level module¶
A level $ell$ for the MLMC algorithm.
- class gemseo_umdo.statistics.multilevel.mlmc.level.Level(model, cost=None, n_cost_estimation_samples=1, n_initial_samples=10, sampling_ratio=2.0)[source]¶
Bases:
object
A level $ell$ for the MLMC algorithm.
- Parameters:
model (MDOFunction) –
cost (float | None) –
n_cost_estimation_samples (int) –
By default it is set to 1.
n_initial_samples (int) –
By default it is set to 10.
sampling_ratio (float) –
By default it is set to 2.0.
- model: MDOFunction¶
The model $f_ell$ to sample.
This model can be set from any callable taking a NumPy array of float numbers as input and outputting either a float number or a NumPy array of float numbers.