def test_getSample_getMean(self):
"""Test InverseWishart.getSample and InverseWishart.getMean"""
d, Scale, DoF, N = self.dimension, self.Scale, self.DoF, int(1E+5)
Identity = ot.CovarianceMatrix(d)
Scale_wishart = ot.CovarianceMatrix(Scale.solveLinearSystem(Identity))
inverse_wishart = ot.InverseWishart(Scale, DoF)
sample_inverse = ot.NumericalSample(N, (d * (d + 1)) // 2)
sample = ot.NumericalSample(N, (d * (d + 1)) // 2)
for i in range(N):
M_inverse = inverse_wishart.getRealizationAsMatrix()
M = M_inverse.solveLinearSystem(Identity)
indice = 0
for j in range(d):
for k in range(j + 1):
sample_inverse[i, indice] = M_inverse[k, j]
sample[i, indice] = M[k, j]
indice += 1
mean_inverse = sample_inverse.computeMean()
mean = sample.computeMean()
theoretical_mean_inverse = inverse_wishart.getMean()
theoretical_mean = (ot.Wishart(Scale_wishart, DoF)).getMean()
indice, coefficient = 0, 1. / (DoF - d - 1)
for j in range(d):
for k in range(j + 1):
assert_almost_equal(theoretical_mean_inverse[indice],
coefficient * Scale[k, j])
assert_almost_equal(theoretical_mean[indice],
DoF * Scale_wishart[k, j])
assert_almost_equal(mean_inverse[indice],
coefficient * Scale[k, j], 0.1, 1.E-3)
assert_almost_equal(mean[indice], DoF * Scale_wishart[k, j],
0.1, 1.E-3)
indice += 1
def _exec_sample(self, X):
samplingSize = X.getSize()
# create sample containing all input combined with all defect sizes
fullX = ot.NumericalSample(samplingSize * self.defectNumber,
self.dim + 1)
for i, x in enumerate(X):
x = np.array(x, ndmin=2)
x = x.repeat(self.defectNumber, axis=0)
xWitha = np.concatenate((np.vstack(self.defectSizes), x), axis=1)
fullX[self.defectNumber * i:self.defectNumber *
(i + 1), :] = xWitha
# add randomness from the residual, identical for all defect size
residualsSample = ot.Normal(samplingSize).getSample(
self.simulationSize) * self.chaosPOD._stderr
fullRes = ot.NumericalSample(self.simulationSize,
samplingSize * self.defectNumber)
for i in range(samplingSize):
fullRes[:, self.defectNumber * i:self.defectNumber *
(i + 1)] = np.repeat(residualsSample[:, i],
self.defectNumber,
axis=1)
fullRes = np.transpose(fullRes)
# compute the signal
Y = np.array(self.chaosFunction(fullX))
# compute the POD
prob = np.mean((Y + fullRes) > self.detection, axis=1)
prob = prob.reshape(samplingSize, self.defectNumber)
return prob
def filterCensoredData(inputSample, signals, noiseThres, saturationThres):
"""
Sort inputSample and signals with respect to the censore thresholds.
Parameters
----------
inputSample : 2-d sequence of float
Vector of the input sample.
signals : 2-d sequence of float
Vector of the signals, of dimension 1.
noiseThres : float
Value for low censored data. Default is None.
saturationThres : float
Value for high censored data. Default is None
Returns
-------
inputSampleUnc : 2-d sequence of float
Vector of the input sample in the uncensored area.
inputSampleNoise : 2-d sequence of float
Vector of the input sample in the noisy area.
inputSampleSat : 2-d sequence of float
Vector of the input sample in the saturation area.
signalsUnc : 2-d sequence of float
Vector of the signals in the uncensored area.
Notes
-----
The data are sorted in three different vectors whether they belong to
the noisy area, the uncensored area or the saturation area.
"""
# check if one sided censoring
if noiseThres is None:
noiseThres = -ot.sys.float_info.max
if saturationThres is None:
saturationThres = ot.sys.float_info.max
# transform in numpy.array
inputSample = np.array(inputSample)
signals = np.array(signals)
# inputSample in the uncensored area
inputSampleUnc = inputSample[np.hstack(np.logical_and(signals > noiseThres,
signals < saturationThres))]
# inputSample in the noisy area
inputSampleNoise = inputSample[np.hstack(signals <= noiseThres)]
# inputSample in the saturation area
inputSampleSat = inputSample[np.hstack(signals >= saturationThres)]
# signals in the uncensored area
signalsUnc = signals[np.hstack(np.logical_and(signals > noiseThres,
signals < saturationThres))]
# transform in numericalSample
inputSampleUnc = ot.NumericalSample(inputSampleUnc)
inputSampleNoise = ot.NumericalSample(inputSampleNoise)
inputSampleSat = ot.NumericalSample(inputSampleSat)
signalsUnc = ot.NumericalSample(signalsUnc)
return inputSampleUnc, inputSampleNoise, inputSampleSat, signalsUnc
def _mergeDefectInX(self, defect, X):
"""
defect : scalar of the defect value
X : sample without the defect column
"""
size = X.getSize()
dim = X.getDimension() + 1
samplePred = ot.NumericalSample(size, dim)
samplePred[:, 0] = ot.NumericalSample(size, [defect])
samplePred[:, 1:] = X
return samplePred
def __init__(self,
inputSample,
outputSample,
noiseThres=None,
saturationThres=None,
resDistFact=None,
boxCox=False):
self._inputSample = ot.NumericalSample(np.vstack(inputSample))
self._outputSample = ot.NumericalSample(np.vstack(outputSample))
self._noiseThres = noiseThres
self._saturationThres = saturationThres
# Add flag to tell if censored data must taken into account or not.
if noiseThres is not None or saturationThres is not None:
# flag to tell censoring is enabled
self._censored = True
# Results instances are created for both cases.
self._resultsCens = _Results()
self._resultsUnc = _Results()
else:
self._censored = False
# Results instance is created only for uncensored case.
self._resultsUnc = _Results()
if resDistFact is None:
# default is NormalFactory
self._resDistFact = ot.NormalFactory()
else:
self._resDistFact = resDistFact
# if Box Cox is a float the transformation is enabled with the given value
if type(boxCox) is float:
self._lambdaBoxCox = boxCox
self._boxCox = True
else:
self._lambdaBoxCox = None
self._boxCox = boxCox
self._size = self._inputSample.getSize()
self._dim = self._inputSample.getDimension()
# Assertions on parameters
assert (self._size >= 3), "Not enough observations."
assert (self._size == self._outputSample.getSize()), \
"InputSample and outputSample must have the same size."
assert (self._dim == 1), "Dimension of inputSample must be 1."
assert (self._outputSample.getDimension() == 1
), "Dimension of outputSample must be 1."
# run the analysis
self._run()
# print warnings
self._printWarnings()
def _computePOD(self, defectSizes, coefs):
"""
Compute the POD for all defect sizes in a vectorized way.
"""
# create the input sample that must be computed by the metamodels
samplePred = self._distribution.getSample(self._samplingSize)[:, 1:]
fullSamplePred = ot.NumericalSample(
self._samplingSize * self._defectNumber, self._dim)
for i, defect in enumerate(defectSizes):
fullSamplePred[self._samplingSize*i:self._samplingSize*(i+1), :] = \
self._mergeDefectInX(defect, samplePred)
# create the chaos function for user defined coefs
chaosFunction = self._buildChaosFunction(self._reducedBasis,
self._transformation, coefs)
# add the randomness from the residuals
residualsSample = self._normalDist.getSample(self._samplingSize * \
self._defectNumber) * self._stderr
chaosRandomSample = chaosFunction(fullSamplePred) + residualsSample
chaosRandomSample = np.reshape(
chaosRandomSample, (self._samplingSize, self._defectNumber), 'F')
# compute the POD for all defect sizes
POD = np.mean(chaosRandomSample > self._detectionBoxCox, axis=0)
return POD
def _PODgaussModelCl(self, defects, intercept, slope, stderr, detection):
class buildPODModel():
def __init__(self, intercept, slope, sigmaEpsilon, detection):
self.intercept = intercept
self.slope = slope
self.sigmaEpsilon = sigmaEpsilon
self.detection = detection
def PODmodel(self, x):
t = (self.detection - (self.intercept +
self.slope * x)) / self.sigmaEpsilon
return ot.DistFunc.pNormal(t,True)
N = defects.getSize()
X = ot.NumericalSample(N, [1, 0])
X[:, 1] = defects
X = ot.Matrix(X)
covMatrix = X.computeGram(True).solveLinearSystem(ot.IdentityMatrix(2))
sampleNormal = ot.Normal([0,0], ot.CovarianceMatrix(
covMatrix.getImplementation())).getSample(self._simulationSize)
sampleSigmaEpsilon = (ot.Chi(N-2).inverse()*np.sqrt(N-2)*stderr).getSample(
self._simulationSize)
PODcoll = []
for i in range(self._simulationSize):
sigmaEpsilon = sampleSigmaEpsilon[i][0]
interceptSimu = sampleNormal[i][0] * sigmaEpsilon + intercept
slopeSimu = sampleNormal[i][1] * sigmaEpsilon + slope
PODcoll.append(buildPODModel(interceptSimu, slopeSimu, sigmaEpsilon,
detection).PODmodel)
return PODcoll
def _computePOD(self, defectSizes, algoClassifier):
"""
Compute the POD sample for all defect sizes in a vectorized way.
"""
# create the input sample that must be computed by the metamodels
samplePred = self._distribution.getSample(self._samplingSize)[:, 1:]
fullSamplePred = ot.NumericalSample(
self._samplingSize * self._defectNumber, self._dim)
for i, defect in enumerate(defectSizes):
fullSamplePred[self._samplingSize*i:self._samplingSize*(i+1), :] = \
self._mergeDefectInX(defect, samplePred)
classifierSample = algoClassifier(np.array(fullSamplePred))[:, 1]
classifierSample = np.reshape(classifierSample,
(self._samplingSize, self._defectNumber),
'F')
return ot.NumericalSample(classifierSample)
def __init__(self,
inputSample=None,
outputSample=None,
detection=None,
noiseThres=None,
saturationThres=None,
boxCox=False):
self._inputSample = ot.NumericalSample(np.vstack(inputSample))
self._signals = ot.NumericalSample(np.vstack(outputSample))
self._detection = detection
self._noiseThres = noiseThres
self._saturationThres = saturationThres
self._boxCox = boxCox
# Add flag to tell if censored data must taken into account or not.
if self._noiseThres is not None or self._saturationThres is not None:
# flag to tell censoring is enabled
self._censored = True
else:
self._censored = False
self._dim = self._inputSample.getDimension()
self._verbose = True
self._simulationSize = 1000
self._samplingSize = 5000
self._PODgauss = None
self._PODbin = None
self._PODks = None
self._PODqr = None
self._PODchaos = None
self._PODkriging = None
self._activeMethods = {
'LinearGauss': True,
'LinearBinomial': True,
'LinearKernelSmoothing': True,
'QuantileRegression': True,
'PolynomialChaos': True,
'Kriging': True
}
def getP7History(self):
"""
Accessor to the history of problem evaluations.
Returns
-------
p7result: :class:`~openturns.NumericalSample`
Returns values of variables and evaluation results.
Each element of the top-level list is one evaluated point.
Nested list structure is [variables, objectives, constraints, objective gradients, constraint gradients].
Gradients are added only if analytical gradients are enabled.
"""
return ot.NumericalSample(self.__p7_history)
def __init__(self, inputSample, outputSample, detection, noiseThres,
saturationThres, boxCox):
self._simulationSize = 1000
# inherited attributes
self._inputSample = ot.NumericalSample(np.vstack(inputSample))
self._outputSample = ot.NumericalSample(np.vstack(outputSample))
self._detection = detection
self._noiseThres = noiseThres
self._saturationThres = saturationThres
# if Box Cox is a float the transformation is enabled with the given value
if type(boxCox) is float:
self._lambdaBoxCox = boxCox
self._boxCox = True
else:
self._lambdaBoxCox = None
self._boxCox = boxCox
self._size = self._inputSample.getSize()
self._dim = self._inputSample.getDimension()
#################### check attributes for censoring ####################
# Add flag to tell if censored data must taken into account or not.
if self._noiseThres is not None or self._saturationThres is not None:
# flag to tell censoring is enabled
self._censored = True
else:
self._censored = False
# Assertions on parameters
assert (self._size >= 3), "Not enough observations."
assert (self._size == self._outputSample.getSize()), \
"InputSample and outputSample must have the same size."
assert (self._outputSample.getDimension() == 1
), "Dimension outputSample must be 1."
def _exec(self, X):
inputTG = X.getTimeGrid()
inputValues = X.getValues()
f = ot.NumericalMathFunction(ot.PiecewiseLinearEvaluationImplementation(
[x[0] for x in inputTG.getVertices()], inputValues))
outputValues = ot.NumericalSample(0, 1)
for t in self.outputGrid_.getVertices():
kernel = ot.Normal(t[0], 0.05)
def pdf(X):
return [kernel.computePDF(X)]
weight = ot.NumericalMathFunction(ot.PythonFunction(1, 1, pdf))
outputValues.add(self.algo_.integrate(
weight * f, kernel.getRange()))
return ot.Field(self.outputGrid_, outputValues)
def _PODgaussModel(self, defects, stderr, linearModel):
X = ot.NumericalSample(defects.getSize(), [1, 0])
X[:, 1] = defects
X = ot.Matrix(X)
# compute the prediction variance of the linear regression model
def predictionVariance(x):
Y = ot.NumericalPoint([1.0, x])
gramX = X.computeGram()
return stderr**2 * (1. + ot.dot(Y, gramX.solveLinearSystem(Y)))
# function to compute the POD(defect)
def PODmodel(x):
t = (self._detectionBoxCox - linearModel(x[0])) / np.sqrt(predictionVariance(x[0]))
# DistFunc.pNormal(t,True) = complementary CDF of the Normal(0,1)
return [ot.DistFunc.pNormal(t,True)]
return PODmodel
def _buildChaosAlgo(self, inputSample, outputSample):
"""
Build the functional chaos algorithm without running it.
"""
if self._distribution is None:
# create default distribution : Uniform between min and max of the
# input sample
inputSample = ot.NumericalSample(inputSample)
inputMin = inputSample.getMin()
inputMin[0] = np.min(self._defectSizes)
inputMax = inputSample.getMax()
inputMax[0] = np.max(self._defectSizes)
marginals = [
ot.Uniform(inputMin[i], inputMax[i]) for i in range(self._dim)
]
self._distribution = ot.ComposedDistribution(marginals)
# put description of the inputSample into decription of the distribution
self._distribution.setDescription(inputSample.getDescription())
if self._adaptiveStrategy is None:
# Create the adaptive strategy : default is fixed strategy of degree 5
# with linear enumerate function
polyCol = [0.] * self._dim
for i in range(self._dim):
polyCol[i] = ot.StandardDistributionPolynomialFactory(
self._distribution.getMarginal(i))
enumerateFunction = ot.EnumerateFunction(self._dim)
multivariateBasis = ot.OrthogonalProductPolynomialFactory(
polyCol, enumerateFunction)
# default degree is 3 (in __init__)
indexMax = enumerateFunction.getStrataCumulatedCardinal(
self._degree)
self._adaptiveStrategy = ot.FixedStrategy(multivariateBasis,
indexMax)
if self._projectionStrategy is None:
# sparse polynomial chaos
basis_sequence_factory = ot.LAR()
fitting_algorithm = ot.KFold()
approximation_algorithm = ot.LeastSquaresMetaModelSelectionFactory(
basis_sequence_factory, fitting_algorithm)
self._projectionStrategy = ot.LeastSquaresStrategy(
inputSample, outputSample, approximation_algorithm)
return ot.FunctionalChaosAlgorithm(inputSample, outputSample, \
self._distribution, self._adaptiveStrategy, self._projectionStrategy)
def function_intersection(X):
sample = ot.NumericalSample(X.getSize(), n_event)
for i in range(n_event):
sample[:, i] = event[i].getFunction()(X)
sample = np.array(sample)
for i in range(n_event):
if (event[i].getOperator().getImplementation(
).getClassName() == "Less" or event[i].getOperator(
).getImplementation().getClassName() == "LessOrEqual"):
sample[:, i] = sample[:, i] < event[i].getThreshold()
if (event[i].getOperator().getImplementation(
).getClassName() == "Greater" or event[i].getOperator(
).getImplementation().getClassName() == "GreaterOrEqual"):
sample[:, i] = sample[:, i] >= event[i].getThreshold()
return np.atleast_2d(sample.prod(axis=1)).T
def _PODbootstrapModelCl(self):
class buildPODModel():
def __init__(self, inputSample, outputSample, detection, noiseThres,
saturationThres, resDistFact, boxCox, censored):
results = _computeLinearModel(inputSample, outputSample, detection,
noiseThres, saturationThres, boxCox, censored)
self.intercept = results['intercept']
self.slope = results['slope']
self.residuals = results['residuals']
self.detectionBoxCox = results['detection']
self.resDist = resDistFact.build(self.residuals)
def PODmodel(self, x):
defectThres = self.detectionBoxCox - (self.intercept +
self.slope * x)
return self.resDist.computeComplementaryCDF(defectThres)
data = ot.NumericalSample(self._size, 2)
data[:, 0] = self._inputSample
data[:, 1] = self._outputSample
# bootstrap of the data
bootstrapExp = ot.BootstrapExperiment(data)
PODcoll = []
for i in range(self._simulationSize):
# generate a sample with replacement within data of the same size
bootstrapData = bootstrapExp.generate()
# compute the linear models
model = buildPODModel(bootstrapData[:,0], bootstrapData[:,1],
self._detection, self._noiseThres,
self._saturationThres, self._resDistFact,
self._boxCox, self._censored)
PODcoll.append(model.PODmodel)
if self._verbose:
updateProgress(i, self._simulationSize, 'Computing POD (bootstrap)')
return PODcoll
def getResiduals(self):
"""
Accessor to the residuals.
Returns
-------
residuals : :py:class:`openturns.NumericalSample`
The residuals computed from the uncensored and censored linear
regression model. The first column corresponds with the uncensored case.
"""
size = self._resultsUnc.residuals.getSize()
if self._censored:
residuals = ot.NumericalSample(size, 2)
residuals[:, 0] = self._resultsUnc.residuals
residuals[:, 1] = self._resultsCens.residuals
residuals.setDescription([
'Residuals for uncensored case', 'Residuals for censored case'
])
else:
residuals = self._resultsUnc.residuals
residuals.setDescription(['Residuals for uncensored case'])
return residuals
files_to_send=[program],
tmpdir=tmpdir,
user_data=data)
if test_analytical:
dist_func.set_separate_workdir(False)
if 'win' not in sys.platform:
# change group pid in order to avoid wrapper_launcher destroying parent process
# when interrupting
os.setpgid(0, 0)
model = ot.NumericalMathFunction(dist_func)
# create sample
inS = ot.NumericalSample(sample_size, 4)
if not make_error:
F = 2
else:
F = 666
for i in range(sample_size):
inS[i, 0] = i + 1
inS[i, 1] = F
inS[i, 2] = work_time
inS[i, 3] = nb_output
print('Compute')
if make_error:
try:
outS = model(inS)
except:
def run(self):
"""
Launch the algorithm and build the POD models.
Notes
-----
This method launches the iterative algorithm. Once the algorithm stops,
it builds the POD models : Monte Carlo simulation are performed for each
defect sizes with the final classifier model. Eventually, the sample is
used to compute the mean POD and the POD at the confidence level.
"""
# Create an initial uniform distribution if not given
if self._distribution is None:
inputMin = self._input.getMin()
inputMin[0] = np.min(self._defectSizes)
inputMax = self._input.getMax()
inputMax[0] = np.max(self._defectSizes)
marginals = [
ot.Uniform(inputMin[i], inputMax[i]) for i in range(self._dim)
]
self._distribution = ot.ComposedDistribution(marginals)
# Create the design of experiments of the candidate points where the
# criterion is computed
if self._distribution.hasIndependentCopula():
# without copula use low discrepancy experiment as first doe
doeCandidate = ot.LowDiscrepancyExperiment(
ot.SobolSequence(), self._distribution,
self._candidateSize).generate()
else:
# else simple Monte Carlo distribution on Uniform distribution
doeCandidate = self._distribution.getSample(self._candidateSize)
doeCandidate = np.array(doeCandidate)
# build initial classifier model
# build the kriging model without optimization
if self._verbose:
print('Building the classifier')
n_ini = int(self._input.getSize())
self._input = np.array(self._input)
self._signals = np.hstack(self._signals)
n_added_points = 0
algo_iteration = 0
## Cas de la classif par svc
if self._classifierType == "svc":
algo_temp = list(
map(
lambda C, kernel, degree, probability: svm.SVC(
C=C,
kernel=kernel,
degree=degree,
probability=probability,
coef0=1,
), *self._ClassifierParameters))[0]
## Cas de la classif par fro
if self._classifierType == "rf":
algo_temp = list(
map(
lambda n_estimators, max_depth, min_samples_split,
random_state: ExtraTreesClassifier(
n_estimators=n_estimators,
max_depth=max_depth,
min_samples_split=min_samples_split,
random_state=random_state),
*self._ClassifierParameters))[0]
algo_temp.fit(self._input, self._signals)
list_classifiers = []
f_iter = algo_temp.predict_proba
list_classifiers.append(f_iter)
self._classifierModel = f_iter
plt.ion()
# Start the improvment loop
if self._verbose and self._nMorePoints > 0:
print('Start the improvement loop')
while n_added_points < self._nMorePoints:
# calcul de ce qu il y a dans l' exp de la proba
probs = f_iter(doeCandidate)[:, 1]
# recuperation des indices ou la p p_min < proba(x) < p_max
ind_p1 = np.where(probs < self._pmax)[0]
ind_p2 = np.where(probs >= self._pmin)[0]
ind_p = np.intersect1d(ind_p2, ind_p1)
ind = ind_p
# s'il n'a pas d indices on elargit p_min = 0.45, p_max=0.55
if len(ind) == 0:
ind_p1 = np.where(probs < 0.1)[0]
ind_p2 = np.where(probs >= 0.8)[0]
ind_p = np.intersect1d(ind_p2, ind_p1)
ind = ind_p
ind_rank = np.argsort(probs[ind])
quant = [
0,
int(len(ind) / 4.),
int(len(ind) / 2.),
int(3. * len(ind) / 4.),
len(ind) - 1
]
ind_bis = ind_rank[quant]
x_new = doeCandidate[ind[ind_bis], :]
z_new = np.hstack(self._physicalModel(x_new))
n_new_temp = len(self._input) + len(x_new)
# si on depasse le nombre de points, on s arrete
if n_new_temp > (n_ini + self._nMorePoints):
x_new = x_new[:self._nMorePoints + n_ini - len(self._input), :]
z_new = z_new[:self._nMorePoints + n_ini - len(self._input)]
self._input = np.vstack((self._input, x_new))
self._signals = np.hstack((self._signals, z_new))
n_added_points = n_new_temp - n_ini
algo_iteration = algo_iteration + 1
if self._classifierType == "svc":
algo_temp = list(
map(
lambda C, kernel, degree, probability: svm.SVC(
C=C,
kernel=kernel,
degree=degree,
probability=probability,
coef0=1), *self._ClassifierParameters))[0]
if self._classifierType == "rf":
algo_temp = list(
map(
lambda n_estimators, max_depth, min_samples_split,
random_state: ExtraTreesClassifier(
n_estimators=n_estimators,
max_depth=max_depth,
min_samples_split=min_samples_split,
random_state=random_state),
*self._ClassifierParameters))[0]
# Apprentissage avec self._input,self._signals
algo_temp.fit(self._input, self._signals)
self._confMat = np.zeros((2, 2))
for classifier in list_classifiers:
conf_temp = 1. * confusion_matrix(
self._signals,
classifier(self._input)[:, 1] >= 0.5)
conf_temp = 1. * conf_temp / conf_temp.sum(axis=0)
self._confMat = conf_temp + self._confMat
self._confMat = 1. * self._confMat / len(list_classifiers)
classif_algo_temp = algo_temp.predict_proba
p11 = self._confMat[1, 1]
p10 = self._confMat[1, 0]
def agg_classifier(x_in):
c = p11 - p10
p1_bayes = 1. / c * (classif_algo_temp(x_in)[:, 1] - p10)
p1_bayes = np.vstack(
np.min(np.array([
np.max(np.array([p1_bayes,
np.zeros(len(p1_bayes))]),
axis=0),
np.ones(len(p1_bayes))
]),
axis=0))
return (np.array([1 - p1_bayes, p1_bayes]).T)[0]
f_iter = agg_classifier
list_classifiers.append(f_iter)
self._classifierModel = f_iter
if self._verbose:
updateProgress(n_added_points - 1, self._nMorePoints,
'Adding points')
if self._graph:
self._PODPerDefect = self._computePOD(self._defectSizes,
agg_classifier)
# create the interpolate function of the POD model
meanPOD = self._PODPerDefect.computeMean()
interpModel = interp1d(self._defectSizes,
np.array(meanPOD),
kind='linear')
self._PODmodel = ot.PythonFunction(1, 1, interpModel)
# The POD at confidence level is built in getPODCLModel() directly
fig, ax = self.drawPOD(self._probabilityLevel,
self._confidenceLevel)
plt.draw()
plt.pause(0.001)
plt.show()
if self._graphDirectory is not None:
fig.savefig(os.path.join(self._graphDirectory,
'AdaptiveHitMissPOD_') +
str(algo_iteration),
bbox_inches='tight',
transparent=True)
self._input = ot.NumericalSample(self._input)
self._signals = ot.NumericalSample(np.vstack(self._signals))
# Compute the sample predicted for each defect sizes
self._PODPerDefect = self._computePOD(self._defectSizes,
self._classifierModel)
# compute the POD for all defect sizes
meanPOD = self._PODPerDefect.computeMean()
# create the interpolate function of the POD model
interpModel = interp1d(self._defectSizes,
np.array(meanPOD),
kind='linear')
self._PODmodel = ot.PythonFunction(1, 1, interpModel)
# The POD at confidence level is built in getPODCLModel() directly
# remove the interactive plotting
plt.ioff()
#! /usr/bin/env python
from __future__ import print_function
import openturns as ot
basisSize = 3
sampleSize = 3
X = ot.NumericalSample(sampleSize, 1)
for i in range(sampleSize):
X[i, 0] = i + 1.0
Y = ot.NumericalSample(sampleSize, 1)
phis = []
for j in range(basisSize):
phis.append(ot.NumericalMathFunction(['x'], ['y'], ['x^' + str(j + 1)]))
basis = ot.Basis(phis)
for i in range(basisSize):
print(ot.NumericalMathFunctionCollection(basis)[i](X))
proxy = ot.DesignProxy(X, basis)
full = range(basisSize)
design = proxy.computeDesign(full)
print(design)
proxy.setWeight([0.5] * sampleSize)
design = proxy.computeDesign(full)
print(design)
import openturns as ot
from matplotlib import pyplot as plt
from openturns.viewer import View
ot.RandomGenerator.SetSeed(0)
factory = ot.TriangularFactory()
ref = factory.build()
dimension = ref.getDimension()
if dimension <= 2:
sample = ref.getSample(50)
distribution = factory.build(sample)
if dimension == 1:
distribution.setDescription(['$t$'])
pdf_graph = distribution.drawPDF(256)
cloud = ot.Cloud(sample, ot.NumericalSample(sample.getSize(), 1))
cloud.setColor('blue')
cloud.setPointStyle('fcircle')
pdf_graph.add(cloud)
fig = plt.figure(figsize=(10, 4))
plt.suptitle(str(distribution))
pdf_axis = fig.add_subplot(111)
View(pdf_graph, figure=fig, axes=[pdf_axis], add_legend=False)
else:
sample = ref.getSample(500)
distribution.setDescription(['$t_0$', '$t_1$'])
pdf_graph = distribution.drawPDF([256]*2)
cloud = ot.Cloud(sample)
cloud.setColor('red')
cloud.setPointStyle('fcircle')
pdf_graph.add(cloud)
fig = plt.figure(figsize=(10, 4))
plt.suptitle(str(distribution))
ot.ResourceMap.Set("GeneralizedLinearModelAlgorithm-LinearAlgebra", "HMAT")
# Test 1
print("========================")
print("Test standard using HMat")
print("========================")
sampleSize = 6
spatialDimension = 1
# Create the function to estimate
input_description = ["x0"]
foutput = ["f0"]
formulas = ["x0"]
model = ot.NumericalMathFunction(input_description, foutput, formulas)
X = ot.NumericalSample(sampleSize, spatialDimension)
X2 = ot.NumericalSample(sampleSize, spatialDimension)
for i in range(sampleSize):
X[i, 0] = 3.0 + i
X2[i, 0] = 2.5 + i
X[0, 0] = 1.0
X[1, 0] = 3.0
X2[0, 0] = 2.0
X2[1, 0] = 4.0
Y = model(X)
# Data validation
Y2 = model(X2)
for i in range(sampleSize):
# Add a small noise to data
Y[i, 0] += 0.01 * ot.DistFunc.rNormal()
def matrix_plot(X, ot_distribution=None, ot_kernel=None,
labels=None, res=1000, grid=False):
"""
Return a handle to a matplotlib figure containing a 'matrix plot'
representation of the sample in X. It plots:
- the marginal distributions on the diagonal terms,
- the dependograms on the lower terms,
- scatter plots on the upper terms.
One may also add representation of the original distribution provided it
is known, and/or a kernel smoothing (based on OpenTURNS).
Parameters
----------
X: array_like
The sample to plot with shape (n_samples, n_features).
ot_distribution: OpenTURNS Distribution of dimension n_features, optional.
The underlying multivariate distribution if known.
Default is set to None.
ot_kernel: A list of n_features OpenTURNS KernelSmoothing's ready for
build, optional.
Kernel smoothing for the margins.
Default is set to None.
labels: A list of n_features strings, optional.
Variates' names for labelling X & Y axes.
Default is set to None.
res: int, optional.
Number of points used for plotting the marginal PDFs.
Default is set to 1000.
grid: bool, optional.
Whether a grid should be added or not.
Default is set to False (no grid).
Returns
-------
ax: matplotlib.Axes instance.
A handle to the matplotlib figure.
Example
-------
>>> import pylab as pl
>>> from phimeca.graphs import plot_matrix
>>> import openturns as ot
>>> probabilistic_model = ot.Normal(3)
>>> sample = probabilistic_model.getSample(100)
>>> ax = plot_matrix(sample,
ot_distribution=X,
ot_kernel=[ot.KernelSmoothing(ot.Epanechnikov())] * 3,
labels=[('$X_%d$' % i) for i in xrange(3)],
grid=True)
>>> pl.show()
"""
X = np.array(X)
n_samples, n_features = X.shape
if ot_distribution is None:
ranks = np.array(ot.NumericalSample(X).rank())
else:
ranks = np.zeros_like(X)
for i in xrange(n_features):
ranks[:, i] = np.ravel(ot_distribution.getMarginal(i).computeCDF(
np.atleast_2d(X[:, i]).T))
ranks[:, i] *= n_samples
pl.figure(figsize=(8, 8))
n = 0
for i in xrange(n_features):
for j in xrange(n_features):
n += 1
pl.subplot(n_features, n_features, n)
if i == j:
n_bins = int(1 + np.log2(n_samples)) + 1
pl.hist(X[:, j], bins=n_bins, normed=True,
cumulative=False, bottom=None,
edgecolor='grey', color='grey', alpha=.25)
if ot_distribution is not None:
Xi = ot_distribution.getMarginal(i)
a = Xi.getRange().getLowerBound()[0]
b = Xi.getRange().getUpperBound()[0]
middle = (a + b) / 2.
width = b - a
if Xi.computePDF(a - .1 * width / 2.) == 0.:
a = middle - 1.1 * width / 2.
if Xi.computePDF(b + .1 * width / 2.) == 0.:
b = middle + 1.1 * width / 2.
support = np.linspace(a, b, res)
pdf = Xi.computePDF(np.atleast_2d(support).T)
pl.plot(support, pdf, color='b', alpha=.5, lw=1.5)
if ot_kernel is not None:
Xi = ot_kernel[i].build(np.atleast_2d(X[:, i]).T)
if ot_distribution is None:
a = Xi.getRange().getLowerBound()[0]
b = Xi.getRange().getUpperBound()[0]
support = np.linspace(a, b, res)
pdf = Xi.computePDF(np.atleast_2d(support).T)
pl.plot(support, pdf, color='r', alpha=.5, lw=1.5)
pl.xticks([pl.xlim()[0], np.mean(pl.xlim()), pl.xlim()[1]])
pl.yticks([])
elif i < j:
pl.plot(X[:, j], X[:, i],
'o', color='grey', alpha=0.25)
pl.xticks([pl.xlim()[0], np.mean(pl.xlim()), pl.xlim()[1]],
('', ) * 3)
pl.yticks([pl.ylim()[0], np.mean(pl.ylim()), pl.ylim()[1]],
('', ) * 3)
else:
pl.plot(ranks[:, j].astype(float) / n_samples,
ranks[:, i].astype(float) / n_samples,
'o', color='grey', alpha=0.25)
pl.xticks([0., 1.])
pl.yticks([0., 1.])
if j == 0 and labels is not None:
pl.ylabel(labels[i])
if i == n_features - 1 and labels is not None:
pl.xlabel(labels[j])
if grid:
pl.grid()
return pl.gcf()
ot.RandomGenerator.SetSeed(0)
try:
size = 100
dim = 10
R = ot.CorrelationMatrix(dim)
for i in range(dim):
for j in range(i):
R[i, j] = (i + j + 1.0) / (2.0 * dim)
mean = [2.0] * dim
sigma = [3.0] * dim
distribution = ot.Normal(mean, sigma, R)
sample = distribution.getSample(size)
sampleX = ot.NumericalSample(size, dim - 1)
sampleY = ot.NumericalSample(size, 1)
for i in range(size):
sampleY[i] = ot.NumericalPoint(1, sample[i, 0])
p = ot.NumericalPoint(dim - 1)
for j in range(dim - 1):
p[j] = sample[i, j + 1]
sampleX[i] = p
sampleZ = ot.NumericalSample(size, 1)
for i in range(size):
sampleZ[i] = ot.NumericalPoint(1, sampleY[i, 0] * sampleY[i, 0])
print("LinearModelAdjustedRSquared=",
ot.LinearModelTest.LinearModelAdjustedRSquared(sampleY, sampleZ))
print("LinearModelFisher=",
ot.LinearModelTest.LinearModelFisher(sampleY, sampleZ))
def run(self):
"""
Launch the algorithm and build the POD models.
Notes
-----
This method launches the iterative algorithm. First the censored data
are filtered if needed. The Box Cox transformation is performed if it is
enabled. Then the enrichment of the design of experiments is performed.
Once the algorithm stops, it builds the POD models : conditional samples are
simulated for each defect size, then the distributions of the probability
estimator (for MC simulation) are built. Eventually, a sample of this
distribution is used to compute the mean POD and the POD at the confidence
level.
"""
# Create an initial uniform distribution if not given
if self._distribution is None:
inputMin = self._input.getMin()
inputMin[0] = np.min(self._defectSizes)
inputMax = self._input.getMax()
inputMax[0] = np.max(self._defectSizes)
marginals = [ot.Uniform(inputMin[i], inputMax[i]) for i in range(self._dim)]
self._distribution = ot.ComposedDistribution(marginals)
# Create the design of experiments of the candidate points where the
# criterion is computed
if self._distribution.hasIndependentCopula():
# without copula use low discrepancy experiment as first doe
doeCandidate = ot.LowDiscrepancyExperiment(ot.SobolSequence(),
self._distribution, self._candidateSize).generate()
else:
# else simple Monte Carlo distribution
doeCandidate = self._distribution.getSample(self._candidateSize)
# build initial kriging model
# build the kriging model without optimization
algoKriging = self._buildKrigingAlgo(self._input, self._signals)
if self._verbose:
print('Building the kriging model')
print('Optimization of the covariance model parameters...')
if LooseVersion(ot.__version__) == '1.9':
llDim = algoKriging.getReducedLogLikelihoodFunction().getInputDimension()
else:
llDim = algoKriging.getLogLikelihoodFunction().getInputDimension()
lowerBound = [0.001] * llDim
upperBound = [50] * llDim
algoKriging = self._estimKrigingTheta(algoKriging,
lowerBound, upperBound,
self._initialStartSize)
algoKriging.run()
# Get kriging results
self._krigingResult = algoKriging.getResult()
self._covarianceModel = self._krigingResult.getCovarianceModel()
self._basis = self._krigingResult.getBasisCollection()
metamodel = self._krigingResult.getMetaModel()
self._Q2 = self._computeQ2(self._input, self._signals, self._krigingResult)
if self._verbose:
print('Kriging validation Q2 (>0.9): {:0.4f}\n'.format(self._Q2))
plt.ion()
# Start the improvment loop
iteration = 0
while iteration < self._nIteration:
iteration += 1
if self._verbose:
print('Iteration : {}/{}'.format(iteration, self._nIteration))
# compute POD (ptrue = pn-1) for bias reducing in the criterion
# Monte Carlo for all defect sizes in a vectorized way.
# get Sample for all parameters except the defect size
samplePred = self._distribution.getSample(self._samplingSize)[:,1:]
fullSamplePred = ot.NumericalSample(self._samplingSize * self._defectNumber,
self._dim)
# Add the defect sizes as first value
for i, defect in enumerate(self._defectSizes):
fullSamplePred[self._samplingSize*i:self._samplingSize*(i+1), :] = \
self._mergeDefectInX(defect, samplePred)
meanPredictionSample = metamodel(fullSamplePred)
meanPredictionSample = np.reshape(meanPredictionSample, (self._samplingSize,
self._defectNumber), 'F')
# compute the POD for all defect sizes
currentPOD = np.mean(meanPredictionSample > self._detectionBoxCox, axis=0)
# Compute criterion for all candidate in the candidate doe
criterion = 1000000000
for icand, candidate in enumerate(doeCandidate):
# add the current candidate to the kriging doe
inputAugmented = self._input[:]
inputAugmented.add(candidate)
signalsAugmented = self._signals[:]
# predict the signal value of the candidate using the current
# kriging model
signalsAugmented.add(metamodel(candidate))
# create a temporary kriging model with the new doe and without
# updating the covariance model parameters
if LooseVersion(ot.__version__) == '1.9':
algoKrigingTemp = ot.KrigingAlgorithm(inputAugmented, signalsAugmented,
self._covarianceModel,
self._basis,
True)
else:
algoKrigingTemp = ot.KrigingAlgorithm(inputAugmented, signalsAugmented,
self._basis,
self._covarianceModel,
True)
if LooseVersion(ot.__version__) > '1.6':
optimizer = algoKrigingTemp.getOptimizationSolver()
optimizer.setMaximumIterationNumber(0)
algoKrigingTemp.setOptimizationSolver(optimizer)
algoKrigingTemp.run()
krigingResultTemp = algoKrigingTemp.getResult()
# compute the criterion for all defect size
crit = []
# save results, used to compute the PODModel et PODCLModel
PODPerDefect = ot.NumericalSample(self._simulationSize *
self._samplingSize, self._defectNumber)
for idef, defect in enumerate(self._defectSizes):
podSample = self._computePODSamplePerDefect(defect,
self._detectionBoxCox, krigingResultTemp,
self._distribution, self._simulationSize, self._samplingSize)
PODPerDefect[:, idef] = podSample
meanPOD = podSample.computeMean()[0]
varPOD = podSample.computeVariance()[0]
crit.append(varPOD + (meanPOD - currentPOD[idef])**2)
# compute the criterion aggregated for all defect sizes
newCriterion = np.sqrt(np.mean(crit))
# check if the result is better or not
if newCriterion < criterion:
self._PODPerDefect = PODPerDefect
criterion = newCriterion
indexOpt = icand
if self._verbose:
updateProgress(icand, int(doeCandidate.getSize()), 'Computing criterion')
# get the best candidate
candidateOpt = doeCandidate[indexOpt]
# add new point to DOE
self._input.add(candidateOpt)
# add the signal computed by the physical model
if self._boxCox:
self._signals.add(self._boxCoxTransform(self._physicalModel(candidateOpt)))
else:
self._signals.add(self._physicalModel(candidateOpt))
# remove added candidate from the doeCandidate
doeCandidate.erase(indexOpt)
if self._verbose:
print('Criterion value : {:0.4f}'.format(criterion))
print('Added point : {}'.format(candidateOpt))
print('Update the kriging model')
# update the kriging model without optimization
algoKriging = self._buildKrigingAlgo(self._input, self._signals)
if LooseVersion(ot.__version__) == '1.7':
optimizer = algoKriging.getOptimizationSolver()
optimizer.setMaximumIterationNumber(0)
algoKriging.setOptimizationSolver(optimizer)
elif LooseVersion(ot.__version__) == '1.8':
algoKriging.setOptimizeParameters(False)
algoKriging.run()
self._Q2 = self._computeQ2(self._input, self._signals, algoKriging.getResult())
# Check the quality of the kriging model if it needs optimization
if self._Q2 < 0.95:
if self._verbose:
print('Optimization of the covariance model parameters...')
if LooseVersion(ot.__version__) == '1.9':
llDim = algoKriging.getReducedLogLikelihoodFunction().getInputDimension()
else:
llDim = algoKriging.getLogLikelihoodFunction().getInputDimension()
lowerBound = [0.001] * llDim
upperBound = [50] * llDim
algoKriging = self._estimKrigingTheta(algoKriging,
lowerBound, upperBound,
self._initialStartSize)
algoKriging.run()
# Get kriging results
self._krigingResult = algoKriging.getResult()
self._covarianceModel = self._krigingResult.getCovarianceModel()
self._basis = self._krigingResult.getBasisCollection()
metamodel = self._krigingResult.getMetaModel()
self._Q2 = self._computeQ2(self._input, self._signals, self._krigingResult)
if self._verbose:
print('Kriging validation Q2 (>0.9): {:0.4f}'.format(self._Q2))
if self._graph:
# create the interpolate function of the POD model
meanPOD = self._PODPerDefect.computeMean()
interpModel = interp1d(self._defectSizes, np.array(meanPOD), kind='linear')
self._PODmodel = ot.PythonFunction(1, 1, interpModel)
# The POD at confidence level is built in getPODCLModel() directly
fig, ax = self.drawPOD(self._probabilityLevel, self._confidenceLevel)
plt.draw()
plt.pause(0.001)
plt.show()
if self._graphDirectory is not None:
fig.savefig(os.path.join(self._graphDirectory, 'AdaptiveSignalPOD_')+str(iteration),
bbox_inches='tight', transparent=True)
# Compute the final POD with the last updated kriging model
if self._verbose:
print('\nStart computing the POD with the last updated kriging model')
# compute the sample containing the POD values for all defect
self._PODPerDefect = ot.NumericalSample(self._simulationSize *
self._samplingSize, self._defectNumber)
for i, defect in enumerate(self._defectSizes):
self._PODPerDefect[:, i] = self._computePODSamplePerDefect(defect,
self._detectionBoxCox, self._krigingResult, self._distribution,
self._simulationSize, self._samplingSize)
if self._verbose:
updateProgress(i, self._defectNumber, 'Computing POD per defect')
# compute the mean POD
meanPOD = self._PODPerDefect.computeMean()
# create the interpolate function of the POD model
interpModel = interp1d(self._defectSizes, np.array(meanPOD), kind='linear')
self._PODmodel = ot.PythonFunction(1, 1, interpModel)
# The POD at confidence level is built in getPODCLModel() directly
# remove the interactive plotting
plt.ioff()
fileName = 'myStudy.xml'
# Create a Study Object
myStudy = ot.Study()
myStudy.setStorageManager(ot.XMLStorageManager(fileName))
# Add a PersistentObject to the Study (here a NumericalPoint)
p1 = ot.NumericalPoint(3, 0.)
p1.setName("Good")
p1[0] = 10.
p1[1] = 11.
p1[2] = 12.
myStudy.add(p1)
# Add another PersistentObject to the Study (here a NumericalSample)
s1 = ot.NumericalSample(3, 2)
s1.setName("mySample")
p2 = ot.NumericalPoint(2, 0.)
p2.setName("One")
p2[0] = 100.
p2[1] = 200.
s1[0] = p2
p3 = ot.NumericalPoint(2, 0.)
p3.setName("Two")
p3[0] = 101.
p3[1] = 201.
s1[1] = p3
p4 = ot.NumericalPoint(2, 0.)
p4.setName("Three")
p4[0] = 102.
p4[1] = 202.
#! /usr/bin/env python from __future__ import print_function import openturns as ot ot.RandomGenerator.SetSeed(0) size = 200 # input sample inputSample = ot.Uniform(-1.0, 1.0).getSample(size) outputSample = ot.NumericalSample(inputSample) # Evaluation of y = ax + b (a: scale, b: translate) # scale scale = [3.0] outputSample *= scale # translate sample translate = [3.1] outputSample += translate # Finally inverse transform using an arbitrary lambda lamb = [1.8] boxCoxFunction = ot.InverseBoxCoxEvaluationImplementation(lamb) # transform y using BoxCox function outputSample = boxCoxFunction(outputSample) # Add small noise
import otpod
import numpy as np
inputSample = ot.NumericalSample(
[[4.59626812e+00, 7.46143339e-02, 1.02231538e+00, 8.60042277e+01],
[4.14315790e+00, 4.20801346e-02, 1.05874908e+00, 2.65757364e+01],
[4.76735111e+00, 3.72414824e-02, 1.05730385e+00, 5.76058433e+01],
[4.82811977e+00, 2.49997658e-02, 1.06954641e+00, 2.54461380e+01],
[4.48961094e+00, 3.74562922e-02, 1.04943946e+00, 6.19483646e+00],
[5.05605334e+00, 4.87599783e-02, 1.06520409e+00, 3.39024904e+00],
[5.69679328e+00, 7.74915877e-02, 1.04099514e+00, 6.50990466e+01],
[5.10193991e+00, 4.35520544e-02, 1.02502536e+00, 5.51492592e+01],
[4.04791970e+00, 2.38565932e-02, 1.01906882e+00, 2.07875350e+01],
[4.66238956e+00, 5.49901237e-02, 1.02427200e+00, 1.45661275e+01],
[4.86634219e+00, 6.04693570e-02, 1.08199374e+00, 1.05104730e+00],
[4.13519347e+00, 4.45225831e-02, 1.01900124e+00, 5.10117047e+01],
[4.92541940e+00, 7.87692335e-02, 9.91868726e-01, 8.32302238e+01],
[4.70722074e+00, 6.51799251e-02, 1.10608515e+00, 3.30181002e+01],
[4.29040932e+00, 1.75426222e-02, 9.75678838e-01, 2.28186756e+01],
[4.89291400e+00, 2.34997929e-02, 1.07669835e+00, 5.38926138e+01],
[4.44653744e+00, 7.63175936e-02, 1.06979154e+00, 5.19109415e+01],
[3.99977452e+00, 5.80430585e-02, 1.01850716e+00, 7.61988190e+01],
[3.95491570e+00, 1.09302814e-02, 1.03687664e+00, 6.09981789e+01],
[5.16424368e+00, 2.69026464e-02, 1.06673711e+00, 2.88708887e+01],
[5.30491620e+00, 4.53802273e-02, 1.06254792e+00, 3.03856837e+01],
[4.92809155e+00, 1.20616369e-02, 1.00700410e+00, 7.02512744e+00],
[4.68373805e+00, 6.26028935e-02, 1.05152117e+00, 4.81271603e+01],
[5.32381954e+00, 4.33013582e-02, 9.90522007e-01, 6.56015973e+01],
[4.35455857e+00, 1.23814619e-02, 1.01810539e+00, 1.10769534e+01]])
signals = ot.NumericalSample(
[[37.305445], [35.466919], [43.187991], [45.305165], [40.121222],
st = ot.Study()
st.setStorageManager(ot.XMLStorageManager(fileName))
st.load()
st.fillObject("f1", f1)
st.fillObject("f2", f2)
print('loaded f1=', f1)
print('loaded f2=', f2)
inPt = ot.NumericalPoint(2, 2.)
outPt = f1(inPt)
print(repr(outPt))
outPt = f1((10., 11.))
print(repr(outPt))
inSample = ot.NumericalSample(10, 2)
for i in range(10):
inSample[i] = ot.NumericalPoint((i, i))
print(repr(inSample))
outSample = f1(inSample)
print(repr(outSample))
outSample = f1(((100., 100.), (101., 101.), (102., 102.)))
print(repr(outSample))
os.remove(fileName)
#! /usr/bin/env python
from __future__ import print_function
import openturns as ot
myFunc = ot.NumericalMathFunction(
['x1', 'x2'], ['f1', 'f2', 'f3'],
['x1*sin(x2)', 'cos(x1+x2)', '(x2+1)*exp(x1-2*x2)'])
data = ot.NumericalSample(9, myFunc.getInputDimension())
point = ot.NumericalPoint(myFunc.getInputDimension())
point[0] = 0.5
point[1] = 0.5
data[0] = point
point[0] = -1
point[1] = -1
data[1] = point
point[0] = -1
point[1] = 1
data[2] = point
point[0] = 1
point[1] = -1
data[3] = point
point[0] = 1
point[1] = 1
data[4] = point
point[0] = -0.5
point[1] = -0.5
data[5] = point
point[0] = -0.5
point[1] = 0.5
data[6] = point