gemseo / uncertainty / sensitivity / hsic

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analysis module

Sensitivity analysis based on the Hilbert-Schmidt independence criterion (HSIC).

class gemseo.uncertainty.sensitivity.hsic.analysis.HSICAnalysis(disciplines, parameter_space, n_samples, output_names=(), algo='', algo_options=mappingproxy({}), formulation='MDF', **formulation_options)[source]

Bases: BaseSensitivityAnalysis

Sensitivity analysis based on the Hilbert-Schmidt independence criterion (HSIC).

The compute_indices() method proposes three types of sensitivity analysis:

  • global sensitivity analysis (GSA, default) to identify the input variables most likely to cause the output to deviate from a nominal value,

  • target sensitivity analysis (TSA) to identify the input variables most likely to cause the output to reach a certain domain,

  • conditional sensitivity analysis (CSA) most likely to cause the output to deviate from a nominal value under the condition that the considered output is in a certain domain.

For GSA and CSA, the sensitivity indices can be estimated with both U- and V- statistics. For TSA, only U-statistics is possible.

Given a sensitivity analysis type and a statistics estimation technique, the compute_indices() method returns the standard HSIC indices and the normalized ones, also called R2-HSIC indices.

Examples

>>> from numpy import pi
>>> from gemseo import create_discipline, create_parameter_space
>>> from gemseo.uncertainty.sensitivity.hsic.analysis import HSICAnalysis
>>> from gemseo.problems.uncertainty.ishigami.ishigami_discipline import (
...     IshigamiDiscipline,
... )
>>> from gemseo.problems.uncertainty.ishigami.ishigami_space import (
...     IshigamiSpace,
... )
>>>
>>> discipline = IshigamiDiscipline()
>>> uncertain_space = IshigamiSpace()
>>>
>>> analysis = HSICAnalysis([discipline], uncertain_space, n_samples=1000)
>>> indices = analysis.compute_indices()
Parameters:

  • disciplines (Collection[MDODiscipline]) – The discipline or disciplines to use for the analysis.

  • parameter_space (ParameterSpace) – A parameter space.

  • n_samples (int) – A number of samples. If None, the number of samples is computed by the algorithm.

  • output_names (Iterable[str]) –

    The disciplines’ outputs to be considered for the analysis. If empty, use all the outputs.

    By default it is set to ().

  • algo (str) –

    The name of the DOE algorithm. If empty, use the BaseSensitivityAnalysis.DEFAULT_DRIVER.

    By default it is set to “”.

  • algo_options (Mapping[str, DOELibraryOptionType]) –

    The options of the DOE algorithm.

    By default it is set to {}.

  • formulation (str) –

    The name of the MDOFormulation to sample the disciplines.

    By default it is set to “MDF”.

  • **formulation_options (Any) – The options of the MDOFormulation.

class AnalysisType(value)[source]

Bases: StrEnum

The sensitivity analysis type.

CONDITIONAL = 'conditional'

Conditional sensitivity analysis.

This sensitivity analysis is incompatible with StatisticEstimator.USTAT.

GLOBAL = 'global'

Global sensitivity analysis.

TARGET = 'target'

Target sensitivity analysis.

class CovarianceModel(value)[source]

Bases: StrEnum

The covariance model type.

GAUSSIAN = 'Gaussian'

Squared exponential covariance model.

class Method(value)[source]

Bases: StrEnum

The name of the sensitivity method.

HSIC = 'HSIC'

The HSIC indices.

P_VALUE_ASYMPTOTIC = 'p-value-asymptotic'

The p-value obtained with an asymptotic formula.

P_VALUE_PERMUTATION = 'p-value-permutation'

The p-value estimated through permutations.

R2_HSIC = 'R2-HSIC'

The normalized HSIC (R2-HSIC) indices.

class StatisticEstimator(value)[source]

Bases: StrEnum

The statistic estimator type.

USTAT = 'U-statistic'

U-statistic.

VSTAT = 'V-statistic'

V-statistic.

compute_indices(outputs=(), statistic_estimator=StatisticEstimator.USTAT, input_covariance_model=CovarianceModel.GAUSSIAN, output_covariance_model=CovarianceModel.GAUSSIAN, analysis_type=AnalysisType.GLOBAL, seed=0, n_permutations=100)[source]

Compute the sensitivity indices.

Parameters:

  • outputs (str | Sequence[str] | Mapping[str, tuple[Iterable[float], Iterable[float]]]) –

    For global sensitivity analysis, the name(s) of the output(s) for which to compute the sensitivity indices; if empty, use the names of the outputs set at instantiation. For target and conditional sensitivity analyses, the names and the lower and upper bounds of these outputs specified as {name: (lower, upper), ...}; this argument is mandatory.

    By default it is set to ().

  • statistic_estimator (StatisticEstimator) –

    The name of the statistic estimator type. This argument is ignored when analysis_type is CONDITIONAL; in this case, the U-statistics do not exist and V-statistics are considered.

    By default it is set to “U-statistic”.

  • input_covariance_model (CovarianceModel) –

    The name of the covariance model class of the estimator associated to the input variables.

    By default it is set to “Gaussian”.

  • output_covariance_model (CovarianceModel) –

    The name of the covariance model class of the estimator associated to the output variables.

    By default it is set to “Gaussian”.

  • analysis_type (AnalysisType) –

    The sensitivity analysis type.

    By default it is set to “global”.

  • seed (int) –

    The seed for reproducible results.

    By default it is set to 0.

  • n_permutations (int) –

    The number of permutations used to estimate the p-values.

    By default it is set to 100.

Returns:

The sensitivity indices.

With the following structure:

{
    "method_name": {
        "output_name": [
            {
                "input_name": data_array,
            }
        ]
    }
}

Return type:

dict[str, FirstOrderIndicesType]

static from_pickle(file_path)

Load a sensitivity analysis from the disk.

Parameters:

file_path (str | Path) – The path to the file.

Returns:

The sensitivity analysis.

Return type:

BaseSensitivityAnalysis

plot(output, inputs=(), title='', save=True, show=False, file_path='', file_format='')

Plot the sensitivity indices.

Parameters:

  • output (VariableType) – The output for which to display sensitivity indices, either a name or a tuple of the form (name, component). If name, its first component is considered.

  • inputs (Iterable[str]) –

    The uncertain input variables for which to display the sensitivity indices. If empty, display all the uncertain input variables.

    By default it is set to ().

  • title (str) –

    The title of the plot, if any.

    By default it is set to “”.

  • save (bool) –

    If True, save the figure.

    By default it is set to True.

  • show (bool) –

    If True, show the figure.

    By default it is set to False.

  • file_path (str | Path) –

    A file path. Either a complete file path, a directory name or a file name. If empty, use a default file name and a default directory. The file extension is inferred from filepath extension, if any.

    By default it is set to “”.

  • file_format (str) –

    A file format, e.g. ‘png’, ‘pdf’, ‘svg’, … Used when file_path does not have any extension. If empty, use a default file extension.

    By default it is set to “”.

Returns:

The plot figure.

Return type:

DatasetPlot | Figure

plot_bar(outputs=(), inputs=(), standardize=False, title='', save=True, show=False, file_path='', directory_path='', file_name='', file_format='', sort=True, sorting_output='', **options)

Plot the sensitivity indices on a bar chart.

This method may consider one or more outputs, as well as all inputs (default behavior) or a subset.

Parameters:

  • outputs (OutputsType) –

    The outputs for which to display sensitivity indices, either a name, a list of names, a (name, component) tuple, a list of such tuples or a list mixing such tuples and names. When a name is specified, all its components are considered. If empty, use the default outputs.

    By default it is set to ().

  • inputs (Iterable[str]) –

    The uncertain input variables for which to display the sensitivity indices. If empty, display all the uncertain input variables.

    By default it is set to ().

  • standardize (bool) –

    Whether to scale the indices to \([0,1]\).

    By default it is set to False.

  • title (str) –

    The title of the plot, if any.

    By default it is set to “”.

  • save (bool) –

    If True, save the figure.

    By default it is set to True.

  • show (bool) –

    If True, show the figure.

    By default it is set to False.

  • file_path (str | Path) –

    The path of the file to save the figures. If the extension is missing, use file_extension. If empty, create a file path from directory_path, file_name and file_extension.

    By default it is set to “”.

  • directory_path (str | Path) –

    The path of the directory to save the figures. If empty, use the current working directory.

    By default it is set to “”.

  • file_name (str) –

    The name of the file to save the figures. If empty, use a default one generated by the post-processing.

    By default it is set to “”.

  • file_format (str) –

    A file extension, e.g. ‘png’, ‘pdf’, ‘svg’, … If None, use a default file extension.

    By default it is set to “”.

  • **options (int) – The options to instantiate the BarPlot. If empty, use a default file extension.

  • sort (bool) –

    Whether to sort the uncertain variables by decreasing order of the sensitivity indices associated with the sorting output variable.

    By default it is set to True.

  • sorting_output (VariableType) –

    The sorting output variable If empty, use the first one.

    By default it is set to “”.

  • **options – The options to instantiate the BarPlot.

Returns:

A bar chart representing the sensitivity indices.

Return type:

BarPlot

plot_comparison(indices, output, inputs=(), title='', use_bar_plot=True, save=True, show=False, file_path='', directory_path='', file_name='', file_format='', **options)

Plot a comparison between the current sensitivity indices and other ones.

This method allows to use either a bar chart (default option) or a radar one.

Parameters:

  • indices (list[BaseSensitivityAnalysis]) – The sensitivity indices.

  • output (VariableType) – The output for which to display sensitivity indices, either a name or a tuple of the form (name, component). If name, its first component is considered.

  • inputs (Iterable[str]) –

    The uncertain input variables for which to display the sensitivity indices. If empty, display all the uncertain input variables.

    By default it is set to ().

  • title (str) –

    The title of the plot, if any.

    By default it is set to “”.

  • use_bar_plot (bool) –

    The type of graph. If True, use a bar plot. Otherwise, use a radar chart.

    By default it is set to True.

  • save (bool) –

    If True, save the figure.

    By default it is set to True.

  • show (bool) –

    If True, show the figure.

    By default it is set to False.

  • file_path (str | Path) –

    The path of the file to save the figures. If empty, create a file path from directory_path, file_name and file_format.

    By default it is set to “”.

  • directory_path (str | Path) –

    The path of the directory to save the figures. If empty, use the current working directory.

    By default it is set to “”.

  • file_name (str) –

    The name of the file to save the figures. If empty, use a default one generated by the post-processing.

    By default it is set to “”.

  • file_format (str) –

    A file format, e.g. ‘png’, ‘pdf’, ‘svg’, … If empty, use a default file extension.

    By default it is set to “”.

  • **options (bool) – The options passed to the underlying DatasetPlot.

Returns:

A graph comparing sensitivity indices.

Return type:

BarPlot | RadarChart

plot_field(output, mesh=None, inputs=(), standardize=False, title='', save=True, show=False, file_path='', directory_path='', file_name='', file_format='', properties=mappingproxy({}))

Plot the sensitivity indices related to a 1D or 2D functional output.

The output is considered as a 1D or 2D functional variable, according to the shape of the mesh on which it is represented.

Parameters:

  • output (VariableType) – The output for which to display sensitivity indices, either a name or a tuple of the form (name, component) where (name, component) is used to sort the inputs. If it is a name, its first component is considered.

  • mesh (ndarray | None) – The mesh on which the p-length output is represented. Either a p-length array for a 1D functional output or a (p, 2) array for a 2D one. If None, assume a 1D functional output.

  • inputs (Iterable[str]) –

    The uncertain input variables for which to display the sensitivity indices. If empty, display all the uncertain input variables.

    By default it is set to ().

  • standardize (bool) –

    Whether to scale the indices to \([0,1]\).

    By default it is set to False.

  • title (str) –

    The title of the plot, if any.

    By default it is set to “”.

  • save (bool) –

    If True, save the figure.

    By default it is set to True.

  • show (bool) –

    If True, show the figure.

    By default it is set to False.

  • file_path (str | Path) –

    The path of the file to save the figures. If empty, create a file path from directory_path, file_name and file_extension.

    By default it is set to “”.

  • directory_path (str | Path) –

    The path of the directory to save the figures. If empty, use the current working directory.

    By default it is set to “”.

  • file_name (str) –

    The name of the file to save the figures. If empty, use a default one generated by the post-processing.

    By default it is set to “”.

  • file_format (str) –

    A file extension, e.g. ‘png’, ‘pdf’, ‘svg’, … If empty, use a default file extension.

    By default it is set to “”.

  • properties (Mapping[str, DatasetPlotPropertyType]) –

    The general properties of a DatasetPlot.

    By default it is set to {}.

Returns:

A bar plot representing the sensitivity indices.

Raises:

NotImplementedError – If the dimension of the mesh is greater than 2.

Return type:

Curves | Surfaces

plot_radar(outputs=(), inputs=(), standardize=False, title='', save=True, show=False, file_path='', directory_path='', file_name='', file_format='', min_radius=None, max_radius=None, sort=True, sorting_output='', **options)

Plot the sensitivity indices on a radar chart.

This method may consider one or more outputs, as well as all inputs (default behavior) or a subset.

For visualization purposes, it is also possible to change the minimum and maximum radius values.

Parameters:

  • outputs (OutputsType) –

    The outputs for which to display sensitivity indices, either a name, a list of names, a (name, component) tuple, a list of such tuples or a list mixing such tuples and names. When a name is specified, all its components are considered. If empty, use the default outputs.

    By default it is set to ().

  • inputs (Iterable[str]) –

    The uncertain input variables for which to display the sensitivity indices. If empty, display all the uncertain input variables.

    By default it is set to ().

  • standardize (bool) –

    Whether to scale the indices to \([0,1]\).

    By default it is set to False.

  • title (str) –

    The title of the plot, if any.

    By default it is set to “”.

  • save (bool) –

    If True, save the figure.

    By default it is set to True.

  • show (bool) –

    If True, show the figure.

    By default it is set to False.

  • file_path (str | Path) –

    The path of the file to save the figures. If the extension is missing, use file_extension. If empty, create a file path from directory_path, file_name and file_extension.

    By default it is set to “”.

  • directory_path (str | Path) –

    The path of the directory to save the figures. If empty, use the current working directory.

    By default it is set to “”.

  • file_name (str) –

    The name of the file to save the figures. If empty, use a default one generated by the post-processing.

    By default it is set to “”.

  • file_format (str) –

    A file extension, e.g. ‘png’, ‘pdf’, ‘svg’, … If empty, use a default file extension.

    By default it is set to “”.

  • min_radius (float | None) – The minimal radial value. If None, from data.

  • max_radius (float | None) – The maximal radial value. If None, from data.

  • sort (bool) –

    Whether to sort the uncertain variables by decreasing order of the sensitivity indices associated with the sorting output variable.

    By default it is set to True.

  • sorting_output (VariableType) –

    The sorting output variable If empty, use the first one.

    By default it is set to “”.

  • **options (bool | int) – The options to instantiate the RadarChart.

Returns:

A radar chart representing the sensitivity indices.

Return type:

RadarChart

sort_parameters(output)

Return the parameters sorted in descending order.

Parameters:

output (VariableType) – Either a tuple as (output_name, output_component) or an output name; in the second case, use the first output component.

Returns:

The input parameters sorted by decreasing order of sensitivity; in case of a multivariate input, aggregate the sensitivity indices associated to the different input components by adding them up typically.

Return type:

list[str]

static standardize_indices(indices)

Standardize the sensitivity indices for each output component.

Each index is replaced by its absolute value divided by the largest index. Thus, the standardized indices belong to the interval \([0,1]\).

Parameters:

indices (dict[str, list[dict[str, ndarray]]]) – The indices to be standardized.

Returns:

The standardized indices.

Return type:

dict[str, list[dict[str, ndarray]]]

to_dataset()

Convert BaseSensitivityAnalysis.indices into a Dataset.

Returns:

The sensitivity indices.

Return type:

Dataset

to_pickle(file_path)

Save the current sensitivity analysis on the disk.

Parameters:

file_path (str | Path) – The path to the file.

Return type:

None

DEFAULT_DRIVER: ClassVar[str] = 'OT_MONTE_CARLO'
dataset: IODataset

The dataset containing the discipline evaluations.

default_output: Iterable[str]

The default outputs of interest.

property hsic: dict[str, list[dict[str, ndarray]]]

The HSIC indices.

With the following structure:

{
    "output_name": [
        {
            "input_name": data_array,
        }
    ]
}
property indices: dict[str, dict[str, list[dict[str, ndarray]]]]

The sensitivity indices.

With the following structure:

{
    "method_name": {
        "output_name": [
            {
                "input_name": data_array,
            }
        ]
    }
}
property input_names: list[str]

The names of the inputs.

property main_indices: dict[str, list[dict[str, ndarray]]]

The main sensitivity indices.

With the following structure:

{
    "output_name": [
        {
            "input_name": data_array,
        }
    ]
}
property main_method: Method

The name of the main method.

One of the enum Sensitivity.Method.

property p_value_asymptotic: dict[str, list[dict[str, ndarray]]]

The p-value obtained with an asymptotic formula.

With the following structure:

{
    "output_name": [
        {
            "input_name": data_array,
        }
    ]
}

Note

Not yet implemented in OpenTURNS for conditional analysis.

property p_value_permutation: dict[str, list[dict[str, ndarray]]]

The p-value estimated through permutations.

With the following structure:

{
    "output_name": [
        {
            "input_name": data_array,
        }
    ]
}
property r2_hsic: dict[str, list[dict[str, ndarray]]]

The normalized HSIC indices.

With the following structure:

{
    "output_name": [
        {
            "input_name": data_array,
        }
    ]
}