def get_emulator ( self, tag ):
"""
Recovers an emulator from storage, and returns it to
the calller
"""
if os.path.exists ( self.fname ):
# File exists, so open and get a handle to it
emulators = shelve.open ( self.fname )
else:
raise IOError ("File %s doesn't exist!" % self.fname )
if type(tag) != str:
tag = self._declutter_key ( tag )
if emulators[tag].has_key ( "basis_functions" ):
gp = MultivariateEmulator ( \
X = emulators[tag]["X"], \
y=emulators[tag]["y"], \
hyperparams = emulators[tag]["hyperparams"],
basis_functions = emulators[tag]["basis_functions"] )
else:
gp = GaussianProcess ( \
emulators[tag]["inputs"], \
emulators[tag]["targets"] )
gp._set_params ( emulators[tag]['theta'] )
emulators.close()
return gp
def get_emulator(self, tag):
"""
Recovers an emulator from storage, and returns it to
the calller
"""
if os.path.exists(self.fname):
# File exists, so open and get a handle to it
emulators = shelve.open(self.fname)
else:
raise IOError("File %s doesn't exist!" % self.fname)
if type(tag) != str:
tag = self._declutter_key(tag)
if emulators[tag].has_key("basis_functions"):
gp = MultivariateEmulator ( \
X = emulators[tag]["X"], \
y=emulators[tag]["y"], \
hyperparams = emulators[tag]["hyperparams"],
basis_functions = emulators[tag]["basis_functions"] )
else:
gp = GaussianProcess ( \
emulators[tag]["inputs"], \
emulators[tag]["targets"] )
gp._set_params(emulators[tag]['theta'])
emulators.close()
return gp
def create_emulator_validation(f_simulator,
parameters,
minvals,
maxvals,
n_train,
n_validate,
do_gradient=True,
thresh=0.98,
n_tries=5,
args=(),
n_procs=None):
"""A method to create an emulator, given the simulator function, the
parameters names and boundaries, the number of training input/output pairs.
The function will also provide an independent validation dataset, both for
the valuation of the function and its gradient. The gradient is calculated
using finite differences, so it is a bit ropey.
Parameters
------------
f_simulator: function
A function that evaluates the simulator. It should take a single
parameter which will be made out of the input vector, plus whatever
other extra arguments one needs (stored in ``args``).
parameters: list
The parameter names
minvals: list
The minimum value of the parameters
maxvals: list
The maximum value of the parameters
n_train: int
The number of training samples
n_validate: int
The number of validation samples
thresh: float
For a multivariate output GP, the threshold at which to cut the
PCA expansion.
n_tries: int
The number of tries in the GP hyperparameter stage. The more the better,
but also the longer it will take.
args: tuple
A list of extra arguments to the model
do_gradient: Boolean
Whether to do a gradient validation too.
Returns
The GP object, the validation input set, the validation output set, the
emulated validation set, the emulated gradient set. If the gradient
validation is also done, it will also return the gradient validation
using finite differences.
"""
# First, create the training set, using the appropriate function from
# above...
samples, distributions = create_training_set(parameters,
minvals,
maxvals,
n_train=n_train)
# Now, create the validation set, using the distributions object we got
# from creating the training set
validate = []
for d in distributions:
validate.append(d.rvs(n_validate))
validate = np.array(validate).T
# We have the input pairs for the training and validation. We will now run
# the simulator function
if n_procs is None:
training_set = map(f_simulator, [((x, ) + args) for x in samples])
validation_set = map(f_simulator, [((x, ) + args) for x in validate])
else:
pool = multiprocessing.Pool(processes=n_procs)
training_set = pool.map(f_simulator, [((x, ) + args) for x in samples])
validation_set = pool.map(f_simulator,
[((x, ) + args) for x in validate])
training_set = np.array(training_set).squeeze()
validation_set = np.array(validation_set)
if training_set.ndim == 1:
gp = GaussianProcess(samples, training_set)
gp.learn_hyperparameters(n_tries=n_tries)
else:
gp = MultivariateEmulator(X=training_set , \
y=samples, thresh=thresh, n_tries=n_tries )
X = [gp.predict(np.atleast_2d(x)) for x in validate]
if len(X[0]) == 2:
emulated_validation = np.array([x[0] for x in X])
emulated_gradient = np.array([x[1] for x in X])
elif len(X[0]) == 3:
emulated_validation = np.array([x[0] for x in X])
emulated_gradient = np.array([x[2] for x in X])
# Now with gradient... Approximate with finite differences...
if do_gradient:
val_set = [((x, ) + args) for x in validate]
validation_gradient = []
delta = [(maxvals[j] - minvals[j]) / 10000.
for j in xrange(len(parameters))]
delta = np.array(delta)
for i, pp in enumerate(val_set):
xx0 = pp[0] * 1.
grad_val_set = []
f0 = validation_set[i]
df = []
for j in xrange(len(parameters)):
xx = xx0 * 1
xx[j] = xx0[j] + delta[j]
grad_val_set.append(xx)
df.append(f_simulator(((xx, ) + args)))
df = np.array(df)
try:
validation_gradient.append((df - f0) / delta)
except ValueError:
validation_gradient.append((df - f0) / delta[:, None])
return gp, validate, validation_set, np.array(validation_gradient), \
emulated_validation, emulated_gradient.squeeze()
else:
return gp, validate, validation_set, emulated_validation, \
emulated_gradient
def create_emulator_validation ( f_simulator, parameters, minvals, maxvals,
n_train, n_validate, do_gradient=True,
thresh=0.98, n_tries=5, args=() ):
"""A method to create an emulator, given the simulator function, the
parameters names and boundaries, the number of training input/output pairs.
The function will also provide an independent validation dataset, both for
the valuation of the function and its gradient. The gradient is calculated
using finite differences, so it is a bit ropey.
Parameters
------------
f_simulator: function
A function that evaluates the simulator. It should take a single
parameter which will be made out of the input vector, plus whatever
other extra arguments one needs (stored in ``args``).
parameters: list
The parameter names
minvals: list
The minimum value of the parameters
maxvals: list
The maximum value of the parameters
n_train: int
The number of training samples
n_validate: int
The number of validation samples
thresh: float
For a multivariate output GP, the threshold at which to cut the
PCA expansion.
n_tries: int
The number of tries in the GP hyperparameter stage. The more the better,
but also the longer it will take.
args: tuple
A list of extra arguments to the model
do_gradient: Boolean
Whether to do a gradient validation too.
Returns
The GP object, the validation input set, the validation output set, the
emulated validation set, the emulated gradient set. If the gradient
validation is also done, it will also return the gradient validation
using finite differences.
"""
# First, create the training set, using the appropriate function from
# above...
samples, distributions = create_training_set ( parameters, minvals, maxvals,
n_train=n_train )
# Now, create the validation set, using the distributions object we got
# from creating the training set
validate = []
for d in distributions:
validate.append ( d.rvs( n_validate ))
validate = np.array ( validate ).T
# We have the input pairs for the training and validation. We will now run
# the simulator function
pool = multiprocessing.Pool ()
training_set = pool.map ( f_simulator, [( (x,)+args) for x in samples] )
validation_set = pool.map ( f_simulator, [( (x,)+args) for x in validate] )
training_set = np.array ( training_set )
validation_set = np.array ( validation_set )
try:
gp = MultivariateEmulator(X=training_set , \
y=samples, thresh=thresh, n_tries=n_tries )
except:
gp = GaussianProcess( samples, training_set )
gp.learn_hyperparameters( n_tries = n_tries )
X = [ gp.predict ( np.atleast_2d(x) )
for x in validate ]
if len ( X[0] ) == 2:
emulated_validation = np.array ( [ x[0] for x in X] )
emulated_gradient = np.array ( [ x[1] for x in X] )
elif len ( X[0] ) == 3:
emulated_validation = np.array ( [ x[0] for x in X] )
emulated_gradient = np.array ( [ x[2] for x in X] )
# Now with gradient... Approximate with finite differences...
if do_gradient:
val_set = [( (x,)+args) for x in validate]
validation_gradient = []
delta = [(maxvals[j] - minvals[j])/10000.
for j in xrange(len(parameters)) ]
delta = np.array ( delta )
for i, pp in enumerate( val_set ):
xx0 = pp[0]*1.
grad_val_set = []
f0 = validation_set[i]
df = []
for j in xrange ( len ( parameters ) ):
xx = xx0*1
xx[j] = xx0[j] + delta[j]
grad_val_set.append ( xx )
df.append ( f_simulator ( ( (xx,) + args ) ) )
df = np.array ( df )
try:
validation_gradient.append ( (df-f0)/delta )
except ValueError:
validation_gradient.append ( (df-f0)/delta[:, None] )
return gp, validate, validation_set, np.array(validation_gradient), \
emulated_validation, emulated_gradient.squeeze()
else:
return gp, validate, validation_set, emulated_validation, \
emulated_gradient