Parameter space#

In this example, we will see the basics of ParameterSpace.

from __future__ import annotations

from gemseo import configure_logger
from gemseo import create_discipline
from gemseo import sample_disciplines
from gemseo.algos.parameter_space import ParameterSpace
from gemseo.post.dataset.scatter_plot_matrix import ScatterMatrix

configure_logger()
<RootLogger root (INFO)>

Firstly, a ParameterSpace does not require any mandatory argument.

Create a parameter space#

parameter_space = ParameterSpace()

Then, we can add either deterministic variables from their lower and upper bounds (use ParameterSpace.add_variable()):

parameter_space.add_variable("x", lower_bound=-2.0, upper_bound=2.0)

or uncertain variables from their distribution names and parameters (use ParameterSpace.add_random_variable()):

parameter_space.add_random_variable("y", "SPNormalDistribution", mu=0.0, sigma=1.0)
parameter_space
Parameter space:
Name Lower bound Value Upper bound Type Distribution
x -2 None 2 float
y -inf 0 inf float norm(mu=0.0, sigma=1.0)


Warning

We cannot mix probability distributions from different families, e.g. an OTDistribution and a SPDistribution.

We can check that the variables x and y are implemented as deterministic and uncertain variables respectively:

parameter_space.is_deterministic("x"), parameter_space.is_uncertain("y")
(True, True)

Note that when GEMSEO does not offer a class for the SciPy distribution, we can use the generic GEMSEO class SPDistribution to create any SciPy distribution by setting interfaced_distribution to its SciPy name and parameters as a dictionary of SciPy parameter names and values (see the documentation of SciPy).

# parameter_space.add_random_variable(
#     "y",
#     "SPDistribution",
#     interfaced_distribution="norm",
#     parameters={"loc": 1.0, "scale": 2.0},
# )

A similar procedure can be followed for OpenTURNS distributions for which GEMSEO does not offer a class directly. We can use the generic GEMSEO class OTDistribution to create any OpenTURNS distribution by setting interfaced_distribution to its OpenTURNS name and parameters as a tuple of OpenTURNS parameter values (see the documentation of OpenTURNS).

# parameter_space.add_random_variable(
#     "y",
#     "OTDistribution",
#     interfaced_distribution="Normal",
#     parameters=(1.0, 2.0),
# )

Sample from the parameter space#

We can sample the uncertain variables from the ParameterSpace and get values either as an array (default value):

sample = parameter_space.compute_samples(n_samples=2, as_dict=True)
sample
[{'y': array([1.40864186])}, {'y': array([-0.34049952])}]

or as a dictionary:

sample = parameter_space.compute_samples(n_samples=4)
sample
array([[-1.06729486],
       [ 1.09949007],
       [-0.67016986],
       [ 0.30104017]])

Sample a discipline over the parameter space#

We can also sample a discipline over the parameter space. For simplicity, we instantiate an AnalyticDiscipline from a dictionary of expressions.

discipline = create_discipline("AnalyticDiscipline", expressions={"z": "x+y"})

Then, we use the sample_disciplines() function with an LHS algorithm to generate 100 samples of the discipline over the whole parameter space:

dataset = sample_disciplines(
    [discipline], parameter_space, "z", algo_name="PYDOE_LHS", n_samples=100
)
WARNING - 11:24:57: No coupling in MDA, switching chain_linearize to True.
   INFO - 11:24:57:
   INFO - 11:24:57: *** Start Sampling execution ***
   INFO - 11:24:57: Sampling
   INFO - 11:24:57:    Disciplines: AnalyticDiscipline
   INFO - 11:24:57:    MDO formulation: MDF
   INFO - 11:24:57: Running the algorithm PYDOE_LHS:
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   INFO - 11:24:57: *** End Sampling execution (time: 0:00:00.043557) ***

and visualize it in a tabular way:

dataset
GROUP inputs outputs
VARIABLE x y z
COMPONENT 0 0 0
0 1.869403 1.246453 3.115855
1 -1.567970 3.285041 1.717071
2 0.282640 -0.101706 0.180934
3 1.916313 1.848317 3.764630
4 1.562653 0.586038 2.148691
... ... ... ...
95 0.120633 -0.327477 -0.206844
96 -0.999225 1.461403 0.462178
97 -1.396066 -0.972779 -2.368845
98 1.090093 0.225565 1.315658
99 -1.433207 -0.779330 -2.212536

100 rows × 3 columns



or graphical by means of a scatter plot matrix for example:

ScatterMatrix(dataset).execute(save=False, show=True)
plot parameter space
[<Figure size 640x480 with 9 Axes>]

Sample a discipline over the uncertain space#

If we want to sample a discipline over the uncertain space, we need to filter the uncertain variables:

parameter_space.filter(parameter_space.uncertain_variables)

# If we want to sample a discipline over the uncertain space only,
# we need to extract it:
uncertain_space = parameter_space.extract_uncertain_space()

Then, we sample the discipline over this uncertain space:

dataset = sample_disciplines(
    [discipline], uncertain_space, "z", algo_name="PYDOE_LHS", n_samples=100
)
dataset
WARNING - 11:24:58: No coupling in MDA, switching chain_linearize to True.
   INFO - 11:24:58:
   INFO - 11:24:58: *** Start Sampling execution ***
   INFO - 11:24:58: Sampling
   INFO - 11:24:58:    Disciplines: AnalyticDiscipline
   INFO - 11:24:58:    MDO formulation: MDF
   INFO - 11:24:58: Running the algorithm PYDOE_LHS:
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   INFO - 11:24:58: *** End Sampling execution (time: 0:00:00.042539) ***
GROUP inputs outputs
VARIABLE y z
COMPONENT 0 0
0 -0.640726 -0.640726
1 -0.393653 -0.393653
2 0.550565 0.550565
3 0.944369 0.944369
4 -2.115275 -2.115275
... ... ...
95 0.081947 0.081947
96 -1.085812 -1.085812
97 -0.761651 -0.761651
98 -0.042932 -0.042932
99 -0.813354 -0.813354

100 rows × 2 columns



Total running time of the script: (0 minutes 0.455 seconds)

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