from SROMPy.target import SampleRandomVector ''' Ex3 - unimodal 3D Script to generate PW constant SROM approximation to EOL and compare it with the monte carlo solution (w/ surrogate model) ''' mc_eol_file = "mc_data/eol_samples_MC.txt" srom_size = 20 srom_eol_file = "srom_data/srom_eol_m" + str(srom_size) + ".txt" srom_input_file = "srom_data/srom_m" + str(srom_size) + ".txt" # Get MC EOL samples. MC_eols = np.genfromtxt(mc_eol_file) # Get SROM EOL samples & probabilities from input srom. srom_end_of_life_data = np.genfromtxt(srom_eol_file) # Probabilities in last column. srom_probabilities = np.genfromtxt(srom_input_file)[:, -1] # Make MC random variable & SROM to compare. end_of_life_srom = SROM(srom_size, dim=1) end_of_life_srom.set_params(srom_end_of_life_data, srom_probabilities) end_of_life_monte_carlo = SampleRandomVector(MC_eols) pp = Postprocessor(end_of_life_srom, end_of_life_monte_carlo) pp.compare_cdfs(variable_names=["EOL"])
MC_eols = np.genfromtxt(mc_eol_file) #Get SROM EOL samples, FD samples and input SROM from file srom_eols = np.genfromtxt(srom_eol_file) srom_fd_eols = np.genfromtxt(srom_fd_eol_file) input_srom = SROM(sromsize, dim) input_srom.load_params(srom_input_file) #Get FD step sizes from file (the same for all samples, just pull the first) #Step sizes chosen as approximately 2% of the median sample value of inputs stepsizes = [0.0065, 0.083, 0.025] #Calculate gradient from FiniteDifference class: gradient = FD.compute_gradient(srom_eols, srom_fd_eols, stepsizes) #Create SROM surrogate, sample, and create random variable solution surrogate_PWL = SROMSurrogate(input_srom, srom_eols, gradient) srom_eol_samples = surrogate_PWL.sample(MC_inputs) solution_PWL = SampleRandomVector(srom_eol_samples) #Store EOL samples for plotting later: eolfile = "srom_data/srom_eol_samples_m" + str(sromsize) + ".txt" #np.savetxt(eolfile, srom_eol_samples) #NOTE - avoid overwriting paper data #Make MC random variable solution eol_mc = SampleRandomVector(MC_eols) #COmpare solutions pp = Postprocessor(solution_PWL, eol_mc) pp.compare_CDFs()
from SROMPy.postprocess import Postprocessor
from SROMPy.srom import SROM, SROMSurrogate
from SROMPy.target import SampleRandomVector
'''
Generate SROM to model input distribution (samples)
'''
# Specify input/output files and SROM optimization parameters.
dim = 3
srom_size = 20
monte_carlo_end_of_life_input_filename = "mc_data/input_samples_MC.txt"
monte_carlo_end_of_life_sample_filename = "mc_data/eol_samples_MC.txt"
# Define target random variable from samples.
monte_carlo_samples = np.genfromtxt(monte_carlo_end_of_life_sample_filename)
target = SampleRandomVector(monte_carlo_samples)
# Define SROM, determine optimal parameters, store parameters.
input_srom = SROM(srom_size, dim)
input_srom.optimize(target, weights=[1, 1, 1], error="SSE")
# Compare the CDFs.
pp = Postprocessor(input_srom, target)
pp.compare_cdfs(save_figure=False)
# Run the model for each input SROM sample:
srom_end_of_life_data = np.zeros(srom_size)
(srom_samples, srom_probabilities) = input_srom.get_params()
for i, sample in enumerate(srom_samples):
srom_end_of_life_data[i] = model.evaluate(sample)
# WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
# License for the specific language governing permissions and limitations
# under the License.
import numpy
from os import path
from SROMPy.postprocess import Postprocessor
from SROMPy.srom import SROM, SROMSurrogate
from SROMPy.target import SampleRandomVector
#Define target random vector from samples
monte_carlo_input_samples_filename = path.join("mc_data",
"input_samples_MC.txt")
monte_carlo_input_samples = numpy.genfromtxt(
monte_carlo_input_samples_filename)
target_vector = SampleRandomVector(monte_carlo_input_samples)
#Define SROM and determine optimal parameters
srom_size = 20
input_srom = SROM(size=srom_size, dim=3)
input_srom.optimize(target_vector)
#Compare the input CDFs (produces Figure 6)
post_processor = Postprocessor(input_srom, target_vector)
post_processor.compare_CDFs(variablenames=[r'$y_{0}$', r'log$C$', r'$n$'])
#Run the model for each input SROM sample:
srom_results = numpy.zeros(srom_size)
(srom_samples, srom_probs) = input_srom.get_params()
# TODO: define model here.
def sample_random_vector():
np.random.seed(1)
random_vector = np.random.rand(10)
return SampleRandomVector(random_vector)
from SROMPy.postprocess import Postprocessor
from SROMPy.srom import SROM, SROMSurrogate
from SROMPy.target import SampleRandomVector
'''
Generate SROM to model input distribution (samples)
'''
#Specify input/output files and SROM optimization parameters
dim = 3
srom_size = 20
mc_input_file = "mc_data/input_samples_MC.txt"
mc_eol_file = "mc_data/eol_samples_MC.txt"
#Define target random variable from samples
MCsamples = np.genfromtxt(samplesfile)
target = SampleRandomVector(MCsamples)
#Define SROM, determine optimal parameters, store parameters
input_srom = SROM(srom_size, dim)
input_srom.optimize(target, weights=[1, 1, 1], error="SSE")
#Compare the CDFs
pp = Postprocessor(srom, target)
pp.compare_CDFs(saveFig=False)
#Run the model for each input SROM sample:
srom_eols = np.zeros(srom_size)
(srom_samples, srom_probs) = input_srom.get_params()
for i, sample in enumerate(srom_samples):
srom_eols[i] = model.evaluate(sample)
variables = [r'$y_{0}$', r'log$C$', r'$n$']
cdf_y_label = True # Label y axis as "CDF"
plot_dir = "plots"
plot_suffix = "SROM_input_CDF_m"
for m in srom_sizes:
plot_suffix += "_" + str(m)
# x_tick labels for each variable for clarity.
y0_ticks = ['', '0.245', '', '0.255', '', '0.265', '', '0.275']
log_c_ticks = ['', '-8.8', '', '-8.4', '', '-8.0', '', '-7.6']
n_ticks = ['1.0', '', '1.5', '', '2.0', '', '2.5', '', '3.0']
x_ticks = [y0_ticks, log_c_ticks, n_ticks]
# Load / initialize target random variable from samples:
samples = np.genfromtxt(target_samples)
target = SampleRandomVector(samples)
# Set x limits for each variable based on target:
x_limits = []
for i in range(target._dim):
limits = [np.min(samples[:, i]), np.max(samples[:, i])]
x_limits.append(limits)
# Build up srom_size-to-SROM object map for plotting routine.
sroms = OrderedDict()
for srom_size in srom_sizes:
# Generate SROM from file:
srom = SROM(srom_size, target._dim)
srom_filename = "srom_m" + str(srom_size) + ".txt"
# Initialize model,
model = SpringMass1D(m, state0, t_grid)
# ----------Monte Carlo------------------
# Generate stiffness input samples for Monte Carlo.
num_samples = 5000
stiffness_samples = stiffness_random_variable.draw_random_sample(num_samples)
# Calculate maximum displacement samples using MC simulation.
displacement_samples = np.zeros(num_samples)
for i, stiff in enumerate(stiffness_samples):
displacement_samples[i] = model.get_max_disp(stiff)
# Get Monte carlo solution as a sample-based random variable:
monte_carlo_solution = SampleRandomVector(displacement_samples)
# -------------SROM-----------------------
# Generate SROM for random stiffness.
srom_size = 10
dim = 1
input_srom = SROM(srom_size, dim)
input_srom.optimize(displacement_samples)
# Compare SROM vs target stiffness distribution:
pp_input = Postprocessor(input_srom, displacement_samples)
pp_input.compare_cdfs()
# Run model to get max displacement for each SROM stiffness sample.
srom_displacements = np.zeros(srom_size)
#----------Monte Carlo------------------
#Generate stiffness input samples for Monte Carlo
num_samples = 5000
k_samples = stiffness_rv.draw_random_sample(num_samples)
m_samples = mass_rv.draw_random_sample(num_samples)
#Calculate maximum displacement samples using MC simulation
disp_samples = np.zeros(num_samples)
for i in range(num_samples):
disp_samples[i] = model.get_max_disp(k_samples[i], m_samples[i])
#Get Monte carlo solution as a sample-based random variable:
mc_solution = SampleRandomVector(disp_samples)
#-------------SROM-----------------------
#generate SROM for random vector of stiffness & mass
sromsize = 25
dim = 2
#Assume we only have access to samples in this example and want SROM from them:
km_samples = np.array([k_samples, m_samples]).T
km_random_vector = SampleRandomVector(km_samples)
srom = SROM(sromsize, dim)
srom.optimize(km_random_vector)
(samples, probs) = srom.get_params()
#Initialize model
model = SpringMass_1D(m, state0, t_grid)
#----------Monte Carlo------------------
#Generate stiffness input samples for Monte Carlo
num_samples = 5000
stiffness_samples = stiffness_rv.draw_random_sample(num_samples)
#Calculate maximum displacement samples using MC simulation
disp_samples = np.zeros(num_samples)
for i, stiff in enumerate(stiffness_samples):
disp_samples[i] = model.get_max_disp(stiff)
#Get Monte carlo solution as a sample-based random variable:
mc_solution = SampleRandomVector(disp_samples)
#-------------SROM-----------------------
#generate SROM for random stiffness
sromsize = 10
dim = 1
input_srom = SROM(sromsize, dim)
input_srom.optimize(stiffness_rv)
#Compare SROM vs target stiffness distribution:
pp_input = Postprocessor(input_srom, stiffness_rv)
pp_input.compare_CDFs()
#Run model to get max disp for each SROM stiffness sample
srom_disps = np.zeros(sromsize)
from SROMPy.postprocess import Postprocessor
from SROMPy.srom import SROM
from SROMPy.target import SampleRandomVector
'''
Generate SROM to model input distribution (samples)
'''
# Specify input/output files and SROM optimization parameters.
dim = 3
srom_size = 20
samples_file = "mc_data/input_samples_MC.txt"
outfile = "srom_data/srom_m" + str(srom_size) + ".txt"
# Define target random variable from samples
mc_samples = np.genfromtxt(samples_file)
target = SampleRandomVector(mc_samples)
# Define SROM, determine optimal parameters, store parameters
srom = SROM(srom_size, dim)
srom.optimize(target, weights=[1, 1, 1], error="SSE", num_test_samples=100)
# NOTE - commented out to not overwrite paper data files:
# srom.save_params(outfile)
# Check out the CDFs.
pp = Postprocessor(srom, target)
pp.compare_cdfs(variable_names=[r'$y_{0}$', r'log$C$', r'$n$'])
''
]]
x_axis_padding = 5
axis_font_size = 24
label_font_size = 20
legend_font_size = 20
cdf_y_label = True # Label y axis as "CDF".
plot_dir = "plots"
plot_suffix = "SROM_pwlin_eol_CDF_m"
for m in srom_sizes:
plot_suffix += "_" + str(m)
# Load / initialize target random variable from samples:
samples = np.genfromtxt(target_samples)
target = SampleRandomVector(samples)
# Build up srom_size-to-SROM object map for plotting routine
sroms = OrderedDict()
for srom_size in srom_sizes:
# Get EOL SROM Surrogate samples to make SampleRV representation of CDF
end_of_life_sample_filename = "srom_eol_samples_m" + str(
srom_size) + ".txt"
end_of_life_sample_filename = os.path.join(srom_dir,
end_of_life_sample_filename)
end_of_life_samples = np.genfromtxt(end_of_life_sample_filename)
sroms[srom_size] = SampleRandomVector(end_of_life_samples)
from SROMPy.postprocess import Postprocessor from SROMPy.srom import SROM from SROMPy.target import SampleRandomVector ''' Script to generate piecewise constant SROM approximation to EOL and compare it with the Monte Carlo solution - step 3. Uses the stored EOL model outputs from step 2 and the stored input SROM from step 1. ''' mc_eol_file = "mc_data/eol_samples_MC.txt" sromsize = 20 srom_eol_file = "srom_data/srom_eol_m" + str(sromsize) + ".txt" srom_input_file = "srom_data/srom_m" + str(sromsize) + ".txt" #Get MC EOL samples MC_eols = np.genfromtxt(mc_eol_file) #Get SROM EOL samples & probabilities from input srom srom_eols = np.genfromtxt(srom_eol_file) srom_probs = np.genfromtxt(srom_input_file)[:, -1] #probs in last column #Make MC random variable & SROM to compare eol_srom = SROM(sromsize, dim=1) eol_srom.set_params(srom_eols, srom_probs) eol_mc = SampleRandomVector(MC_eols) pp = Postprocessor(eol_srom, eol_mc) pp.compare_CDFs(variablenames=["EOL"])
# Get SROM EOL samples, FD samples and input SROM from file.
srom_end_of_life_data = np.genfromtxt(srom_end_of_life_filename)
srom_fd_end_of_life_data = np.genfromtxt(srom_fd_end_of_life_filename)
input_srom = SROM(srom_size, dim)
input_srom.load_params(srom_input_file)
# Get FD step sizes from file (the same for all samples, just pull the first)
# Step sizes chosen as approximately 2% of the median sample value of inputs
step_sizes = [0.0065, 0.083, 0.025]
# Calculate gradient from FiniteDifference class:
gradient = FD.compute_gradient(srom_end_of_life_data, srom_fd_end_of_life_data,
step_sizes)
# Create SROM surrogate, sample, and create random variable solution.
surrogate_PWL = SROMSurrogate(input_srom, srom_end_of_life_data, gradient)
srom_end_of_life_samples = surrogate_PWL.sample(monte_carlo_inputs)
solution_PWL = SampleRandomVector(srom_end_of_life_samples)
# Store EOL samples for plotting later:
end_of_life_filename = "srom_data/srom_eol_samples_m" + str(srom_size) + ".txt"
# np.savetxt(end_of_life_filename, srom_eol_samples)
# NOTE - avoid overwriting paper data
# Make MC random variable solution.
end_of_life_monte_carlo = SampleRandomVector(monte_carlo_end_of_life_data)
# Compare solutions.
pp = Postprocessor(solution_PWL, end_of_life_monte_carlo)
pp.compare_cdfs()
from SROMPy.target import SampleRandomVector ''' Script to generate piecewise constant SROM approximation to EOL and compare it with the Monte Carlo solution - step 3. Uses the stored EOL model outputs from step 2 and the stored input SROM from step 1. ''' monte_carlo_end_of_life_filename = "mc_data/eol_samples_MC.txt" srom_size = 20 srom_end_of_life_filename = "srom_data/srom_eol_m" + str(srom_size) + ".txt" srom_input_file = "srom_data/srom_m" + str(srom_size) + ".txt" # Get MC EOL samples. monte_carlo_end_of_life_data = np.genfromtxt(monte_carlo_end_of_life_filename) # Get SROM EOL samples & probabilities from input srom. srom_end_of_life_data = np.genfromtxt(srom_end_of_life_filename) # Probabilities in last column. srom_probabilities = np.genfromtxt(srom_input_file)[:, -1] # Make MC random variable & SROM to compare. end_of_life_srom = SROM(srom_size, dim=1) end_of_life_srom.set_params(srom_end_of_life_data, srom_probabilities) end_of_life_mc = SampleRandomVector(monte_carlo_end_of_life_data) pp = Postprocessor(end_of_life_srom, end_of_life_mc) pp.compare_cdfs(variable_names=["EOL"])
''
]]
xaxispadding = 5
axisfontsize = 24
labelfontsize = 20
legendfontsize = 20
cdfylabel = True #Label y axis as "CDF"
plot_dir = "plots"
plot_suffix = "SROM_pwlin_eol_CDF_m"
for m in sromsizes:
plot_suffix += "_" + str(m)
#Load / initialize target random variable from samples:
samples = np.genfromtxt(targetsamples)
target = SampleRandomVector(samples)
#Build up sromsize-to-SROM object map for plotting routine
sroms = OrderedDict()
for sromsize in sromsizes:
#Get EOL SROM Surrogate samples to make SampleRV representation of CDF
eolsamplefile = "srom_eol_samples_m" + str(sromsize) + ".txt"
eolsamplefile = os.path.join(srom_dir, eolsamplefile)
eolsamples = np.genfromtxt(eolsamplefile)
sroms[sromsize] = SampleRandomVector(eolsamples)
Postprocessor.compare_srom_CDFs(sroms,
target,