From a231eb750b1187fc95e502ccccf06a52b356ce40 Mon Sep 17 00:00:00 2001
From: Farid Mohammadi <farid.mohammadi@iws.uni-stuttgart.de>
Date: Fri, 12 Aug 2022 16:53:17 +0200
Subject: [PATCH] [surrogate] fix bugs in the PCE implementation of the
Rosenblatt transformation for dependent variables.
---
.../surrogate_models/exp_designs.py | 21 ++++++++-----------
1 file changed, 9 insertions(+), 12 deletions(-)
diff --git a/src/bayesvalidrox/surrogate_models/exp_designs.py b/src/bayesvalidrox/surrogate_models/exp_designs.py
index 8224053a0..2caa086e5 100644
--- a/src/bayesvalidrox/surrogate_models/exp_designs.py
+++ b/src/bayesvalidrox/surrogate_models/exp_designs.py
@@ -170,12 +170,6 @@ class ExpDesigns:
samples = self.random_sampler(int(n_samples)).T
return samples.T
- # # Transform samples to the original space
- # if transform:
- # orig_samples = self.transform(samples.T)
- # return orig_samples, samples.T
- # else:
- # return samples.T
# -------------------------------------------------------------------------
def generate_ED(self, n_samples, sampling_method='random', transform=False,
@@ -260,14 +254,14 @@ class ExpDesigns:
# Transform samples to the original space
if transform:
- orig_samples = self.transform(
+ tr_samples = self.transform(
samples,
method=sampling_method
)
- if sampling_method == 'user':
- return samples, orig_samples
+ if sampling_method == 'user' or not self.apce:
+ return samples, tr_samples
else:
- return orig_samples, samples
+ return tr_samples, samples
else:
return samples
@@ -327,8 +321,10 @@ class ExpDesigns:
self.polycoeffs = {}
for parIdx in tqdm(range(ndim), ascii=True,
desc="Computing orth. polynomial coeffs"):
- poly_coeffs = apoly_construction(self.raw_data[parIdx],
- max_deg)
+ poly_coeffs = apoly_construction(
+ self.raw_data[parIdx],
+ max_deg
+ )
self.polycoeffs[f'p_{parIdx+1}'] = poly_coeffs
# Extract moments
@@ -648,6 +644,7 @@ class ExpDesigns:
# Compute invCDF_y(cdfx)
tr_X[:, par_i] = inv_cdf(cdfx[:, par_i])
+
return tr_X
# -------------------------------------------------------------------------
--
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