bayesvalidrox.surrogate_models.exploration.Exploration

class bayesvalidrox.surrogate_models.exploration.Exploration(ExpDesign, n_candidate, mc_criterion='mc-intersite-proj-th')

Bases: object

Created based on the Surrogate Modeling Toolbox (SUMO) [1].

[1] Gorissen, D., Couckuyt, I., Demeester, P., Dhaene, T. and Crombecq, K.,

2010. A surrogate modeling and adaptive sampling toolbox for computer based design. Journal of machine learning research.-Cambridge, Mass., 11, pp.2051-2055. sumo@sumo.intec.ugent.be - http://sumo.intec.ugent.be

Attributes

ExpDesignobj

ExpDesign object.

n_candidateint

Number of candidate samples.

mc_criterionstr

Selection crieterion. The default is ‘mc-intersite-proj-th’. Another option is ‘mc-intersite-proj’.

wint

Number of random points in the domain for each sample of the training set.

__init__(ExpDesign, n_candidate, mc_criterion='mc-intersite-proj-th')

Methods

__init__(ExpDesign, n_candidate[, mc_criterion])

approximate_voronoi(w, samples)

An approximate (monte carlo) version of Matlab's voronoi command.

get_exploration_samples()

This function generates candidates to be selected as new design and their associated exploration scores.

get_mc_samples([all_candidates])

This function generates random samples based on Global Monte Carlo methods and their corresponding scores, based on [1].

get_vornoi_samples()

This function generates samples based on voronoi cells and their corresponding scores

approximate_voronoi(w, samples)

An approximate (monte carlo) version of Matlab’s voronoi command.

Arguments

samplesarray

Old experimental design to be used as center points for voronoi cells.

Returns

areasarray

An approximation of the voronoi cells’ areas.

all_candidates: list of arrays

A list of samples in each voronoi cell.

get_exploration_samples()

This function generates candidates to be selected as new design and their associated exploration scores.

Returns

all_candidatesarray of shape (n_candidate, n_params)

A list of samples.

exploration_scores: arrays of shape (n_candidate)

Exploration scores.

get_mc_samples(all_candidates=None)

This function generates random samples based on Global Monte Carlo methods and their corresponding scores, based on [1].

[1] Crombecq, K., Laermans, E. and Dhaene, T., 2011. Efficient

space-filling and non-collapsing sequential design strategies for simulation-based modeling. European Journal of Operational Research , 214(3), pp.683-696. DOI: https://doi.org/10.1016/j.ejor.2011.05.032

Implemented methods to compute scores:
  1. mc-intersite-proj

  2. mc-intersite-proj-th

Arguments

all_candidatesarray, optional

Samples to compute the scores for. The default is None. In this case, samples will be generated by defined model input marginals.

Returns

new_samplesarray of shape (n_candidate, n_params)

A list of samples.

exploration_scores: arrays of shape (n_candidate)

Exploration scores.

get_vornoi_samples()

This function generates samples based on voronoi cells and their corresponding scores

Returns

new_samplesarray of shape (n_candidate, n_params)

A list of samples.

exploration_scores: arrays of shape (n_candidate)

Exploration scores.