def test_1d_2fi_cokriging(self):
# Example from Forrester: Engineering design via surrogate modelling
def f_expensive(x):
return ((x*6-2)**2)*sin((x*6-2)*2)
def f_cheap(x):
return 0.5*((x*6-2)**2)*sin((x*6-2)*2)+(x-0.5)*10. - 5
x = array([[[0.0], [0.4], [0.6], [1.0]],
[[0.1], [0.2], [0.3], [0.5], [0.7],
[0.8], [0.9], [0.0], [0.4], [0.6], [1.0]]])
y = array([[f_expensive(v) for v in array(x[0]).ravel()],
[f_cheap(v) for v in array(x[1]).ravel()]])
cokrig = MultiFiCoKrigingSurrogate()
cokrig.train_multifi(x, y)
new_x = array([0.75])
mu, sigma = cokrig.predict(new_x)
assert_rel_error(self, mu, f_expensive(new_x[0]), 0.05)
assert_rel_error(self, sigma, 0., 0.02)
def test_2d_2fi_cokriging(self):
def branin(x):
x1 = 15*x[0]-5
x2 = 15*x[1]
return (x2-(5.1/(4.*pi**2.))*x1**2.+5.*x1/pi-6.)**2.+10.*(1.-1./(8.*pi))*cos(x1)+10.
# Add a linear error
def branin_low_fidelity(x):
return branin(x)+30.*x[1] + 10.
x = [[[ 0.13073587, 0.24909577], # expensive (hifi) doe
[ 0.91915571, 0.4735261 ],
[ 0.75830543, 0.13321705],
[ 0.51760477, 0.34594101],
[ 0.03531219, 0.77765831],
[ 0.27249206, 0.5306115 ],
[ 0.62762489, 0.65778471],
[ 0.3914706 , 0.09852519],
[ 0.86565585, 0.85350002],
[ 0.40806563, 0.91465314]],
[[ 0.91430235, 0.17029894], # cheap (lowfi) doe
[ 0.99329651, 0.76431519],
[ 0.2012252 , 0.35006032],
[ 0.61707854, 0.90210676],
[ 0.15113004, 0.0133355 ],
[ 0.07108082, 0.55344447],
[ 0.4483159 , 0.52182902],
[ 0.5926638 , 0.06595122],
[ 0.66305449, 0.48579608],
[ 0.47965045, 0.7407793 ],
[ 0.13073587, 0.24909577], # notice hifi doe inclusion
[ 0.91915571, 0.4735261 ],
[ 0.75830543, 0.13321705],
[ 0.51760477, 0.34594101],
[ 0.03531219, 0.77765831],
[ 0.27249206, 0.5306115 ],
[ 0.62762489, 0.65778471],
[ 0.3914706 , 0.09852519],
[ 0.86565585, 0.85350002],
[ 0.40806563, 0.91465314]]]
y = array([[branin(case) for case in x[0]],
[branin_low_fidelity(case) for case in x[1]]])
nfi=2
cokrig = MultiFiCoKrigingSurrogate()
cokrig.train_multifi(x, y)
mu, sigma = cokrig.predict([2./3., 1/3.])
assert_rel_error(self, mu, 26, 0.2)
assert_rel_error(self, sigma, 0.3, 0.2)
# Test with theta setting instead of theta estimation
cokrig2 = MultiFiCoKrigingSurrogate(theta=0.1)
cokrig2.train_multifi(x, y)
mu, sigma = cokrig2.predict([2./3., 1/3.])
assert_rel_error(self, mu, 21.7, 0.1)
assert_rel_error(self, sigma, 2.29, 0.1)
# Test with theta setting instead of theta estimation
cokrig2 = MultiFiCoKrigingSurrogate(theta=[0.1, 10])
cokrig2.train_multifi(x, y)
mu, sigma = cokrig2.predict([2./3., 1/3.])
assert_rel_error(self, mu, 21.01, 0.2)
assert_rel_error(self, sigma, 2.29, 0.2)
# Test bad theta setting
cokrig3 = MultiFiCoKrigingSurrogate(theta=[0.1])
try:
cokrig3.train_multifi(x, y)
except ValueError as err:
self.assertEqual(str(err),
"theta must be a list of 2 element(s).")
else:
self.fail("ValueError Expected")