def test_scalar_derivs(self):
surrogate = KrigingSurrogate(nugget=0.)
x = np.array([[0.], [1.], [2.], [3.]])
y = x.copy()
surrogate.train(x, y)
jac = surrogate.linearize(np.array([[0.]]))
assert_rel_error(self, jac[0][0], 1., 1e-3)
def test_vector_derivs(self):
surrogate = KrigingSurrogate()
n = 15
x = np.array([[a, b] for a, b in
itertools.product(np.linspace(0, 1, n), repeat=2)])
y = np.array([[a+b, a-b, a+2*b] for a, b in x])
surrogate.train(x, y)
jac = surrogate.linearize(np.array([[0.5, 0.5]]))
assert_near_equal(jac, np.array([[1, 1], [1, -1], [1, 2]]), 5e-4)
def test_scalar_derivs(self):
surrogate = KrigingSurrogate()
x = array([[0.], [1.], [2.], [3.]])
y = x.copy()
surrogate.train(x, y)
jac = surrogate.linearize(array([[0.]]))
assert_rel_error(self, jac[0][0], 1., 1e-3)
def test_vector_derivs(self):
surrogate = KrigingSurrogate()
x = array([[a, b] for a, b in
itertools.product(linspace(0, 1, 10), repeat=2)])
y = array([[a+b, a-b] for a, b in x])
surrogate.train(x, y)
jac = surrogate.linearize(array([[0.5, 0.5]]))
assert_rel_error(self, jac, array([[1, 1], [1, -1]]), 1e-5)
def test_vector_derivs(self):
surrogate = KrigingSurrogate()
n = 15
x = np.array([[a, b] for a, b in
itertools.product(np.linspace(0, 1, n), repeat=2)])
y = np.array([[a+b, a-b, a+2*b] for a, b in x])
surrogate.train(x, y)
jac = surrogate.linearize(np.array([[0.5, 0.5]]))
assert_rel_error(self, jac, np.array([[1, 1], [1, -1], [1, 2]]), 5e-4)
