Scalable models¶
Scalability study - API¶
This API facilitates the use of the gemseo.problems.scalable.data_driven.study
package implementing classes to benchmark MDO formulations
based on scalable disciplines.
ScalabilityStudy
class implements the concept of scalability study:
By instantiating a
ScalabilityStudy
, the user defines the MDO problem in terms of design parameters, objective function and constraints.For each discipline, the user adds a dataset stored in a
Dataset
and select a type ofScalableModel
to build theScalableDiscipline
associated with this discipline.The user adds different optimization strategies, defined in terms of both optimization algorithms and MDO formulation.
The user adds different scaling strategies, in terms of sizes of design parameters, coupling variables and equality and inequality constraints. The user can also define a scaling strategies according to particular parameters rather than groups of parameters.
Lastly, the user executes the
ScalabilityStudy
and the results are written in several files and stored into directories in a hierarchical way, where names depend on both MDO formulation, scaling strategy and replications when it is necessary. Different kinds of files are stored: optimization graphs, dependency matrix plots and of course, scalability results by means of a dedicated class:ScalabilityResult
.
- gemseo.problems.scalable.data_driven.api.create_scalability_study(objective, design_variables, directory='study', prefix='', eq_constraints=None, ineq_constraints=None, maximize_objective=False, fill_factor=0.7, active_probability=0.1, feasibility_level=0.8, start_at_equilibrium=True, early_stopping=True, coupling_variables=None)[source]
This method creates a
ScalabilityStudy
. It requires two mandatory arguments:the
'objective'
name,the list of
'design_variables'
names.
Concerning output files, we can specify:
the
directory
which is'study'
by default,the prefix of output file names (default: no prefix).
Regarding optimization parametrization, we can specify:
the list of equality constraints names (
eq_constraints
),the list of inequality constraints names (
ineq_constraints
),the choice of maximizing the objective function (
maximize_objective
).
By default, the objective function is minimized and the MDO problem is unconstrained.
Last but not least, with regard to the scalability methodology, we can overwrite:
the default fill factor of the input-output dependency matrix
ineq_constraints
,the probability to set the inequality constraints as active at initial step of the optimization
active_probability
,the offset of satisfaction for inequality constraints
feasibility_level
,the use of a preliminary MDA to start at equilibrium
start_at_equilibrium
,the post-processing of the optimization database to get results earlier than final step
early_stopping
.
- Parameters
objective (str) – name of the objective
design_variables (list(str)) – names of the design variables
directory (str) –
working directory of the study. Default: ‘study’.
By default it is set to study.
prefix (str) –
prefix for the output filenames. Default: ‘’.
By default it is set to .
names of the equality constraints. Default: None.
By default it is set to None.
ineq_constraints (list(str)) –
names of the inequality constraints Default: None.
By default it is set to None.
maximize_objective (bool) –
maximizing objective. Default: False.
By default it is set to False.
fill_factor (float) –
default fill factor of the input-output dependency matrix. Default: 0.7.
By default it is set to 0.7.
active_probability (float) –
probability to set the inequality constraints as active at initial step of the optimization. Default: 0.1
By default it is set to 0.1.
feasibility_level (float) –
offset of satisfaction for inequality constraints. Default: 0.8.
By default it is set to 0.8.
start_at_equilibrium (bool) –
start at equilibrium using a preliminary MDA. Default: True.
By default it is set to True.
early_stopping (bool) –
post-process the optimization database to get results earlier than final step.
By default it is set to True.
- gemseo.problems.scalable.data_driven.api.plot_scalability_results(study_directory)[source]
This method plots the set of
ScalabilityResult
generated by aScalabilityStudy
and located in the directory created by this study.- Parameters
study_directory (str) – directory of the scalability study.
Scalable MDO problem¶
This module implements the concept of scalable problem by means of the
ScalableProblem
class.
Given
a MDO scenario based on a set of sampled disciplines with a particular problem dimension,
a new problem dimension (= number of inputs and outputs),
a scalable problem:
makes each discipline scalable based on the new problem dimension,
creates the corresponding MDO scenario.
Then, this MDO scenario can be executed and post-processed.
We can repeat this tasks for different sizes of variables and compare the scalability, which is the dependence of the scenario results on the problem dimension.
See also
- class gemseo.problems.scalable.data_driven.problem.ScalableProblem(datasets, design_variables, objective_function, eq_constraints=None, ineq_constraints=None, maximize_objective=False, sizes=None, **parameters)[source]
Scalable problem.
Constructor.
- Parameters
design_variables (list(str)) – list of design variable names
objective_function (str) – objective function
equality constraints. Default: None.
By default it is set to None.
eq_constraints –
inequality constraints. Default: None.
By default it is set to None.
maximize_objective (bool) –
maximize objective. Default: False.
By default it is set to False.
sizes (dict) –
sizes of input and output variables. If None, use the original sizes. Default: None.
By default it is set to None.
parameters – optional parameters for the scalable model.
- create_scenario(formulation='DisciplinaryOpt', scenario_type='MDO', start_at_equilibrium=False, active_probability=0.1, feasibility_level=0.5, **options)[source]
Create a
Scenario
from the scalable disciplines.- Parameters
formulation (str) –
The MDO formulation to use for the scenario.
By default it is set to DisciplinaryOpt.
scenario_type (str) –
The type of scenario, either
MDO
orDOE
.By default it is set to MDO.
start_at_equilibrium (bool) –
Whether to start at equilibrium using a preliminary MDA.
By default it is set to False.
active_probability (float) –
The probability to set the inequality constraints as active at the initial step of the optimization.
By default it is set to 0.1.
feasibility_level (float) –
The offset of satisfaction for inequality constraints.
By default it is set to 0.5.
**options – The formulation options.
- Returns
The
Scenario
from the scalable disciplines.- Return type
- exec_time(do_sum=True)[source]
Get total execution time per discipline.
- plot_1d_interpolations(save=True, show=False, step=0.01, varnames=None, directory='.', png=False)[source]
Plot 1d interpolations.
- Parameters
save (bool) –
save plot. Default: True.
By default it is set to True.
show (bool) –
show plot. Default: False.
By default it is set to False.
step (bool) –
Step to evaluate the 1d interpolation function Default: 0.01.
By default it is set to 0.01.
names of the variable to plot; if None, all variables are plotted. Default: None.
By default it is set to None.
directory (str) –
directory path. Default: ‘.’.
By default it is set to ..
png (bool) –
if True, the file format is PNG. Otherwise, use PDF. Default: False.
By default it is set to False.
- plot_coupling_graph()[source]
Plot a coupling graph.
- plot_dependencies(save=True, show=False, directory='.')[source]
Plot dependency matrices.
- plot_n2_chart(save=True, show=False)[source]
Plot a N2 chart.
- property is_feasible
Get the feasibility property of the scenario.
- property n_calls
Get number of disciplinary calls per discipline.
- property n_calls_linearize
Get number of disciplinary calls per discipline.
- property n_calls_linearize_top_level
Get number of top level disciplinary calls per discipline.
- property n_calls_top_level
Get number of top level disciplinary calls per discipline.
- property status
Get the status of the scenario.
Scalable discipline¶
The discipline
implements the concept of scalable discipline.
This is a particular discipline
built from an input-output learning dataset associated with a function
and generalizing its behavior to a new user-defined problem dimension,
that is to say new user-defined input and output dimensions.
Alone or in interaction with other objects of the same type, a scalable discipline can be used to compare the efficiency of an algorithm applying to disciplines with respect to the problem dimension, e.g. optimization algorithm, surrogate model, MDO formulation, MDA, …
The ScalableDiscipline
class implements this concept.
It inherits from the MDODiscipline
class
in such a way that it can easily be used in a Scenario
.
It is composed of a ScalableModel
.
The user only needs to provide:
the name of a class overloading
ScalableModel
,a dataset as an
Dataset
variables sizes as a dictionary whose keys are the names of inputs and outputs and values are their new sizes. If a variable is missing, its original size is considered.
The ScalableModel
parameters can also be filled in,
otherwise the model uses default values.
- class gemseo.problems.scalable.data_driven.discipline.ScalableDiscipline(name, data, sizes=None, **parameters)[source]
Scalable discipline.
Constructor.
- Parameters
name (str) – scalable model class name.
data (Dataset) – learning dataset.
sizes (dict) –
sizes of input and output variables. If None, use the original sizes. Default: None.
By default it is set to None.
parameters – model parameters
name – The name of the discipline. If None, use the class name.
input_grammar_file – The input grammar file path. If
None
andauto_detect_grammar_files=True
, look for"ClassName_input.json"
in theGRAMMAR_DIRECTORY
if any or in the directory of the discipline class module. IfNone
andauto_detect_grammar_files=False
, do not initialize the input grammar from a schema file.output_grammar_file – The output grammar file path. If
None
andauto_detect_grammar_files=True
, look for"ClassName_output.json"
in theGRAMMAR_DIRECTORY
if any or in the directory of the discipline class module. IfNone
andauto_detect_grammar_files=False
, do not initialize the output grammar from a schema file.auto_detect_grammar_files – Whether to look for
"ClassName_{input,output}.json"
in theGRAMMAR_DIRECTORY
if any or in the directory of the discipline class module when{input,output}_grammar_file
isNone
.grammar_type – The type of grammar to define the input and output variables, e.g.
MDODiscipline.JSON_GRAMMAR_TYPE
orMDODiscipline.SIMPLE_GRAMMAR_TYPE
.cache_type – The type of policy to cache the discipline evaluations, e.g.
MDODiscipline.SIMPLE_CACHE
to cache the last one,MDODiscipline.HDF5_CACHE
to cache them in a HDF file, orMDODiscipline.MEMORY_FULL_CACHE
to cache them in memory. IfNone
or ifMDODiscipline.activate_cache
isTrue
, do not cache the discipline evaluations.cache_file_path – The HDF file path when
grammar_type
isMDODiscipline.HDF5_CACHE
.
- classmethod activate_time_stamps()
Activate the time stamps.
For storing start and end times of execution and linearizations.
- Return type
None
- add_differentiated_inputs(inputs=None)
Add inputs against which to differentiate the outputs.
This method updates
MDODiscipline._differentiated_inputs
withinputs
.- Parameters
inputs (Iterable[str] | None) –
The input variables against which to differentiate the outputs. If None, all the inputs of the discipline are used.
By default it is set to None.
- Raises
ValueError – When the inputs wrt which differentiate the discipline are not inputs of the latter.
- Return type
None
- add_differentiated_outputs(outputs=None)
Add outputs to be differentiated.
This method updates
MDODiscipline._differentiated_outputs
withoutputs
.- Parameters
outputs (Iterable[str] | None) –
The output variables to be differentiated. If None, all the outputs of the discipline are used.
By default it is set to None.
- Raises
ValueError – When the outputs to differentiate are not discipline outputs.
- Return type
None
- add_namespace_to_input(name, namespace)
Add a namespace prefix to an existing input grammar element.
The updated input grammar element name will be
namespace``+:data:`~gemseo.core.namespaces.namespace_separator`+``name
.
- add_namespace_to_output(name, namespace)
Add a namespace prefix to an existing output grammar element.
The updated output grammar element name will be
namespace``+:data:`~gemseo.core.namespaces.namespace_separator`+``name
.
- add_status_observer(obs)
Add an observer for the status.
Add an observer for the status to be notified when self changes of status.
- Parameters
obs (Any) – The observer to add.
- Return type
None
- auto_get_grammar_file(is_input=True, name=None, comp_dir=None)
Use a naming convention to associate a grammar file to the discipline.
Search in the directory
comp_dir
for either an input grammar file namedname + "_input.json"
or an output grammar file namedname + "_output.json"
.- Parameters
is_input (bool) –
Whether to search for an input or output grammar file.
By default it is set to True.
name (str | None) –
The name to be searched in the file names. If
None
, use the name of the discipline class.By default it is set to None.
comp_dir (str | Path | None) –
The directory in which to search the grammar file. If None, use the
GRAMMAR_DIRECTORY
if any, or the directory of the discipline class module.By default it is set to None.
- Returns
The grammar file path.
- Return type
- check_input_data(input_data, raise_exception=True)
Check the input data validity.
- check_jacobian(input_data=None, derr_approx='finite_differences', step=1e-07, threshold=1e-08, linearization_mode='auto', inputs=None, outputs=None, parallel=False, n_processes=2, use_threading=False, wait_time_between_fork=0, auto_set_step=False, plot_result=False, file_path='jacobian_errors.pdf', show=False, fig_size_x=10, fig_size_y=10, reference_jacobian_path=None, save_reference_jacobian=False, indices=None)
Check if the analytical Jacobian is correct with respect to a reference one.
If reference_jacobian_path is not None and save_reference_jacobian is True, compute the reference Jacobian with the approximation method and save it in reference_jacobian_path.
If reference_jacobian_path is not None and save_reference_jacobian is False, do not compute the reference Jacobian but read it from reference_jacobian_path.
If reference_jacobian_path is None, compute the reference Jacobian without saving it.
- Parameters
input_data (dict[str, ndarray] | None) –
The input data needed to execute the discipline according to the discipline input grammar. If None, use the
MDODiscipline.default_inputs
.By default it is set to None.
derr_approx (str) –
The approximation method, either “complex_step” or “finite_differences”.
By default it is set to finite_differences.
threshold (float) –
The acceptance threshold for the Jacobian error.
By default it is set to 1e-08.
linearization_mode (str) –
the mode of linearization: direct, adjoint or automated switch depending on dimensions of inputs and outputs (Default value = ‘auto’)
By default it is set to auto.
inputs (Iterable[str] | None) –
The names of the inputs wrt which to differentiate the outputs.
By default it is set to None.
outputs (Iterable[str] | None) –
The names of the outputs to be differentiated.
By default it is set to None.
step (float) –
The differentiation step.
By default it is set to 1e-07.
parallel (bool) –
Whether to differentiate the discipline in parallel.
By default it is set to False.
n_processes (int) –
The maximum simultaneous number of threads, if
use_threading
is True, or processes otherwise, used to parallelize the execution.By default it is set to 2.
use_threading (bool) –
Whether to use threads instead of processes to parallelize the execution; multiprocessing will copy (serialize) all the disciplines, while threading will share all the memory This is important to note if you want to execute the same discipline multiple times, you shall use multiprocessing.
By default it is set to False.
wait_time_between_fork (float) –
The time waited between two forks of the process / thread.
By default it is set to 0.
auto_set_step (bool) –
Whether to compute the optimal step for a forward first order finite differences gradient approximation.
By default it is set to False.
plot_result (bool) –
Whether to plot the result of the validation (computed vs approximated Jacobians).
By default it is set to False.
file_path (str | Path) –
The path to the output file if
plot_result
isTrue
.By default it is set to jacobian_errors.pdf.
show (bool) –
Whether to open the figure.
By default it is set to False.
fig_size_x (float) –
The x-size of the figure in inches.
By default it is set to 10.
fig_size_y (float) –
The y-size of the figure in inches.
By default it is set to 10.
reference_jacobian_path (str | Path | None) –
The path of the reference Jacobian file.
By default it is set to None.
save_reference_jacobian (bool) –
Whether to save the reference Jacobian.
By default it is set to False.
indices (Iterable[int] | None) –
The indices of the inputs and outputs for the different sub-Jacobian matrices, formatted as
{variable_name: variable_components}
wherevariable_components
can be either an integer, e.g. 2 a sequence of integers, e.g. [0, 3], a slice, e.g. slice(0,3), the ellipsis symbol (…) or None, which is the same as ellipsis. If a variable name is missing, consider all its components. If None, consider all the components of all theinputs
andoutputs
.By default it is set to None.
- Returns
Whether the analytical Jacobian is correct with respect to the reference one.
- check_output_data(raise_exception=True)
Check the output data validity.
- Parameters
raise_exception (bool) –
Whether to raise an exception when the data is invalid.
By default it is set to True.
- Return type
None
- classmethod deactivate_time_stamps()
Deactivate the time stamps.
For storing start and end times of execution and linearizations.
- Return type
None
- static deserialize(file_path)
Deserialize a discipline from a file.
- Parameters
file_path (str | Path) – The path to the file containing the discipline.
- Returns
The discipline instance.
- Return type
- execute(input_data=None)
Execute the discipline.
This method executes the discipline:
Adds the default inputs to the
input_data
if some inputs are not defined in input_data but exist inMDODiscipline.default_inputs
.Checks whether the last execution of the discipline was called with identical inputs, i.e. cached in
MDODiscipline.cache
; if so, directly returnsself.cache.get_output_cache(inputs)
.Caches the inputs.
Checks the input data against
MDODiscipline.input_grammar
.If
MDODiscipline.data_processor
is not None, runs the preprocessor.Updates the status to
MDODiscipline.STATUS_RUNNING
.Calls the
MDODiscipline._run()
method, that shall be defined.If
MDODiscipline.data_processor
is not None, runs the postprocessor.Checks the output data.
Caches the outputs.
Updates the status to
MDODiscipline.STATUS_DONE
orMDODiscipline.STATUS_FAILED
.Updates summed execution time.
- Parameters
input_data (Mapping[str, Any] | None) –
The input data needed to execute the discipline according to the discipline input grammar. If None, use the
MDODiscipline.default_inputs
.By default it is set to None.
- Returns
The discipline local data after execution.
- Raises
RuntimeError – When residual_variables are declared but self.run_solves_residuals is False. This is not suported yet.
- Return type
- get_all_inputs()
Return the local input data as a list.
The order is given by
MDODiscipline.get_input_data_names()
.
- get_all_outputs()
Return the local output data as a list.
The order is given by
MDODiscipline.get_output_data_names()
.
- get_attributes_to_serialize()
Define the names of the attributes to be serialized.
Shall be overloaded by disciplines
- static get_data_list_from_dict(keys, data_dict)
Filter the dict from a list of keys or a single key.
If keys is a string, then the method return the value associated to the key. If keys is a list of strings, then the method returns a generator of value corresponding to the keys which can be iterated.
- get_disciplines_in_dataflow_chain()
Return the disciplines that must be shown as blocks within the XDSM representation of a chain.
By default, only the discipline itself is shown. This function can be differently implemented for any type of inherited discipline.
- Returns
The disciplines shown in the XDSM chain.
- Return type
- get_expected_dataflow()
Return the expected data exchange sequence.
This method is used for the XDSM representation.
The default expected data exchange sequence is an empty list.
See also
MDOFormulation.get_expected_dataflow
- Returns
The data exchange arcs.
- Return type
list[tuple[gemseo.core.discipline.MDODiscipline, gemseo.core.discipline.MDODiscipline, list[str]]]
- get_expected_workflow()
Return the expected execution sequence.
This method is used for the XDSM representation.
The default expected execution sequence is the execution of the discipline itself.
See also
MDOFormulation.get_expected_workflow
- Returns
The expected execution sequence.
- Return type
- get_input_data(with_namespaces=True)
Return the local input data as a dictionary.
- get_input_data_names(with_namespaces=True)
Return the names of the input variables.
- get_input_output_data_names(with_namespaces=True)
Return the names of the input and output variables.
- Args:
- with_namespaces: Whether to keep the namespace prefix of the
output names, if any.
- get_inputs_asarray()
Return the local output data as a large NumPy array.
The order is the one of
MDODiscipline.get_all_outputs()
.- Returns
The local output data.
- Return type
- get_inputs_by_name(data_names)
Return the local data associated with input variables.
- Parameters
data_names (Iterable[str]) – The names of the input variables.
- Returns
The local data for the given input variables.
- Raises
ValueError – When a variable is not an input of the discipline.
- Return type
- get_local_data_by_name(data_names)
Return the local data of the discipline associated with variables names.
- Parameters
data_names (Iterable[str]) – The names of the variables.
- Returns
The local data associated with the variables names.
- Raises
ValueError – When a name is not a discipline input name.
- Return type
Generator[Any]
- get_output_data(with_namespaces=True)
Return the local output data as a dictionary.
- get_output_data_names(with_namespaces=True)
Return the names of the output variables.
- get_outputs_asarray()
Return the local input data as a large NumPy array.
The order is the one of
MDODiscipline.get_all_inputs()
.- Returns
The local input data.
- Return type
- get_outputs_by_name(data_names)
Return the local data associated with output variables.
- Parameters
data_names (Iterable[str]) – The names of the output variables.
- Returns
The local data for the given output variables.
- Raises
ValueError – When a variable is not an output of the discipline.
- Return type
- get_sub_disciplines()
Return the sub-disciplines if any.
- Returns
The sub-disciplines.
- Return type
- initialize_grammars(data)[source]
Initialize input and output grammars from data names.
- Parameters
data (Dataset) – learning dataset.
- is_all_inputs_existing(data_names)
Test if several variables are discipline inputs.
- is_all_outputs_existing(data_names)
Test if several variables are discipline outputs.
- is_input_existing(data_name)
Test if a variable is a discipline input.
- is_output_existing(data_name)
Test if a variable is a discipline output.
- static is_scenario()
Whether the discipline is a scenario.
- Return type
- linearize(input_data=None, force_all=False, force_no_exec=False)
Execute the linearized version of the code.
- Parameters
input_data (dict[str, Any] | None) –
The input data needed to linearize the discipline according to the discipline input grammar. If None, use the
MDODiscipline.default_inputs
.By default it is set to None.
force_all (bool) –
If False,
MDODiscipline._differentiated_inputs
andMDODiscipline._differentiated_outputs
are used to filter the differentiated variables. otherwise, all outputs are differentiated wrt all inputs.By default it is set to False.
force_no_exec (bool) –
If True, the discipline is not re-executed, cache is loaded anyway.
By default it is set to False.
- Returns
The Jacobian of the discipline.
- Return type
- notify_status_observers()
Notify all status observers that the status has changed.
- Return type
None
- remove_status_observer(obs)
Remove an observer for the status.
- Parameters
obs (Any) – The observer to remove.
- Return type
None
- reset_statuses_for_run()
Set all the statuses to
MDODiscipline.STATUS_PENDING
.- Raises
ValueError – When the discipline cannot be run because of its status.
- Return type
None
- serialize(file_path)
Serialize the discipline and store it in a file.
- Parameters
file_path (str | Path) – The path to the file to store the discipline.
- Return type
None
- set_cache_policy(cache_type='SimpleCache', cache_tolerance=0.0, cache_hdf_file=None, cache_hdf_node_name=None, is_memory_shared=True)
Set the type of cache to use and the tolerance level.
This method defines when the output data have to be cached according to the distance between the corresponding input data and the input data already cached for which output data are also cached.
The cache can be either a
SimpleCache
recording the last execution or a cache storing all executions, e.g.MemoryFullCache
andHDF5Cache
. Caching data can be either in-memory, e.g.SimpleCache
andMemoryFullCache
, or on the disk, e.g.HDF5Cache
.The attribute
CacheFactory.caches
provides the available caches types.- Parameters
cache_type (str) –
The type of cache.
By default it is set to SimpleCache.
cache_tolerance (float) –
The maximum relative norm of the difference between two input arrays to consider that two input arrays are equal.
By default it is set to 0.0.
cache_hdf_file (str | Path | None) –
The path to the HDF file to store the data; this argument is mandatory when the
MDODiscipline.HDF5_CACHE
policy is used.By default it is set to None.
cache_hdf_node_name (str | None) –
The name of the HDF file node to store the discipline data. If None,
MDODiscipline.name
is used.By default it is set to None.
is_memory_shared (bool) –
Whether to store the data with a shared memory dictionary, which makes the cache compatible with multiprocessing.
By default it is set to True.
- Return type
None
- set_disciplines_statuses(status)
Set the sub-disciplines statuses.
To be implemented in subclasses.
- Parameters
status (str) – The status.
- Return type
None
- set_jacobian_approximation(jac_approx_type='finite_differences', jax_approx_step=1e-07, jac_approx_n_processes=1, jac_approx_use_threading=False, jac_approx_wait_time=0)
Set the Jacobian approximation method.
Sets the linearization mode to approx_method, sets the parameters of the approximation for further use when calling
MDODiscipline.linearize()
.- Parameters
jac_approx_type (str) –
The approximation method, either “complex_step” or “finite_differences”.
By default it is set to finite_differences.
jax_approx_step (float) –
The differentiation step.
By default it is set to 1e-07.
jac_approx_n_processes (int) –
The maximum simultaneous number of threads, if
jac_approx_use_threading
is True, or processes otherwise, used to parallelize the execution.By default it is set to 1.
jac_approx_use_threading (bool) –
Whether to use threads instead of processes to parallelize the execution; multiprocessing will copy (serialize) all the disciplines, while threading will share all the memory This is important to note if you want to execute the same discipline multiple times, you shall use multiprocessing.
By default it is set to False.
jac_approx_wait_time (float) –
The time waited between two forks of the process / thread.
By default it is set to 0.
- Return type
None
- set_optimal_fd_step(outputs=None, inputs=None, force_all=False, print_errors=False, numerical_error=2.220446049250313e-16)
Compute the optimal finite-difference step.
Compute the optimal step for a forward first order finite differences gradient approximation. Requires a first evaluation of the perturbed functions values. The optimal step is reached when the truncation error (cut in the Taylor development), and the numerical cancellation errors (round-off when doing f(x+step)-f(x)) are approximately equal.
Warning
This calls the discipline execution twice per input variables.
See also
https://en.wikipedia.org/wiki/Numerical_differentiation and “Numerical Algorithms and Digital Representation”, Knut Morken , Chapter 11, “Numerical Differentiation”
- Parameters
inputs (Iterable[str] | None) –
The inputs wrt which the outputs are linearized. If None, use the
MDODiscipline._differentiated_inputs
.By default it is set to None.
outputs (Iterable[str] | None) –
The outputs to be linearized. If None, use the
MDODiscipline._differentiated_outputs
.By default it is set to None.
force_all (bool) –
Whether to consider all the inputs and outputs of the discipline;
By default it is set to False.
print_errors (bool) –
Whether to display the estimated errors.
By default it is set to False.
numerical_error (float) –
The numerical error associated to the calculation of f. By default, this is the machine epsilon (appx 1e-16), but can be higher when the calculation of f requires a numerical resolution.
By default it is set to 2.220446049250313e-16.
- Returns
The estimated errors of truncation and cancellation error.
- Raises
ValueError – When the Jacobian approximation method has not been set.
- store_local_data(**kwargs)
Store discipline data in local data.
- Parameters
**kwargs (Any) – The data to be stored in
MDODiscipline.local_data
.- Return type
None
- property cache_tol: float
The cache input tolerance.
This is the tolerance for equality of the inputs in the cache. If norm(stored_input_data-input_data) <= cache_tol * norm(stored_input_data), the cached data for
stored_input_data
is returned when callingself.execute(input_data)
.- Raises
ValueError – When the discipline does not have a cache.
- property default_inputs: dict[str, Any]
The default inputs.
- Raises
TypeError – When the default inputs are not passed as a dictionary.
- property exec_time: float | None
The cumulated execution time of the discipline.
This property is multiprocessing safe.
- Raises
RuntimeError – When the discipline counters are disabled.
- property grammar_type: gemseo.core.grammars.base_grammar.BaseGrammar
The type of grammar to be used for inputs and outputs declaration.
- property linearization_mode: str
The linearization mode among
MDODiscipline.AVAILABLE_MODES
.- Raises
ValueError – When the linearization mode is unknown.
- property local_data: gemseo.core.discipline_data.DisciplineData
The current input and output data.
- property n_calls: int | None
The number of times the discipline was executed.
This property is multiprocessing safe.
- Raises
RuntimeError – When the discipline counters are disabled.
- property n_calls_linearize: int | None
The number of times the discipline was linearized.
This property is multiprocessing safe.
- Raises
RuntimeError – When the discipline counters are disabled.
- property status: str
The status of the discipline.
Scalable model factory¶
This module contains the ScalableModelFactory
which is a factory
to create a ScalableModel
from its class name by means of the
ScalableModelFactory.create()
method. It is also possible to get a list
of available scalable models
(see ScalableModelFactory.scalable_models
method)
and to check is a type of scalable model is available
(see ScalableModelFactory.is_available()
method)
- class gemseo.problems.scalable.data_driven.factory.ScalableModelFactory[source]
This factory instantiates a class:.ScalableModel from its class name.
The class can be internal to GEMSEO or located in an external module whose path is provided to the constructor.
Initializes the factory: scans the directories to search for subclasses of ScalableModel.
Searches in “GEMSEO_PATH” and gemseo.caches
- create(model_name, data, sizes=None, **parameters)[source]
Create a scalable model.
- Parameters
- Returns
model_name scalable model
- is_available(model_name)[source]
Checks the availability of a scalable model.
Scalable model¶
This module implements the abstract concept of scalable model which is used by scalable disciplines. A scalable model is built from a input-output learning dataset associated with a function and generalizing its behavior to a new user-defined problem dimension, that is to say new user-defined input and output dimensions.
The concept of scalable model is implemented
through ScalableModel
, an abstract class which is instantiated from:
data provided as a
Dataset
variables sizes provided as a dictionary whose keys are the names of inputs and outputs and values are their new sizes. If a variable is missing, its original size is considered.
Scalable model parameters can also be filled in. Otherwise the model uses default values.
See also
The ScalableDiagonalModel
class overloads ScalableModel
.
- class gemseo.problems.scalable.data_driven.model.ScalableModel(data, sizes=None, **parameters)[source]
Scalable model.
Constructor.
- Parameters
- build_model()[source]
Build model with original sizes for input and output variables.
- compute_bounds()[source]
Compute lower and upper bounds of both input and output variables.
- normalize_data()[source]
Normalize dataset from lower and upper bounds.
- scalable_derivatives(input_value=None)[source]
Evaluate the scalable derivatives.
- scalable_function(input_value=None)[source]
Evaluate the scalable function.
- property original_sizes
Original sizes of variables.
- Returns
original sizes of variables.
- Return type
Scalable diagonal model¶
This module implements the concept of scalable diagonal model, which is a particular scalable model built from an input-output dataset relying on a diagonal design of experiments (DOE) where inputs vary proportionally from their lower bounds to their upper bounds, following the diagonal of the input space.
So for every output, the dataset catches its evolution with respect to this proportion, which makes it a mono dimensional behavior. Then, for a new user-defined problem dimension, the scalable model extrapolates this mono dimensional behavior to the different input directions.
The concept of scalable diagonal model is implemented through
the ScalableDiagonalModel
class
which is composed of a ScalableDiagonalApproximation
.
With regard to the diagonal DOE, GEMSEO proposes the
DiagonalDOE
class.
- class gemseo.problems.scalable.data_driven.diagonal.ScalableDiagonalApproximation(sizes, output_dependency, io_dependency, seed=0)[source]
Methodology that captures the trends of a physical problem, and extends it into a problem that has scalable input and outputs dimensions The original and the resulting scalable problem have the same interface:
all inputs and outputs have the same names; only their dimensions vary.
Constructor:
- Parameters
- build_scalable_function(function_name, dataset, input_names, degree=3)[source]
Build interpolation from a 1D input and output function. Add the model to the local dictionary.
- get_scalable_derivative(output_function)[source]
Retrieve the (scalable) gradient of the scalable function generated from the original discipline.
- Parameters
output_function (str) – name of the output function
- class gemseo.problems.scalable.data_driven.diagonal.ScalableDiagonalModel(data, sizes=None, fill_factor=- 1, comp_dep=None, inpt_dep=None, force_input_dependency=False, allow_unused_inputs=True, seed=1, group_dep=None)[source]
Scalable diagonal model.
Constructor.
- Parameters
data (Dataset) – learning dataset.
sizes (dict) –
sizes of input and output variables. If None, use the original sizes. Default: None.
By default it is set to None.
fill_factor –
degree of sparsity of the dependency matrix. Default: -1.
By default it is set to -1.
comp_dep –
matrix that establishes the selection of a single original component for each scalable component
By default it is set to None.
inpt_dep –
dependency matrix that establishes the dependency of outputs wrt inputs
By default it is set to None.
force_input_dependency (bool) –
for any output, force dependency with at least on input.
By default it is set to False.
allow_unused_inputs (bool) –
possibility to have an input with no dependence with any output
By default it is set to True.
seed (int) –
seed
By default it is set to 1.
dependency between inputs and outputs
By default it is set to None.
- build_model()[source]
Build model with original sizes for input and output variables.
- Returns
scalable approximation.
- Return type
- compute_bounds()
Compute lower and upper bounds of both input and output variables.
- generate_random_dependency()[source]
Generates a random dependency structure for use in scalable discipline.
- normalize_data()
Normalize dataset from lower and upper bounds.
- plot_1d_interpolations(save=False, show=False, step=0.01, varnames=None, directory='.', png=False)[source]
Plot the scaled 1D interpolations, a.k.a. the basis functions.
A basis function is a mono dimensional function interpolating the samples of a given output component over the input sampling line \(t\in[0,1]\mapsto \\underline{x}+t(\overline{x}-\\underline{x})\).
There are as many basis functions as there are output components from the discipline. Thus, for a discipline with a single output in dimension 1, there is 1 basis function. For a discipline with a single output in dimension 2, there are 2 basis functions. For a discipline with an output in dimension 2 and an output in dimension 13, there are 15 basis functions. And so on. This method allows to plot the basis functions associated with all outputs or only part of them, either on screen (
show=True
), in a file (save=True
) or both. We can also specify the discretizationstep
whose default value is0.01
.- Parameters
save (bool) –
if True, export the plot as a PDF file (Default value = False)
By default it is set to False.
show (bool) –
if True, display the plot (Default value = False)
By default it is set to False.
step (bool) –
Step to evaluate the 1d interpolation function (Default value = 0.01)
By default it is set to 0.01.
names of the variable to plot; if None, all variables are plotted (Default value = None)
By default it is set to None.
directory (str) –
directory path. Default: ‘.’.
By default it is set to ..
png (bool) –
if True, the file format is PNG. Otherwise, use PDF. Default: False.
By default it is set to False.
- plot_dependency(add_levels=True, save=True, show=False, directory='.', png=False)[source]
This method plots the dependency matrix of a discipline in the form of a chessboard, where rows represent inputs, columns represent output and gray scale represent the dependency level between inputs and outputs.
- Parameters
add_levels (bool) –
add values of dependency levels in percentage. Default: True.
By default it is set to True.
save (bool) –
if True, export the plot into a file. Default: True.
By default it is set to True.
show (bool) –
if True, display the plot. Default: False.
By default it is set to False.
directory (str) –
directory path. Default: ‘.’.
By default it is set to ..
png (bool) –
if True, the file format is PNG. Otherwise, use PDF. Default: False.
By default it is set to False.
- scalable_derivatives(input_value=None)[source]
Evaluate the scalable derivatives.
- scalable_function(input_value=None)[source]
Evaluate the scalable functions.
- property original_sizes
Original sizes of variables.
- Returns
original sizes of variables.
- Return type
- gemseo.problems.scalable.data_driven.diagonal.choice(a, size=None, replace=True, p=None)
Generates a random sample from a given 1-D array
New in version 1.7.0.
Note
New code should use the
choice
method of adefault_rng()
instance instead; please see the Quick Start.- Parameters
a (1-D array-like or int) – If an ndarray, a random sample is generated from its elements. If an int, the random sample is generated as if it were
np.arange(a)
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g.,
(m, n, k)
, thenm * n * k
samples are drawn. Default is None, in which case a single value is returned.replace (boolean, optional) – Whether the sample is with or without replacement. Default is True, meaning that a value of
a
can be selected multiple times.p (1-D array-like, optional) – The probabilities associated with each entry in a. If not given, the sample assumes a uniform distribution over all entries in
a
.
- Returns
samples – The generated random samples
- Return type
single item or ndarray
- Raises
ValueError – If a is an int and less than zero, if a or p are not 1-dimensional, if a is an array-like of size 0, if p is not a vector of probabilities, if a and p have different lengths, or if replace=False and the sample size is greater than the population size
Notes
Setting user-specified probabilities through
p
uses a more general but less efficient sampler than the default. The general sampler produces a different sample than the optimized sampler even if each element ofp
is 1 / len(a).Sampling random rows from a 2-D array is not possible with this function, but is possible with Generator.choice through its
axis
keyword.Examples
Generate a uniform random sample from np.arange(5) of size 3:
>>> np.random.choice(5, 3) array([0, 3, 4]) # random >>> #This is equivalent to np.random.randint(0,5,3)
Generate a non-uniform random sample from np.arange(5) of size 3:
>>> np.random.choice(5, 3, p=[0.1, 0, 0.3, 0.6, 0]) array([3, 3, 0]) # random
Generate a uniform random sample from np.arange(5) of size 3 without replacement:
>>> np.random.choice(5, 3, replace=False) array([3,1,0]) # random >>> #This is equivalent to np.random.permutation(np.arange(5))[:3]
Generate a non-uniform random sample from np.arange(5) of size 3 without replacement:
>>> np.random.choice(5, 3, replace=False, p=[0.1, 0, 0.3, 0.6, 0]) array([2, 3, 0]) # random
Any of the above can be repeated with an arbitrary array-like instead of just integers. For instance:
>>> aa_milne_arr = ['pooh', 'rabbit', 'piglet', 'Christopher'] >>> np.random.choice(aa_milne_arr, 5, p=[0.5, 0.1, 0.1, 0.3]) array(['pooh', 'pooh', 'pooh', 'Christopher', 'piglet'], # random dtype='<U11')
- gemseo.problems.scalable.data_driven.diagonal.npseed()
seed(self, seed=None)
Reseed a legacy MT19937 BitGenerator
Notes
This is a convenience, legacy function.
The best practice is to not reseed a BitGenerator, rather to recreate a new one. This method is here for legacy reasons. This example demonstrates best practice.
>>> from numpy.random import MT19937 >>> from numpy.random import RandomState, SeedSequence >>> rs = RandomState(MT19937(SeedSequence(123456789))) # Later, you want to restart the stream >>> rs = RandomState(MT19937(SeedSequence(987654321)))
- gemseo.problems.scalable.data_driven.diagonal.rand(d0, d1, ..., dn)
Random values in a given shape.
Note
This is a convenience function for users porting code from Matlab, and wraps random_sample. That function takes a tuple to specify the size of the output, which is consistent with other NumPy functions like numpy.zeros and numpy.ones.
Create an array of the given shape and populate it with random samples from a uniform distribution over
[0, 1)
.- Parameters
d0 (int, optional) – The dimensions of the returned array, must be non-negative. If no argument is given a single Python float is returned.
d1 (int, optional) – The dimensions of the returned array, must be non-negative. If no argument is given a single Python float is returned.
... (int, optional) – The dimensions of the returned array, must be non-negative. If no argument is given a single Python float is returned.
dn (int, optional) – The dimensions of the returned array, must be non-negative. If no argument is given a single Python float is returned.
- Returns
out – Random values.
- Return type
ndarray, shape
(d0, d1, ..., dn)
See also
Examples
>>> np.random.rand(3,2) array([[ 0.14022471, 0.96360618], #random [ 0.37601032, 0.25528411], #random [ 0.49313049, 0.94909878]]) #random
- gemseo.problems.scalable.data_driven.diagonal.randint(low, high=None, size=None, dtype=int)
Return random integers from low (inclusive) to high (exclusive).
Return random integers from the “discrete uniform” distribution of the specified dtype in the “half-open” interval [low, high). If high is None (the default), then results are from [0, low).
Note
New code should use the
integers
method of adefault_rng()
instance instead; please see the Quick Start.- Parameters
low (int or array-like of ints) – Lowest (signed) integers to be drawn from the distribution (unless
high=None
, in which case this parameter is one above the highest such integer).high (int or array-like of ints, optional) – If provided, one above the largest (signed) integer to be drawn from the distribution (see above for behavior if
high=None
). If array-like, must contain integer valuessize (int or tuple of ints, optional) – Output shape. If the given shape is, e.g.,
(m, n, k)
, thenm * n * k
samples are drawn. Default is None, in which case a single value is returned.dtype (dtype, optional) –
Desired dtype of the result. Byteorder must be native. The default value is int.
New in version 1.11.0.
- Returns
out – size-shaped array of random integers from the appropriate distribution, or a single such random int if size not provided.
- Return type
int or ndarray of ints
See also
random_integers
similar to randint, only for the closed interval [low, high], and 1 is the lowest value if high is omitted.
Generator.integers
which should be used for new code.
Examples
>>> np.random.randint(2, size=10) array([1, 0, 0, 0, 1, 1, 0, 0, 1, 0]) # random >>> np.random.randint(1, size=10) array([0, 0, 0, 0, 0, 0, 0, 0, 0, 0])
Generate a 2 x 4 array of ints between 0 and 4, inclusive:
>>> np.random.randint(5, size=(2, 4)) array([[4, 0, 2, 1], # random [3, 2, 2, 0]])
Generate a 1 x 3 array with 3 different upper bounds
>>> np.random.randint(1, [3, 5, 10]) array([2, 2, 9]) # random
Generate a 1 by 3 array with 3 different lower bounds
>>> np.random.randint([1, 5, 7], 10) array([9, 8, 7]) # random
Generate a 2 by 4 array using broadcasting with dtype of uint8
>>> np.random.randint([1, 3, 5, 7], [[10], [20]], dtype=np.uint8) array([[ 8, 6, 9, 7], # random [ 1, 16, 9, 12]], dtype=uint8)