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mbd
psimpy
Commits
9b02dc5f
Commit
9b02dc5f
authored
Oct 25, 2022
by
Hu Zhao
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feat: change nsamples to nbase for saltelli sampling
parent
13e8075c
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3
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3 changed files
src/psimpy/sampler/saltelli.py
+6
-6
6 additions, 6 deletions
src/psimpy/sampler/saltelli.py
tests/test_saltelli.py
+6
-6
6 additions, 6 deletions
tests/test_saltelli.py
tests/test_sobol.py
+7
-7
7 additions, 7 deletions
tests/test_sobol.py
with
19 additions
and
19 deletions
src/psimpy/sampler/saltelli.py
+
6
−
6
View file @
9b02dc5f
...
@@ -40,23 +40,23 @@ class Saltelli:
...
@@ -40,23 +40,23 @@ class Saltelli:
self
.
calc_second_order
=
calc_second_order
self
.
calc_second_order
=
calc_second_order
self
.
skip_values
=
skip_values
self
.
skip_values
=
skip_values
def
sample
(
self
,
n
samples
:
int
)
->
np
.
ndarray
:
def
sample
(
self
,
n
base
:
int
)
->
np
.
ndarray
:
"""
Draw samples using Saltelli
'
s extension of the Sobol
'
sequence.
"""
Draw samples using Saltelli
'
s extension of the Sobol
'
sequence.
Parameters
Parameters
----------
----------
n
samples
: int
n
base
: int
Number of samples. Correspond to the argument `N` of
Number of
base
samples. Correspond to the argument `N` of
`SALib.sample.saltelli.sample`.
`SALib.sample.saltelli.sample`.
Returns
Returns
-------
-------
samples : numpy array
samples : numpy array
Shape (n
samples
*(2*ndim+2), ndim) when `calc_second_order` is True,
Shape (n
base
*(2*ndim+2), ndim) when `calc_second_order` is True,
Shape (n
samples
*(ndim+2), ndim) when `calc_second_order` is False.
Shape (n
base
*(ndim+2), ndim) when `calc_second_order` is False.
"""
"""
samples
=
saltelli
.
sample
(
samples
=
saltelli
.
sample
(
self
.
problem
,
n
samples
,
calc_second_order
=
self
.
calc_second_order
,
self
.
problem
,
n
base
,
calc_second_order
=
self
.
calc_second_order
,
skip_values
=
self
.
skip_values
)
skip_values
=
self
.
skip_values
)
return
samples
return
samples
\ No newline at end of file
This diff is collapsed.
Click to expand it.
tests/test_saltelli.py
+
6
−
6
View file @
9b02dc5f
...
@@ -20,7 +20,7 @@ def test_init_TypeError(ndim, bounds, calc_second_order, skip_values):
...
@@ -20,7 +20,7 @@ def test_init_TypeError(ndim, bounds, calc_second_order, skip_values):
@pytest.mark.parametrize
(
@pytest.mark.parametrize
(
"
ndim, bounds, calc_second_order, skip_values, n
samples
, problem
"
,
"
ndim, bounds, calc_second_order, skip_values, n
base
, problem
"
,
[
[
(
3
,
None
,
True
,
None
,
2
**
5
,
{
'
names
'
:[
'
x1
'
,
'
x2
'
,
'
x3
'
],
(
3
,
None
,
True
,
None
,
2
**
5
,
{
'
names
'
:[
'
x1
'
,
'
x2
'
,
'
x3
'
],
'
num_vars
'
:
3
,
'
bounds
'
:
np
.
array
([[
0
,
1
],
[
0
,
1
],
[
0
,
1
]])}
'
num_vars
'
:
3
,
'
bounds
'
:
np
.
array
([[
0
,
1
],
[
0
,
1
],
[
0
,
1
]])}
...
@@ -31,16 +31,16 @@ def test_init_TypeError(ndim, bounds, calc_second_order, skip_values):
...
@@ -31,16 +31,16 @@ def test_init_TypeError(ndim, bounds, calc_second_order, skip_values):
(
3
,
None
,
False
,
None
,
2
**
6
,
{
'
names
'
:[
'
x1
'
,
'
x2
'
,
'
x3
'
],
(
3
,
None
,
False
,
None
,
2
**
6
,
{
'
names
'
:[
'
x1
'
,
'
x2
'
,
'
x3
'
],
'
num_vars
'
:
3
,
'
bounds
'
:
np
.
array
([[
0
,
1
],
[
0
,
1
],
[
0
,
1
]])}
'
num_vars
'
:
3
,
'
bounds
'
:
np
.
array
([[
0
,
1
],
[
0
,
1
],
[
0
,
1
]])}
),
),
(
2
,
np
.
array
([[
2
,
4
],
[
20
,
40
]]),
True
,
3
2
,
2
**
8
,
{
'
names
'
:[
'
x1
'
,
'
x2
'
],
(
2
,
np
.
array
([[
2
,
4
],
[
20
,
40
]]),
True
,
2
**
10
,
2
**
8
,
{
'
names
'
:[
'
x1
'
,
'
x2
'
],
'
num_vars
'
:
2
,
'
bounds
'
:
np
.
array
([[
2
,
4
],
[
20
,
40
]])}
'
num_vars
'
:
2
,
'
bounds
'
:
np
.
array
([[
2
,
4
],
[
20
,
40
]])}
)
)
]
]
)
)
def
test_sample
(
ndim
,
bounds
,
calc_second_order
,
skip_values
,
n
samples
,
problem
):
def
test_sample
(
ndim
,
bounds
,
calc_second_order
,
skip_values
,
n
base
,
problem
):
saltelli_sampler
=
Saltelli
(
ndim
,
bounds
,
calc_second_order
,
skip_values
)
saltelli_sampler
=
Saltelli
(
ndim
,
bounds
,
calc_second_order
,
skip_values
)
samples
=
saltelli_sampler
.
sample
(
n
samples
)
samples
=
saltelli_sampler
.
sample
(
n
base
)
expected
=
sample
(
problem
,
N
=
n
samples
,
calc_second_order
=
calc_second_order
,
expected
=
sample
(
problem
,
N
=
n
base
,
calc_second_order
=
calc_second_order
,
skip_values
=
skip_values
)
skip_values
=
skip_values
)
coeff
=
2
if
calc_second_order
else
1
coeff
=
2
if
calc_second_order
else
1
assert
samples
.
shape
==
(
n
samples
*
(
coeff
*
ndim
+
2
),
ndim
)
assert
samples
.
shape
==
(
n
base
*
(
coeff
*
ndim
+
2
),
ndim
)
assert
np
.
array_equal
(
samples
,
expected
)
assert
np
.
array_equal
(
samples
,
expected
)
\ No newline at end of file
This diff is collapsed.
Click to expand it.
tests/test_sobol.py
+
7
−
7
View file @
9b02dc5f
...
@@ -11,7 +11,7 @@ def f(x1,x2,x3):
...
@@ -11,7 +11,7 @@ def f(x1,x2,x3):
@pytest.mark.parametrize
(
@pytest.mark.parametrize
(
"
calc_second_order, skip_values, n
samples
, seed, mode, max_workers
"
,
"
calc_second_order, skip_values, n
base
, seed, mode, max_workers
"
,
[
[
(
False
,
None
,
1024
,
None
,
None
,
None
),
(
False
,
None
,
1024
,
None
,
None
,
None
),
(
True
,
None
,
1024
,
1
,
'
parallel
'
,
2
),
(
True
,
None
,
1024
,
1
,
'
parallel
'
,
2
),
...
@@ -19,13 +19,13 @@ def f(x1,x2,x3):
...
@@ -19,13 +19,13 @@ def f(x1,x2,x3):
(
False
,
2
**
16
,
2048
,
8
,
'
serial
'
,
None
)
(
False
,
2
**
16
,
2048
,
8
,
'
serial
'
,
None
)
]
]
)
)
def
test_SobolAnalyze
(
calc_second_order
,
skip_values
,
n
samples
,
seed
,
mode
,
def
test_SobolAnalyze
(
calc_second_order
,
skip_values
,
n
base
,
seed
,
mode
,
max_workers
):
max_workers
):
ndim
=
3
ndim
=
3
bounds
=
np
.
array
([[
-
np
.
pi
,
np
.
pi
],
[
-
np
.
pi
,
np
.
pi
],
[
-
np
.
pi
,
np
.
pi
]])
bounds
=
np
.
array
([[
-
np
.
pi
,
np
.
pi
],
[
-
np
.
pi
,
np
.
pi
],
[
-
np
.
pi
,
np
.
pi
]])
saltelli_sampler
=
Saltelli
(
ndim
,
bounds
,
calc_second_order
,
skip_values
)
saltelli_sampler
=
Saltelli
(
ndim
,
bounds
,
calc_second_order
,
skip_values
)
saltelli_samples
=
saltelli_sampler
.
sample
(
n
samples
)
saltelli_samples
=
saltelli_sampler
.
sample
(
n
base
)
Y
=
f
(
saltelli_samples
[:,
0
],
saltelli_samples
[:,
1
],
saltelli_samples
[:,
2
])
Y
=
f
(
saltelli_samples
[:,
0
],
saltelli_samples
[:,
1
],
saltelli_samples
[:,
2
])
sobol_analyzer
=
SobolAnalyze
(
ndim
,
Y
,
calc_second_order
,
seed
=
seed
)
sobol_analyzer
=
SobolAnalyze
(
ndim
,
Y
,
calc_second_order
,
seed
=
seed
)
...
@@ -44,7 +44,7 @@ def test_SobolAnalyze(calc_second_order, skip_values, nsamples, seed, mode,
...
@@ -44,7 +44,7 @@ def test_SobolAnalyze(calc_second_order, skip_values, nsamples, seed, mode,
@pytest.mark.parametrize
(
@pytest.mark.parametrize
(
"
calc_second_order, skip_values, n
samples
, seed, mode, max_workers
"
,
"
calc_second_order, skip_values, n
base
, seed, mode, max_workers
"
,
[
[
(
False
,
None
,
1024
,
None
,
None
,
None
),
(
False
,
None
,
1024
,
None
,
None
,
None
),
(
True
,
None
,
1024
,
1
,
'
parallel
'
,
4
),
(
True
,
None
,
1024
,
1
,
'
parallel
'
,
4
),
...
@@ -53,14 +53,14 @@ def test_SobolAnalyze(calc_second_order, skip_values, nsamples, seed, mode,
...
@@ -53,14 +53,14 @@ def test_SobolAnalyze(calc_second_order, skip_values, nsamples, seed, mode,
(
False
,
2
**
16
,
512
,
8
,
'
serial
'
,
None
)
(
False
,
2
**
16
,
512
,
8
,
'
serial
'
,
None
)
]
]
)
)
def
test_SobolAnalyze_with_emulation
(
calc_second_order
,
skip_values
,
n
samples
,
def
test_SobolAnalyze_with_emulation
(
calc_second_order
,
skip_values
,
n
base
,
seed
,
mode
,
max_workers
):
seed
,
mode
,
max_workers
):
ndim
=
3
ndim
=
3
bounds
=
np
.
array
([[
-
np
.
pi
,
np
.
pi
],
[
-
np
.
pi
,
np
.
pi
],
[
-
np
.
pi
,
np
.
pi
]])
bounds
=
np
.
array
([[
-
np
.
pi
,
np
.
pi
],
[
-
np
.
pi
,
np
.
pi
],
[
-
np
.
pi
,
np
.
pi
]])
lhs_sampler
=
LHS
(
ndim
,
bounds
,
seed
,
criterion
=
'
maximin
'
,
iteration
=
200
)
lhs_sampler
=
LHS
(
ndim
,
bounds
,
seed
,
criterion
=
'
maximin
'
,
iteration
=
200
)
design
=
lhs_sampler
.
sample
(
100
)
design
=
lhs_sampler
.
sample
(
nsamples
=
100
)
response
=
f
(
design
[:,
0
],
design
[:,
1
],
design
[:,
2
])
response
=
f
(
design
[:,
0
],
design
[:,
1
],
design
[:,
2
])
scalar_gasp
=
ScalarGaSP
(
ndim
)
scalar_gasp
=
ScalarGaSP
(
ndim
)
...
@@ -75,7 +75,7 @@ def test_SobolAnalyze_with_emulation(calc_second_order, skip_values, nsamples,
...
@@ -75,7 +75,7 @@ def test_SobolAnalyze_with_emulation(calc_second_order, skip_values, nsamples,
f
'
{
np
.
mean
(
np
.
abs
(
relative_diff
))
}
'
)
f
'
{
np
.
mean
(
np
.
abs
(
relative_diff
))
}
'
)
saltelli_sampler
=
Saltelli
(
ndim
,
bounds
,
calc_second_order
,
skip_values
)
saltelli_sampler
=
Saltelli
(
ndim
,
bounds
,
calc_second_order
,
skip_values
)
saltelli_samples
=
saltelli_sampler
.
sample
(
n
samples
)
saltelli_samples
=
saltelli_sampler
.
sample
(
n
base
)
Y
=
scalar_gasp
.
sample
(
saltelli_samples
,
50
)
Y
=
scalar_gasp
.
sample
(
saltelli_samples
,
50
)
...
...
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Click to expand it.
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