def run_mixed_integer_qp_example(self):
import numpy as np
import matplotlib.pyplot as plt
from smt.surrogate_models import QP
from smt.applications.mixed_integer import MixedIntegerSurrogateModel, INT
xt = np.array([0.0, 1.0, 2.0, 3.0, 4.0])
yt = np.array([0.0, 1.0, 1.5, 0.5, 1.0])
# xtypes = [FLOAT, INT, (ENUM, 3), (ENUM, 2)]
# FLOAT means x1 continuous
# INT means x2 integer
# (ENUM, 3) means x3, x4 & x5 are 3 levels of the same categorical variable
# (ENUM, 2) means x6 & x7 are 2 levels of the same categorical variable
sm = MixedIntegerSurrogateModel(xtypes=[INT], xlimits=[[0, 4]], surrogate=QP())
sm.set_training_values(xt, yt)
sm.train()
num = 100
x = np.linspace(0.0, 4.0, num)
y = sm.predict_values(x)
plt.plot(xt, yt, "o")
plt.plot(x, y)
plt.xlabel("x")
plt.ylabel("y")
plt.legend(["Training data", "Prediction"])
plt.show()
def setUp(self):
ndim = 3
nt = 100
ne = 100
ncomp = 1
problems = OrderedDict()
problems['exp'] = TensorProduct(ndim=ndim, func='exp')
problems['tanh'] = TensorProduct(ndim=ndim, func='tanh')
problems['cos'] = TensorProduct(ndim=ndim, func='cos')
sms = OrderedDict()
sms['LS'] = LS()
sms['QP'] = QP()
sms['KRG'] = KRG(theta0=[1e-2] * ndim)
sms['KPLS'] = KPLS(theta0=[1e-2] * ncomp, n_comp=ncomp)
sms['KPLSK'] = KPLSK(theta0=[1] * ncomp, n_comp=ncomp)
sms['GEKPLS'] = GEKPLS(theta0=[1e-2] * ncomp,
n_comp=ncomp,
delta_x=1e-1)
if compiled_available:
sms['IDW'] = IDW()
sms['RBF'] = RBF()
sms['RMTC'] = RMTC()
sms['RMTB'] = RMTB()
t_errors = {}
t_errors['LS'] = 1.0
t_errors['QP'] = 1.0
t_errors['KRG'] = 1e-5
t_errors['KPLS'] = 1e-5
t_errors['KPLSK'] = 1e-5
t_errors['GEKPLS'] = 1e-5
if compiled_available:
t_errors['IDW'] = 1e-15
t_errors['RBF'] = 1e-2
t_errors['RMTC'] = 1e-1
t_errors['RMTB'] = 1e-1
e_errors = {}
e_errors['LS'] = 1.5
e_errors['QP'] = 1.5
e_errors['KRG'] = 1e-2
e_errors['KPLS'] = 1e-2
e_errors['KPLSK'] = 1e-2
e_errors['GEKPLS'] = 1e-2
if compiled_available:
e_errors['IDW'] = 1e0
e_errors['RBF'] = 1e0
e_errors['RMTC'] = 2e-1
e_errors['RMTB'] = 2e-1
self.nt = nt
self.ne = ne
self.ndim = ndim
self.problems = problems
self.sms = sms
self.t_errors = t_errors
self.e_errors = e_errors
def test_qp(self):
import numpy as np
import matplotlib.pyplot as plt
from smt.surrogate_models import QP
xt = np.array([[0.0, 1.0, 2.0, 3.0, 4.0]]).T
yt = np.array([[0.2, 1.4, 1.5, 0.5, 1.0], [0.0, 1.0, 2.0, 4, 3]]).T
sm = QP()
sm.set_training_values(xt, yt)
sm.train()
num = 100
x = np.linspace(0.0, 4.0, num)
y = sm.predict_values(x)
t1, _ = plt.plot(xt, yt[:, 0], "o", "C0")
p1 = plt.plot(x, y[:, 0], "C0", label="Prediction 1")
t2, _ = plt.plot(xt, yt[:, 1], "o", "C1")
p2 = plt.plot(x, y[:, 1], "C1", label="Prediction 2")
plt.xlabel("x")
plt.ylabel("y")
plt.legend()
plt.show()
def test_ny(self):
xt, yt, _ = get_rans_crm_wing()
interp = QP()
interp.set_training_values(xt, yt)
interp.train()
v0 = np.zeros((4, 2))
for ix, i in enumerate([10, 11, 12, 13]):
v0[ix, :] = interp.predict_values(np.atleast_2d(xt[i, :]))
v1 = interp.predict_values(np.atleast_2d(xt[10:14, :]))
expected_diff = np.zeros((4, 2))
np.testing.assert_allclose(v1 - v0, expected_diff, atol=1e-15)
class SS_model_QP(SS_model_base):
def __init__(self, data, x_headers, y_header):
super().__init__(data, x_headers, y_header)
self.model = QP(print_training=False, print_global=False)
def get_hyperparameters(self):
return "quadratic model"
def fit(self):
self.model.set_training_values(self.X_train, self.y_train)
self.model.train()
def model_predict(self):
X = np.array(self.X_pred)
self.y_pred = self.model.predict_values(X)
self.y_std = None
def quadraticModel(xt, yt, xtest, ytest):
########### The QP model
t = QP(print_prediction=False)
t.set_training_values(xt, yt)
t.train()
title = 'QP model: validation of the prediction model'
print('QP, err: ' + str(compute_rms_error(t, xtest, ytest)))
return t, title, xtest, ytest
def setUp(self):
ndim = 10
nt = 500
ne = 100
problems = OrderedDict()
problems["sphere"] = Sphere(ndim=ndim)
problems["exp"] = TensorProduct(ndim=ndim, func="exp")
problems["tanh"] = TensorProduct(ndim=ndim, func="tanh")
problems["cos"] = TensorProduct(ndim=ndim, func="cos")
sms = OrderedDict()
sms["LS"] = LS()
sms["QP"] = QP()
sms["KRG"] = KRG(theta0=[4e-1] * ndim)
sms["KPLS"] = KPLS()
if compiled_available:
sms["IDW"] = IDW()
sms["RBF"] = RBF()
t_errors = {}
t_errors["LS"] = 1.0
t_errors["QP"] = 1.0
t_errors["KRG"] = 1e-4
t_errors["IDW"] = 1e-15
t_errors["RBF"] = 1e-2
t_errors["KPLS"] = 1e-3
e_errors = {}
e_errors["LS"] = 2.5
e_errors["QP"] = 2.0
e_errors["KRG"] = 2.0
e_errors["IDW"] = 4
e_errors["RBF"] = 2
e_errors["KPLS"] = 2.5
self.nt = nt
self.ne = ne
self.problems = problems
self.sms = sms
self.t_errors = t_errors
self.e_errors = e_errors
def test_qp_mixed_2D_INT(self):
xtypes = [FLOAT, INT]
xlimits = [[-10, 10], [-10, 10]]
mixint = MixedIntegerContext(xtypes, xlimits)
sm = mixint.build_surrogate_model(QP(print_prediction=False))
sampling = mixint.build_sampling_method(LHS, criterion="m")
fun = Sphere(ndim=2)
xt = sampling(10)
yt = fun(xt)
sm.set_training_values(xt, yt)
sm.train()
eq_check = True
for i in range(xt.shape[0]):
if abs(float(xt[i, :][1]) - int(float(xt[i, :][1]))) > 10e-8:
eq_check = False
self.assertTrue(eq_check)
def __init__(self, systemsize, input_dict, data_type=np.float):
QuantityOfInterest.__init__(self, systemsize, data_type=data_type)
# Load the eigenmodes
fname = input_dict['surrogate info full path']
surrogate_info = np.load(fname)
surrogate_samples = surrogate_info['input_samples']
fval_arr = surrogate_info['fvals']
# Create the surrogate
self.surrogate_type = input_dict['surrogate_type']
if self.surrogate_type == 'quadratic':
self.surrogate = QP()
elif self.surrogate_type == 'kriging':
theta0 = input_dict['kriging_theta']
self.surrogate = KRG(theta0=[theta0],
corr=input_dict['correlation function'])
else:
raise NotImplementedError
self.surrogate.set_training_values(surrogate_samples.T, fval_arr)
self.surrogate.train()
def setUp(self):
ndim = 10
nt = 500
ne = 100
problems = OrderedDict()
problems['sphere'] = Sphere(ndim=ndim)
problems['exp'] = TensorProduct(ndim=ndim, func='exp')
problems['tanh'] = TensorProduct(ndim=ndim, func='tanh')
problems['cos'] = TensorProduct(ndim=ndim, func='cos')
sms = OrderedDict()
sms['LS'] = LS()
sms['QP'] = QP()
sms['KRG'] = KRG(theta0=[4e-1]*ndim)
if compiled_available:
sms['IDW'] = IDW()
sms['RBF'] = RBF()
t_errors = {}
t_errors['LS'] = 1.0
t_errors['QP'] = 1.0
t_errors['KRG'] = 1e-6
t_errors['IDW'] = 1e-15
t_errors['RBF'] = 1e-2
e_errors = {}
e_errors['LS'] = 2.5
e_errors['QP'] = 2.0
e_errors['KRG'] = 2.0
e_errors['IDW'] = 1.5
e_errors['RBF'] = 1.5
self.nt = nt
self.ne = ne
self.problems = problems
self.sms = sms
self.t_errors = t_errors
self.e_errors = e_errors
def train(self, train_method, **kwargs):
"""Trains the surrogate model with given training data.
Parameters
----------
train_method : str
Training method among ``IDW``, ``KPLS``, ``KPLSK``, ``KRG``, ``LS``, ``QP``, ``RBF``, ``RMTB``, ``RMTC``
kwargs : dict
Additional keyword arguments supported by SMT objects
"""
if train_method == 'IDW':
self.trained = IDW(**kwargs)
elif train_method == 'KPLS':
self.trained = KPLS(**kwargs)
elif train_method == 'KPLSK':
self.trained = KPLSK(**kwargs)
elif train_method == 'KRG':
self.trained = KRG(**kwargs)
elif train_method == 'LS':
self.trained = LS(**kwargs)
elif train_method == 'QP':
self.trained = QP(**kwargs)
elif train_method == 'RBF':
self.trained = RBF(**kwargs)
elif train_method == 'RMTB':
self.trained = RMTB(xlimits=self.limits, **kwargs)
elif train_method == 'RMTC':
self.trained = RMTC(xlimits=self.limits, **kwargs)
else:
raise ValueError(
'train_method must be one between IDW, KPLS, KPLSK, KRG, LS, QP, RBF, RMTB, RMTC'
)
self.trained.set_training_values(self.x_samp, self.m_prop)
self.trained.train()
def setUp(self):
ndim = 2
nt = 10000
ne = 1000
problems = OrderedDict()
problems["sphere"] = Sphere(ndim=ndim)
problems["exp"] = TensorProduct(ndim=ndim, func="exp", width=5)
problems["tanh"] = TensorProduct(ndim=ndim, func="tanh", width=5)
problems["cos"] = TensorProduct(ndim=ndim, func="cos", width=5)
sms = OrderedDict()
sms["LS"] = LS()
sms["QP"] = QP()
if compiled_available:
sms["RMTC"] = RMTC(num_elements=20, energy_weight=1e-10)
sms["RMTB"] = RMTB(num_ctrl_pts=40, energy_weight=1e-10)
t_errors = {}
t_errors["LS"] = 1.0
t_errors["QP"] = 1.0
t_errors["RMTC"] = 1.0
t_errors["RMTB"] = 1.0
e_errors = {}
e_errors["LS"] = 1.5
e_errors["QP"] = 1.5
e_errors["RMTC"] = 1.0
e_errors["RMTB"] = 1.0
self.nt = nt
self.ne = ne
self.problems = problems
self.sms = sms
self.t_errors = t_errors
self.e_errors = e_errors
def setUp(self):
ndim = 2
nt = 10000
ne = 1000
problems = OrderedDict()
problems['sphere'] = Sphere(ndim=ndim)
problems['exp'] = TensorProduct(ndim=ndim, func='exp', width=5)
problems['tanh'] = TensorProduct(ndim=ndim, func='tanh', width=5)
problems['cos'] = TensorProduct(ndim=ndim, func='cos', width=5)
sms = OrderedDict()
sms['LS'] = LS()
sms['QP'] = QP()
if compiled_available:
sms['RMTC'] = RMTC(num_elements=20, energy_weight=1e-10)
sms['RMTB'] = RMTB(num_ctrl_pts=40, energy_weight=1e-10)
t_errors = {}
t_errors['LS'] = 1.0
t_errors['QP'] = 1.0
t_errors['RMTC'] = 1e-2
t_errors['RMTB'] = 1e-2
e_errors = {}
e_errors['LS'] = 1.5
e_errors['QP'] = 1.5
e_errors['RMTC'] = 1e-2
e_errors['RMTB'] = 1e-2
self.nt = nt
self.ne = ne
self.problems = problems
self.sms = sms
self.t_errors = t_errors
self.e_errors = e_errors
def test_qp(self):
import numpy as np
import matplotlib.pyplot as plt
from smt.surrogate_models import QP
xt = np.array([0.0, 1.0, 2.0, 3.0, 4.0])
yt = np.array([0.0, 1.0, 1.5, 0.5, 1.0])
sm = QP()
sm.set_training_values(xt, yt)
sm.train()
num = 100
x = np.linspace(0.0, 4.0, num)
y = sm.predict_values(x)
plt.plot(xt, yt, "o")
plt.plot(x, y)
plt.xlabel("x")
plt.ylabel("y")
plt.legend(["Training data", "Prediction"])
plt.show()
def test_qp(self):
import numpy as np
import matplotlib.pyplot as plt
from smt.surrogate_models import QP
xt = np.array([0., 1., 2., 3., 4.])
yt = np.array([0., 1., 1.5, 0.5, 1.0])
sm = QP()
sm.set_training_values(xt, yt)
sm.train()
num = 100
x = np.linspace(0., 4., num)
y = sm.predict_values(x)
plt.plot(xt, yt, 'o')
plt.plot(x, y)
plt.xlabel('x')
plt.ylabel('y')
plt.legend(['Training data', 'Prediction'])
plt.show()
def setUp(self):
ndim = 3
nt = 100
ne = 100
ncomp = 1
problems = OrderedDict()
problems["exp"] = TensorProduct(ndim=ndim, func="exp")
problems["tanh"] = TensorProduct(ndim=ndim, func="tanh")
problems["cos"] = TensorProduct(ndim=ndim, func="cos")
sms = OrderedDict()
sms["LS"] = LS()
sms["QP"] = QP()
sms["KRG"] = KRG(theta0=[1e-2] * ndim)
sms["MFK"] = MFK(theta0=[1e-2] * ndim)
sms["KPLS"] = KPLS(theta0=[1e-2] * ncomp, n_comp=ncomp)
sms["KPLSK"] = KPLSK(theta0=[1] * ncomp, n_comp=ncomp)
sms["GEKPLS"] = GEKPLS(theta0=[1e-2] * ncomp,
n_comp=ncomp,
delta_x=1e-1)
sms["GENN"] = genn()
if compiled_available:
sms["IDW"] = IDW()
sms["RBF"] = RBF()
sms["RMTC"] = RMTC()
sms["RMTB"] = RMTB()
t_errors = {}
t_errors["LS"] = 1.0
t_errors["QP"] = 1.0
t_errors["KRG"] = 1e0
t_errors["MFK"] = 1e0
t_errors["KPLS"] = 1e0
t_errors["KPLSK"] = 1e0
t_errors["GEKPLS"] = 1e0
t_errors["GENN"] = 1e0
if compiled_available:
t_errors["IDW"] = 1e0
t_errors["RBF"] = 1e-2
t_errors["RMTC"] = 1e-1
t_errors["RMTB"] = 1e-1
e_errors = {}
e_errors["LS"] = 1.5
e_errors["QP"] = 1.5
e_errors["KRG"] = 1e-2
e_errors["MFK"] = 1e-2
e_errors["KPLS"] = 1e-2
e_errors["KPLSK"] = 1e-2
e_errors["GEKPLS"] = 1e-2
e_errors["GENN"] = 1e-2
if compiled_available:
e_errors["IDW"] = 1e0
e_errors["RBF"] = 1e0
e_errors["RMTC"] = 2e-1
e_errors["RMTB"] = 2e-1
self.nt = nt
self.ne = ne
self.ndim = ndim
self.problems = problems
self.sms = sms
self.t_errors = t_errors
self.e_errors = e_errors
# train the model
# define a RMTS spline interpolant
# TODO replace with a different SMT surrogate
limits = np.array([[0.2, 0.8], [0.05, 1.0], [0.0, 3.5]])
sm = RMTB(print_global=False,
order=3,
xlimits=limits,
nonlinear_maxiter=100)
# sm1 = KRG(hyper_opt='TNC', corr='abs_exp')
# sm2 = KPLS(n_comp=3, corr='abs_exp', hyper_opt='TNC')
sm3 = KPLSK(print_global=False,
n_comp=3,
theta0=np.ones(3),
corr='squar_exp')
sm4 = QP(print_global=False, )
sm5 = LS(print_global=False, )
sm1 = KPLS(print_global=False, n_comp=3, theta0=np.ones(3), corr='abs_exp')
sm2 = KRG(print_global=False, theta0=np.ones(3), corr='abs_exp')
sm6 = MOE(smooth_recombination=False, n_clusters=2)
experts_list = dict()
experts_list['KRG'] = (KRG, {'theta0': np.ones(3), 'corr': 'abs_exp'})
experts_list['RBF'] = (RBF, dict())
experts_list['KPLS'] = (KPLS, {
'n_comp': 3,
'theta0': np.ones(3),
'corr': 'abs_exp'
})
experts_list['KPLSK'] = (KPLSK, {
'n_comp': 3,
'theta0': np.ones(3),
def test_smt_qp(self):
self._check_smt(QP())
def __init__(self, data, x_headers, y_header):
super().__init__(data, x_headers, y_header)
self.model = QP(print_training=False, print_global=False)
if plot_status:
axarr[k, l].plot(ydtest[:, i], ydtest[:, i], "-.")
axarr[k, l].plot(ydtest[:, i], yd_prediction[:, i], ".")
if l == 2:
l = 0
k += 1
else:
l += 1
if plot_status:
plt.show()
########### The QP model
t = QP(print_prediction=False)
t.set_training_values(xt, yt[:, 0])
t.train()
# Prediction of the validation points
y = t.predict_values(xtest)
print("QP, err: " + str(compute_rms_error(t, xtest, ytest)))
if plot_status:
k, l = 0, 0
f, axarr = plt.subplots(4, 3)
axarr[k, l].plot(ytest, ytest, "-.")
axarr[k, l].plot(ytest, y, ".")
l += 1
axarr[3, 2].arrow(0.3, 0.3, 0.2, 0)
axarr[3, 2].arrow(0.3, 0.3, 0.0, 0.4)
