# Create a linear least squares modelΒΆ

In this basic example we are going to create a global approximation of a model response using a linear function:

Here

[2]:

from __future__ import print_function
import openturns as ot

# Prepare an input sample
x  = [[0.5,0.5], [-0.5,-0.5], [-0.5,0.5], [0.5,-0.5]]
x += [[0.25,0.25], [-0.25,-0.25], [-0.25,0.25], [0.25,-0.25]]

[3]:

# Compute the output sample from the input sample and a function
formulas = ['cos(x1 + x2)', '(x2 + 1) * exp(x1 - 2 * x2)']
model = ot.SymbolicFunction(['x1', 'x2'], formulas)
y = model(x)

[4]:

# create a linear least squares model
algo = ot.LinearLeastSquares(x, y)
algo.run()

[5]:

# get the linear term
algo.getLinear()

[5]:


[[ -2.97904e-16 0.998189 ]
[ -1.98603e-16 -0.925648 ]]

[6]:

# get the constant term
algo.getConstant()

[6]:


[0.854471,1.05305]

[7]:

# get the metamodel
responseSurface = algo.getMetaModel()

[8]:

# plot 2nd output of our model with x1=0.5
graph = ot.ParametricFunction(responseSurface, [0], [0.5]).getMarginal(1).draw(-0.5, 0.5)
graph.setLegends(['linear LS'])
curve = ot.ParametricFunction(model, [0], [0.5]).getMarginal(1).draw(-0.5, 0.5).getDrawable(0)
curve.setColor('red')
curve.setLegend('model')

[8]: