.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "auto_meta_modeling/fields_metamodels/plot_karhunenloeve_validation.py" .. LINE NUMBERS ARE GIVEN BELOW. .. only:: html .. note:: :class: sphx-glr-download-link-note Click :ref:`here ` to download the full example code .. rst-class:: sphx-glr-example-title .. _sphx_glr_auto_meta_modeling_fields_metamodels_plot_karhunenloeve_validation.py: Validation of a Karhunen-Loeve decomposition ============================================ .. GENERATED FROM PYTHON SOURCE LINES 6-8 In this example we are going to assess a Karhunen-Loeve decomposition .. GENERATED FROM PYTHON SOURCE LINES 11-16 .. code-block:: default import openturns as ot import openturns.viewer as viewer from matplotlib import pylab as plt ot.Log.Show(ot.Log.NONE) .. GENERATED FROM PYTHON SOURCE LINES 17-18 Create a Gaussian process. .. GENERATED FROM PYTHON SOURCE LINES 18-24 .. code-block:: default numberOfVertices = 20 interval = ot.Interval(-1.0, 1.0) mesh = ot.IntervalMesher([numberOfVertices - 1]).build(interval) covariance = ot.SquaredExponential() process = ot.GaussianProcess(covariance, mesh) .. GENERATED FROM PYTHON SOURCE LINES 25-26 Decompose it using KL-SVD. .. GENERATED FROM PYTHON SOURCE LINES 26-33 .. code-block:: default sampleSize = 100 processSample = process.getSample(sampleSize) threshold = 1.0e-7 algo = ot.KarhunenLoeveSVDAlgorithm(processSample, threshold) algo.run() klresult = algo.getResult() .. GENERATED FROM PYTHON SOURCE LINES 34-35 Instantiate the validation service. .. GENERATED FROM PYTHON SOURCE LINES 35-37 .. code-block:: default validation = ot.KarhunenLoeveValidation(processSample, klresult) .. GENERATED FROM PYTHON SOURCE LINES 38-39 Plot the residual field. .. GENERATED FROM PYTHON SOURCE LINES 39-42 .. code-block:: default residualProcessSample = validation.computeResidual() view = viewer.View(residualProcessSample.drawMarginal(0)) .. image-sg:: /auto_meta_modeling/fields_metamodels/images/sphx_glr_plot_karhunenloeve_validation_001.png :alt: KL residual - 0 marginal :srcset: /auto_meta_modeling/fields_metamodels/images/sphx_glr_plot_karhunenloeve_validation_001.png :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 43-44 Plot the residual mean field. .. GENERATED FROM PYTHON SOURCE LINES 44-47 .. code-block:: default residualMean = validation.computeResidualMean() view = viewer.View(residualMean.drawMarginal(0)) .. image-sg:: /auto_meta_modeling/fields_metamodels/images/sphx_glr_plot_karhunenloeve_validation_002.png :alt: KL residual mean - 0 marginal :srcset: /auto_meta_modeling/fields_metamodels/images/sphx_glr_plot_karhunenloeve_validation_002.png :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 48-49 Plot the residual standard deviation field. .. GENERATED FROM PYTHON SOURCE LINES 49-52 .. code-block:: default residualSigmaField = validation.computeResidualStandardDeviation() view = viewer.View(residualSigmaField.drawMarginal(0)) .. image-sg:: /auto_meta_modeling/fields_metamodels/images/sphx_glr_plot_karhunenloeve_validation_003.png :alt: KL residual standard deviation - 0 marginal :srcset: /auto_meta_modeling/fields_metamodels/images/sphx_glr_plot_karhunenloeve_validation_003.png :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 53-54 Build the validation graph. .. GENERATED FROM PYTHON SOURCE LINES 54-56 .. code-block:: default view = viewer.View(validation.drawValidation()) .. image-sg:: /auto_meta_modeling/fields_metamodels/images/sphx_glr_plot_karhunenloeve_validation_004.png :alt: Karhunen-Loeve Validation :srcset: /auto_meta_modeling/fields_metamodels/images/sphx_glr_plot_karhunenloeve_validation_004.png :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 57-58 Build the weight graph. .. GENERATED FROM PYTHON SOURCE LINES 58-60 .. code-block:: default view = viewer.View(validation.drawObservationWeight(0)) .. image-sg:: /auto_meta_modeling/fields_metamodels/images/sphx_glr_plot_karhunenloeve_validation_005.png :alt: Field weight axis 0 :srcset: /auto_meta_modeling/fields_metamodels/images/sphx_glr_plot_karhunenloeve_validation_005.png :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 61-62 Build the quality graph. .. GENERATED FROM PYTHON SOURCE LINES 62-64 .. code-block:: default view = viewer.View(validation.drawObservationQuality()) plt.show() .. image-sg:: /auto_meta_modeling/fields_metamodels/images/sphx_glr_plot_karhunenloeve_validation_006.png :alt: Field quality :srcset: /auto_meta_modeling/fields_metamodels/images/sphx_glr_plot_karhunenloeve_validation_006.png :class: sphx-glr-single-img .. rst-class:: sphx-glr-timing **Total running time of the script:** ( 0 minutes 0.456 seconds) .. _sphx_glr_download_auto_meta_modeling_fields_metamodels_plot_karhunenloeve_validation.py: .. only :: html .. container:: sphx-glr-footer :class: sphx-glr-footer-example .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_karhunenloeve_validation.py ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_karhunenloeve_validation.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_