KrigingAlgorithm¶
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class
KrigingAlgorithm
(*args)¶ Kriging algorithm.
Refer to Kriging.
 Available constructors:
KrigingAlgorithm(inputSample, outputSample, covarianceModel, basis, normalize=True)
KrigingAlgorithm(inputSample, outputSample, covarianceModel, basisCollection, normalize=True)
 Parameters
 inputSample, outputSample2d sequence of float
The samples and upon which the metamodel is built.
 covarianceModel
CovarianceModel
Covariance model used for the underlying Gaussian process assumption.
 basis
Basis
Functional basis to estimate the trend (universal kriging): .
If , the same basis is used for each marginal output.
 basisCollectionsequence of
Basis
Collection of functional basis: one basis for each marginal output: . If the sequence is empty, no trend coefficient is estimated (simple kriging).
 normalizebool, optional
Indicates whether the input sample has to be normalized.
The transformation used is fixed by the User in inputTransformation or the empirical mean and variance of the input sample. Default is set in resource map key GeneralLinearModelAlgorithmNormalizeData
Notes
We suppose we have a sample where for all k, with the model.
The meta model Kriging is based on the same principles as those of the general linear model: it assumes that the sample is considered as the trace of a Gaussian process on . The Gaussian process is defined by:
(1)¶
where:
with and the trend functions.
is a Gaussian process of dimension p with zero mean and covariance function (see
CovarianceModel
for the notations).The estimation of the parameters are made by the
GeneralLinearModelAlgorithm
class.The Kriging algorithm makes the general linear model interpolary on the input samples. The Kriging meta model is defined by:
where is the condition for each .
(1) writes:
where is a matrix in and .
A known centered gaussian observation noise can be taken into account with
setNoise()
:Examples
Create the model and the samples:
>>> import openturns as ot >>> f = ot.SymbolicFunction(['x'], ['x * sin(x)']) >>> sampleX = [[1.0], [2.0], [3.0], [4.0], [5.0], [6.0], [7.0], [8.0]] >>> sampleY = f(sampleX)
Create the algorithm:
>>> basis = ot.Basis([ot.SymbolicFunction(['x'], ['x']), ot.SymbolicFunction(['x'], ['x^2'])]) >>> covarianceModel = ot.SquaredExponential([1.0]) >>> covarianceModel.setActiveParameter([]) >>> algo = ot.KrigingAlgorithm(sampleX, sampleY, covarianceModel, basis) >>> algo.run()
Get the resulting meta model:
>>> result = algo.getResult() >>> metamodel = result.getMetaModel()
 Attributes
thisown
The membership flag
Methods
Accessor to the object’s name.
Accessor to the joint probability density function of the physical input vector.
getId
()Accessor to the object’s id.
Accessor to the input sample.
getName
()Accessor to the object’s name.
getNoise
()Observation noise variance accessor.
Accessor to solver used to optimize the covariance model parameters.
Accessor to the optimization bounds.
Accessor to the covariance model parameters optimization flag.
Accessor to the output sample.
Accessor to the reduced loglikelihood function that writes as argument of the covariance’s model parameters.
Get the results of the metamodel computation.
Accessor to the object’s shadowed id.
Accessor to the object’s visibility state.
hasName
()Test if the object is named.
Test if the object has a distinguishable name.
run
()Compute the response surface.
setDistribution
(distribution)Accessor to the joint probability density function of the physical input vector.
setName
(name)Accessor to the object’s name.
setNoise
(noise)Observation noise variance accessor.
setOptimizationAlgorithm
(solver)Accessor to the solver used to optimize the covariance model parameters.
setOptimizationBounds
(optimizationBounds)Accessor to the optimization bounds.
setOptimizeParameters
(optimizeParameters)Accessor to the covariance model parameters optimization flag.
setShadowedId
(id)Accessor to the object’s shadowed id.
setVisibility
(visible)Accessor to the object’s visibility state.

__init__
(*args)¶ Initialize self. See help(type(self)) for accurate signature.

getClassName
()¶ Accessor to the object’s name.
 Returns
 class_namestr
The object class name (object.__class__.__name__).

getDistribution
()¶ Accessor to the joint probability density function of the physical input vector.
 Returns
 distribution
Distribution
Joint probability density function of the physical input vector.
 distribution

getId
()¶ Accessor to the object’s id.
 Returns
 idint
Internal unique identifier.

getName
()¶ Accessor to the object’s name.
 Returns
 namestr
The name of the object.

getNoise
()¶ Observation noise variance accessor.
 Returns
 noisesequence of positive float
The noise variance of each output value.

getOptimizationAlgorithm
()¶ Accessor to solver used to optimize the covariance model parameters.
 Returns
 algorithm
OptimizationAlgorithm
Solver used to optimize the covariance model parameters.
 algorithm

getOptimizationBounds
()¶ Accessor to the optimization bounds.
 Returns
 problem
Interval
The bounds used for numerical optimization of the likelihood.
 problem

getOptimizeParameters
()¶ Accessor to the covariance model parameters optimization flag.
 Returns
 optimizeParametersbool
Whether to optimize the covariance model parameters.

getReducedLogLikelihoodFunction
()¶ Accessor to the reduced loglikelihood function that writes as argument of the covariance’s model parameters.
 Returns
 reducedLogLikelihood
Function
The reduced loglikelihood function as a function of .
 reducedLogLikelihood
Notes
The reduced loglikelihood function may be useful for some pre/postprocessing: vizuaisation of the maximizer, use of an external optimizers to maximize the reduced loglikelihood etc.
Examples
Create the model and the samples:
>>> import openturns as ot >>> f = ot.SymbolicFunction(['x0'], ['x0 * sin(x0)']) >>> inputSample = ot.Sample([[1.0], [3.0], [5.0], [6.0], [7.0], [8.0]]) >>> outputSample = f(inputSample)
Create the algorithm:
>>> basis = ot.ConstantBasisFactory().build() >>> covarianceModel = ot.SquaredExponential(1) >>> algo = ot.KrigingAlgorithm(inputSample, outputSample, covarianceModel, basis) >>> algo.run()
Get the reduced loglikelihood function:
>>> reducedLogLikelihoodFunction = algo.getReducedLogLikelihoodFunction()

getResult
()¶ Get the results of the metamodel computation.
 Returns
 result
KrigingResult
Structure containing all the results obtained after computation and created by the method
run()
.
 result

getShadowedId
()¶ Accessor to the object’s shadowed id.
 Returns
 idint
Internal unique identifier.

getVisibility
()¶ Accessor to the object’s visibility state.
 Returns
 visiblebool
Visibility flag.

hasName
()¶ Test if the object is named.
 Returns
 hasNamebool
True if the name is not empty.

hasVisibleName
()¶ Test if the object has a distinguishable name.
 Returns
 hasVisibleNamebool
True if the name is not empty and not the default one.

run
()¶ Compute the response surface.
Notes
It computes the kriging response surface and creates a
KrigingResult
structure containing all the results.

setDistribution
(distribution)¶ Accessor to the joint probability density function of the physical input vector.
 Parameters
 distribution
Distribution
Joint probability density function of the physical input vector.
 distribution

setName
(name)¶ Accessor to the object’s name.
 Parameters
 namestr
The name of the object.

setNoise
(noise)¶ Observation noise variance accessor.
 Parameters
 noisesequence of positive float
The noise variance of each output value.

setOptimizationAlgorithm
(solver)¶ Accessor to the solver used to optimize the covariance model parameters.
 Parameters
 algorithm
OptimizationAlgorithm
Solver used to optimize the covariance model parameters.
 algorithm
Examples
Create the model and the samples:
>>> import openturns as ot >>> input_data = ot.Uniform(1.0, 2.0).getSample(10) >>> model = ot.SymbolicFunction(['x'], ['x1+sin(pi_*x/(1+0.25*x^2))']) >>> output_data = model(input_data)
Create the Kriging algorithm with the optimizer option:
>>> basis = ot.Basis([ot.SymbolicFunction(['x'], ['0.0'])]) >>> thetaInit = 1.0 >>> covariance = ot.GeneralizedExponential([thetaInit], 2.0) >>> bounds = ot.Interval(1e2,1e2) >>> algo = ot.KrigingAlgorithm(input_data, output_data, covariance, basis) >>> algo.setOptimizationBounds(bounds)

setOptimizationBounds
(optimizationBounds)¶ Accessor to the optimization bounds.
 Parameters
 bounds
Interval
The bounds used for numerical optimization of the likelihood.
 bounds
Notes
See
GeneralLinearModelAlgorithm
class for more details, particularlysetOptimizationBounds()
.

setOptimizeParameters
(optimizeParameters)¶ Accessor to the covariance model parameters optimization flag.
 Parameters
 optimizeParametersbool
Whether to optimize the covariance model parameters.

setShadowedId
(id)¶ Accessor to the object’s shadowed id.
 Parameters
 idint
Internal unique identifier.

setVisibility
(visible)¶ Accessor to the object’s visibility state.
 Parameters
 visiblebool
Visibility flag.

thisown
¶ The membership flag