def DOGS_standlone():
print('==================================================')
current_path = os.path.dirname(
os.path.abspath(inspect.getfile(inspect.currentframe())))
pre_opt = current_path + "/allpoints/pre_opt_IC.mat"
pre_opt_path = Path(pre_opt)
pre_Y = current_path + "/allpoints/Yall.mat"
pre_Y_path = Path(pre_Y)
pre_J = current_path + "/allpoints/surr_J_new.dat"
pre_J_path = Path(pre_J)
# Check whether or not it is the first iteraiton, if the optimizaton information file pre_opt_IC doesn't exist, then
# generate that file:
if not pre_opt_path.is_file():
Initialize_IC()
var_opt = io.loadmat("allpoints/pre_opt_IC")
k = var_opt['iter'][0, 0]
flag = var_opt['flag'][0, 0]
# initilizaiton
if k == 0: # k is the number of iteration. k = 0 means that the initialization is not finished.
if pre_Y_path.is_file(): # The file 'Yall' exists.
# Read from the previous points
data = io.loadmat("allpoints/Yall")
yE = data['yE'][0]
SigmaT = data['SigmaT'][0]
T = data['T'][0]
# if sign == 1:
zs = np.loadtxt("allpoints/surr_J_new.dat")
xx = uq.data_moving_average(zs, 40).values
ind = tr.transient_removal(xx)
sig = np.sqrt(
uq.stationary_statistical_learning_reduced(xx[ind:], 18)[0])
t = len(
zs) # not needed for Alpha-DOGS # TODO fix the length of data
J = np.abs(np.mean(xx[ind:]))
yE = np.hstack((yE, J))
SigmaT = np.hstack((SigmaT, sig))
T = np.hstack((T, t))
data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
io.savemat("allpoints/Yall", data)
print(' len of yE = ', len(yE))
else:
if not pre_J_path.is_file():
# The very first iteration, the file 'Yall' doesn't exist.
yE = np.array([])
print("The first time running the iteration")
print(' len of yE = ', len(yE))
print('iter k = ', k)
else:
# The second time of running the algorithm.
yE = np.array([])
SigmaT = np.array([])
T = np.array([])
# Read from surr_J_new.
zs = np.loadtxt("allpoints/surr_J_new.dat")
xx = uq.data_moving_average(zs, 40).values
ind = tr.transient_removal(xx)
sig = np.sqrt(
uq.stationary_statistical_learning_reduced(xx[ind:],
18)[0])
t = len(zs) # not needed for Alpha-DOGS
J = np.abs(np.mean(xx[ind:]))
yE = np.hstack((yE, J))
SigmaT = np.hstack((SigmaT, sig))
T = np.hstack((T, t)) # not needed for Alpha-DOGS
data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
io.savemat("allpoints/Yall", data)
print("The second time running the iteration")
print(' len of yE = ', len(yE))
print('iter k = ', k)
print('function evaluation at this iteration: ', J)
# we read pre_opt_IC.mat
# untill len(yE) < n+1 then k=1
# var_opt = io.loadmat("allpoints/pre_opt_IC")
# The following variables are needed for initialization:
xE = var_opt['xE']
n = var_opt['n'][0, 0]
if len(yE) < xE.shape[1]:
# Generate the point that we want to evaluate.
xcurr = np.copy(xE[:, len(yE)])
fout = open("allpoints/pts_to_eval.dat", 'w')
keywords = ['Awin', 'lambdain', 'fanglein']
fout.write(str('flagin') + '=' + str(int(flag)) + "\n")
fout.write(str('IDin') + '=' + str(int(len(yE))) + "\n")
for j in range(n):
fout.write(keywords[j] + '=' + str(float(xcurr[j])) + "\n")
fout.close()
var_opt['iter'] = 0
var_opt['num_point'] = len(yE)
io.savemat("allpoints/pre_opt_IC", var_opt)
print('point to eval at this iteration x = ', xcurr)
print('len of yE = ', len(yE))
return
else:
# Initialization complete
var_opt['iter'] = 1
io.savemat("allpoints/pre_opt_IC", var_opt)
# Run one iteration after initialization.
if pre_J_path.is_file():
dogs.DOGS_standalone_IC()
os.remove(current_path + "/allpoints/surr_J_new.dat")
return
else:
return
else:
if pre_J_path.is_file(
): # If surr_J_new exists, function evaluation is succeeded.
dogs.DOGS_standalone_IC()
var_opt = io.loadmat("allpoints/pre_opt_IC")
flag = var_opt['flag'][0, 0]
if flag != 2: # If flag == 2, mesh refinement, perform one more iteration.
os.remove(current_path + "/allpoints/surr_J_new.dat")
return
else: # function evaluation is failed, reperform functon evaluation
return
def __main___:
n = 3 # Dimension of data
K = 3 # Tuning parameter for continuous search function
Nm = 8 # Initial mesh grid size
L = 1 # Tuning parameter for discrete search function
flag = 1 # Identify
method = "NPS" # The strategy for regression function, you can choose NPS or MAPS
user = '******'
# fe_times = np.array([]) # Represents the times of function evaluation at this point.
# The following lines represents the initial points:
# bnd1: lower bounds for physical data
# bnd2: upper bounds for physical data
# xE: initial interested points
# y0: estimate value for minimum
if n == 1:
xE = np.array([[0.5, 0.75]])
bnd2 = np.array([30])
bnd1 = np.array([24])
elif n == 2:
xE = np.array([[0.5, 0.75, 0.5], [0.5, 0.5, 0.75]])
bnd2 = np.array([30, 30])
bnd1 = np.array([24, 24])
elif n == 3:
xE = np.array([[0.5, 0.5, 0.5, 0.75], [0.5, 0.5, 0.75, 0.5], [0.5, 0.75, 0.5, 0.5]])
bnd2 = np.array([30, 30, 30])
bnd1 = np.array([24, 24, 24])
xU = dogs.bounds(np.zeros([n, 1]), np.ones([n, 1]), n)
xE = dogs.physical_bounds(xE, bnd1, bnd2)
xU = dogs.physical_bounds(xU, bnd1, bnd2)
k = 0 # times of iteration, start with 0
iter_max = 50 # maximum iteration steps
idx = 0
print('==================================================')
current_path = os.path.dirname(os.path.abspath(inspect.getfile(inspect.currentframe())))
pre_opt = current_path + "/allpoints/pre_opt_IC.mat"
pre_opt_path = Path(pre_opt)
pre_Y = current_path + "/allpoints/Yall.mat"
pre_Y_path = Path(pre_Y)
pre_J = current_path + "/allpoints/surr_J_new.dat"
pre_J_path = Path(pre_J)
# Check whether or not it is the first iteraiton, if the optimizaton information file pre_opt_IC doesn't exist, then
# generate that file:
var_opt = io.loadmat("allpoints/pre_opt_IC")
k = var_opt['iter'][0, 0]
flag = var_opt['flag'][0, 0]
# initilizaiton
if k == 0: # k is the number of iteration. k = 0 means that the initialization is not finished.
if pre_Y_path.is_file(): # The file 'Yall' exists.
# Read from the previous points
data = io.loadmat("allpoints/Yall")
yE = data['yE'][0]
SigmaT = data['SigmaT'][0]
T = data['T'][0]
# if sign == 1:
zs = np.loadtxt("allpoints/surr_J_new.dat")
xx = uq.data_moving_average(zs, 40).values
ind = tr.transient_removal(xx)
sig = np.sqrt(uq.stationary_statistical_learning_reduced(xx[ind:], 18)[0])
t = len(zs) # not needed for Alpha-DOGS # TODO fix the length of data
J = np.abs(np.mean(xx[ind:]))
yE = np.hstack((yE, J))
SigmaT = np.hstack((SigmaT, sig))
T = np.hstack((T, t))
data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
io.savemat("allpoints/Yall", data)
print(' len of yE = ', len(yE))
else:
if not pre_J_path.is_file():
# The very first iteration, the file 'Yall' doesn't exist.
yE = np.array([])
print("The first time running the iteration")
print(' len of yE = ', len(yE))
print('iter k = ', k)
else:
# The second time of running the algorithm.
yE = np.array([])
SigmaT = np.array([])
T = np.array([])
# Read from surr_J_new.
zs = np.loadtxt("allpoints/surr_J_new.dat")
xx = uq.data_moving_average(zs, 40).values
ind = tr.transient_removal(xx)
sig = np.sqrt(uq.stationary_statistical_learning_reduced(xx[ind:], 18)[0])
t = len(zs) # not needed for Alpha-DOGS
J = np.abs(np.mean(xx[ind:]))
yE = np.hstack((yE, J))
SigmaT = np.hstack((SigmaT, sig))
T = np.hstack((T, t)) # not needed for Alpha-DOGS
data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
io.savemat("allpoints/Yall", data)
print("The second time running the iteration")
print(' len of yE = ', len(yE))
print('iter k = ', k)
print('function evaluation at this iteration: ', J)
# we read pre_opt_IC.mat
# untill len(yE) < n+1 then k=1
# var_opt = io.loadmat("allpoints/pre_opt_IC")
# The following variables are needed for initialization:
xE = var_opt['xE']
n = var_opt['n'][0, 0]
if len(yE) < xE.shape[1]:
# Generate the point that we want to evaluate.
xcurr = np.copy(xE[:, len(yE)])
fout = open("allpoints/pts_to_eval.dat", 'w')
keywords = ['Awin', 'lambdain', 'fanglein']
fout.write(str('flagin') + '=' + str(int(flag)) + "\n")
fout.write(str('IDin') + '=' + str(int(len(yE))) + "\n")
for j in range(n):
fout.write(keywords[j] + '=' + str(float(xcurr[j])) + "\n")
fout.close()
var_opt['iter'] = 0
var_opt['num_point'] = len(yE)
io.savemat("allpoints/pre_opt_IC", var_opt)
print('point to eval at this iteration x = ', xcurr)
print('len of yE = ', len(yE))
return
else:
# Initialization complete
var_opt['iter'] = 1
io.savemat("allpoints/pre_opt_IC", var_opt)
# Run one iteration after initialization.
if pre_J_path.is_file():
dogs.DOGS_standalone_IC()
os.remove(current_path + "/allpoints/surr_J_new.dat")
return
else:
return
else:
if pre_J_path.is_file(): # If surr_J_new exists, function evaluation is succeeded.
dogs.DOGS_standalone_IC()
var_opt = io.loadmat("allpoints/pre_opt_IC")
flag = var_opt['flag'][0, 0]
if flag != 2: # If flag == 2, mesh refinement, perform one more iteration.
os.remove(current_path + "/allpoints/surr_J_new.dat")
return
else: # function evaluation is failed, reperform functon evaluation
return
def DOGS_standlone():
print('==================================================')
current_path = os.path.dirname(
os.path.abspath(inspect.getfile(inspect.currentframe())))
pre_opt = current_path + "/allpoints/pre_opt_IC.mat"
pre_opt_path = Path(pre_opt)
pre_Y = current_path + "/allpoints/Yall.mat"
pre_Y_path = Path(pre_Y)
pre_J = current_path + "/allpoints/surr_J_new.dat"
pre_J_path = Path(pre_J)
# Check whether or not it is the first iteraiton, if the optimizaton information file pre_opt_IC doesn't exist, then
# generate that file:
if not pre_opt_path.is_file():
Initialize_IC()
var_opt = io.loadmat("allpoints/pre_opt_IC")
k = var_opt['iter'][0, 0]
idx = var_opt['num_point'][0, 0]
flag = var_opt['flag'][0, 0]
# fe_times = var_opt['fe_times']
# initilizaiton
if k == 0: # k is the number of iteration. k = 0 means that the initialization is not finished.
if pre_Y_path.is_file(): # The file 'Yall' exists.
# sign = dogs.function_evaluation_sign()
# read the previous points
data = io.loadmat("allpoints/Yall")
yE = data['yE'][0]
SigmaT = data['SigmaT'][0]
T = data['T'][0]
# if sign == 1:
zs = np.loadtxt("allpoints/surr_J_new.dat")
xx = uq.data_moving_average(zs, 40).values
ind = tr.transient_removal(xx)
sig = np.sqrt(
uq.stationary_statistical_learning_reduced(xx[ind:], 18)[0])
t = len(zs) # not needed for Alpha-DOGS
J = np.abs(np.mean(xx[ind:]))
yE = np.hstack((yE, J))
SigmaT = np.hstack((SigmaT, sig))
T = np.hstack((T, t))
# fe_times = np.hstack((fe_times, 1))
data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
io.savemat("allpoints/Yall", data)
print(' len of yE = ', len(yE))
# elif sign == 0 and fe_times[idx] == 3:
# # Already performed 3 function evaluation, set this point to be inf.
# yE = np.hstack((yE, np.inf))
# SigmaT = np.hstack((SigmaT, 0))
# T = np.hstack((T, 1))
#
# data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
# io.savemat("allpoints/Yall", data)
#
# elif sign == 0 and fe_times[idx] < 3:
# fe_times[idx] += 1
# var_opt['fe_times'] = fe_times
# io.savemat("allpoints/pre_opt_IC", var_opt)
#
# return
else:
if not pre_J_path.is_file():
# The very first iteration, the file 'Yall' doesn't exist.
yE = np.array([])
# fe_times = np.array([])
print("The first time running the iteration")
print(' len of yE = ', len(yE))
print('iter k = ', k)
else:
# The second time of running the algorithm.
# First check the function evaluation is successful or not:
# sign = dogs.function_evaluation_sign()
# if sign == 1:
yE = np.array([])
SigmaT = np.array([])
T = np.array([])
# Read from surr_J_new.
zs = np.loadtxt("allpoints/surr_J_new.dat")
xx = uq.data_moving_average(zs, 40).values
ind = tr.transient_removal(xx)
sig = np.sqrt(
uq.stationary_statistical_learning_reduced(xx, 18)[0])
t = len(zs) # not needed for Alpha-DOGS
J = np.abs(np.mean(xx[ind:]))
yE = np.hstack((yE, J))
SigmaT = np.hstack((SigmaT, sig))
T = np.hstack((T, t)) # not needed for Alpha-DOGS
data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
io.savemat("allpoints/Yall", data)
print("The second time running the iteration")
print(' len of yE = ', len(yE))
print('iter k = ', k)
print('function evaluation at this iteration: ', J)
# elif sign == 0 and fe_times[idx] == 3:
# # Already performed 3 function evaluation, set this point to be inf.
# yE = np.array([np.inf])
# SigmaT = np.array([0])
# T = np.array([1])
#
# data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
# io.savemat("allpoints/Yall", data)
#
# elif sign == 0 and fe_times[idx] < 3:
# fe_times[idx] += 1
# var_opt['fe_times'] = fe_times
# io.savemat("allpoints/pre_opt_IC", var_opt)
#
# return
# we read pre_opt_IC.mat
# untill len(yE) < n+1 then k=1
# var_opt = io.loadmat("allpoints/pre_opt_IC")
# The following variables are needed for initialization:
xE = var_opt['xE']
n = var_opt['n'][0, 0]
if len(yE) < n + 1:
# Generate the point that we want to evaluate.
xcurr = np.copy(xE[:, len(yE)])
fout = open("allpoints/pts_to_eval.dat", 'w')
keywords = ['Awin', 'lambdain', 'fanglein']
fout.write(str('flagin') + '=' + str(int(flag)) + "\n")
fout.write(str('IDin') + '=' + str(int(len(yE))) + "\n")
for j in range(n):
fout.write(keywords[j] + '=' + str(float(xcurr[j])) + "\n")
fout.close()
# fe_times = np.hstack((fe_times, 1))
var_opt['iter'] = 0
var_opt['num_point'] = len(yE)
# var_opt['fe_times'] = fe_times
io.savemat("allpoints/pre_opt_IC", var_opt)
print('point to eval at this iteration x = ', xcurr)
print('len of yE = ', len(yE))
return
else:
# Initialization complete
var_opt['iter'] = 1
io.savemat("allpoints/pre_opt_IC", var_opt)
# The following are just for displaying:
print('==================================================')
print('==================================================')
print('iter k = ', var_opt['iter'])
# r = input('Initializtion complete, type anything to continue: ')
# Run one iteration after initialization.
if pre_J_path.is_file():
dogs.DOGS_standalone_IC()
os.remove(current_path + "/allpoints" + "/" + "surr_J_new.dat")
return
else:
return
else:
if pre_J_path.is_file():
# TODO: delete the surr_J_new.dat
dogs.DOGS_standalone_IC()
var_opt = io.loadmat("allpoints/pre_opt_IC")
flag = var_opt['flag'][0, 0]
if flag != 2:
os.remove(current_path + "/allpoints" + "/" + "surr_J_new.dat")
return
else:
return
def DOGS_standalone_IC():
'''
This function reads the set of evaluated points and writes them into the desired file to perform function evaluations
Note: DOGS_standalone() only exists at the inactivated iterations.
:return: points that needs to be evaluated
'''
# For future debugging, remind that xc and xd generate by DOGS_standalone() is set to be a one dimension row vector.
# While lb and ub should be a two dimension matrix, i.e. a column vector.
# The following lines will read input from 'pre_opt_IC' file:
var_opt = io.loadmat("allpoints/pre_opt_IC")
n = var_opt['n'][0, 0]
K = var_opt['K'][0, 0]
L = var_opt['L'][0, 0]
Nm = var_opt['Nm'][0, 0]
bnd2 = var_opt['ub'][0]
bnd1 = var_opt['lb'][0]
lb = np.zeros(n)
ub = np.ones(n)
user = var_opt['user'][0]
idx = var_opt['num_point'][0, 0]
flag = var_opt['flag'][0, 0]
method = var_opt['inter_par_method']
xE = var_opt['xE']
xU = var_opt['xU']
k = var_opt['iter'][0, 0]
iter_max = var_opt['iter_max'][0, 0]
if xU.shape[1] == 0:
xU = xU.reshape(n, 0)
Data = io.loadmat("allpoints/Yall")
yE = Data['yE'][0]
SigmaT = Data['SigmaT'][0]
T = Data['T'][0]
# Read the result from 'surr_J_new.dat' file that generated by solver_lorenz:
if k != 1:
zs = np.loadtxt("allpoints/surr_J_new.dat")
xx = uq.data_moving_average(zs, 40).values
ind = tr.transient_removal(xx)
sig = np.sqrt(
uq.stationary_statistical_learning_reduced(xx[ind:], 18)[0])
J = np.abs(np.mean(xx[ind:]))
if flag == 1: # New point
yE = np.hstack([yE, J])
SigmaT = np.hstack([SigmaT, sig])
T = np.hstack([T, len(zs)])
elif flag == 0: # existing point
yE[idx] = J
SigmaT[idx] = sig
T[idx] = len(zs)
#############################################################################
# The following only for displaying information.
# NOTICE : Deleting following lines won't cause any affect.
print('======================== Iteration = ', k,
'=======================================')
print('point to evaluate at this iteration, x = ', xE[:, idx], "flag = ",
flag)
print(
'==== flag 1 represents new point, 0 represents existed point =====')
print('Function Evaluation at this iter: y = ', yE[idx] + SigmaT[idx])
print('Minimum of all data points(yE + SigmaT): min = ',
np.min(yE + SigmaT))
print('argmin: x_min = ', xE[:, np.argmin(yE + SigmaT)])
print('Mesh size = ', Nm)
#############################################################################
# Normalize the bounds of xE and xU
xE = normalize_bounds(xE, bnd1, bnd2)
xU = normalize_bounds(xU, bnd1, bnd2)
Ain = np.concatenate((np.identity(n), -np.identity(n)), axis=0)
Bin = np.concatenate((np.ones((n, 1)), np.zeros((n, 1))), axis=0)
# Calculate the Regression Function
inter_par = Inter_par(method=method)
[inter_par, yp] = regressionparametarization(xE, yE, SigmaT, inter_par)
K0 = 20 # K0 = np.ptp(yE, axis=0)
# Calculate the discrete function.
ind_out = np.argmin(yp + SigmaT)
sd = np.amin((yp, 2 * yE - yp), 0) - L * SigmaT
ind_min = np.argmin(yp + SigmaT)
yd = np.amin(sd)
ind_exist = np.argmin(sd)
xd = xE[:, ind_exist]
if ind_min != ind_min:
# yE[ind_exist] = ((fun(xd)) + yE[ind_exist] * T[ind_exist]) / (T[ind_exist] + 1)
# T[ind_exist] = T[ind_exist] + 1
return
else:
if SigmaT[ind_exist] < 0.01 * np.ptp(yE,
axis=0) * (np.max(ub - lb)) / Nm:
yd = np.inf
# Calcuate the unevaluated support points:
yu = np.zeros([1, xU.shape[1]])
if xU.shape[1] != 0:
for ii in range(xU.shape[1]):
tmp = interpolate_val(xU[:, ii], inter_par) - np.amin(yp)
yu[0, ii] = tmp / mindis(xU[:, ii], xE)[0]
if xU.shape[1] != 0 and np.amin(yu) < 0:
ind = np.argmin(yu)
xc = np.copy(xU[:, ind])
yc = -np.inf
xU = scipy.delete(
xU, ind, 1
) # delete the minimum element in xU, which is going to be incorporated in xE
else:
while 1:
xc, yc = tringulation_search_bound_constantK(
inter_par, np.hstack([xE, xU]), K * K0, ind_min)
yc = yc[0, 0]
if interpolate_val(xc, inter_par) < min(yp):
xc = np.round(xc * Nm) / Nm
break
else:
xc = np.round(xc * Nm) / Nm
if mindis(xc, xE)[0] < 1e-6:
break
xc, xE, xU, success, _ = points_neighbers_find(
xc, xE, xU, Bin, Ain)
xc = xc.T[0]
if success == 1:
break
else:
yu = np.hstack([
yu, (interpolate_val(xc, inter_par) - min(yp)) /
mindis(xc, xE)[0]
])
if xU.shape[1] != 0 and mindis(xc, xE)[0] > 1e-10:
tmp = (interpolate_val(xc, inter_par) - min(yp)) / mindis(
xc, xE)[0]
if np.amin(yu) < tmp:
ind = np.argmin(yu)
xc = np.copy(xU[:, ind])
yc = -np.inf
xU = scipy.delete(
xU, ind, 1
) # delete the minimum element in xU, which is incorporated in xE
# Generate the stop file at this iteration:
if k + 1 <= iter_max:
stop = 0
elif k + 1 > iter_max:
stop = 1
fout = open("allpoints/stop.dat", 'w')
fout.write(str(stop) + "\n")
fout.close()
# MESH REFINEMENT ITERATION:
if mindis(xc, xE)[0] < 1e-6:
K = 2 * K
Nm = 2 * Nm
L += 1
flag = 2 # flag = 2 represents mesh refinement, in this step we don't have function evaluation.
# Reconstruct the physical bound of xE and xU
xE = physical_bounds(xE, bnd1, bnd2)
xU = physical_bounds(xU, bnd1, bnd2)
# Store the updated information about iteration to the file 'pre_opt_IC.dat'
var_opt['K'] = K
var_opt['Nm'] = Nm
var_opt['L'] = L
var_opt['xE'] = xE
var_opt['xU'] = xU
var_opt['num_point'] = xE.shape[
1] - 1 # Doesn't matter, flag = 2, no function evaluation.
var_opt['flag'] = flag
var_opt['iter'] = k + 1
io.savemat("allpoints/pre_opt_IC", var_opt)
# Store the function evaluations yE, sigma and time length T:
data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
io.savemat("allpoints/Yall", data)
# Generate the pts_to_eval file for solver_lorenz
fout = open("allpoints/pts_to_eval.dat", 'w')
if user == 'Imperial College':
keywords = ['Awin', 'lambdain', 'fanglein']
fout.write(str('flagin') + '=' + str(int(flag)) + "\n")
fout.write(str('IDin') + '=' + str(int(idx)) + "\n")
for i in range(n):
fout.write(str(keywords[i]) + '=' + str(xc[i]) + "\n")
fout.close()
return
if yc < yd:
if mindis(xc, xE)[0] > 1e-6:
xE = np.concatenate([xE, xc.reshape(-1, 1)], axis=1)
flag = 1 # new point
idx = xE.shape[1] - 1
# Reconstruct the physical bound of xE and xU
xE = physical_bounds(xE, bnd1, bnd2)
xU = physical_bounds(xU, bnd1, bnd2)
xc = physical_bounds(xc.reshape(-1, 1), bnd1, bnd2)
xc = xc.T[0]
# Store the updated information about iteration to the file 'pre_opt_IC.dat'
var_opt['K'] = K
var_opt['Nm'] = Nm
var_opt['L'] = L
var_opt['xE'] = xE
var_opt['xU'] = xU
var_opt['num_point'] = idx
var_opt['flag'] = flag
var_opt['iter'] = k + 1
io.savemat("allpoints/pre_opt_IC", var_opt)
# Store the function evaluations yE, sigma and time length T:
data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
io.savemat("allpoints/Yall", data)
# Generate the pts_to_eval file for solver_lorenz
fout = open("allpoints/pts_to_eval.dat", 'w')
if user == 'Imperial College':
keywords = ['Awin', 'lambdain', 'fanglein']
fout.write(str('flagin') + '=' + str(int(flag)) + "\n")
fout.write(str('IDin') + '=' + str(int(idx)) + "\n")
for i in range(n):
fout.write(str(keywords[i]) + '=' + str(xc[i]) + "\n")
fout.close()
return
else:
if mindis(xd, xE)[0] < 1e-10:
flag = 0 # existing point
# Reconstruct the physical bound of xE and xU
xE = physical_bounds(xE, bnd1, bnd2)
xU = physical_bounds(xU, bnd1, bnd2)
xd = physical_bounds(xd.reshape(-1, 1), bnd1, bnd2)
xd = xd.T[0]
# Store the updated information about iteration to the file 'pre_opt_IC.dat'
var_opt['K'] = K
var_opt['Nm'] = Nm
var_opt['L'] = L
var_opt['xE'] = xE
var_opt['xU'] = xU
var_opt['num_point'] = ind_exist
var_opt['flag'] = flag
var_opt['iter'] = k + 1
io.savemat("allpoints/pre_opt_IC", var_opt)
# Store the function evaluations yE, sigma and time length T:
data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
io.savemat("allpoints/Yall", data)
# Generate the pts_to_eval file for solver_lorenz
fout = open("allpoints/pts_to_eval.dat", 'w')
if user == 'Imperial College':
keywords = ['Awin', 'lambdain', 'fanglein']
fout.write(str('flagin') + '=' + str(int(flag)) + "\n")
fout.write(str('IDin') + '=' + str(int(ind_exist)) + "\n")
for i in range(n):
fout.write(str(keywords[i]) + '=' + str(xd[i]) + "\n")
fout.close()
return
def solver(x, fun_arg, flag=1):
# the noise level
sigma0 = 0.3
T0 = 1
if fun_arg == 1: # Quadratic
funr = lambda x: 5 * np.linalg.norm(x - 0.3)**2
fun = lambda x: 5 * np.linalg.norm(x - 0.3
)**2 + sigma0 * np.random.randn()
elif fun_arg == 2: # Schwefel
funr = lambda x: -sum(
np.multiply(500 * x, np.sin(np.sqrt(abs(500 * x))))) / 250
fun = lambda x: -sum(
np.multiply(500 * x, np.sin(np.sqrt(abs(500 * x))))
) / 250 + sigma0 * np.random.randn()
if flag == 1: # new point
y = fun(x)
T = T0
sigmaT = sigma0 / np.sqrt(T)
return y, sigmaT, T
else:
fin = open("PtsToEval/surr_J_new.dat", "r")
T_exist = int(fin.readline())
y_exist = float(fin.readline())
fin.close()
T = T_exist + T0
y = (fun(x) + y_exist * T_exist) / T
# UQ method...!!!!!!
sigmaT = sigma0 / np.sqrt(T)
return y, sigmaT, T
# rastinginn
elif fun_arg == 3:
A = 3
funr = lambda x: sum((x - 0.7)**2 - A * np.cos(2 * np.pi * (x - 0.7)))
fun = lambda x: sum(
(x - 0.7)**2 - A * np.cos(2 * np.pi *
(x - 0.7))) + sigma0 * np.random.randn()
elif fun_arg == 4:
# lorenz attractor
var_opt = io.loadmat("allpoints/pre_opt")
idx = var_opt['num_point'][0, 0]
flag = var_opt['flag'][0, 0]
bnd1 = var_opt['lb'][0]
bnd2 = var_opt['ub'][0]
T_lorenz = var_opt['T_lorenz'][0, 0]
h = var_opt['h_lorenz'][0, 0]
y0 = np.array([23.5712])
time_method = 1
DT = 10
if flag == 1: # flag 1 : new point
J, zs, ys, xs = lorenz.lorenz_lost2(x, T_lorenz, h, bnd2, bnd1, y0,
time_method)
xx = uq.data_moving_average(zs, 40).values
sigmaT = np.sqrt(
uq.stationary_statistical_learning_reduced(xx, 18)[0])
return J, zs, ys, xs, sigmaT, T_lorenz
else: # flag = 0: existing point
data = io.loadmat("allpoints/pt_to_eval" + str(idx) + ".mat")
T_zs_lorenz = data['T'][0]
J, zs, ys, xs = lorenz.lorenz_lost2(x, T_zs_lorenz + DT, h, bnd2,
bnd1, y0, time_method, idx)
xx = uq.data_moving_average(zs, 40).values
sigmaT = np.sqrt(
uq.stationary_statistical_learning_reduced(xx, 18)[0])
return J, zs, ys, xs, sigmaT, T_zs_lorenz + DT
A = var['A']
theta = var['theta']
fname = "data/dragdata0" + str(1) + ".dat"
zs = np.loadtxt(fname)
for ii in range(1, 12):
print(ii)
# go to datadrag files
pname = os.listdir('./data')
fname = './data/' + pname[ii]
zs = np.loadtxt(fname)
trans_samples = int(np.ceil(len(zs) * 0.005))
print(trans_samples)
xx = uq.data_moving_average(zs, trans_samples).values
ind = tr.transient_removal(xx)
# sig = np.sqrt(uq.stationary_statistical_learning_reduced(xx[ind:], 18)[0])
t = len(zs) # not needed for Alpha-DOGS
T = np.hstack((T, t)) # not needed for Alpha-DOGS
print("-------------------")
print(' len of transient = ', int(ind / len(xx) * T[ii - 1]))
print(' total len is: ', T[ii - 1])
J = np.abs(np.mean(xx[ind:]))
yE = np.hstack((yE, J))
# SigmaT = np.hstack((SigmaT, sig))
IND = np.hstack((IND, int(ind / len(xx) * T[ii - 1])))