From 8c57cfcd4d4cb9186a48ac5072e87445c8fa7af1 Mon Sep 17 00:00:00 2001
From: Farid Mohammadi <farid.mohammadi@iws.uni-stuttgart.de>
Date: Sun, 29 Mar 2020 17:20:52 +0200
Subject: [PATCH] [surrogate] minor changes.
---
.../PostProcessing/PostProcessing.py | 2 +-
BayesValidRox/surrogate_models/ExpDesigns.py | 5 +-
.../surrogate_models/surrogate_models.py | 55 ++++++++++---------
.../AnalyticalFunctionComplex_Test.py | 4 +-
.../AnalyticalFunction_Test.py | 14 ++---
.../Co2BenchmarkTest/Test_CO2Benchmark.py | 2 +-
6 files changed, 44 insertions(+), 38 deletions(-)
diff --git a/BayesValidRox/PostProcessing/PostProcessing.py b/BayesValidRox/PostProcessing/PostProcessing.py
index 5e597f6c6..a0a0ca30a 100644
--- a/BayesValidRox/PostProcessing/PostProcessing.py
+++ b/BayesValidRox/PostProcessing/PostProcessing.py
@@ -144,7 +144,7 @@ class PostProcessing:
idx = 0
for Inkey, InIdxValues in ValuesDict.items():
- if PCEModel.RegMethod == 'GPR':
+ if PCEModel.RegMethod == 'GPE':
gp = PCEModel.clf_poly[Outkey][Inkey]
y_mean, y_std = gp.predict(Samples, return_std=True)
diff --git a/BayesValidRox/surrogate_models/ExpDesigns.py b/BayesValidRox/surrogate_models/ExpDesigns.py
index 247ce83ce..8f9f0df18 100644
--- a/BayesValidRox/surrogate_models/ExpDesigns.py
+++ b/BayesValidRox/surrogate_models/ExpDesigns.py
@@ -96,9 +96,10 @@ class ExpDesigns:
if self.SamplingMethod == 'user':
X = self.X
self.NrSamples = len(X)
- self.Input_distributions, self.BoundTuples = self.Parameter_Initialization()
+ if len(self.Input_distributions)==0:
+ self.Input_distributions, self.BoundTuples = self.Parameter_Initialization()
- elif self.SamplingMethod == 'random': #
+ elif self.SamplingMethod == 'random':
X = self.MCSampling(NrSamples)
elif self.SamplingMethod == 'PCM' or self.SamplingMethod == 'LSCM':
diff --git a/BayesValidRox/surrogate_models/surrogate_models.py b/BayesValidRox/surrogate_models/surrogate_models.py
index 313f82f27..169915f47 100644
--- a/BayesValidRox/surrogate_models/surrogate_models.py
+++ b/BayesValidRox/surrogate_models/surrogate_models.py
@@ -607,9 +607,11 @@ class aPCE:
P = AllnTerms[str(bestIdx)]
+ print('Output variable %s:'%(varIdx+1))
print('The estimation of PCE coefficients converged at polynomial degree '
- '%s and qNorm %s for output variable %s.'%(self.DegreeArray[bestIdx-1],
- q, varIdx+1))
+ '%s with %s terms (Sparsity index = %s).'%(self.DegreeArray[bestIdx-1],
+ len(PolynomialDegrees),
+ round(len(PolynomialDegrees)/P, 3)))
print('Final ModLOO error estimate: %s'%(1-max(scores)))
print('\n'+'-'*50)
@@ -767,7 +769,7 @@ class aPCE:
value = self[item] = type(self)()
return value
#--------------------------------------------------------------------------------------------------------
- def GPR(self, X, y, varIdx):
+ def GaussianProcessEmulator(self, X, y, varIdx):
from sklearn.gaussian_process import GaussianProcessRegressor
from sklearn.gaussian_process.kernels import (RBF, Matern)
@@ -776,25 +778,26 @@ class aPCE:
1.0 * Matern(length_scale=1.0, length_scale_bounds=(1e-1, 10.0),
nu=1.5)]
- for kernel in kernels:
- # Instantiate a Gaussian Process model
- #kernel = C(1.0, (1e-3, 1e3)) * RBF(10, (1e-2, 1e2))
- #kernel = RBF(20, (1e-5, 1e5))
- gp = GaussianProcessRegressor(kernel=kernel, n_restarts_optimizer=9)
-
- # Fit to data using Maximum Likelihood Estimation of the parameters
- gp.fit(X, y)
-
- # Compute score
- residual = gp.predict(X) - y
- normEmpErr = np.mean(residual**2)/np.var(y)
+ #for kernel in kernels:
+ # Instantiate a Gaussian Process model
+ #kernel = C(1.0, (1e-3, 1e3)) * RBF(10, (1e-2, 1e2))
+ #kernel = RBF(20, (1e-5, 1e5))
+ gp = GaussianProcessRegressor(kernel=kernels[0], n_restarts_optimizer=9)
- print('\n'+'-'*50)
- print('The estimation of GPR coefficients converged at for output variable %s.'%(varIdx+1))
- print('Final normalized emperical error estimate: %s'%(normEmpErr))
- print('\n'+'-'*50)
+ # Fit to data using Maximum Likelihood Estimation of the parameters
+ gp.fit(X, y)
+
+ # Compute score
+ #residual = gp.predict(X) - y
+ #normEmpErr = np.mean(residual**2)/np.var(y)
+ Score = gp.score(X, y)
+
+ print('\n'+'-'*50)
+ print('The estimation of GPE coefficients converged at for output variable %s.'%(varIdx+1))
+ print('Final normalized emperical error estimate: %s'%(1-Score))
+ print('\n'+'-'*50)
- return gp, gp.alpha_, 1-normEmpErr
+ return gp, gp.alpha_, Score
#--------------------------------------------------------------------------------------------------------
def create_PCE_normDesign(self, Model, OptDesignFlag=False):
@@ -822,7 +825,8 @@ class aPCE:
OutputDict = self.ModelOutputDict.copy()
# Evaluate the univariate polynomials on ExpDesign
- self.univ_p_val = self.univ_basis_vals(CollocationPoints)
+ if self.RegMethod != 'GPE':
+ self.univ_p_val = self.univ_basis_vals(CollocationPoints)
if 'x_values' in OutputDict: del OutputDict['x_values']
@@ -832,8 +836,9 @@ class aPCE:
if not OptDesignFlag: print(">>>> Calculating the PCE coefficients of %s with %s<<<<<<"%(key, self.RegMethod))
for idx in range(OutputMatrix.shape[1]):
- if self.RegMethod== 'GPR': # TODO: Change RegMethod to metamodel type
- self.clf_poly[key]["y_"+str(idx+1)], self.CoeffsDict[key]["y_"+str(idx+1)], self.ScoresDict[key]["y_"+str(idx+1)] = self.GPR(CollocationPoints, OutputMatrix[:,idx], idx)
+ if self.RegMethod == 'GPE': # TODO: Change RegMethod to metamodel type
+ self.clf_poly[key]["y_"+str(idx+1)], self.CoeffsDict[key]["y_"+str(idx+1)], self.ScoresDict[key]["y_"+str(idx+1)] = self.GaussianProcessEmulator(CollocationPoints, OutputMatrix[:,idx], idx)
+
else:
# Only update the coeffs in the searching alg. of SeqExpDesign
@@ -1565,7 +1570,7 @@ class aPCE:
for Inkey, InIdxValues in ValuesDict.items():
idx = int(Inkey.split('_')[1]) - 1
- if self.RegMethod == 'GPR':
+ if self.RegMethod == 'GPE':
gp = self.clf_poly[Outkey][Inkey]
PCEOutputs_mean[:, idx], PCEOutputs_std[:, idx] = gp.predict(Samples, return_std=True)
@@ -1817,7 +1822,7 @@ class aPCE:
# Estimation of the integral via Monte Varlo integration
SamplingMethod = 'random'
- MCsize = 10000
+ MCsize = 100000
ESS =0
while ((ESS > MCsize) or (ESS < 1)):
diff --git a/BayesValidRox/tests/AnalyticalFunction/AnalyticalFunctionComplex_Test.py b/BayesValidRox/tests/AnalyticalFunction/AnalyticalFunctionComplex_Test.py
index 2c92917ea..fc4aca052 100644
--- a/BayesValidRox/tests/AnalyticalFunction/AnalyticalFunctionComplex_Test.py
+++ b/BayesValidRox/tests/AnalyticalFunction/AnalyticalFunctionComplex_Test.py
@@ -121,7 +121,7 @@ if __name__ == "__main__":
# One-shot (normal) or Sequential Adaptive (sequential) Design
MetaModelOpts.ExpDesign.Method = 'sequential'
- NrofInitSamples = 25
+ NrofInitSamples = 5
MetaModelOpts.ExpDesign.NrSamples = NrofInitSamples
# Sampling methods
@@ -131,7 +131,7 @@ if __name__ == "__main__":
# Sequential experimental design (needed only for sequential ExpDesign)
MetaModelOpts.ExpDesign.NrofNewSample = 1
- MetaModelOpts.ExpDesign.MaxNSamples = 30
+ MetaModelOpts.ExpDesign.MaxNSamples = 50
MetaModelOpts.ExpDesign.ModifiedLOOThreshold = 1e-10
# Defining the measurement error, if it's known a priori
diff --git a/BayesValidRox/tests/AnalyticalFunction/AnalyticalFunction_Test.py b/BayesValidRox/tests/AnalyticalFunction/AnalyticalFunction_Test.py
index 4441dc6fe..3a5966722 100644
--- a/BayesValidRox/tests/AnalyticalFunction/AnalyticalFunction_Test.py
+++ b/BayesValidRox/tests/AnalyticalFunction/AnalyticalFunction_Test.py
@@ -98,7 +98,7 @@ if __name__ == "__main__":
# 3)LARS: Least angle regression 4)ARD: Bayesian ARD Regression
# 5)SGDRegressor: Stochastic gradient descent learning
- MetaModelOpts.RegMethod = 'BRR'
+ MetaModelOpts.RegMethod = 'ARD'
# Print summary of the regression results
# MetaModelOpts.DisplayFlag = True
@@ -110,7 +110,7 @@ if __name__ == "__main__":
# One-shot (normal) or Sequential Adaptive (sequential) Design
MetaModelOpts.ExpDesign.Method = 'sequential'
- NrofInitSamples = 10
+ NrofInitSamples = 5
MetaModelOpts.ExpDesign.NrSamples = NrofInitSamples
# Sampling methods
@@ -120,7 +120,7 @@ if __name__ == "__main__":
# Sequential experimental design (needed only for sequential ExpDesign)
MetaModelOpts.ExpDesign.NrofNewSample = 1
- MetaModelOpts.ExpDesign.MaxNSamples = 100
+ MetaModelOpts.ExpDesign.MaxNSamples = 50
MetaModelOpts.ExpDesign.ModifiedLOOThreshold = 1e-16
# Defining the measurement error, if it's known a priori
@@ -144,7 +144,7 @@ if __name__ == "__main__":
#MetaModelOpts.ExpDesign.nReprications = 5
# -------- Exploration ------
#1)'Voronoi' 2)'random' 3)'latin_hypercube' 4)'dual annealing'
- MetaModelOpts.ExpDesign.ExploreMethod = 'random'
+ MetaModelOpts.ExpDesign.ExploreMethod = 'latin_hypercube'
# Use when 'dual annealing' chosen
MetaModelOpts.ExpDesign.MaxFunItr = 200
@@ -155,18 +155,18 @@ if __name__ == "__main__":
# -------- Exploitation ------
# 1)'BayesOptDesign' 2)'VarOptDesign' 3)'alphabetic' 4)'Space-filling'
- MetaModelOpts.ExpDesign.ExploitMethod = 'VarOptDesign'
+ MetaModelOpts.ExpDesign.ExploitMethod = 'BayesOptDesign'
# BayesOptDesign -> when data is available
# 1)DKL (Kullback-Leibler Divergence) 2)DPP (D-Posterior-percision)
# 3)APP (A-Posterior-percision)
# 1)DKL (Kullback-Leibler Divergence) 2)BME (Bayesian model evidence)
# 3)infEntropy (Entropy-based information gain)
- # MetaModelOpts.ExpDesign.UtilityFunction = 'BME' #['DKL', 'DPP']
+ MetaModelOpts.ExpDesign.UtilityFunction = 'DKL' #['DKL', 'DPP']
# VarBasedOptDesign -> when data is not available
# Only with Vornoi >>> 1)Entropy 2)EIGF, 3)ALM, 4)LOOCV
- MetaModelOpts.ExpDesign.UtilityFunction = 'Entropy' #['EIGF', 'Entropy', 'LOOCV']
+ # MetaModelOpts.ExpDesign.UtilityFunction = 'Entropy' #['EIGF', 'Entropy', 'LOOCV']
# alphabetic
# 1)D-Opt (D-Optimality) 2)A-Opt (A-Optimality)
diff --git a/BayesValidRox/tests/Co2BenchmarkTest/Test_CO2Benchmark.py b/BayesValidRox/tests/Co2BenchmarkTest/Test_CO2Benchmark.py
index 1b303b168..dffc36cd0 100644
--- a/BayesValidRox/tests/Co2BenchmarkTest/Test_CO2Benchmark.py
+++ b/BayesValidRox/tests/Co2BenchmarkTest/Test_CO2Benchmark.py
@@ -318,7 +318,7 @@ if __name__ == "__main__":
figPosterior.set_size_inches((10,10))
figPosterior.savefig('./'+newpath+'/'+key+'.svg',bbox_inches='tight')
- theta_true = (4.98777e-01 , 4.516252e-01, 1.461320e+00)
+ theta_true = MetaModelOpts.ExpDesign.MAP
parNames = ['Inj. rate', 'Rel. permeability degree', 'Res. porosity']
# Extract the posterior with emulator
surrogatePosterior = Bayes.Posterior_df
--
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