From c0179516a850bf7ae0e3177ec67cba0cc20b01d5 Mon Sep 17 00:00:00 2001
From: farid <farid.mohammadi@iws.uni-stuttgart.de>
Date: Fri, 7 Jan 2022 12:26:40 +0100
Subject: [PATCH] [surrogate] scale parametersets before passing to the GP.
---
BayesValidRox/surrogate_models/surrogate_models.py | 14 +++++++++++---
1 file changed, 11 insertions(+), 3 deletions(-)
diff --git a/BayesValidRox/surrogate_models/surrogate_models.py b/BayesValidRox/surrogate_models/surrogate_models.py
index dbfee1347..a9d8391c0 100644
--- a/BayesValidRox/surrogate_models/surrogate_models.py
+++ b/BayesValidRox/surrogate_models/surrogate_models.py
@@ -784,7 +784,8 @@ class Metamodel:
self.gp_poly = self.AutoVivification()
self.pca = self.AutoVivification()
self.LCerror = self.AutoVivification()
-
+ self.x_scaler = {}
+
if self.ExpDesignFlag != 'sequential':
# Read observations or MCReference
if Model.MeasurementFile is not None or len(Model.Observations) != 0:
@@ -839,8 +840,14 @@ class Metamodel:
# Parallel fit regression
if self.metaModel.lower() == 'gpe':
+ # Prepare the input matrix
+ scaler = MinMaxScaler()
+ X_S = scaler.fit_transform(CollocationPoints)
+
+ self.x_scaler[key] = scaler
+
outDict = Parallel(n_jobs=-1, prefer='threads')(
- delayed(self.GaussianProcessEmulator)(CollocationPoints,OutputMatrix[:,idx])
+ delayed(self.GaussianProcessEmulator)(X_S,OutputMatrix[:,idx])
for idx in range(OutputMatrix.shape[1]))
for idx in range(OutputMatrix.shape[1]):
self.gp_poly[key]["y_"+str(idx+1)] = outDict[idx]
@@ -1941,8 +1948,9 @@ class Metamodel:
# Perdiction with GPE
if self.metaModel.lower() == 'gpe':
+ X_T = self.x_scaler[Outkey].transform(samples)
gp = self.gp_poly[Outkey][Inkey]
- y_mean, y_std = gp.predict(samples, return_std=True)
+ y_mean, y_std = gp.predict(X_T, return_std=True)
else: # Perdiction with PCE or pcekriging
# Assemble Psi matrix
--
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