.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "examples/mlearning/regression_model/plot_pce_regression.py" .. LINE NUMBERS ARE GIVEN BELOW. .. only:: html .. note:: :class: sphx-glr-download-link-note :ref:`Go to the end ` to download the full example code .. rst-class:: sphx-glr-example-title .. _sphx_glr_examples_mlearning_regression_model_plot_pce_regression.py: PCE regression ============== We want to approximate a discipline with two inputs and two outputs: - :math:`y_1=1+2x_1+3x_2` - :math:`y_2=-1-2x_1-3x_2` over the unit hypercube :math:`[0,1]\times[0,1]`. .. GENERATED FROM PYTHON SOURCE LINES 32-48 .. code-block:: Python from __future__ import annotations from numpy import array from gemseo import configure_logger from gemseo import create_design_space from gemseo import create_discipline from gemseo import create_parameter_space from gemseo import create_scenario from gemseo.mlearning import create_regression_model from gemseo.mlearning import import_regression_model configure_logger() .. rst-class:: sphx-glr-script-out .. code-block:: none .. GENERATED FROM PYTHON SOURCE LINES 49-53 Create the discipline to learn ------------------------------ We can implement this analytic discipline by means of the :class:`.AnalyticDiscipline` class. .. GENERATED FROM PYTHON SOURCE LINES 53-58 .. code-block:: Python expressions = {"y_1": "1+2*x_1+3*x_2", "y_2": "-1-2*x_1-3*x_2"} discipline = create_discipline( "AnalyticDiscipline", name="func", expressions=expressions ) .. GENERATED FROM PYTHON SOURCE LINES 59-62 Create the input sampling space ------------------------------- We create the input sampling space by adding the variables one by one. .. GENERATED FROM PYTHON SOURCE LINES 62-66 .. code-block:: Python design_space = create_design_space() design_space.add_variable("x_1", l_b=0.0, u_b=1.0) design_space.add_variable("x_2", l_b=0.0, u_b=1.0) .. GENERATED FROM PYTHON SOURCE LINES 67-72 Create the learning set ----------------------- We can build a learning set by means of a :class:`.DOEScenario` with a full factorial design of experiments. The number of samples can be equal to 9 for example. .. GENERATED FROM PYTHON SOURCE LINES 72-77 .. code-block:: Python scenario = create_scenario( [discipline], "DisciplinaryOpt", "y_1", design_space, scenario_type="DOE" ) scenario.execute({"algo": "fullfact", "n_samples": 9}) .. rst-class:: sphx-glr-script-out .. code-block:: none INFO - 13:55:47: INFO - 13:55:47: *** Start DOEScenario execution *** INFO - 13:55:47: DOEScenario INFO - 13:55:47: Disciplines: func INFO - 13:55:47: MDO formulation: DisciplinaryOpt INFO - 13:55:47: Optimization problem: INFO - 13:55:47: minimize y_1(x_1, x_2) INFO - 13:55:47: with respect to x_1, x_2 INFO - 13:55:47: over the design space: INFO - 13:55:47: +------+-------------+-------+-------------+-------+ INFO - 13:55:47: | Name | Lower bound | Value | Upper bound | Type | INFO - 13:55:47: +------+-------------+-------+-------------+-------+ INFO - 13:55:47: | x_1 | 0 | None | 1 | float | INFO - 13:55:47: | x_2 | 0 | None | 1 | float | INFO - 13:55:47: +------+-------------+-------+-------------+-------+ INFO - 13:55:47: Solving optimization problem with algorithm fullfact: INFO - 13:55:47: 11%|█ | 1/9 [00:00<00:00, 353.12 it/sec, obj=1] INFO - 13:55:47: 22%|██▏ | 2/9 [00:00<00:00, 559.61 it/sec, obj=2] INFO - 13:55:47: 33%|███▎ | 3/9 [00:00<00:00, 713.36 it/sec, obj=3] INFO - 13:55:47: 44%|████▍ | 4/9 [00:00<00:00, 828.79 it/sec, obj=2.5] INFO - 13:55:47: 56%|█████▌ | 5/9 [00:00<00:00, 918.11 it/sec, obj=3.5] INFO - 13:55:47: 67%|██████▋ | 6/9 [00:00<00:00, 990.00 it/sec, obj=4.5] INFO - 13:55:47: 78%|███████▊ | 7/9 [00:00<00:00, 1038.30 it/sec, obj=4] INFO - 13:55:47: 89%|████████▉ | 8/9 [00:00<00:00, 1085.52 it/sec, obj=5] INFO - 13:55:47: 100%|██████████| 9/9 [00:00<00:00, 1127.00 it/sec, obj=6] INFO - 13:55:47: Optimization result: INFO - 13:55:47: Optimizer info: INFO - 13:55:47: Status: None INFO - 13:55:47: Message: None INFO - 13:55:47: Number of calls to the objective function by the optimizer: 9 INFO - 13:55:47: Solution: INFO - 13:55:47: Objective: 1.0 INFO - 13:55:47: Design space: INFO - 13:55:47: +------+-------------+-------+-------------+-------+ INFO - 13:55:47: | Name | Lower bound | Value | Upper bound | Type | INFO - 13:55:47: +------+-------------+-------+-------------+-------+ INFO - 13:55:47: | x_1 | 0 | 0 | 1 | float | INFO - 13:55:47: | x_2 | 0 | 0 | 1 | float | INFO - 13:55:47: +------+-------------+-------+-------------+-------+ INFO - 13:55:47: *** End DOEScenario execution (time: 0:00:00.019796) *** {'eval_jac': False, 'n_samples': 9, 'algo': 'fullfact'} .. GENERATED FROM PYTHON SOURCE LINES 78-82 Create the regression model --------------------------- Then, we build the linear regression model from the database and displays this model. .. GENERATED FROM PYTHON SOURCE LINES 82-92 .. code-block:: Python prob_space = create_parameter_space() prob_space.add_random_variable("x_1", "OTUniformDistribution") prob_space.add_random_variable("x_2", "OTUniformDistribution") dataset = scenario.to_dataset(opt_naming=False) model = create_regression_model( "PCERegressor", data=dataset, probability_space=prob_space, transformer=None ) model.learn() model .. raw:: html
PCERegressor(cleaning_options=CleaningOptions(max_considered_terms=100, most_significant=20, significance_factor=0.0001), degree=2, hyperbolic_parameter=1.0, n_quadrature_points=0, probability_space=Uncertain space: +------+-------------------------------+ | Name | Distribution | +------+-------------------------------+ | x_1 | Uniform(lower=0.0, upper=1.0) | | x_2 | Uniform(lower=0.0, upper=1.0) | +------+-------------------------------+, use_cleaning=False, use_lars=False)
  • based on the OpenTURNS library
  • built from 9 learning samples


.. GENERATED FROM PYTHON SOURCE LINES 93-96 Predict output -------------- Once it is built, we can use it for prediction. .. GENERATED FROM PYTHON SOURCE LINES 96-100 .. code-block:: Python input_value = {"x_1": array([1.0]), "x_2": array([2.0])} output_value = model.predict(input_value) output_value .. rst-class:: sphx-glr-script-out .. code-block:: none {'y_1': array([9.])} .. GENERATED FROM PYTHON SOURCE LINES 101-104 Save the regression model ------------------------- Lastly, we save the model. .. GENERATED FROM PYTHON SOURCE LINES 104-106 .. code-block:: Python directory = model.to_pickle() .. rst-class:: sphx-glr-script-out .. code-block:: none /home/docs/checkouts/readthedocs.org/user_builds/gemseo/envs/stable/lib/python3.9/site-packages/gemseo/mlearning/core/ml_algo.py:359: UserWarning: Pandas doesn't allow columns to be created via a new attribute name - see https://pandas.pydata.org/pandas-docs/stable/indexing.html#attribute-access self.learning_set.data = {} .. GENERATED FROM PYTHON SOURCE LINES 107-110 Load the regression model ------------------------- In an other study, we could load this model. .. GENERATED FROM PYTHON SOURCE LINES 110-113 .. code-block:: Python loaded_model = import_regression_model(directory) loaded_model .. raw:: html
PCERegressor(cleaning_options=CleaningOptions(max_considered_terms=100, most_significant=20, significance_factor=0.0001), degree=2, hyperbolic_parameter=1.0, n_quadrature_points=0, probability_space=Uncertain space: +------+-------------------------------+ | Name | Distribution | +------+-------------------------------+ | x_1 | Uniform(lower=0.0, upper=1.0) | | x_2 | Uniform(lower=0.0, upper=1.0) | +------+-------------------------------+, use_cleaning=False, use_lars=False)
  • based on the OpenTURNS library
  • built from 9 learning samples


.. GENERATED FROM PYTHON SOURCE LINES 114-117 Use the loaded regression model ------------------------------- And use it! .. GENERATED FROM PYTHON SOURCE LINES 117-118 .. code-block:: Python loaded_model.predict(input_value) .. rst-class:: sphx-glr-script-out .. code-block:: none {'y_1': array([9.])} .. rst-class:: sphx-glr-timing **Total running time of the script:** (0 minutes 0.184 seconds) .. _sphx_glr_download_examples_mlearning_regression_model_plot_pce_regression.py: .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-example .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_pce_regression.ipynb ` .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_pce_regression.py ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_