a></li> +<li class="toctree-l2"><a class="reference internal" href="bayes_description.html">Bayesian inference and multi-model comparison</a></li> +</ul> +</li> <li class="toctree-l1"><a class="reference internal" href="tutorial.html">TUTORIAL</a></li> -<li class="toctree-l1 has-children"><a class="reference internal" href="examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2"><a class="reference internal" href="analyticalfunction.html">Analytical function</a></li> <li class="toctree-l2"><a class="reference internal" href="beam.html">Beam</a></li> <li class="toctree-l2"><a class="reference internal" href="borehole.html">Borehole</a></li> @@ -175,12 +184,6 @@ <li class="toctree-l2"><a class="reference internal" href="pollution.html">Pollution</a></li> </ul> </li> -<li class="toctree-l1 has-children"><a class="reference internal" href="packagedescription.html">USER GUIDE</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use 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class="toctree-checkbox" id="toctree-checkbox-4" name="toctree-checkbox-4" role="switch" type="checkbox"/><label for="toctree-checkbox-4"><div class="visually-hidden">Toggle navigation of bayesvalidrox</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l3 has-children"><a class="reference internal" href="_autosummary/bayesvalidrox.bayes_inference.html">bayesvalidrox.bayes_inference</a><input class="toctree-checkbox" id="toctree-checkbox-5" name="toctree-checkbox-5" role="switch" type="checkbox"/><label for="toctree-checkbox-5"><div class="visually-hidden">Toggle navigation of bayesvalidrox.bayes_inference</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> @@ -349,10 +352,10 @@ The functionality and options for the different classes is described more in-dep </section> <section id="installation"> <h2>Installation<a class="headerlink" href="#installation" title="Link to this heading">¶</a></h2> -<dl class="simple"> -<dt>This package runs under Python 3.9 for versions <1.0.0 and 3.9+ from version 1.0.0 on, use pip to install:</dt><dd><p>$ pip install bayesvalidrox</p> -</dd> -</dl> +<p>This package runs under Python 3.9 for versions <1.0.0 and 3.9+ from version 1.0.0 on, use pip to install:</p> +<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>pip<span class="w"> </span>install<span class="w"> </span>bayesvalidrox +</pre></div> +</div> <p>#TODO Note other needed installations and tips</p> </section> <section id="quickstart"> @@ -371,6 +374,10 @@ The functionality and options for the different classes is described more in-dep <h2>Further contents<a class="headerlink" href="#further-contents" title="Link to this heading">¶</a></h2> <div class="toctree-wrapper compound"> <ul> +<li class="toctree-l1"><a class="reference internal" href="packagedescription.html">USER GUIDE</a><ul> +<li class="toctree-l2"><a class="reference internal" href="packagedescription.html#installation">Installation</a></li> +</ul> +</li> <li class="toctree-l1"><a class="reference internal" href="tutorial.html">TUTORIAL</a><ul> <li class="toctree-l2"><a class="reference internal" href="tutorial.html#import-necessary-libraries">Import necessary libraries</a></li> <li class="toctree-l2"><a class="reference internal" href="tutorial.html#define-the-model-with-pylinkforwardmodel">Define the model with PyLinkForwardModel</a></li> @@ -394,11 +401,6 @@ The functionality and options for the different classes is described more in-dep <li class="toctree-l2"><a class="reference internal" href="pollution.html">Pollution</a></li> </ul> </li> -<li class="toctree-l1"><a class="reference internal" href="packagedescription.html">USER GUIDE</a><ul> -<li class="toctree-l2"><a class="reference internal" href="packagedescription.html#introductory-theory">Introductory theory</a></li> -<li class="toctree-l2"><a class="reference internal" 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href="surrogate_description.html" /><link rel="prev" title="PACKAGE DESCRIPTION" href="packagedescription.html" /> +<link rel="index" title="Index" href="genindex.html" /><link rel="search" title="Search" href="search.html" /><link rel="next" title="Models" href="model_description.html" /><link rel="prev" title="USER GUIDE" href="packagedescription.html" /> <!-- Generated with Sphinx 7.3.7 and Furo 2023.09.10 --> <title>Priors, input space and experimental design - bayesvalidrox 1.0.0 documentation</title> @@ -164,8 +164,17 @@ </form> <div id="searchbox"></div><div class="sidebar-scroll"><div class="sidebar-tree"> <ul class="current"> +<li class="toctree-l1 current has-children"><a class="reference internal" href="packagedescription.html">USER GUIDE</a><input checked="" class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul class="current"> +<li class="toctree-l2 current current-page"><a class="current reference internal" href="#">Priors, input space and experimental design</a></li> +<li class="toctree-l2"><a class="reference internal" href="model_description.html">Models</a></li> +<li class="toctree-l2"><a class="reference internal" href="surrogate_description.html">Training surrogate models</a></li> +<li class="toctree-l2"><a class="reference internal" href="al_description.html">Active learning: iteratively expanding the training set</a></li> +<li class="toctree-l2"><a class="reference internal" href="post_description.html">Postprocessing</a></li> +<li class="toctree-l2"><a class="reference internal" href="bayes_description.html">Bayesian inference and multi-model comparison</a></li> +</ul> +</li> <li class="toctree-l1"><a class="reference internal" href="tutorial.html">TUTORIAL</a></li> -<li class="toctree-l1 has-children"><a class="reference internal" href="examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2"><a class="reference internal" href="analyticalfunction.html">Analytical function</a></li> <li class="toctree-l2"><a class="reference internal" href="beam.html">Beam</a></li> <li class="toctree-l2"><a class="reference internal" href="borehole.html">Borehole</a></li> @@ -175,12 +184,6 @@ <li class="toctree-l2"><a class="reference internal" href="pollution.html">Pollution</a></li> </ul> </li> -<li class="toctree-l1 current has-children"><a class="reference internal" href="packagedescription.html">PACKAGE DESCRIPTION</a><input checked="" class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of PACKAGE DESCRIPTION</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul class="current"> -<li class="toctree-l2 current current-page"><a class="current reference internal" href="#">Priors, input space and experimental design</a></li> -<li class="toctree-l2"><a class="reference internal" href="surrogate_description.html">Training surrogate models</a></li> -<li class="toctree-l2"><a class="reference internal" href="post_description.html">Postprocessing, Bayesian inference and Bayesian model comparison</a></li> -</ul> -</li> <li class="toctree-l1 has-children"><a class="reference internal" href="api.html">API</a><input class="toctree-checkbox" id="toctree-checkbox-3" name="toctree-checkbox-3" role="switch" type="checkbox"/><label for="toctree-checkbox-3"><div class="visually-hidden">Toggle navigation of API</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2 has-children"><a class="reference internal" href="_autosummary/bayesvalidrox.html">bayesvalidrox</a><input class="toctree-checkbox" id="toctree-checkbox-4" name="toctree-checkbox-4" role="switch" type="checkbox"/><label for="toctree-checkbox-4"><div class="visually-hidden">Toggle navigation of bayesvalidrox</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l3 has-children"><a class="reference internal" href="_autosummary/bayesvalidrox.bayes_inference.html">bayesvalidrox.bayes_inference</a><input class="toctree-checkbox" id="toctree-checkbox-5" name="toctree-checkbox-5" role="switch" type="checkbox"/><label for="toctree-checkbox-5"><div class="visually-hidden">Toggle navigation of bayesvalidrox.bayes_inference</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> @@ -334,22 +337,18 @@ <article role="main"> <section id="priors-input-space-and-experimental-design"> <h1>Priors, input space and experimental design<a class="headerlink" href="#priors-input-space-and-experimental-design" title="Link to this heading">¶</a></h1> -<div class="admonition note"> -<p class="admonition-title">Note</p> -<p>#TODO Write a short intro to uncertain inputs and sampling</p> -</div> -<section id="input-classes"> -<h2>Input classes<a class="headerlink" href="#input-classes" title="Link to this heading">¶</a></h2> +<p>The surrogate models, as used in BayesValidRox, consider model formulations where at least one of the input parameters is associated with uncertainty. +This uncertainty can be described as probability distributions over possible values for the parameter.</p> <div class="twocol docutils container"> <div class="leftside docutils container"> -<p>Four classes contained in bayesvalidrox are associated with the inputs: <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.inputs.Marginal.html#bayesvalidrox.surrogate_models.inputs.Marginal" title="bayesvalidrox.surrogate_models.inputs.Marginal"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.inputs.Marginal</span></code></a>, <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.inputs.Input.html#bayesvalidrox.surrogate_models.inputs.Input" title="bayesvalidrox.surrogate_models.inputs.Input"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.inputs.Input</span></code></a>, <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.input_space.InputSpace.html#bayesvalidrox.surrogate_models.input_space.InputSpace" title="bayesvalidrox.surrogate_models.input_space.InputSpace"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.input_space.InputSpace</span></code></a> and <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.html#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns" title="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.exp_designs.ExpDesigns</span></code></a>.</p> +<p>Four classes contained in bayesvalidrox are associated with describing uncertain inputs: <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.inputs.Marginal.html#bayesvalidrox.surrogate_models.inputs.Marginal" title="bayesvalidrox.surrogate_models.inputs.Marginal"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.inputs.Marginal</span></code></a>, <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.inputs.Input.html#bayesvalidrox.surrogate_models.inputs.Input" title="bayesvalidrox.surrogate_models.inputs.Input"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.inputs.Input</span></code></a>, <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.input_space.InputSpace.html#bayesvalidrox.surrogate_models.input_space.InputSpace" title="bayesvalidrox.surrogate_models.input_space.InputSpace"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.input_space.InputSpace</span></code></a> and <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.html#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns" title="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.exp_designs.ExpDesigns</span></code></a>.</p> <p>Uncertain parameters are specified via their marginal distributions in <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.inputs.Marginal.html#bayesvalidrox.surrogate_models.inputs.Marginal" title="bayesvalidrox.surrogate_models.inputs.Marginal"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.inputs.Marginal</span></code></a> objects as either distribution types with associated parameters, or via a set of realizations. Supported distribution types include <code class="docutils literal notranslate"><span class="pre">unif</span></code>, <code class="docutils literal notranslate"><span class="pre">norm</span></code>, <code class="docutils literal notranslate"><span class="pre">gamma</span></code>, <code class="docutils literal notranslate"><span class="pre">beta</span></code>, <code class="docutils literal notranslate"><span class="pre">lognorm</span></code>, <code class="docutils literal notranslate"><span class="pre">expon</span></code> and <code class="docutils literal notranslate"><span class="pre">weibull</span></code>.</p> <p>All marginals contained in an <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.inputs.Input.html#bayesvalidrox.surrogate_models.inputs.Input" title="bayesvalidrox.surrogate_models.inputs.Input"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.inputs.Input</span></code></a> object should be defined in the same manner, mixing definitions via distribution type and sampels is not supported.</p> <p>If <code class="docutils literal notranslate"><span class="pre">rosenblatt</span></code> is set as <code class="docutils literal notranslate"><span class="pre">True</span></code>, then a Rosenblatt transform will be applied for training the surrogate.</p> </div> <div class="rightside docutils container"> -<a class="reference internal image-reference" href="_images/input_classes.png"><img alt="UML for input-related classes in bayesvalidrox" src="_images/input_classes.png" style="width: 300px;" /></a> +<a class="reference internal image-reference" href="_images/input_classes.png"><img alt="UML diagram for input-related classes in bayesvalidrox" src="_images/input_classes.png" style="width: 300px;" /></a> </div> </div> <div class="admonition note"> @@ -364,7 +363,6 @@ This includes sampling from the distributions and applying the Rosenblatt transf The class <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.html#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns" title="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.exp_designs.ExpDesigns</span></code></a> additionally contains methods and attributes related to sampling from the input space for static and iterative training of the surrogate model. Supported sampling methods include <code class="docutils literal notranslate"><span class="pre">random</span></code>, <code class="docutils literal notranslate"><span class="pre">latin-hypercube</span></code>, <code class="docutils literal notranslate"><span class="pre">sobol</span></code>, <code class="docutils literal notranslate"><span class="pre">halton</span></code>, <code class="docutils literal notranslate"><span class="pre">hammersley</span></code>, <code class="docutils literal notranslate"><span class="pre">chebyshev(FT)</span></code>, <code class="docutils literal notranslate"><span class="pre">grid(FT)</span></code> and <code class="docutils literal notranslate"><span class="pre">user</span></code> for user-defined sampling.</p> <p>The options for iterative metamodel training are detailed in <a class="reference internal" href="surrogate_description.html"><span class="doc">Training surrogate models</span></a>.</p> -</section> <section id="example"> <h2>Example<a class="headerlink" href="#example" title="Link to this heading">¶</a></h2> <p>In practice, only the classes <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.inputs.Input.html#bayesvalidrox.surrogate_models.inputs.Input" title="bayesvalidrox.surrogate_models.inputs.Input"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.inputs.Input</span></code></a> and <a class="reference internal" href="_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.html#bayesvalidrox.surrogate_models.exp_designs.ExpDesigns" title="bayesvalidrox.surrogate_models.exp_designs.ExpDesigns"><code class="xref any py py-class docutils literal notranslate"><span class="pre">bayesvalidrox.surrogate_models.exp_designs.ExpDesigns</span></code></a> are directly used.</p> @@ -383,13 +381,14 @@ Supported sampling methods include <code class="docutils literal notranslate"><s </pre></div> </div> <p>If they are given via data, only <code class="docutils literal notranslate"><span class="pre">name</span></code> and <code class="docutils literal notranslate"><span class="pre">input_data</span></code> are relevant.</p> -<div class="doctest highlight-default notranslate"><div class="highlight"><pre><span></span><span class="gp">>>> </span><span class="n">Inputs</span><span class="o">.</span><span class="n">add_marginals</span><span class="p">()</span> +<div class="doctest highlight-default notranslate"><div class="highlight"><pre><span></span><span class="gp">>>> </span><span class="n">inputParams</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">uniform</span><span class="p">(</span><span class="o">-</span><span class="mi">5</span><span class="p">,</span><span class="o">-</span><span class="mi">5</span><span class="p">,</span><span class="mi">100</span><span class="p">)</span> +<span class="gp">>>> </span><span class="n">Inputs</span><span class="o">.</span><span class="n">add_marginals</span><span class="p">()</span> <span class="gp">>>> </span><span class="n">Inputs</span><span class="o">.</span><span class="n">Marginals</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="s1">'$X$'</span> -<span class="gp">>>> </span><span class="n">Inputs</span><span class="o">.</span><span class="n">Marginals</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">input_data</span> <span class="o">=</span> <span class="n">inputParams</span><span class="p">[:,</span> <span class="mi">0</span><span class="p">]</span> +<span class="gp">>>> </span><span class="n">Inputs</span><span class="o">.</span><span class="n">Marginals</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">input_data</span> <span class="o">=</span> <span class="n">inputParams</span> </pre></div> </div> <p>An experimental design can be constructed based on these inputs.</p> -<div class="doctest highlight-default notranslate"><div class="highlight"><pre><span></span><span class="gp">>>> </span><span class="n">ExpDesign</span> <span class="o">=</span> <span class="n">ExpDesign</span><span class="p">(</span><span class="n">Inputs</span><span class="p">)</span> +<div class="doctest highlight-default notranslate"><div class="highlight"><pre><span></span><span class="gp">>>> </span><span class="n">ExpDesign</span> <span class="o">=</span> <span class="n">ExpDesigns</span><span class="p">(</span><span class="n">Inputs</span><span class="p">)</span> </pre></div> </div> <p>Samples of the marginals can be created by specifying a sampling method and generating the wanted number of samples.</p> @@ -397,6 +396,12 @@ Supported sampling methods include <code class="docutils literal notranslate"><s <span class="gp">>>> </span><span class="n">samples</span> <span class="o">=</span> <span class="n">ExpDesign</span><span class="o">.</span><span class="n">generate_samples</span><span class="p">(</span><span class="mi">100</span><span class="p">)</span> </pre></div> </div> +<p>The generated samples can be visualized against their marginal distributions.</p> +<div class="doctest highlight-default notranslate"><div class="highlight"><pre><span></span><span class="gp">>>> </span><span class="n">ExpDesign</span><span class="o">.</span><span class="n">plot_samples</span><span class="p">(</span><span class="n">samples</span><span class="p">)</span> +</pre></div> +</div> +<p>The results will be saved in the folder <code class="docutils literal notranslate"><span class="pre">Outputs_Priors</span></code>.</p> +<a class="reference internal image-reference" href="_images/prior_$X$.png"><img alt="Generated samples against their marginal distribution" src="_images/prior_%24X%24.png" style="width: 400px;" /></a> </section> </section> @@ -405,12 +410,12 @@ Supported sampling methods include <code class="docutils literal notranslate"><s <footer> <div class="related-pages"> - <a class="next-page" href="surrogate_description.html"> + <a class="next-page" href="model_description.html"> <div class="page-info"> <div class="context"> <span>Next</span> </div> - <div class="title">Training surrogate models</div> + <div class="title">Models</div> </div> <svg class="furo-related-icon"><use href="#svg-arrow-right"></use></svg> </a> @@ -421,7 +426,7 @@ Supported sampling methods include <code class="docutils literal notranslate"><s <span>Previous</span> </div> - <div class="title">PACKAGE DESCRIPTION</div> + <div class="title">USER GUIDE</div> </div> </a> @@ -456,7 +461,6 @@ Supported sampling methods include <code class="docutils literal notranslate"><s <div class="toc-tree"> <ul> <li><a class="reference internal" href="#">Priors, input space and experimental design</a><ul> -<li><a class="reference internal" href="#input-classes">Input classes</a></li> <li><a class="reference internal" href="#example">Example</a></li> </ul> </li> diff --git a/docs/build/html/objects.inv b/docs/build/html/objects.inv index ca48356e512ebc419a6d9db47d51bb94d10958ac..b24151365f5b50ce51d7b5ed10cfdff340f22cf1 100644 Binary files a/docs/build/html/objects.inv and b/docs/build/html/objects.inv differ diff --git a/docs/build/html/packagedescription.html b/docs/build/html/packagedescription.html index 448b5e1e5d7cd4f8e890b5f460d92e97b074cc6f..66819e77f7eef8c7c7924b8131ea89426cffc523 100644 --- a/docs/build/html/packagedescription.html +++ b/docs/build/html/packagedescription.html @@ -3,7 +3,7 @@ <head><meta charset="utf-8"/> <meta name="viewport" content="width=device-width,initial-scale=1"/> <meta name="color-scheme" content="light dark"><meta name="generator" content="Docutils 0.18.1: http://docutils.sourceforge.net/" /> -<link rel="index" title="Index" href="genindex.html" /><link rel="search" title="Search" href="search.html" /><link rel="next" title="Priors, input space and experimental design" href="input_description.html" /><link rel="prev" title="Example: pollution" href="pollution.html" /> +<link rel="index" title="Index" href="genindex.html" /><link rel="search" title="Search" href="search.html" /><link rel="next" title="Priors, input space and experimental design" href="input_description.html" /><link rel="prev" title="Surrogate-assisted Bayesian validation of computational models" href="index.html" /> <!-- Generated with Sphinx 7.3.7 and Furo 2023.09.10 --> <title>USER GUIDE - bayesvalidrox 1.0.0 documentation</title> @@ -164,8 +164,17 @@ </form> <div id="searchbox"></div><div class="sidebar-scroll"><div class="sidebar-tree"> <ul class="current"> +<li class="toctree-l1 current has-children current-page"><a class="current reference internal" href="#">USER GUIDE</a><input checked="" class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l2"><a class="reference internal" href="input_description.html">Priors, input space and experimental design</a></li> +<li class="toctree-l2"><a class="reference internal" href="model_description.html">Models</a></li> +<li class="toctree-l2"><a class="reference internal" href="surrogate_description.html">Training surrogate models</a></li> +<li class="toctree-l2"><a class="reference internal" href="al_description.html">Active learning: iteratively expanding the training set</a></li> +<li class="toctree-l2"><a class="reference internal" href="post_description.html">Postprocessing</a></li> +<li class="toctree-l2"><a class="reference internal" href="bayes_description.html">Bayesian inference and multi-model comparison</a></li> +</ul> +</li> <li class="toctree-l1"><a class="reference internal" href="tutorial.html">TUTORIAL</a></li> -<li class="toctree-l1 has-children"><a class="reference internal" href="examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2"><a class="reference internal" href="analyticalfunction.html">Analytical function</a></li> <li class="toctree-l2"><a class="reference internal" href="beam.html">Beam</a></li> <li class="toctree-l2"><a class="reference internal" href="borehole.html">Borehole</a></li> @@ -175,12 +184,6 @@ <li class="toctree-l2"><a class="reference internal" href="pollution.html">Pollution</a></li> </ul> </li> -<li class="toctree-l1 current has-children current-page"><a class="current reference internal" href="#">USER GUIDE</a><input checked="" class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> -<li class="toctree-l2"><a class="reference internal" href="input_description.html">Priors, input space and experimental design</a></li> -<li class="toctree-l2"><a class="reference internal" href="surrogate_description.html">Training surrogate models</a></li> -<li class="toctree-l2"><a class="reference internal" href="post_description.html">Postprocessing, Bayesian inference and Bayesian model comparison</a></li> -</ul> -</li> <li class="toctree-l1 has-children"><a class="reference internal" href="api.html">API</a><input class="toctree-checkbox" id="toctree-checkbox-3" name="toctree-checkbox-3" role="switch" type="checkbox"/><label for="toctree-checkbox-3"><div class="visually-hidden">Toggle navigation of API</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2 has-children"><a class="reference internal" href="_autosummary/bayesvalidrox.html">bayesvalidrox</a><input class="toctree-checkbox" id="toctree-checkbox-4" name="toctree-checkbox-4" role="switch" type="checkbox"/><label for="toctree-checkbox-4"><div class="visually-hidden">Toggle navigation of bayesvalidrox</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l3 has-children"><a class="reference internal" href="_autosummary/bayesvalidrox.bayes_inference.html">bayesvalidrox.bayes_inference</a><input class="toctree-checkbox" id="toctree-checkbox-5" name="toctree-checkbox-5" role="switch" type="checkbox"/><label for="toctree-checkbox-5"><div class="visually-hidden">Toggle navigation of bayesvalidrox.bayes_inference</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> @@ -334,36 +337,60 @@ <article role="main"> <section id="user-guide"> <h1>USER GUIDE<a class="headerlink" href="#user-guide" title="Link to this heading">¶</a></h1> -<section id="introductory-theory"> -<h2>Introductory theory<a class="headerlink" href="#introductory-theory" title="Link to this heading">¶</a></h2> +<section id="installation"> +<h2>Installation<a class="headerlink" href="#installation" title="Link to this heading">¶</a></h2> +<p>BayesValidRox provides functionalities for describing uncertain parameters, building surrogate models based on model outputs and evaluating them with Bayesian validation methods.</p> +<p>This package runs under Python 3.9 for versions <1.0.0 and 3.9+ from version 1.0.0 on. +It can be installed with pip, best practice is to do so inside a virtual environment.</p> +<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>python3<span class="w"> </span>-m<span class="w"> </span>venv<span class="w"> </span>bayes_env +<span class="nb">cd</span><span class="w"> </span>bayes_env +<span class="nb">source</span><span class="w"> </span>bin/activate +</pre></div> +</div> +<p>Here replace <code class="docutils literal notranslate"><span class="pre">bayes_env</span></code> with your preferred name. +Then install the latest release of BayesValidRox inside the venv.</p> +<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>pip<span class="w"> </span>install<span class="w"> </span>bayesvalidrox +</pre></div> +</div> +<p>The current master can be installed by cloning the repository.</p> +<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>git<span class="w"> </span>clone<span class="w"> </span>https://git.iws.uni-stuttgart.de/inversemodeling/bayesvalidrox.git +<span class="nb">cd</span><span class="w"> </span>bayesvalidrox +pip<span class="w"> </span>install<span class="w"> </span>. +</pre></div> +</div> +<section id="overview"> +<h3>Overview<a class="headerlink" href="#overview" title="Link to this heading">¶</a></h3> <div class="admonition note"> <p class="admonition-title">Note</p> <p>#TODO Introduced some of the used basic terms and notations here to prepare for the detailed descriptions of each part.</p> </div> -</section> -<section id="overview"> -<h2>Overview<a class="headerlink" href="#overview" title="Link to this heading">¶</a></h2> -<p>This package is split into multiple topics corresponding to the folder structure of the package.</p> +<p>This package is split into multiple aspects corresponding to its folder structure.</p> <a class="reference internal image-reference" href="_images/folder_structure.png"><img alt="Folder structure of **bayesvalidrox**" src="_images/folder_structure.png" style="width: 600px;" /></a> -<p>The folder <cite>surrogate_models</cite> contains all the functions and classes that are necessary in order to create and train the surrogate model. +<p>The folder <code class="docutils literal notranslate"><span class="pre">surrogate_models</span></code> contains all the functions and classes that are necessary in order to create and train the surrogate model. This includes</p> <ul class="simple"> <li><p>defining the input marginals</p></li> <li><p>setting properties of the sampling in an experimental design</p></li> <li><p>choosing the surrogate model and its properties</p></li> -<li><p>training the surrogate model on model evaluations in a straightforward or iterative manner</p></li> +<li><p>training the surrogate model on model evaluations in a straightforward manner or iteratively with active learning</p></li> </ul> -<p>The computational model is linked via a <em>pylink</em> interface. -We split this into the aspects <a class="reference internal" href="input_description.html"><span class="doc">Priors, input space and experimental design</span></a> and <a class="reference internal" href="surrogate_description.html"><span class="doc">Training surrogate models</span></a> to provide insight into the options available in bayesvalidrox.</p> -<p><a class="reference internal" href="post_description.html"><span class="doc">Postprocessing, Bayesian inference and Bayesian model comparison</span></a> can be applied to trained surrogate models, or using the underlying models themselves.</p> +<p>The computational model is linked via a <code class="docutils literal notranslate"><span class="pre">pylink</span></code> interface.</p> +<p>Multiple post-processing options are available, including the calculation of Sobol’ indices, checking the accuracy of the surrogate model and visualizations of the moments of the surrogate.</p> +<p>Bayesian inference can be performed with rejection sampling or MCMC, while taking into account the estimated uncertainty of the data that the (surrogate) model is compared to. +If multiple (surrogate) models are given, they can be compared against each other with pairwise Bayes Factors, model weights or a justifiability analysis.</p> +<p>The next pages lead through the topics given in BayesValidRox and describe the available classes and give brief examples for their use.</p> <div class="toctree-wrapper compound"> <ul> <li class="toctree-l1"><a class="reference internal" href="input_description.html">Priors, input space and experimental design</a></li> +<li class="toctree-l1"><a class="reference internal" href="model_description.html">Models</a></li> <li class="toctree-l1"><a class="reference internal" href="surrogate_description.html">Training surrogate models</a></li> -<li class="toctree-l1"><a class="reference internal" href="post_description.html">Postprocessing, Bayesian inference and Bayesian model comparison</a></li> +<li class="toctree-l1"><a class="reference internal" href="al_description.html">Active learning: iteratively expanding the training set</a></li> +<li class="toctree-l1"><a class="reference internal" href="post_description.html">Postprocessing</a></li> +<li class="toctree-l1"><a class="reference internal" href="bayes_description.html">Bayesian inference and multi-model comparison</a></li> </ul> </div> </section> +</section> </section> </article> @@ -380,14 +407,14 @@ We split this into the aspects <a class="reference internal" href="input_descrip </div> <svg class="furo-related-icon"><use href="#svg-arrow-right"></use></svg> </a> - <a class="prev-page" href="pollution.html"> + <a class="prev-page" href="index.html"> <svg class="furo-related-icon"><use href="#svg-arrow-right"></use></svg> <div class="page-info"> <div class="context"> <span>Previous</span> </div> - <div class="title">Example: pollution</div> + <div class="title">Home</div> </div> </a> @@ -422,10 +449,12 @@ We split this into the aspects <a class="reference internal" href="input_descrip <div class="toc-tree"> <ul> <li><a class="reference internal" href="#">USER GUIDE</a><ul> -<li><a class="reference internal" href="#introductory-theory">Introductory theory</a></li> +<li><a class="reference internal" href="#installation">Installation</a><ul> <li><a class="reference internal" href="#overview">Overview</a></li> </ul> </li> +</ul> +</li> </ul> </div> @@ -439,5 +468,6 @@ We split this into the aspects <a class="reference internal" href="input_descrip <script src="_static/doctools.js?v=9a2dae69"></script> <script src="_static/sphinx_highlight.js?v=dc90522c"></script> <script src="_static/scripts/furo.js?v=32e29ea5"></script> + <script async="async" src="http://cdn.mathjax.org/mathjax/latest/MathJax.js"></script> </body> </html> \ No newline at end of file diff --git a/docs/build/html/py-modindex.html b/docs/build/html/py-modindex.html index 3954a396b74fba3c224d98fddc6786a7ef086ef8..a10614c9b79526a3d472e0d16dc897c071d4208e 100644 --- a/docs/build/html/py-modindex.html +++ b/docs/build/html/py-modindex.html @@ -162,8 +162,17 @@ </form> <div id="searchbox"></div><div class="sidebar-scroll"><div class="sidebar-tree"> <ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="packagedescription.html">USER GUIDE</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l2"><a class="reference internal" href="input_description.html">Priors, input space and experimental design</a></li> +<li class="toctree-l2"><a class="reference internal" href="model_description.html">Models</a></li> +<li class="toctree-l2"><a class="reference internal" href="surrogate_description.html">Training surrogate models</a></li> +<li class="toctree-l2"><a class="reference internal" href="al_description.html">Active learning: iteratively expanding the training set</a></li> +<li class="toctree-l2"><a class="reference internal" href="post_description.html">Postprocessing</a></li> +<li class="toctree-l2"><a class="reference internal" href="bayes_description.html">Bayesian inference and multi-model comparison</a></li> +</ul> +</li> <li class="toctree-l1"><a class="reference internal" href="tutorial.html">TUTORIAL</a></li> -<li class="toctree-l1 has-children"><a class="reference internal" href="examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="examples.html">EXAMPLES</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of EXAMPLES</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2"><a class="reference internal" href="analyticalfunction.html">Analytical function</a></li> <li class="toctree-l2"><a class="reference internal" href="beam.html">Beam</a></li> <li class="toctree-l2"><a class="reference internal" href="borehole.html">Borehole</a></li> @@ -173,12 +182,6 @@ <li class="toctree-l2"><a class="reference internal" href="pollution.html">Pollution</a></li> </ul> </li> -<li class="toctree-l1 has-children"><a class="reference internal" href="packagedescription.html">USER GUIDE</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> -<li class="toctree-l2"><a class="reference internal" href="input_description.html">Priors, input space and experimental design</a></li> -<li class="toctree-l2"><a class="reference internal" href="surrogate_description.html">Training surrogate models</a></li> -<li class="toctree-l2"><a class="reference internal" href="post_description.html">Postprocessing, Bayesian inference and Bayesian model comparison</a></li> -</ul> -</li> <li class="toctree-l1 has-children"><a class="reference internal" href="api.html">API</a><input class="toctree-checkbox" id="toctree-checkbox-3" name="toctree-checkbox-3" role="switch" type="checkbox"/><label for="toctree-checkbox-3"><div class="visually-hidden">Toggle navigation of API</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2 has-children"><a class="reference internal" href="_autosummary/bayesvalidrox.html">bayesvalidrox</a><input class="toctree-checkbox" id="toctree-checkbox-4" name="toctree-checkbox-4" role="switch" type="checkbox"/><label for="toctree-checkbox-4"><div class="visually-hidden">Toggle navigation of bayesvalidrox</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l3 has-children"><a class="reference internal" href="_autosummary/bayesvalidrox.bayes_inference.html">bayesvalidrox.bayes_inference</a><input class="toctree-checkbox" id="toctree-checkbox-5" name="toctree-checkbox-5" role="switch" type="checkbox"/><label for="toctree-checkbox-5"><div class="visually-hidden">Toggle navigation of bayesvalidrox.bayes_inference</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> diff --git a/docs/build/html/search.html b/docs/build/html/search.html index 16e0b0a1bdc3aadacce5c2e10f53a761c3883aa1..8fe37498ef5854389bf8baad867f2b6e492744ad 100644 --- a/docs/build/html/search.html +++ b/docs/build/html/search.html @@ -161,8 +161,17 @@ </form> <div id="searchbox"></div><div class="sidebar-scroll"><div class="sidebar-tree"> <ul> +<li class="toctree-l1 has-children"><a class="reference internal" href="packagedescription.html">USER GUIDE</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of USER GUIDE</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> +<li class="toctree-l2"><a class="reference internal" href="input_description.html">Priors, input space and experimental design</a></li> +<li class="toctree-l2"><a class="reference internal" href="model_description.html">Models</a></li> +<li class="toctree-l2"><a class="reference internal" href="surrogate_description.html">Training surrogate models</a></li> +<li class="toctree-l2"><a class="reference internal" href="al_description.html">Active learning: iteratively expanding the training set</a></li> +<li class="toctree-l2"><a class="reference internal" href="post_description.html">Postprocessing</a></li> +<li class="toctree-l2"><a class="reference internal" href="bayes_description.html">Bayesian inference and multi-model comparison</a></li> +</ul> +</li> <li class="toctree-l1"><a class="reference internal" 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href="post_description.html">Postprocessing, Bayesian inference and Bayesian model comparison</a></li> -</ul> -</li> <li class="toctree-l1 has-children"><a class="reference internal" href="api.html">API</a><input class="toctree-checkbox" id="toctree-checkbox-3" name="toctree-checkbox-3" role="switch" type="checkbox"/><label for="toctree-checkbox-3"><div class="visually-hidden">Toggle navigation of API</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l2 has-children"><a class="reference internal" href="_autosummary/bayesvalidrox.html">bayesvalidrox</a><input class="toctree-checkbox" id="toctree-checkbox-4" name="toctree-checkbox-4" role="switch" type="checkbox"/><label for="toctree-checkbox-4"><div class="visually-hidden">Toggle navigation of bayesvalidrox</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> <li class="toctree-l3 has-children"><a class="reference internal" 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["bayesvalidrox", "bayesvalidrox.bayes_inference", "bayesvalidrox.bayes_inference.bayes_inference", "bayesvalidrox.bayes_inference.bayes_inference.BayesInference", "bayesvalidrox.bayes_inference.bayes_model_comparison", "bayesvalidrox.bayes_inference.bayes_model_comparison.BayesModelComparison", "bayesvalidrox.bayes_inference.discrepancy", "bayesvalidrox.bayes_inference.discrepancy.Discrepancy", "bayesvalidrox.bayes_inference.mcmc", "bayesvalidrox.bayes_inference.mcmc.MCMC", "bayesvalidrox.bayes_inference.mcmc.gelman_rubin", "bayesvalidrox.post_processing", "bayesvalidrox.post_processing.post_processing", "bayesvalidrox.post_processing.post_processing.PostProcessing", "bayesvalidrox.pylink", "bayesvalidrox.pylink.pylink", "bayesvalidrox.pylink.pylink.PyLinkForwardModel", "bayesvalidrox.pylink.pylink.within_range", "bayesvalidrox.surrogate_models", "bayesvalidrox.surrogate_models.adaptPlot", "bayesvalidrox.surrogate_models.adaptPlot.adaptPlot", 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"TUTORIAL"], "titleterms": {"1": 75, "3": 75, "activ": 64, "adaptplot": [19, 20], "also": 71, "an": 81, "analyt": 65, "api": 66, "apoly_construct": [21, 22], "argument": [29, 42], "assist": 71, "attribut": [3, 5, 7, 9, 13, 16, 25, 26, 39, 42, 47, 49, 50, 52, 55, 58, 60], "bay": [], "bayes_infer": [1, 2, 3, 4, 5, 6, 7, 8, 9, 10], "bayes_linear": [23, 24, 25, 26, 27], "bayes_model_comparison": [4, 5], "bayesian": [67, 71, 81], "bayesianlinearregress": 24, "bayesinfer": 3, "bayesmodelcomparison": 5, "bayesvalidrox": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63], "beam": 68, "borehol": 69, "check_rang": 40, "choic": [65, 68, 69, 73, 75, 76, 78], "class": 80, "comparison": [67, 75], "comput": 71, "content": 71, "corr": 53, "corr_loocv_error": 61, "create_psi": 62, "cross_trunc": 44, "data": [65, 68, 69, 73, 76, 78, 81], "defin": 81, "descript": [], "design": [72, 81], "discrep": [6, 7, 65, 68], "eblinearregress": 25, "engin": [28, 29, 30, 31, 32, 80, 81], "eval_rec_rul": [33, 34, 35, 36, 37], "eval_rec_rule_arbitrari": 35, "eval_univ_basi": 36, "exampl": [49, 65, 68, 69, 70, 72, 73, 74, 75, 76, 78, 79, 80], "exp_design": [38, 39, 40], "expand": 64, "expdesign": 39, "experiment": [72, 81], "explor": [41, 42], "function": [65, 76], "further": 71, "gamma_mean": 27, "gaussian_process_emul": 63, "gelman_rubin": 10, "glexindex": [43, 44, 45], "guid": 77, "hellinger_dist": 30, "import": 81, "indic": 71, "infer": [67, 81], "input": [48, 49, 50, 72, 81], "input_spac": [46, 47], "inputspac": 47, "instal": [71, 77], "introductori": [], "ishigami": 73, "iter": 64, "l2_model": 75, "learn": 64, "librari": 81, "licens": 71, "link": 71, "logpdf": 31, "margin": 50, "mcmc": [8, 9, 10], "meta": 81, "meta_model_engin": [], "metamodel": [60, 65, 68, 69, 73, 75, 76, 78, 80], "model": [65, 67, 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58, 60, 61, 62, 63], "see": 71, "sequenti": 81, "set": [64, 65, 68, 69, 73, 75, 76, 78, 81], "space": 72, "subdomain": 32, "surrog": [65, 68, 69, 71, 73, 75, 76, 78, 80, 81], "surrogate_model": [18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63], "tabl": 71, "theori": [], "train": [64, 65, 68, 69, 73, 75, 76, 78, 80, 81], "tutori": 81, "uncertainti": 81, "update_precis": 56, "user": 77, "valid": 71, "vblinearregress": 26, "within_rang": 17}}) \ No newline at end of file diff --git a/docs/diagrams/active_learning.dot b/docs/diagrams/active_learning.dot new file mode 100644 index 0000000000000000000000000000000000000000..31920d725f3f17cf5f3235a0feb74e3c8f276d7b --- /dev/null +++ b/docs/diagrams/active_learning.dot @@ -0,0 +1,21 @@ +digraph pyUML { +Input [label="{Input||}", shape=record]; +InputSpace [label="{InputSpace||}", shape=record]; +ExpDesigns [label="{ExpDesigns|+ sampling_method : string\l+ hdf5_file : string\l+ n_new_samples : int\l+ n_max_samples : int\l+ mod_LOO_threshold : double\l+ tradeoff_scheme : string\l+ n_canddidate : int\l+ explore_method : string\l+ exploit_method : string\l+ util_func : string\l+ n_cand_groups : int\l+ n_replication : int\l+ post_snapshot : bool\l+ step_snapshot : int\l+ max_a_post : list\l+ adapt_verbose : bool\l+ max_func_itr : int\l+ out_dir : string\l|+ generate_samples()\l+ generate_ED()\l+ read_from_file()\l+ random_sampler()\l+ pcm_sampler()\l+ plot_samples()\l}", shape=record]; +ExpDesigns -> Input [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +PyLinkForwardModel [label="{PyLinkForwardModel|+ link_type : string\l+ name : string\l+ py_file : string\l+ func_args : dict\l+ shell_command : string\l+ input_file : string\l+ input_template : string\l+ aux_file : string\l+ exe_path : string\l+ output_file_names : list\l+ output_names : list\l+ output_parser : string\l+ multi_process : bool\l+ n_cpus : int\l+ meas_file : string\l+ meas_file_valid : string\l+ mc_ref_file : string\l+ obs_dict : dict\l+ obs_dict_valid : dict\l+ mc_ref_dict : dict\l|+ read_observation()\l+ read_output()\l+ update_input_params()\l+ run_command()\l+ run_forwardmodel()\l+ run_model_parallel()\l+ uMBridge_model()\l+ _store_simulations()\l+ zip_subdirs()\l}", shape=record]; +MetaModel [label="{MetaModel|+ input_obj : Input\l+ meta_model_type : string\l+ pce_reg_method : string\l+ bootstrap_method : string\l+ n_bootstrap_itrs : int\l+ pce_deg : int\l+ pce_q_norm : double\l+ dim_red_method : string\l+ apply_constraints : bool\l+ verbose : bool\l|+ build_metamodel()\l+ fit()\l+ update_pce_coeffs()\l+ add_InputSpace()\l+ univ_basis_vals()\l+ regression()\l+ adaptive_regression()\l+ pca_transformation()\l+ eval_metamodel()\l+ copy_meta_model_opts()\l+ _select_degree()\l+ generate_polynomials()\l+ _compute_pce_moments()\l}", shape=record]; +MetaModel -> Input [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +MetaModel -> InputSpace [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine [label="{Engine|+ MetaModel : MetaModel\l+ Model : Model\l+ ExpDesign : ExpDesigns\l+ parallel : bool\l+ trained : bool\l|+ start_engine()\l+ train_normal()\l+ train_sequential()\l+ eval_metamodel()\l+ train_seq_design()\l+ util_VarBasedDesign()\l+ util_BayesianActiveDesign()\l+ util_BayesianDesign()\l+ run_util_func()\l+ dual_annealing()\l+ tradeoff_weights()\l+ choose_next_sample()\l+ util_AlphOptDesign()\l+ _normpdt()\l+ _corr_factor_BME()\l+ _posteriorPlot()\l+ _BME_Calculator()\l+ _validError()\l+ _error_Mean_Std()\l}", shape=record]; +Engine -> PyLinkForwardModel [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> ExpDesigns [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> MetaModel [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Exploration [label="{Exploration|+ ExpDesign : ExpDesigns\l+ n_candidate : int\l+ mc_criterion : string\l|+ get_exploration_samples()\l+ get_vornoi_samples()\l+ get_mc_samples()\l+ approximate_voronoi()\l+ _build_dist_matrix_point()\l}", shape=record]; +Exploration -> ExpDesigns [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> Exploration [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Discrepancy [label="{Discrepancy|+ InputDosc : Input\l+ disc_type : string\l+ parameters : list\l|+ get_sample()\l}", shape=record]; +Discrepancy -> ExpDesigns [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Discrepancy -> Input [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> Discrepancy [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +} diff --git a/docs/diagrams/active_learning_reduced.dot b/docs/diagrams/active_learning_reduced.dot new file mode 100644 index 0000000000000000000000000000000000000000..948804b9b766600be60235b01ef5531eeac548e9 --- /dev/null +++ b/docs/diagrams/active_learning_reduced.dot @@ -0,0 +1,17 @@ +digraph pyUML { +Input [label="{Input||}", shape=record]; +ExpDesigns [label="{ExpDesigns|+ sampling_method : string\l+ hdf5_file : string\l+ n_new_samples : int\l+ n_max_samples : int\l+ mod_LOO_threshold : double\l+ tradeoff_scheme : string\l+ n_canddidate : int\l+ explore_method : string\l+ exploit_method : string\l+ util_func : string\l+ n_cand_groups : int\l+ n_replication : int\l+ post_snapshot : bool\l+ step_snapshot : int\l+ max_a_post : list\l+ adapt_verbose : bool\l+ max_func_itr : int\l+ out_dir : string\l|+ generate_samples()\l+ generate_ED()\l+ read_from_file()\l+ random_sampler()\l+ pcm_sampler()\l+ plot_samples()\l}", shape=record]; +PyLinkForwardModel [label="{PyLinkForwardModel||}", shape=record]; +MetaModel [label="{MetaModel||}", shape=record]; +Engine [label="{Engine|+ MetaModel : MetaModel\l+ Model : Model\l+ ExpDesign : ExpDesigns\l+ parallel : bool\l+ trained : bool\l|+ start_engine()\l+ train_normal()\l+ train_sequential()\l+ eval_metamodel()\l+ train_seq_design()\l+ util_VarBasedDesign()\l+ util_BayesianActiveDesign()\l+ util_BayesianDesign()\l+ run_util_func()\l+ dual_annealing()\l+ tradeoff_weights()\l+ choose_next_sample()\l+ util_AlphOptDesign()\l+ _normpdt()\l+ _corr_factor_BME()\l+ _posteriorPlot()\l+ _BME_Calculator()\l+ _validError()\l+ _error_Mean_Std()\l}", shape=record]; +Engine -> PyLinkForwardModel [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> ExpDesigns [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> MetaModel [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Exploration [label="{Exploration|+ ExpDesign : ExpDesigns\l+ n_candidate : int\l+ mc_criterion : string\l|+ get_exploration_samples()\l+ get_vornoi_samples()\l+ get_mc_samples()\l+ approximate_voronoi()\l+ _build_dist_matrix_point()\l}", shape=record]; +Exploration -> ExpDesigns [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> Exploration [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Discrepancy [label="{Discrepancy|+ InputDisc : Input\l+ disc_type : string\l+ parameters : list\l|+ get_sample()\l}", shape=record]; +Discrepancy -> ExpDesigns [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Discrepancy -> Input [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> Discrepancy [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +} diff --git a/docs/diagrams/bayesian_validation.dot b/docs/diagrams/bayesian_validation.dot new file mode 100644 index 0000000000000000000000000000000000000000..46814289b17c73adefd12d435b34168a20c8dd24 --- /dev/null +++ b/docs/diagrams/bayesian_validation.dot @@ -0,0 +1,13 @@ +digraph pyUML { +ExpDesigns [label="{ExpDesigns||}", shape=record]; +PyLinkForwardModel [label="{PyLinkForwardModel||}", shape=record]; +MetaModel [label="{MetaModel||}", shape=record]; +Engine [label="{Engine||}", shape=record]; +Engine -> PyLinkForwardModel [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> ExpDesigns [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> MetaModel [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Discrepancy [label="{Discrepancy||}", shape=record]; +BayesInference [label="{BayesInference|+ engine : Engine\l+ discrepancy : Discrepancy\l+ emulator : bool\l+ name : string\l+ bootatrap : bool\l+ req_outputs : list\l+ selected_indices : list\l+ prior_samples : array\l+ n_prior_samples : int\l+ measured_data : dict\l+ inference_method : string\l+ mcmc_params : dict\l+ bayes_loocv : bool\l+ n_bootstrap_itrs : int\l+ perturbed_data : lsit\l+ bootstrap_noise : double\l+ just_analysis : bool\l+ valid_metrics : list\l+ plot_post_pred : bool\l+ plot_map_pred : bool\l+ max_a_posteriori : string\l+ corner_title_fmt : string\l+ out_dir : string\l+ bmc : bool\l|+ setup_inference()\l+ create_inference()\l+ create_error_model()\l+ perform_bootstrap()\l+ _perturb_data()\l+ _eval_model()\l+ normpdf()\l+ _coor_Factor_BME()\l+ _rejection_sampling()\l+ _posterior_predictive()\l+ _plot_max_a_posteriori()\l+ plot_post_params()\l+ plot_log_BME()\l+ _plot_post_predictive()\l}", shape=record]; +BayesInference -> Engine [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +BayesInference -> Discrepancy [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +} diff --git a/docs/diagrams/class_diagram.py b/docs/diagrams/class_diagram.py index 78b7900641ab74b8f6abe33533f87f3d93669b3d..71567b36193c312d2f627a4f3a3ca04e04bfb350 100644 --- a/docs/diagrams/class_diagram.py +++ b/docs/diagrams/class_diagram.py @@ -6,155 +6,881 @@ Interaction of classes in `bayesvalidrox` import graphviz from pyUML import Graph, UMLClass -# List all classes and functions outside classes -classes = {'PyLinkForwardModel':{'type_':'Model'}, - 'BayesInference':{'type_':'Bayes'}, - 'BayesModelComparison':{'type_':'Bayes'}, - 'Discrepancy':{'type_':'Bayes'}, - 'MCMC':{'type_':'Bayes'}, - 'PostProcessing':{'type_':'PostProcessing'}, - 'BayesLinearRegression':{'type_':'training'}, - 'EBLinearRegression':{'type_':'training'}, - 'VBLinearRegression':{'type_':'training'}, - 'Engine':{'type_':'Engine'}, - 'ExpDesigns':{'type_':'Design'}, - 'Exploration':{'type_':'Engine'}, - 'InputSpace':{'type_':'Design'}, - 'Input':{'type_':'Design'}, - 'Marginal':{'type_':'Design'}, - 'OrthogonalMatchingPursuit':{'type_':'training'}, - 'RegressionFastARD':{'type_':'training'}, - 'RegressionFastLaplace':{'type_':'training'}, - 'MetaModel':{'type_':'MetaModel'}} - -free_functions = ['gelman_rubin', 'within_range', 'adaptPlot','apoly_construction', - 'gamma_mean', 'hellinger_distance', 'logpdf', 'subdomain', 'eval_rec_rule', - 'eval_rec_rule_arbitrary', 'eval_univ_basis', 'poly_rec_coeffs', 'check_ranges', - 'cross_truncate', 'glexindex', 'corr', 'update_precisions', - 'corr_loocv_error', 'create_psi', 'gaussian_process_emulator'] - -if 0: - # Create digraph object - g = graphviz.Digraph('classinteraction', filename='classinteraction.gv', engine='fdp') - - # Add the classes and functions as nodes - g.attr('node', shape='box') - #for c in classes: - # g.node(c) - - #g.attr('node', shape='ellipse') - #for f in free_functions: - # g.node(f) - - # Create topic-based subclusters - with g.subgraph(name='cluster_input') as b: - b.edge('Marginal', 'Input') - g.edge('cluster_input', 'ExpDesigns') - g.edge('cluster_input', 'MetaModel') - - g.edge('InputSpace', 'MetaModel') - - - - with g.subgraph(name='cluster_regression') as a: - for i in classes: - if classes[i]['type_'] == 'training': - a.node(i) - g.edge('cluster_regression', 'MetaModel') - - - g.edge('PyLinkForwardModel', 'Engine') - g.edge('ExpDesigns', 'Engine') - g.edge('MetaModel', 'Engine') - g.edge('Exploration', 'Engine') - - with g.subgraph(name='cluster_post') as c: - c.node('PostProcessing') - c.edge('BayesInference', 'BayesModelComparison') - c.edge('MCMC', 'BayesInference') - - g.edge('Engine', 'cluster_post') - g.edge('Discrepancy', 'Engine') - g.edge('Discrepancy', 'BayesInference') - # Add the class-class interactions - if 0: - g.edge('InputSpace', 'MetaModel') - g.edge('Engine', 'PostProcessing') - g.edge('Engine', 'BayesInference') - g.edge('Engine', 'BayesModelComparison') - - g.view() - def print_and_save(graph, name): - print(graph.to_string()) + #print(graph.to_string()) graph.write_raw(f"{name}.dot") graph.write(f"{name}.png", "dot", "png") -# Create UML for the input classes -graph = Graph('pyUML') - -# Add input class -inputs = UMLClass('Input', - attributes={ - 'Marginals':'list', - 'Rosenblatt':'bool' - }, - methods=['add_marginals()'] - ) -graph.add_class(inputs) - -# Add marginal class -marginals = UMLClass('Marginal', - attributes={ - 'name':'string', - 'dist_type': 'string', - 'parameters': 'list', - 'input_data':'array', - 'moments': 'list' - } +def generate_input_uml(): + # Create UML for the input classes + graph = Graph('pyUML') + + # Add input class + inputs = UMLClass('Input', + attributes={ + 'Marginals':'list', + 'Rosenblatt':'bool' + }, + methods=['add_marginals()'] + ) + graph.add_class(inputs) + + # Add marginal class + marginals = UMLClass('Marginal', + attributes={ + 'name':'string', + 'dist_type': 'string', + 'parameters': 'list', + 'input_data':'array', + 'moments': 'list' + } + ) + graph.add_class(marginals) + graph.add_composition(marginals, inputs, multiplicity_parent=1, multiplicity_child='1..*') + + inputspace = UMLClass('InputSpace', + attributes = { + 'input_obj':'Input', + 'meta_Model_type':'string' + }, + methods = [ + 'check_valid_inputs()', 'init_param_space()', + 'build_polytypes()', 'transform()' + ] + ) + graph.add_class(inputspace) + graph.add_composition(inputs, inputspace, multiplicity_parent=1, multiplicity_child=1) + + expdesign = UMLClass('ExpDesigns', + attributes = { + 'sampling_method': 'string', + 'hdf5_file': 'string', + 'n_new_samples': 'int', + 'n_max_samples': 'int', + 'mod_LOO_threshold': 'double', + 'tradeoff_scheme':'string', + 'n_canddidate': 'int', + 'explore_method':'string', + 'exploit_method': 'string', + 'util_func':'string', + 'n_cand_groups': 'int', + 'n_replication': 'int', + 'post_snapshot': 'bool', + 'step_snapshot':'int', + 'max_a_post': 'list', + 'adapt_verbose':'bool', + 'max_func_itr': 'int', + 'out_dir': 'string' + }, + methods = [ + 'generate_samples()', 'generate_ED()', + 'read_from_file()', 'random_sampler()', + 'pcm_sampler()', 'plot_samples()' + ]) + graph.add_class(expdesign) + graph.add_implementation(expdesign, inputspace) + + print_and_save(graph, 'input_classes') + +def generate_input_uml_reduced(): + # Create UML for the input classes + graph = Graph('pyUML') + + # Add input class + inputs = UMLClass('Input', + attributes={ + 'Marginals':'list', + 'Rosenblatt':'bool' + }, + methods=['add_marginals()'] + ) + graph.add_class(inputs) + + # Add marginal class + marginals = UMLClass('Marginal', + attributes={ + 'name':'string', + 'dist_type': 'string', + 'parameters': 'list', + 'input_data':'array', + 'moments': 'list' + } + ) + graph.add_class(marginals) + graph.add_composition(marginals, inputs, multiplicity_parent=1, multiplicity_child='1..*') + + inputspace = UMLClass('InputSpace', + attributes = { + 'input_obj':'Input', + 'meta_Model_type':'string' + }, + methods = [ + 'check_valid_inputs()', 'init_param_space()', + 'transform()' + ] + ) + graph.add_class(inputspace) + graph.add_composition(inputs, inputspace, multiplicity_parent=1, multiplicity_child=1) + + expdesign = UMLClass('ExpDesigns', + attributes = { + 'sampling_method': 'string', + 'hdf5_file': 'string', + 'out_dir': 'string' + }, + methods = [ + 'generate_samples()', 'generate_ED()', + 'read_from_file()', 'random_sampler()', + 'pcm_sampler()', 'plot_samples()' + ]) + graph.add_class(expdesign) + graph.add_implementation(expdesign, inputspace) + + print_and_save(graph, 'input_classes_reduced') + +def generate_training_uml(): + """ + Generates the uml for static training and related classes + """ + graph = Graph('pyUML') + + # Add input class + inputs = UMLClass('Input') + graph.add_class(inputs) + inputspace = UMLClass('InputSpace') + graph.add_class(inputspace) + + expdesign = UMLClass('ExpDesigns', + attributes = { + 'sampling_method': 'string', + 'hdf5_file': 'string', + 'n_new_samples': 'int', + 'n_max_samples': 'int', + 'mod_LOO_threshold': 'double', + 'tradeoff_scheme':'string', + 'n_canddidate': 'int', + 'explore_method':'string', + 'exploit_method': 'string', + 'util_func':'string', + 'n_cand_groups': 'int', + 'n_replication': 'int', + 'post_snapshot': 'bool', + 'step_snapshot':'int', + 'max_a_post': 'list', + 'adapt_verbose':'bool', + 'max_func_itr': 'int', + 'out_dir': 'string' + }, + methods = [ + 'generate_samples()', 'generate_ED()', + 'read_from_file()', 'random_sampler()', + 'pcm_sampler()', 'plot_samples()' + ]) + graph.add_class(expdesign) + graph.add_composition(inputs, expdesign, multiplicity_parent = 1, multiplicity_child = 1) + + model = UMLClass('PyLinkForwardModel', + attributes = { + 'link_type':'string', + 'name':'string', + 'py_file':'string', + 'func_args':'dict', + 'shell_command':'string', + 'input_file':'string', + 'input_template':'string', + 'aux_file':'string', + 'exe_path':'string', + 'output_file_names':'list', + 'output_names':'list', + 'output_parser':'string', + 'multi_process':'bool', + 'n_cpus':'int', + 'meas_file':'string', + 'meas_file_valid':'string', + 'mc_ref_file':'string', + 'obs_dict':'dict', + 'obs_dict_valid':'dict', + 'mc_ref_dict':'dict' + }, + methods = [ + 'read_observation()', 'read_output()','update_input_params()', + 'run_command()', 'run_forwardmodel()', 'run_model_parallel()', + 'uMBridge_model()', '_store_simulations()', 'zip_subdirs()' + ] ) -graph.add_class(marginals) -graph.add_composition(marginals, inputs, multiplicity_parent=1, multiplicity_child='1..*') - -inputspace = UMLClass('InputSpace', + graph.add_class(model) + + metamod = UMLClass('MetaModel', + attributes = { + 'input_obj':'Input', + 'meta_model_type': 'string', + 'pce_reg_method':'string', + 'bootstrap_method':'string', + 'n_bootstrap_itrs':'int', + 'pce_deg':'int', + 'pce_q_norm':'double', + 'dim_red_method':'string', + 'apply_constraints':'bool', + 'verbose':'bool' + }, + methods = [ + 'build_metamodel()', 'fit()', 'update_pce_coeffs()', + 'add_InputSpace()', 'univ_basis_vals()', 'regression()', + 'adaptive_regression()', 'pca_transformation()', 'eval_metamodel()', + 'create_model_error()', 'eval_model_error()', 'copy_meta_model_opts()', + '_select_degree()', 'generate_polynomials()', '_compute_pce_moments()' + ] + ) + graph.add_class(metamod) + graph.add_composition(inputs, metamod, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(inputspace, metamod, multiplicity_parent = 1, multiplicity_child = 1) + + engine = UMLClass('Engine', attributes = { - 'input_obj':'Input', - 'meta_Model_type':'string' + 'MetaModel':'MetaModel', + 'Model':'Model', + 'ExpDesign':'ExpDesigns', + 'parallel': 'bool', + 'trained':'bool', }, methods = [ - 'check_valid_inputs()', 'init_param_space()', - 'build_polytypes()', 'transform()' + 'start_engine()', 'train_normal()', 'train_sequential()', + 'eval_metamodel()', 'train_seq_design()', 'util_VarBasedDesign()', + 'util_BayesianActiveDesign()', 'util_BayesianDesign()', 'run_util_func()', + 'dual_annealing()', 'tradeoff_weights()', 'choose_next_sample()', + 'util_AlphOptDesign()', '_normpdt()', '_corr_factor_BME()', + '_posteriorPlot()', '_BME_Calculator()', '_validError()', '_error_Mean_Std()' ] ) -graph.add_class(inputspace) -graph.add_composition(inputs, inputspace, multiplicity_parent=1, multiplicity_child=1) - -expdesign = UMLClass('ExpDesigns', + graph.add_class(engine) + graph.add_composition(model, engine, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(expdesign, engine, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(metamod, engine, multiplicity_parent = 1, multiplicity_child = 1) + + + # Add the regression Classes + Breg = UMLClass('BayesianLinearRegression', + attributes = { + 'n_iter':'int', + 'tol': 'double', + 'fit_intercept':'bool', + 'copy_X':'bool', + 'verbose':'bool' + }, + methods = [ + '_check_convergence()', '_center_data()', 'predict_dist()' + ] + ) + graph.add_class(Breg) + vBreg = UMLClass('VBLinearRegression', + attributes = { + 'optimizer':'string', + 'alpha':'double', + 'normalize':'bool', + 'scores': 'list', + 'perfect_fit_tol': 'double', + }, + methods = [ + 'fit()', 'predict()' + ] + ) + graph.add_class(vBreg) + eBreg = UMLClass('EBLinearRegression', + attributes = { + 'a':'double', + 'b':'double', + 'c':'double', + 'd':'double' + }, + methods = [ + 'fit()', 'predict()', 'postrior_weights()' + ] + ) + graph.add_class(eBreg) + omp = UMLClass('OrthogonalMatchingPursuit', + attributes = { + 'fit_intercept':'bool', + 'normalize':'bool', + 'copy_X':'bool', + 'verbose':'bool' + }, + methods = [ + '_preprocess_data()', 'fit()', 'predict()', 'loo_error()', + 'blockwise_inverse()' + ] + ) + graph.add_class(omp) + regArd = UMLClass('RegressionFastARD', + attributes = { + 'n_iter':'int', + 'start':'list', + 'tol':'double', + 'fit_intercept':'bool', + 'normalize':'bool', + 'copy_X':'bool', + 'compute_score':'bool', + 'verbose':'bool' + }, + methods = [ + '_preprocess_data()', 'fit()', 'log_marginal_like()', + 'predict()', '_posterior_dist()', '_sparsity_quality()' + ] + ) + graph.add_class(regArd) + regLap = UMLClass('RegressionFastLaplace', + attributes = { + 'n_iter':'int', + 'n_Kfold':'int', + 'tol':'double', + 'fit_intercept':'bool', + 'bias_term':'bool', + 'copy_X':'bool', + 'verbose':'bool' + }, + methods = [ + '_center_data()', 'fit()', '_fit()', 'predict()' + ] + ) + graph.add_class(regLap) + graph.add_implementation(vBreg, Breg) + graph.add_implementation(eBreg, Breg) + graph.add_composition(vBreg, metamod, multiplicity_parent = 1, multiplicity_child = '1..*') + graph.add_composition(eBreg, metamod, multiplicity_parent = 1, multiplicity_child = '1..*') + graph.add_composition(omp, metamod, multiplicity_parent = 1, multiplicity_child = '1..*') + graph.add_composition(regArd, metamod, multiplicity_parent = 1, multiplicity_child = '1..*') + graph.add_composition(regLap, metamod, multiplicity_parent = 1, multiplicity_child = '1..*') + + print_and_save(graph, 'metamod_training') + +def generate_training_uml_reduced(): + """ + Generates the uml for static training and related classes + """ + graph = Graph('pyUML') + + # Add input class + inputs = UMLClass('Input') + graph.add_class(inputs) + inputspace = UMLClass('InputSpace', + methods = ['build_polytypes()']) + graph.add_class(inputspace) + + expdesign = UMLClass('ExpDesigns', + attributes = { + 'sampling_method': 'string', + 'hdf5_file': 'string', + 'n_init_samples': 'int', + 'out_dir': 'string' + }, + methods = [ + 'generate_samples()', 'generate_ED()', + 'read_from_file()', 'random_sampler()', + 'pcm_sampler()', 'plot_samples()' + ]) + graph.add_class(expdesign) + graph.add_composition(inputs, expdesign, multiplicity_parent = 1, multiplicity_child = 1) + + model = UMLClass('PyLinkForwardModel') + graph.add_class(model) + + metamod = UMLClass('MetaModel', + attributes = { + 'input_obj':'Input', + 'meta_model_type': 'string', + 'pce_reg_method':'string', + 'bootstrap_method':'string', + 'n_bootstrap_itrs':'int', + 'pce_deg':'int', + 'pce_q_norm':'double', + 'dim_red_method':'string', + #'apply_constraints':'bool', + 'verbose':'bool' + }, + methods = [ + 'build_metamodel()', 'fit()', 'update_pce_coeffs()', + 'add_InputSpace()', 'univ_basis_vals()', 'regression()', + 'adaptive_regression()', 'pca_transformation()', 'eval_metamodel()', + 'copy_meta_model_opts()', '_select_degree()', + 'generate_polynomials()', '_compute_pce_moments()' + ] + ) + graph.add_class(metamod) + graph.add_composition(inputs, metamod, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(inputspace, metamod, multiplicity_parent = 1, multiplicity_child = 1) + + engine = UMLClass('Engine', + attributes = { + 'MetaModel':'MetaModel', + 'Model':'Model', + 'ExpDesign':'ExpDesigns', + 'parallel': 'bool', + 'trained':'bool', + }, + methods = [ + 'start_engine()', 'train_normal()', + 'eval_metamodel()', '_posteriorPlot()', '_validError()', + '_error_Mean_Std()' + ] + ) + graph.add_class(engine) + graph.add_composition(model, engine, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(expdesign, engine, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(metamod, engine, multiplicity_parent = 1, multiplicity_child = 1) + + + # Add the regression Classes + Breg = UMLClass('BayesianLinearRegression', + attributes = { + 'n_iter':'int', + 'tol': 'double', + 'fit_intercept':'bool' + }, + methods = [ + '_check_convergence()', '_center_data()', 'predict_dist()' + ] + ) + graph.add_class(Breg) + vBreg = UMLClass('VBLinearRegression', + methods = ['fit()', 'predict()'] + ) + graph.add_class(vBreg) + eBreg = UMLClass('EBLinearRegression', + methods = ['fit()', 'predict()'] + ) + graph.add_class(eBreg) + omp = UMLClass('OrthogonalMatchingPursuit', + attributes = {'fit_intercept':'bool'}, + methods = ['fit()', 'predict()'] + ) + graph.add_class(omp) + regArd = UMLClass('RegressionFastARD', + attributes = { + 'n_iter':'int', + 'tol':'double', + 'fit_intercept':'bool', + 'normalize':'bool', + 'compute_score':'bool' + }, + methods = ['fit()', 'predict()'] + ) + graph.add_class(regArd) + regLap = UMLClass('RegressionFastLaplace', + attributes = { + 'n_iter':'int', + 'tol':'double', + 'fit_intercept':'bool', + 'bias_term':'bool' + }, + methods = ['fit()', 'predict()'] + ) + graph.add_class(regLap) + graph.add_implementation(vBreg, Breg) + graph.add_implementation(eBreg, Breg) + graph.add_composition(vBreg, metamod, multiplicity_parent = 1, multiplicity_child = '1..*') + graph.add_composition(eBreg, metamod, multiplicity_parent = 1, multiplicity_child = '1..*') + graph.add_composition(omp, metamod, multiplicity_parent = 1, multiplicity_child = '1..*') + graph.add_composition(regArd, metamod, multiplicity_parent = 1, multiplicity_child = '1..*') + graph.add_composition(regLap, metamod, multiplicity_parent = 1, multiplicity_child = '1..*') + + print_and_save(graph, 'metamod_training_reduced') + +def generate_model_uml(): + + graph = Graph('pyUML') + model = UMLClass('PyLinkForwardModel', attributes = { - 'sampling_method': 'string', - 'hdf5_file': 'string', - 'n_new_samples': 'int', - 'n_max_samples': 'int', - 'mod_LOO_threshold': 'double', - 'tradeoff_scheme':'string', - 'n_canddidate': 'int', - 'explore_method':'string', - 'exploit_method': 'string', - 'util_func':'string', - 'n_cand_groups': 'int', - 'n_replication': 'int', - 'post_snapshot': 'bool', - 'step_snapshot':'int', - 'max_a_post': 'list', - 'adapt_verbose':'bool', - 'max_func_itr': 'int' + 'link_type':'string', + 'name':'string', + 'py_file':'string', + 'func_args':'dict', + 'shell_command':'string', + 'input_file':'string', + 'input_template':'string', + 'aux_file':'string', + 'exe_path':'string', + 'output_file_names':'list', + 'output_names':'list', + 'output_parser':'string', + 'multi_process':'bool', + 'n_cpus':'int', + 'meas_file':'string', + 'meas_file_valid':'string', + 'mc_ref_file':'string', + 'obs_dict':'dict', + 'obs_dict_valid':'dict', + 'mc_ref_dict':'dict' }, methods = [ - 'generate_samples()', 'generate_ED()', - 'read_from_file()', 'random_sampler()', - 'pcm_sampler()' - ]) -graph.add_class(expdesign) -graph.add_implementation(expdesign, inputspace) - -print_and_save(graph, 'input_classes') \ No newline at end of file + 'read_observation()', 'read_output()','update_input_params()', + 'run_command()', 'run_forwardmodel()', 'run_model_parallel()', + 'uMBridge_model()', '_store_simulations()', 'zip_subdirs()' + ] + ) + graph.add_class(model) + print_and_save(graph, 'model') + +def generate_al_uml(): + """ + Generates the uml for active learning + """ + graph = Graph('pyUML') + + # Add input class + inputs = UMLClass('Input') + graph.add_class(inputs) + inputspace = UMLClass('InputSpace') + graph.add_class(inputspace) + + expdesign = UMLClass('ExpDesigns', + attributes = { + 'sampling_method': 'string', + 'hdf5_file': 'string', + 'n_new_samples': 'int', + 'n_max_samples': 'int', + 'mod_LOO_threshold': 'double', + 'tradeoff_scheme':'string', + 'n_canddidate': 'int', + 'explore_method':'string', + 'exploit_method': 'string', + 'util_func':'string', + 'n_cand_groups': 'int', + 'n_replication': 'int', + 'post_snapshot': 'bool', + 'step_snapshot':'int', + 'max_a_post': 'list', + 'adapt_verbose':'bool', + 'max_func_itr': 'int', + 'out_dir': 'string' + }, + methods = [ + 'generate_samples()', 'generate_ED()', + 'read_from_file()', 'random_sampler()', + 'pcm_sampler()', 'plot_samples()' + ]) + graph.add_class(expdesign) + graph.add_composition(inputs, expdesign, multiplicity_parent = 1, multiplicity_child = 1) + + model = UMLClass('PyLinkForwardModel', + attributes = { + 'link_type':'string', + 'name':'string', + 'py_file':'string', + 'func_args':'dict', + 'shell_command':'string', + 'input_file':'string', + 'input_template':'string', + 'aux_file':'string', + 'exe_path':'string', + 'output_file_names':'list', + 'output_names':'list', + 'output_parser':'string', + 'multi_process':'bool', + 'n_cpus':'int', + 'meas_file':'string', + 'meas_file_valid':'string', + 'mc_ref_file':'string', + 'obs_dict':'dict', + 'obs_dict_valid':'dict', + 'mc_ref_dict':'dict' + }, + methods = [ + 'read_observation()', 'read_output()','update_input_params()', + 'run_command()', 'run_forwardmodel()', 'run_model_parallel()', + 'uMBridge_model()', '_store_simulations()', 'zip_subdirs()' + ] + ) + graph.add_class(model) + + metamod = UMLClass('MetaModel', + attributes = { + 'input_obj':'Input', + 'meta_model_type': 'string', + 'pce_reg_method':'string', + 'bootstrap_method':'string', + 'n_bootstrap_itrs':'int', + 'pce_deg':'int', + 'pce_q_norm':'double', + 'dim_red_method':'string', + 'apply_constraints':'bool', + 'verbose':'bool' + }, + methods = [ + 'build_metamodel()', 'fit()', 'update_pce_coeffs()', + 'add_InputSpace()', 'univ_basis_vals()', 'regression()', + 'adaptive_regression()', 'pca_transformation()', 'eval_metamodel()', + 'copy_meta_model_opts()', + '_select_degree()', 'generate_polynomials()', '_compute_pce_moments()' + ] + ) + graph.add_class(metamod) + graph.add_composition(inputs, metamod, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(inputspace, metamod, multiplicity_parent = 1, multiplicity_child = 1) + + engine = UMLClass('Engine', + attributes = { + 'MetaModel':'MetaModel', + 'Model':'Model', + 'ExpDesign':'ExpDesigns', + 'parallel': 'bool', + 'trained':'bool', + }, + methods = [ + 'start_engine()', 'train_normal()', 'train_sequential()', + 'eval_metamodel()', 'train_seq_design()', 'util_VarBasedDesign()', + 'util_BayesianActiveDesign()', 'util_BayesianDesign()', 'run_util_func()', + 'dual_annealing()', 'tradeoff_weights()', 'choose_next_sample()', + 'util_AlphOptDesign()', '_normpdt()', '_corr_factor_BME()', + '_posteriorPlot()', '_BME_Calculator()', '_validError()', '_error_Mean_Std()' + ] + ) + graph.add_class(engine) + graph.add_composition(model, engine, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(expdesign, engine, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(metamod, engine, multiplicity_parent = 1, multiplicity_child = 1) + + + explor = UMLClass('Exploration', + attributes = { + 'ExpDesign':'ExpDesigns', + 'n_candidate':'int', + 'mc_criterion':'string', + }, + methods=[ + 'get_exploration_samples()','get_vornoi_samples()', + 'get_mc_samples()', 'approximate_voronoi()', '_build_dist_matrix_point()' + ] + ) + graph.add_class(explor) + graph.add_composition(expdesign, explor, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(explor, engine, multiplicity_parent = 1, multiplicity_child = 1) + + + disc = UMLClass('Discrepancy', + attributes = { + 'InputDosc':'Input', + 'disc_type':'string', + 'parameters':'list' + }, + methods = [ + 'get_sample()' + ] + ) + graph.add_class(disc) + graph.add_composition(expdesign, disc, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(inputs, disc, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(disc, engine, multiplicity_parent = 1, multiplicity_child = 1) + + print_and_save(graph, 'active_learning') + + +def generate_al_uml_reduced(): + """ + Generates the uml for active learning + """ + graph = Graph('pyUML') + + # Add input class + inputs = UMLClass('Input') + graph.add_class(inputs) + + expdesign = UMLClass('ExpDesigns', + attributes = { + 'sampling_method': 'string', + 'hdf5_file': 'string', + 'n_new_samples': 'int', + 'n_max_samples': 'int', + 'mod_LOO_threshold': 'double', + 'tradeoff_scheme':'string', + 'n_canddidate': 'int', + 'explore_method':'string', + 'exploit_method': 'string', + 'util_func':'string', + 'n_cand_groups': 'int', + 'n_replication': 'int', + 'post_snapshot': 'bool', + 'step_snapshot':'int', + 'max_a_post': 'list', + 'adapt_verbose':'bool', + 'max_func_itr': 'int', + 'out_dir': 'string' + }, + methods = [ + 'generate_samples()', 'generate_ED()', + 'read_from_file()', 'random_sampler()', + 'pcm_sampler()', 'plot_samples()' + ]) + graph.add_class(expdesign) + + model = UMLClass('PyLinkForwardModel') + graph.add_class(model) + + metamod = UMLClass('MetaModel') + graph.add_class(metamod) + + engine = UMLClass('Engine', + attributes = { + 'MetaModel':'MetaModel', + 'Model':'Model', + 'ExpDesign':'ExpDesigns', + 'parallel': 'bool', + 'trained':'bool', + }, + methods = [ + 'start_engine()', 'train_normal()', 'train_sequential()', + 'eval_metamodel()', 'train_seq_design()', 'util_VarBasedDesign()', + 'util_BayesianActiveDesign()', 'util_BayesianDesign()', 'run_util_func()', + 'dual_annealing()', 'tradeoff_weights()', 'choose_next_sample()', + 'util_AlphOptDesign()', '_normpdt()', '_corr_factor_BME()', + '_posteriorPlot()', '_BME_Calculator()', '_validError()', '_error_Mean_Std()' + ] + ) + graph.add_class(engine) + graph.add_composition(model, engine, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(expdesign, engine, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(metamod, engine, multiplicity_parent = 1, multiplicity_child = 1) + + + explor = UMLClass('Exploration', + attributes = { + 'ExpDesign':'ExpDesigns', + 'n_candidate':'int', + 'mc_criterion':'string', + }, + methods=[ + 'get_exploration_samples()','get_vornoi_samples()', + 'get_mc_samples()', 'approximate_voronoi()', '_build_dist_matrix_point()' + ] + ) + graph.add_class(explor) + graph.add_composition(expdesign, explor, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(explor, engine, multiplicity_parent = 1, multiplicity_child = 1) + + disc = UMLClass('Discrepancy', + attributes = { + 'InputDisc':'Input', + 'disc_type':'string', + 'parameters':'list' + }, + methods = [ + 'get_sample()' + ] + ) + graph.add_class(disc) + graph.add_composition(expdesign, disc, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(inputs, disc, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(disc, engine, multiplicity_parent = 1, multiplicity_child = 1) + + print_and_save(graph, 'active_learning_reduced') + +def generate_postprocessing_uml(): + graph = Graph('pyUML') + + expdesign = UMLClass('ExpDesigns') + graph.add_class(expdesign) + + model = UMLClass('PyLinkForwardModel') + graph.add_class(model) + + metamod = UMLClass('MetaModel') + graph.add_class(metamod) + + engine = UMLClass('Engine') + graph.add_class(engine) + graph.add_composition(model, engine, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(expdesign, engine, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(metamod, engine, multiplicity_parent = 1, multiplicity_child = 1) + + post = UMLClass('PostProcessing', + attributes = { + 'engine':'Engine', + 'name':'string', + 'out_dir':'string' # TODO: this is somehow not in the code anymore?? + }, + methods = [ + 'plot_moments()', 'valid_metamodel()', 'check_accuracy()', + 'plot_seq_design_diagnostics()', 'sobol_indices()', + 'check_reg_quality()', 'eval_pce_model_3d()', 'comput_pce_moments()', + '_get_sample()', '_eval_model()', '_plot_validation()', '_plot_validation_multi()' + ] + ) + graph.add_class(post) + graph.add_composition(engine, post, multiplicity_parent = 1, multiplicity_child = 1) + + print_and_save(graph, 'postprocessing') + +def generate_bayes_uml(): + graph = Graph('pyUML') + + expdesign = UMLClass('ExpDesigns') + graph.add_class(expdesign) + + model = UMLClass('PyLinkForwardModel') + graph.add_class(model) + + metamod = UMLClass('MetaModel') + graph.add_class(metamod) + + engine = UMLClass('Engine') + graph.add_class(engine) + graph.add_composition(model, engine, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(expdesign, engine, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(metamod, engine, multiplicity_parent = 1, multiplicity_child = 1) + + disc = UMLClass('Discrepancy') + graph.add_class(disc) + + bayesinf = UMLClass('BayesInference', + attributes = { + 'engine':'Engine', + 'discrepancy':'Discrepancy', + 'emulator':'bool', + 'name':'string', + 'bootatrap':'bool', + 'req_outputs':'list', + 'selected_indices':'list', + 'prior_samples':'array', + 'n_prior_samples':'int', + 'measured_data':'dict', + 'inference_method':'string', + 'mcmc_params':'dict', + 'bayes_loocv':'bool', + 'n_bootstrap_itrs':'int', + 'perturbed_data':'lsit', + 'bootstrap_noise':'double', + 'just_analysis':'bool', + 'valid_metrics':'list', + 'plot_post_pred':'bool', + 'plot_map_pred':'bool', + 'max_a_posteriori':'string', + 'corner_title_fmt':'string', + 'out_dir':'string', + 'bmc':'bool' + }, + methods = [ + 'setup_inference()','create_inference()','create_error_model()', + 'perform_bootstrap()', '_perturb_data()', '_eval_model()', + 'normpdf()', '_coor_Factor_BME()', '_rejection_sampling()', + '_posterior_predictive()', '_plot_max_a_posteriori()', + 'plot_post_params()', 'plot_log_BME()', '_plot_post_predictive()' + ] + ) + graph.add_class(bayesinf) + graph.add_composition(engine, bayesinf, multiplicity_parent = 1, multiplicity_child = 1) + graph.add_composition(disc, bayesinf, multiplicity_parent = 1, multiplicity_child = 1) + + print_and_save(graph, 'bayesian_validation') + + + + +if __name__ == '__main__': + + generate_input_uml() + generate_input_uml_reduced() + generate_model_uml() + generate_training_uml() + generate_training_uml_reduced() + generate_al_uml() + generate_al_uml_reduced() + generate_postprocessing_uml() + generate_bayes_uml() \ No newline at end of file diff --git a/docs/diagrams/input_classes.dot b/docs/diagrams/input_classes.dot index fcf3204ae5e7ce606e2f444c29ecfc4041e7f743..c84d679a61155bf55f90e2c5d78e5c04154b2d2a 100644 --- a/docs/diagrams/input_classes.dot +++ b/docs/diagrams/input_classes.dot @@ -4,6 +4,6 @@ Marginal [label="{Marginal|+ name : string\l+ dist_type : string\l+ parameters : Input -> Marginal [arrowtail=diamond, dir=back, headlabel="\n1..*", taillabel="\n1"]; InputSpace [label="{InputSpace|+ input_obj : Input\l+ meta_Model_type : string\l|+ check_valid_inputs()\l+ init_param_space()\l+ build_polytypes()\l+ transform()\l}", shape=record]; InputSpace -> Input [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; -ExpDesigns [label="{ExpDesigns|+ sampling_method : string\l+ hdf5_file : string\l+ n_new_samples : int\l+ n_max_samples : int\l+ mod_LOO_threshold : double\l+ tradeoff_scheme : string\l+ n_canddidate : int\l+ explore_method : string\l+ exploit_method : string\l+ util_func : string\l+ n_cand_groups : int\l+ n_replication : int\l+ post_snapshot : bool\l+ step_snapshot : int\l+ max_a_post : list\l+ adapt_verbose : bool\l+ max_func_itr : int\l|+ generate_samples()\l+ generate_ED()\l+ read_from_file()\l+ random_sampler()\l+ pcm_sampler()\l}", shape=record]; +ExpDesigns [label="{ExpDesigns|+ sampling_method : string\l+ hdf5_file : string\l+ n_new_samples : int\l+ n_max_samples : int\l+ mod_LOO_threshold : double\l+ tradeoff_scheme : string\l+ n_canddidate : int\l+ explore_method : string\l+ exploit_method : string\l+ util_func : string\l+ n_cand_groups : int\l+ n_replication : int\l+ post_snapshot : bool\l+ step_snapshot : int\l+ max_a_post : list\l+ adapt_verbose : bool\l+ max_func_itr : int\l+ out_dir : string\l|+ generate_samples()\l+ generate_ED()\l+ read_from_file()\l+ random_sampler()\l+ pcm_sampler()\l+ plot_samples()\l}", shape=record]; InputSpace -> ExpDesigns [arrowtail=onormal, dir=back]; } diff --git a/docs/diagrams/input_classes_reduced.dot b/docs/diagrams/input_classes_reduced.dot new file mode 100644 index 0000000000000000000000000000000000000000..68631697610d903609ae6701b496c05257c7c02d --- /dev/null +++ b/docs/diagrams/input_classes_reduced.dot @@ -0,0 +1,9 @@ +digraph pyUML { +Input [label="{Input|+ Marginals : list\l+ Rosenblatt : bool\l|+ add_marginals()\l}", shape=record]; +Marginal [label="{Marginal|+ name : string\l+ dist_type : string\l+ parameters : list\l+ input_data : array\l+ moments : list\l|}", shape=record]; +Input -> Marginal [arrowtail=diamond, dir=back, headlabel="\n1..*", taillabel="\n1"]; +InputSpace [label="{InputSpace|+ input_obj : Input\l+ meta_Model_type : string\l|+ check_valid_inputs()\l+ init_param_space()\l+ transform()\l}", shape=record]; +InputSpace -> Input [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +ExpDesigns [label="{ExpDesigns|+ sampling_method : string\l+ hdf5_file : string\l+ out_dir : string\l|+ generate_samples()\l+ generate_ED()\l+ read_from_file()\l+ random_sampler()\l+ pcm_sampler()\l+ plot_samples()\l}", shape=record]; +InputSpace -> ExpDesigns [arrowtail=onormal, dir=back]; +} diff --git a/docs/diagrams/metamod_training.dot b/docs/diagrams/metamod_training.dot new file mode 100644 index 0000000000000000000000000000000000000000..13e9bd969aeee8c66283f0e14d3b6913e44d1a7c --- /dev/null +++ b/docs/diagrams/metamod_training.dot @@ -0,0 +1,27 @@ +digraph pyUML { +Input [label="{Input||}", shape=record]; +InputSpace [label="{InputSpace||}", shape=record]; +ExpDesigns [label="{ExpDesigns|+ sampling_method : string\l+ hdf5_file : string\l+ n_new_samples : int\l+ n_max_samples : int\l+ mod_LOO_threshold : double\l+ tradeoff_scheme : string\l+ n_canddidate : int\l+ explore_method : string\l+ exploit_method : string\l+ util_func : string\l+ n_cand_groups : int\l+ n_replication : int\l+ post_snapshot : bool\l+ step_snapshot : int\l+ max_a_post : list\l+ adapt_verbose : bool\l+ max_func_itr : int\l+ out_dir : string\l|+ generate_samples()\l+ generate_ED()\l+ read_from_file()\l+ random_sampler()\l+ pcm_sampler()\l+ plot_samples()\l}", shape=record]; +ExpDesigns -> Input [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +PyLinkForwardModel [label="{PyLinkForwardModel|+ link_type : string\l+ name : string\l+ py_file : string\l+ func_args : dict\l+ shell_command : string\l+ input_file : string\l+ input_template : string\l+ aux_file : string\l+ exe_path : string\l+ output_file_names : list\l+ output_names : list\l+ output_parser : string\l+ multi_process : bool\l+ n_cpus : int\l+ meas_file : string\l+ meas_file_valid : string\l+ mc_ref_file : string\l+ obs_dict : dict\l+ obs_dict_valid : dict\l+ mc_ref_dict : dict\l|+ read_observation()\l+ read_output()\l+ update_input_params()\l+ run_command()\l+ run_forwardmodel()\l+ run_model_parallel()\l+ uMBridge_model()\l+ _store_simulations()\l+ zip_subdirs()\l}", shape=record]; +MetaModel [label="{MetaModel|+ input_obj : Input\l+ meta_model_type : string\l+ pce_reg_method : string\l+ bootstrap_method : string\l+ n_bootstrap_itrs : int\l+ pce_deg : int\l+ pce_q_norm : double\l+ dim_red_method : string\l+ apply_constraints : bool\l+ verbose : bool\l|+ build_metamodel()\l+ fit()\l+ update_pce_coeffs()\l+ add_InputSpace()\l+ univ_basis_vals()\l+ regression()\l+ adaptive_regression()\l+ pca_transformation()\l+ eval_metamodel()\l+ create_model_error()\l+ eval_model_error()\l+ copy_meta_model_opts()\l+ _select_degree()\l+ generate_polynomials()\l+ _compute_pce_moments()\l}", shape=record]; +MetaModel -> Input [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +MetaModel -> InputSpace [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine [label="{Engine|+ MetaModel : MetaModel\l+ Model : Model\l+ ExpDesign : ExpDesigns\l+ parallel : bool\l+ trained : bool\l|+ start_engine()\l+ train_normal()\l+ train_sequential()\l+ eval_metamodel()\l+ train_seq_design()\l+ util_VarBasedDesign()\l+ util_BayesianActiveDesign()\l+ util_BayesianDesign()\l+ run_util_func()\l+ dual_annealing()\l+ tradeoff_weights()\l+ choose_next_sample()\l+ util_AlphOptDesign()\l+ _normpdt()\l+ _corr_factor_BME()\l+ _posteriorPlot()\l+ _BME_Calculator()\l+ _validError()\l+ _error_Mean_Std()\l}", shape=record]; +Engine -> PyLinkForwardModel [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> ExpDesigns [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> MetaModel [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +BayesianLinearRegression [label="{BayesianLinearRegression|+ n_iter : int\l+ tol : double\l+ fit_intercept : bool\l+ copy_X : bool\l+ verbose : bool\l|+ _check_convergence()\l+ _center_data()\l+ predict_dist()\l}", shape=record]; +VBLinearRegression [label="{VBLinearRegression|+ optimizer : string\l+ alpha : double\l+ normalize : bool\l+ scores : list\l+ perfect_fit_tol : double\l|+ fit()\l+ predict()\l}", shape=record]; +EBLinearRegression [label="{EBLinearRegression|+ a : double\l+ b : double\l+ c : double\l+ d : double\l|+ fit()\l+ predict()\l+ postrior_weights()\l}", shape=record]; +OrthogonalMatchingPursuit [label="{OrthogonalMatchingPursuit|+ fit_intercept : bool\l+ normalize : bool\l+ copy_X : bool\l+ verbose : bool\l|+ _preprocess_data()\l+ fit()\l+ predict()\l+ loo_error()\l+ blockwise_inverse()\l}", shape=record]; +RegressionFastARD [label="{RegressionFastARD|+ n_iter : int\l+ start : list\l+ tol : double\l+ fit_intercept : bool\l+ normalize : bool\l+ copy_X : bool\l+ compute_score : bool\l+ verbose : bool\l|+ _preprocess_data()\l+ fit()\l+ log_marginal_like()\l+ predict()\l+ _posterior_dist()\l+ _sparsity_quality()\l}", shape=record]; +RegressionFastLaplace [label="{RegressionFastLaplace|+ n_iter : int\l+ n_Kfold : int\l+ tol : double\l+ fit_intercept : bool\l+ bias_term : bool\l+ copy_X : bool\l+ verbose : bool\l|+ _center_data()\l+ fit()\l+ _fit()\l+ predict()\l}", shape=record]; +BayesianLinearRegression -> VBLinearRegression [arrowtail=onormal, dir=back]; +BayesianLinearRegression -> EBLinearRegression [arrowtail=onormal, dir=back]; +MetaModel -> VBLinearRegression [arrowtail=diamond, dir=back, headlabel="\n1..*", taillabel="\n1"]; +MetaModel -> EBLinearRegression [arrowtail=diamond, dir=back, headlabel="\n1..*", taillabel="\n1"]; +MetaModel -> OrthogonalMatchingPursuit [arrowtail=diamond, dir=back, headlabel="\n1..*", taillabel="\n1"]; +MetaModel -> RegressionFastARD [arrowtail=diamond, dir=back, headlabel="\n1..*", taillabel="\n1"]; +MetaModel -> RegressionFastLaplace [arrowtail=diamond, dir=back, headlabel="\n1..*", taillabel="\n1"]; +} diff --git a/docs/diagrams/metamod_training_reduced.dot b/docs/diagrams/metamod_training_reduced.dot new file mode 100644 index 0000000000000000000000000000000000000000..683a65869062de429c04096a2de16596b45ba640 --- /dev/null +++ b/docs/diagrams/metamod_training_reduced.dot @@ -0,0 +1,27 @@ +digraph pyUML { +Input [label="{Input||}", shape=record]; +InputSpace [label="{InputSpace||+ build_polytypes()\l}", shape=record]; +ExpDesigns [label="{ExpDesigns|+ sampling_method : string\l+ hdf5_file : string\l+ n_init_samples : int\l+ out_dir : string\l|+ generate_samples()\l+ generate_ED()\l+ read_from_file()\l+ random_sampler()\l+ pcm_sampler()\l+ plot_samples()\l}", shape=record]; +ExpDesigns -> Input [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +PyLinkForwardModel [label="{PyLinkForwardModel||}", shape=record]; +MetaModel [label="{MetaModel|+ input_obj : Input\l+ meta_model_type : string\l+ pce_reg_method : string\l+ bootstrap_method : string\l+ n_bootstrap_itrs : int\l+ pce_deg : int\l+ pce_q_norm : double\l+ dim_red_method : string\l+ verbose : bool\l|+ build_metamodel()\l+ fit()\l+ update_pce_coeffs()\l+ add_InputSpace()\l+ univ_basis_vals()\l+ regression()\l+ adaptive_regression()\l+ pca_transformation()\l+ eval_metamodel()\l+ copy_meta_model_opts()\l+ _select_degree()\l+ generate_polynomials()\l+ _compute_pce_moments()\l}", shape=record]; +MetaModel -> Input [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +MetaModel -> InputSpace [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine [label="{Engine|+ MetaModel : MetaModel\l+ Model : Model\l+ ExpDesign : ExpDesigns\l+ parallel : bool\l+ trained : bool\l|+ start_engine()\l+ train_normal()\l+ eval_metamodel()\l+ _posteriorPlot()\l+ _validError()\l+ _error_Mean_Std()\l}", shape=record]; +Engine -> PyLinkForwardModel [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> ExpDesigns [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> MetaModel [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +BayesianLinearRegression [label="{BayesianLinearRegression|+ n_iter : int\l+ tol : double\l+ fit_intercept : bool\l|+ _check_convergence()\l+ _center_data()\l+ predict_dist()\l}", shape=record]; +VBLinearRegression [label="{VBLinearRegression||+ fit()\l+ predict()\l}", shape=record]; +EBLinearRegression [label="{EBLinearRegression||+ fit()\l+ predict()\l}", shape=record]; +OrthogonalMatchingPursuit [label="{OrthogonalMatchingPursuit|+ fit_intercept : bool\l|+ fit()\l+ predict()\l}", shape=record]; +RegressionFastARD [label="{RegressionFastARD|+ n_iter : int\l+ tol : double\l+ fit_intercept : bool\l+ normalize : bool\l+ compute_score : bool\l|+ fit()\l+ predict()\l}", shape=record]; +RegressionFastLaplace [label="{RegressionFastLaplace|+ n_iter : int\l+ tol : double\l+ fit_intercept : bool\l+ bias_term : bool\l|+ fit()\l+ predict()\l}", shape=record]; +BayesianLinearRegression -> VBLinearRegression [arrowtail=onormal, dir=back]; +BayesianLinearRegression -> EBLinearRegression [arrowtail=onormal, dir=back]; +MetaModel -> VBLinearRegression [arrowtail=diamond, dir=back, headlabel="\n1..*", taillabel="\n1"]; +MetaModel -> EBLinearRegression [arrowtail=diamond, dir=back, headlabel="\n1..*", taillabel="\n1"]; +MetaModel -> OrthogonalMatchingPursuit [arrowtail=diamond, dir=back, headlabel="\n1..*", taillabel="\n1"]; +MetaModel -> RegressionFastARD [arrowtail=diamond, dir=back, headlabel="\n1..*", taillabel="\n1"]; +MetaModel -> RegressionFastLaplace [arrowtail=diamond, dir=back, headlabel="\n1..*", taillabel="\n1"]; +} diff --git a/docs/diagrams/model.dot b/docs/diagrams/model.dot new file mode 100644 index 0000000000000000000000000000000000000000..9345ce522a052727fa681393814eae794c240c37 --- /dev/null +++ b/docs/diagrams/model.dot @@ -0,0 +1,3 @@ +digraph pyUML { +PyLinkForwardModel [label="{PyLinkForwardModel|+ link_type : string\l+ name : string\l+ py_file : string\l+ func_args : dict\l+ shell_command : string\l+ input_file : string\l+ input_template : string\l+ aux_file : string\l+ exe_path : string\l+ output_file_names : list\l+ output_names : list\l+ output_parser : string\l+ multi_process : bool\l+ n_cpus : int\l+ meas_file : string\l+ meas_file_valid : string\l+ mc_ref_file : string\l+ obs_dict : dict\l+ obs_dict_valid : dict\l+ mc_ref_dict : dict\l|+ read_observation()\l+ read_output()\l+ update_input_params()\l+ run_command()\l+ run_forwardmodel()\l+ run_model_parallel()\l+ uMBridge_model()\l+ _store_simulations()\l+ zip_subdirs()\l}", shape=record]; +} diff --git a/docs/diagrams/postprocessing.dot b/docs/diagrams/postprocessing.dot new file mode 100644 index 0000000000000000000000000000000000000000..c73d5af0b61c00fb12d12a76e92005acdb6000f2 --- /dev/null +++ b/docs/diagrams/postprocessing.dot @@ -0,0 +1,11 @@ +digraph pyUML { +ExpDesigns [label="{ExpDesigns||}", shape=record]; +PyLinkForwardModel [label="{PyLinkForwardModel||}", shape=record]; +MetaModel [label="{MetaModel||}", shape=record]; +Engine [label="{Engine||}", shape=record]; +Engine -> PyLinkForwardModel [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> ExpDesigns [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +Engine -> MetaModel [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +PostProcessing [label="{PostProcessing|+ engine : Engine\l+ name : string\l+ out_dir : string\l|+ plot_moments()\l+ valid_metamodel()\l+ check_accuracy()\l+ plot_seq_design_diagnostics()\l+ sobol_indices()\l+ check_reg_quality()\l+ eval_pce_model_3d()\l+ comput_pce_moments()\l+ _get_sample()\l+ _eval_model()\l+ _plot_validation()\l+ _plot_validation_multi()\l}", shape=record]; +PostProcessing -> Engine [arrowtail=diamond, dir=back, headlabel="\n1", taillabel="\n1"]; +} diff --git a/docs/source/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.rst b/docs/source/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.rst index 87376d6c45519e53f1323a61d30def9c57adb745..07efe980f7e7869f5b1c240585d44113c5c0765f 100644 --- a/docs/source/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.rst +++ b/docs/source/_autosummary/bayesvalidrox.surrogate_models.exp_designs.ExpDesigns.rst @@ -1,4 +1,4 @@ -bayesvalidrox.surrogate\_models.exp\_designs.ExpDesigns +bayesvalidrox.surrogate\_models.exp\_designs.ExpDesigns ======================================================= .. currentmodule:: bayesvalidrox.surrogate_models.exp_designs @@ -23,6 +23,7 @@ bayesvalidrox.surrogate\_models.exp\_designs.ExpDesigns ~ExpDesigns.generate_samples ~ExpDesigns.init_param_space ~ExpDesigns.pcm_sampler + ~ExpDesigns.plot_samples ~ExpDesigns.random_sampler ~ExpDesigns.read_from_file ~ExpDesigns.transform diff --git a/docs/source/index.rst b/docs/source/index.rst index 028757fe8f8d768052679694c90236ebd9b63be6..dd9bb06fb0d2e92d10a644de1f03f8bd6e112265 100644 --- a/docs/source/index.rst +++ b/docs/source/index.rst @@ -23,7 +23,10 @@ Links Installation ------------ This package runs under Python 3.9 for versions <1.0.0 and 3.9+ from version 1.0.0 on, use pip to install: - $ pip install bayesvalidrox + +.. code-block:: bash + + pip install bayesvalidrox #TODO Note other needed installations and tips @@ -45,11 +48,15 @@ Further contents .. toctree:: :maxdepth: 2 + packagedescription tutorial examples - packagedescription api +Contact +------- +#TODO Add options here + Indices and tables ================== diff --git a/docs/source/input_description.rst b/docs/source/input_description.rst index 27b97a81c51fc56ed48ebd970be05062490f1e2f..ee506fc23487557fe054015d11cc5e09c0ab0bf2 100644 --- a/docs/source/input_description.rst +++ b/docs/source/input_description.rst @@ -1,15 +1,13 @@ Priors, input space and experimental design ******************************************* -.. note:: - #TODO Write a short intro to uncertain inputs and sampling +The surrogate models, as used in BayesValidRox, consider model formulations where at least one of the input parameters is associated with uncertainty. +This uncertainty can be described as probability distributions over possible values for the parameter. -Input classes -============= .. container:: twocol .. container:: leftside - Four classes contained in bayesvalidrox are associated with the inputs: :any:`bayesvalidrox.surrogate_models.inputs.Marginal`, :any:`bayesvalidrox.surrogate_models.inputs.Input`, :any:`bayesvalidrox.surrogate_models.input_space.InputSpace` and :any:`bayesvalidrox.surrogate_models.exp_designs.ExpDesigns`. + Four classes contained in bayesvalidrox are associated with describing uncertain inputs: :any:`bayesvalidrox.surrogate_models.inputs.Marginal`, :any:`bayesvalidrox.surrogate_models.inputs.Input`, :any:`bayesvalidrox.surrogate_models.input_space.InputSpace` and :any:`bayesvalidrox.surrogate_models.exp_designs.ExpDesigns`. Uncertain parameters are specified via their marginal distributions in :any:`bayesvalidrox.surrogate_models.inputs.Marginal` objects as either distribution types with associated parameters, or via a set of realizations. Supported distribution types include ``unif``, ``norm``, ``gamma``, ``beta``, ``lognorm``, ``expon`` and ``weibull``. @@ -22,7 +20,7 @@ Input classes .. image:: ../diagrams/input_classes.png :width: 300 - :alt: UML for input-related classes in bayesvalidrox + :alt: UML diagram for input-related classes in bayesvalidrox .. note:: When using a polynomial-type surrogate setting ``rosenblatt`` to ``True`` results in all hermite polynomials. @@ -58,15 +56,26 @@ If they are defined via distribution types, the ``name``, ``dist_type`` and ``pa If they are given via data, only ``name`` and ``input_data`` are relevant. +>>> inputParams = np.random.uniform(-5,-5,100) >>> Inputs.add_marginals() >>> Inputs.Marginals[0].name = '$X$' ->>> Inputs.Marginals[0].input_data = inputParams[:, 0] +>>> Inputs.Marginals[0].input_data = inputParams An experimental design can be constructed based on these inputs. ->>> ExpDesign = ExpDesign(Inputs) +>>> ExpDesign = ExpDesigns(Inputs) Samples of the marginals can be created by specifying a sampling method and generating the wanted number of samples. >>> ExpDesign.sampling_method = 'latin_hypercube' ->>> samples = ExpDesign.generate_samples(100) \ No newline at end of file +>>> samples = ExpDesign.generate_samples(100) + +The generated samples can be visualized against their marginal distributions. + +>>> ExpDesign.plot_samples(samples) + +The results will be saved in the folder ``Outputs_Priors``. + +.. image:: ../../examples/user_guide/Outputs_Priors/prior_$X$.png + :width: 400 + :alt: Generated samples against their marginal distribution diff --git a/docs/source/packagedescription.rst b/docs/source/packagedescription.rst index 33f94669090ebd964670c891f6af86d17e5eed4f..30164f68ce3cc9fab8eddc107552d004951a245c 100644 --- a/docs/source/packagedescription.rst +++ b/docs/source/packagedescription.rst @@ -1,38 +1,74 @@ USER GUIDE ********** -Introductory theory -=================== -.. note:: - #TODO Introduced some of the used basic terms and notations here to prepare for the detailed descriptions of each part. +Installation +------------ +BayesValidRox provides functionalities for describing uncertain parameters, building surrogate models based on model outputs and evaluating them with Bayesian validation methods. + +This package runs under Python 3.9 for versions <1.0.0 and 3.9+ from version 1.0.0 on. +It can be installed with pip, best practice is to do so inside a virtual environment. + +.. code-block:: bash + + python3 -m venv bayes_env + cd bayes_env + source bin/activate + +Here replace ``bayes_env`` with your preferred name. +Then install the latest release of BayesValidRox inside the venv. + +.. code-block:: bash + + pip install bayesvalidrox +The current master can be installed by cloning the repository. + +.. code-block:: bash + + git clone https://git.iws.uni-stuttgart.de/inversemodeling/bayesvalidrox.git + cd bayesvalidrox + pip install . Overview ======== -This package is split into multiple topics corresponding to the folder structure of the package. +.. note:: + #TODO Introduced some of the used basic terms and notations here to prepare for the detailed descriptions of each part. + +This package is split into multiple aspects corresponding to its folder structure. .. image:: ../diagrams/folder_structure.png :width: 600 :alt: Folder structure of **bayesvalidrox** -The folder `surrogate_models` contains all the functions and classes that are necessary in order to create and train the surrogate model. +The folder ``surrogate_models`` contains all the functions and classes that are necessary in order to create and train the surrogate model. This includes * defining the input marginals * setting properties of the sampling in an experimental design * choosing the surrogate model and its properties -* training the surrogate model on model evaluations in a straightforward or iterative manner +* training the surrogate model on model evaluations in a straightforward manner or iteratively with active learning + +The computational model is linked via a ``pylink`` interface. + +Multiple post-processing options are available, including the calculation of Sobol' indices, checking the accuracy of the surrogate model and visualizations of the moments of the surrogate. -The computational model is linked via a *pylink* interface. -We split this into the aspects :any:`input_description` and :any:`surrogate_description` to provide insight into the options available in bayesvalidrox. +Bayesian inference can be performed with rejection sampling or MCMC, while taking into account the estimated uncertainty of the data that the (surrogate) model is compared to. +If multiple (surrogate) models are given, they can be compared against each other with pairwise Bayes Factors, model weights or a justifiability analysis. -:any:`post_description` can be applied to trained surrogate models, or using the underlying models themselves. +.. + We split this into the aspects :any:`input_description` and :any:`surrogate_description` to provide insight into the options available in bayesvalidrox. +.. + :any:`post_description` can be applied to trained surrogate models, or using the underlying models themselves. +The next pages lead through the topics given in BayesValidRox and describe the available classes and give brief examples for their use. .. toctree:: :maxdepth: 1 input_description + model_description surrogate_description + al_description post_description + bayes_description diff --git a/examples/user_guide/example_user_guide.py b/examples/user_guide/example_user_guide.py new file mode 100644 index 0000000000000000000000000000000000000000..563850ddcc1806ac0e3f3e3b23ee4a067a0b428a --- /dev/null +++ b/examples/user_guide/example_user_guide.py @@ -0,0 +1,87 @@ +# -*- coding: utf-8 -*- +""" +Code that goes along with the 'user guide' in the BVR docs. + +@author: Rebecca Kohlhaas +""" + +import numpy as np +import pandas as pd +import sys +import joblib +import matplotlib +#matplotlib.use('agg') + +# Add BayesValidRox path +sys.path.append("../../src/") +from bayesvalidrox.surrogate_models.inputs import Input +from bayesvalidrox.surrogate_models.exp_designs import ExpDesigns +from bayesvalidrox.pylink.pylink import PyLinkForwardModel +from bayesvalidrox.surrogate_models.surrogate_models import MetaModel +from bayesvalidrox.surrogate_models.engine import Engine +from bayesvalidrox.post_processing.post_processing import PostProcessing + +if __name__ == '__main__': + #### Priors, input space and experimental design + version = 1 + Inputs = Input() + + # Version 1 + if version == 1: + Inputs.add_marginals() + Inputs.Marginals[0].name = '$X$' + Inputs.Marginals[0].dist_type = 'unif' + Inputs.Marginals[0].parameters = [-5, 5] + + # Version 2 + if version == 2: + inputParams = np.random.uniform(-5,5,100) + Inputs.add_marginals() + Inputs.Marginals[0].name = '$X$' + Inputs.Marginals[0].input_data = inputParams + + # Create ExpDesign and generate samples + ExpDesign = ExpDesigns(Inputs) + ExpDesign.sampling_method = 'latin_hypercube' + samples = ExpDesign.generate_samples(10) + ExpDesign.plot_samples(samples) + + #### Models + Model = PyLinkForwardModel() + Model.link_type = 'Function' + Model.py_file = 'model' + Model.name = 'model' + Model.Output.names = ['A', 'B'] + + #output, samples = Model.run_model_parallel(samples, mp = True) + + #from model import model + #out1 = model(samples) + + #### Training surrogate models + MetaMod = MetaModel(Inputs) + MetaMod.meta_model_type = 'aPCE' + MetaMod.pce_reg_method = 'FastARD' + MetaMod.pce_deg = 3 + MetaMod.pce_q_norm = 0.85 + + ExpDesign.method = 'normal' + ExpDesign.n_init_samples = 10 + ExpDesign.sampling_method = 'user' + ExpDesign.X = samples + + Engine_ = Engine(MetaMod, Model, ExpDesign) + Engine_.start_engine() + Engine_.train_normal() + + mean, stdev = Engine_.eval_metamodel(nsamples = 10) + mean, stdev = Engine_.MetaModel.eval_metamodel(samples) + + + #### Postprocessing + PostProc = PostProcessing(Engine_) + PostProc.valid_metamodel(n_samples=1) + PostProc.check_accuracy(n_samples=10) + PostProc.plot_moments() + PostProc.sobol_indices() + PostProc.plot_seq_design_diagnostics() \ No newline at end of file diff --git a/src/bayesvalidrox/surrogate_models/orthogonal_matching_pursuit.py b/src/bayesvalidrox/surrogate_models/orthogonal_matching_pursuit.py index 96ef9c1d50b10b587ad0846d41733fc7f1cedfe8..45ff04a381f06df4c80633e239e5a7c82bebfe56 100644 --- a/src/bayesvalidrox/surrogate_models/orthogonal_matching_pursuit.py +++ b/src/bayesvalidrox/surrogate_models/orthogonal_matching_pursuit.py @@ -344,6 +344,7 @@ class OrthogonalMatchingPursuit(LinearModel, RegressorMixin): Inverse of the information matrix. """ + # TODO: this can be transformed into an independent function if np.isscalar(D): # Inverse of D Dinv = 1/D