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SharedSurfpackApproxData Class Reference

Derived approximation class for Surfpack approximation classes. Interface between Surfpack and Dakota. More...

Inheritance diagram for SharedSurfpackApproxData:
SharedApproxData

Public Member Functions

 SharedSurfpackApproxData ()
 default constructor
 
 SharedSurfpackApproxData (const String &approx_type, const UShortArray &approx_order, size_t num_vars, short data_order, short output_level)
 alternate constructor More...
 
 SharedSurfpackApproxData (ProblemDescDB &problem_db, size_t num_vars)
 standard constructor: Surfpack surface of appropriate type will be created More...
 
 ~SharedSurfpackApproxData ()
 destructor
 
- Public Member Functions inherited from SharedApproxData
 SharedApproxData ()
 default constructor More...
 
 SharedApproxData (ProblemDescDB &problem_db, size_t num_vars)
 standard constructor for envelope More...
 
 SharedApproxData (const String &approx_type, const UShortArray &approx_order, size_t num_vars, short data_order, short output_level)
 alternate constructor for envelope More...
 
 SharedApproxData (const SharedApproxData &approx)
 copy constructor More...
 
virtual ~SharedApproxData ()
 destructor
 
SharedApproxData operator= (const SharedApproxData &approx)
 assignment operator
 
virtual void active_model_key (const Pecos::ActiveKey &key)
 activate an approximation state based on its multi-index key
 
virtual void clear_model_keys ()
 reset initial state by clearing all model keys for an approximation
 
virtual void integration_iterator (const Iterator &iterator)
 set integration driver for structured grid approximations
 
virtual short discrepancy_reduction () const
 return the discrepancy type for approximations that support MLMF
 
virtual void build ()
 builds the shared approximation data from scratch
 
virtual void rebuild ()
 rebuilds the shared approximation data incrementally
 
virtual void pop (bool save_surr_data)
 back out the previous increment to the shared approximation data
 
virtual bool push_available ()
 queries availability of pushing data associated with a trial set
 
virtual size_t push_index (const Pecos::ActiveKey &key)
 return index for restoring trial set within stored data sets
 
virtual void pre_push ()
 push a previous state of the shared approximation data
 
virtual void post_push ()
 clean up popped bookkeeping following push
 
virtual size_t finalize_index (size_t i, const Pecos::ActiveKey &key)
 return index of i-th trial set within restorable bookkeeping sets
 
virtual void pre_finalize ()
 finalize the shared approximation data following a set of increments
 
virtual void post_finalize ()
 clean up popped bookkeeping following aggregation
 
virtual void clear_inactive ()
 clear inactive approximation data
 
virtual void pre_combine ()
 aggregate the shared approximation data from current and stored states
 
virtual void post_combine ()
 clean up stored data sets after aggregation
 
virtual void combined_to_active (bool clear_combined=true)
 promote aggregated data sets to active state
 
virtual bool advancement_available ()
 queries availability of advancing the approximation resolution
 
virtual void increment_order ()
 increments polynomial expansion order (PCE, FT)
 
virtual void decrement_order ()
 decrements polynomial expansion order (PCE, FT)
 
virtual void construct_basis (const Pecos::MultivariateDistribution &mv_dist)
 construct the shared basis for an expansion-based approximation
 
virtual void update_basis_distribution_parameters (const Pecos::MultivariateDistribution &mvd)
 propagate updates to random variable distribution parameters to a polynomial basis
 
virtual void configuration_options (const Pecos::ExpansionConfigOptions &ec_options)
 set ExpansionConfigOptions instance as a group specification
 
virtual void configuration_options (const Pecos::BasisConfigOptions &bc_options)
 set BasisConfigOptions instance as a group specification
 
virtual void configuration_options (const Pecos::RegressionConfigOptions &rc_options)
 set BasisConfigOptions instance as a group specification
 
virtual void random_variables_key (const BitArray &random_vars_key)
 assign key identifying a subset of variables that are to be treated as random for statistical purposes (e.g. expectation)
 
virtual void refinement_statistics_mode (short stats_mode)
 assign mode for statistics roll-up: {ACTIVE,COMBINED}_EXPANSION_STATS
 
virtual const
Pecos::BitArrayULongMap & 
sobol_index_map () const
 return set of Sobol indices that have been requested (e.g., as constrained by throttling) and are computable by a (sparse) expansion of limited order
 
const Pecos::ActiveKey & active_model_key () const
 return active multi-index key
 
bool formulation_updated () const
 query whether the form of an approximation has been updated
 
void formulation_updated (bool update)
 assign the status of approximation formulation updates
 
void set_bounds (const RealVector &c_l_bnds, const RealVector &c_u_bnds, const IntVector &di_l_bnds, const IntVector &di_u_bnds, const RealVector &dr_l_bnds, const RealVector &dr_u_bnds)
 set approximation lower and upper bounds (currently only used by graphics)
 
std::shared_ptr< SharedApproxDatadata_rep () const
 returns dataRep for access to derived class member functions that are not mapped to the top SharedApproxData level
 

Private Member Functions

void add_sd_to_surfdata (const Pecos::SurrogateDataVars &sdv, const Pecos::SurrogateDataResp &sdr, short fail_code, SurfData &surf_data)
 add Pecos::SurrogateData::SurrogateData{Vars,Resp} to SurfData, accounting for buildDataOrder available
 
void copy_matrix (const RealSymMatrix &rsm, SurfpackMatrix< Real > &surfpack_matrix)
 copy RealSymMatrix to SurfpackMatrix (Real type only)
 
template<typename RealArrayType >
void merge_variable_arrays (const RealVector &cv, const IntVector &div, const RealVector &drv, RealArrayType &ra)
 merge cv, div, and drv vectors into a single ra array
 
template<typename RealArrayType >
void sdv_to_realarray (const Pecos::SurrogateDataVars &sdv, RealArrayType &ra)
 aggregate {continuous,discrete int,discrete real} variables from SurrogateDataVars into ra
 
template<typename RealArrayType >
void vars_to_realarray (const Variables &vars, RealArrayType &ra)
 aggregate {active,all} {continuous,discrete int,discrete real} variables into pre-sized array
 
template<typename RealArrayType >
void active_vars_to_realarray (const Variables &vars, RealArrayType &ra)
 aggregate active {continuous,discrete int,discrete real} variables into pre-sized array
 
template<typename RealArrayType >
void all_vars_to_realarray (const Variables &vars, RealArrayType &ra)
 aggregate all {continuous,discrete int,discrete real} variables into pre-sized array
 
StringArray variable_labels (const Variables &vars) const
 retrieve the active or all labels over which the surrogate was built
 
void validate_metrics (const std::set< std::string > &allowed_metrics)
 validate metric names and cross validation options
 
unsigned compute_folds ()
 compute number of folds from numFols/percentFold
 
void map_variable_labels (const Variables &dfsm_vars, const StringArray &approx_labels)
 validate imported labels and initialize map if needed
 
template<typename RealArrayType >
RealArrayType imported_eval_vars (const Variables &vars)
 when importing, take all view of vars and permute as needed
 

Private Attributes

std::vector< size_t > varsMapIndices
 If populated, reorder variables when evaluating surrogate these are indices into the Model's vars so approx_eval[i] = [model_vars[ind[i]]].
 
unsigned short approxOrder
 order of polynomial approximation
 
StringArray diagnosticSet
 set of diagnostic metrics
 
bool crossValidateFlag
 whether to perform cross validation
 
unsigned numFolds
 number of folds for CV
 
Real percentFold
 percentage of data for CV
 
bool pressFlag
 whether to perform PRESS
 

Friends

class SurfpackApproximation
 
class VPSApproximation
 
class SurrogatesBaseApprox
 
class SurrogatesGPApprox
 
class SurrogatesPolyApprox
 

Additional Inherited Members

- Protected Member Functions inherited from SharedApproxData
 SharedApproxData (BaseConstructor, ProblemDescDB &problem_db, size_t num_vars)
 constructor initializes the base class part of letter classes (BaseConstructor overloading avoids infinite recursion in the derived class constructors - Coplien, p. 139) More...
 
 SharedApproxData (NoDBBaseConstructor, const String &approx_type, size_t num_vars, short data_order, short output_level)
 constructor initializes the base class part of letter classes (BaseConstructor overloading avoids infinite recursion in the derived class constructors - Coplien, p. 139) More...
 
- Protected Attributes inherited from SharedApproxData
size_t numVars
 number of variables in the approximation
 
String approxType
 approximation type identifier
 
short buildDataOrder
 order of the data used for surrogate construction, in ActiveSet request vector 3-bit format. More...
 
short outputLevel
 output verbosity level: {SILENT,QUIET,NORMAL,VERBOSE,DEBUG}_OUTPUT
 
Pecos::ActiveKey activeKey
 key indicating the active model or model-pair used for approximation data
 
String modelExportPrefix
 Prefix for model export files.
 
unsigned short modelExportFormat
 Bitmapped format request for exported models.
 
RealVector approxCLowerBnds
 approximation continuous lower bounds (used by 3D graphics and Surfpack KrigingModel)
 
RealVector approxCUpperBnds
 approximation continuous upper bounds (used by 3D graphics and Surfpack KrigingModel)
 
IntVector approxDILowerBnds
 approximation continuous lower bounds
 
IntVector approxDIUpperBnds
 approximation continuous upper bounds
 
RealVector approxDRLowerBnds
 approximation continuous lower bounds
 
RealVector approxDRUpperBnds
 approximation continuous upper bounds
 
std::map< Pecos::ActiveKey, bool > formUpdated
 tracker for changes in order,rank configuration since last build (used by DataFitSurrModel::rebuild_approximation())
 

Detailed Description

Derived approximation class for Surfpack approximation classes. Interface between Surfpack and Dakota.

The SharedSurfpackApproxData class is the interface between Dakota and Surfpack. Based on the information in the ProblemDescDB that is passed in through the constructor, SharedSurfpackApproxData builds a Surfpack Surface object that corresponds to one of the following data-fitting techniques: polynomial regression, kriging, artificial neural networks, radial basis function network, or multivariate adaptaive regression splines (MARS).

Constructor & Destructor Documentation

SharedSurfpackApproxData ( const String &  approx_type,
const UShortArray &  approx_order,
size_t  num_vars,
short  data_order,
short  output_level 
)

alternate constructor

On-the-fly constructor which uses mostly Surfpack model defaults.

References Dakota::abort_handler(), SharedSurfpackApproxData::approxOrder, and SharedApproxData::approxType.

SharedSurfpackApproxData ( ProblemDescDB problem_db,
size_t  num_vars 
)

standard constructor: Surfpack surface of appropriate type will be created

Initialize the embedded Surfpack surface object and configure it using the specifications from the input file. Data for the surface is created later.

References SharedSurfpackApproxData::approxOrder, SharedApproxData::approxType, ProblemDescDB::get_short(), and ProblemDescDB::get_string().


The documentation for this class was generated from the following files: