Example: borehole ***************** This test deals with the surrogate modeling of a Borehole function. You will see how to check the quality of your regression model and perform sensitivity analysis via Sobol Indices BOREHOLE FUNCTION Authors: Sonja Surjanovic, Simon Fraser University Derek Bingham, Simon Fraser University Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca. Copyright 2013. Derek Bingham, Simon Fraser University. THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY FOR THE USE OF THIS SOFTWARE. If software is modified to produce derivative works, such modified software should be clearly marked. Additionally, this program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; version 2.0 of the License. Accordingly, this program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. For function details and reference information, see: https://www.sfu.ca/~ssurjano/ishigami.html no reference data given Surrogate with AL - OMP for regression and Space-filling sequential exploitaiton scheme (no data) Model and Data ============== .. list-table:: Pylink model :widths: 30 30 :header-rows: 1 * - Property - Setting * - Model type - Function * - Number of input parameters - 8 * - Number of output parameters - 1: flow rate [m$^3$/yr] * - Time- or space- dependency - ?? * - MC reference - No .. list-table:: Priors :widths: 30 30 :header-rows: 1 * - Parameter - Distribution * - r_w - uniform * - L - uniform * - K_w - uniform * - T_u - uniform * - T_l - uniform * - H_u - uniform * - H_l - uniform * - r - lognormal Surrogate ========= .. list-table:: MetaModel settings :widths: 30 30 :header-rows: 1 * - Property - Setting * - surrogate-type - aPCE * - associated model - 'borehole' * - degree choices - max degree 5, q-norm truncation 1.0 * - regression - OMP (Orthogonal matching pursuit) .. list-table:: Training choices :widths: 30 30 :header-rows: 1 * - Property - Setting * - Static sampling method - latin-hypercube * - Number of static samples - 50 * - Number of total samples - 300 * - Number of samples per AL iteration - 1 * - AL tradeoff scheme - None * - AL exploration method - latin-hypercube, n_candidates=5000, n_cand_groups=4 * - AL exploitation method - space-filling