TensorProductExperiment¶
(Source code
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- class TensorProductExperiment(*args)¶
Tensor product experiment.
- Parameters:
- experimentslist of
WeightedExperiment
List of marginal experiments of the tensor product experiment. Each marginal experiment can have arbitrary dimension.
- experimentslist of
See also
Notes
The tensor product design of experiments (DOE) is based on a collection of marginal multidimensional elementary designs of experiments. It is anisotropic in the sense that each marginal DOE does not necessarily have the same size. Using more points in one component may be useful if we want to get more accurate results in that particular direction.
Furthermore, each marginal DOE does not necessarily have a dimension equal to 1. In this sense, this is a generalization of a classical tensor product DOE.
Let be the integration domain and let be an integrable function. Let be a probability density function. The tensor product experiment produces an approximation of the integral :
where is the size of the tensor product design of experiments, are the weights and are the nodes.
Let be the number of marginal DOEs. For each marginal DOE index , let be its size, representing the number of nodes in the marginal DOE, and let be the dimension of the -th marginal DOE. Let be the collection of marginal DOEs. The dimension of the tensor product experiment is equal to the sum of the dimensions of the marginal DOEs:
The size of the tensor product experiment is equal to the product of the marginal DOE sizes:
Let be a multi-index where is the set of positive integers. For any marginal DOE , let be its weights and let be its nodes.
The tensor product quadrature is ([gerstner1998] page 214):
where:
For any multi-index , we write
if and only if for . This means that each component of the multi-index is less than or equal to its corresponding marginal size. The set of multi-indices such that is produced using all possible combinations of the indices with the
Tuples
class.The tensor product experiment is:
where each weight is equal to the product of the marginal elementary weights:
and each node is equal to the agregation of the marginal elementary nodes:
Examples
In the following example, we tensorize two Gauss-Legendre quadratures, using 3 nodes in the first dimension and 5 nodes in the second.
>>> import openturns as ot >>> experiment1 = ot.GaussProductExperiment(ot.Uniform(0.0, 1.0), [3]) >>> experiment2 = ot.GaussProductExperiment(ot.Uniform(0.0, 1.0), [5]) >>> collection = [experiment1, experiment2] >>> multivariate_experiment = ot.TensorProductExperiment(collection) >>> nodes, weights = multivariate_experiment.generateWithWeights()
Marginal DOEs do not necessarily have dimension 1. In the following example, we tensorize two DOEs, where the first one has dimension 2, and the second one has dimension 3.
>>> # Experiment 1 : Uniform * 2 with 3 and 2 nodes. >>> marginal_sizes_1 = [3, 2] >>> dimension_1 = len(marginal_sizes_1) >>> distribution_1 = ot.ComposedDistribution([ot.Uniform()] * dimension_1) >>> experiment_1 = ot.GaussProductExperiment(distribution_1, marginal_sizes_1) >>> # Experiment 2 : Normal * 3 with 2, 2 and 1 nodes. >>> marginal_sizes_2 = [2, 2, 1] >>> dimension_2 = len(marginal_sizes_2) >>> distribution_2 = ot.ComposedDistribution([ot.Normal()] * dimension_2) >>> experiment_2 = ot.GaussProductExperiment(distribution_2, marginal_sizes_2) >>> # Tensor product >>> collection = [experiment_1, experiment_2] >>> multivariate_experiment = ot.TensorProductExperiment(collection) >>> nodes, weights = multivariate_experiment.generateWithWeights()
Methods
generate
()Generate points according to the type of the experiment.
Generate points and their associated weight according to the type of the experiment.
Accessor to the object's name.
Accessor to the distribution.
getId
()Accessor to the object's id.
getName
()Accessor to the object's name.
Accessor to the object's shadowed id.
getSize
()Accessor to the size of the generated sample.
Accessor to the object's visibility state.
Get the marginals of the experiment.
hasName
()Test if the object is named.
Ask whether the experiment has uniform weights.
Test if the object has a distinguishable name.
isRandom
()Accessor to the randomness of quadrature.
setDistribution
(distribution)Accessor to the distribution.
setName
(name)Accessor to the object's name.
setShadowedId
(id)Accessor to the object's shadowed id.
setSize
(size)Accessor to the size of the generated sample.
setVisibility
(visible)Accessor to the object's visibility state.
Set the marginals of the experiment.
- __init__(*args)¶
- generate()¶
Generate points according to the type of the experiment.
- Returns:
- sample
Sample
Points which constitute the design of experiments with . The sampling method is defined by the nature of the weighted experiment.
- sample
Examples
>>> import openturns as ot >>> ot.RandomGenerator.SetSeed(0) >>> myExperiment = ot.MonteCarloExperiment(ot.Normal(2), 5) >>> sample = myExperiment.generate() >>> print(sample) [ X0 X1 ] 0 : [ 0.608202 -1.26617 ] 1 : [ -0.438266 1.20548 ] 2 : [ -2.18139 0.350042 ] 3 : [ -0.355007 1.43725 ] 4 : [ 0.810668 0.793156 ]
- generateWithWeights()¶
Generate points and their associated weight according to the type of the experiment.
- Returns:
Examples
>>> import openturns as ot >>> ot.RandomGenerator.SetSeed(0) >>> myExperiment = ot.MonteCarloExperiment(ot.Normal(2), 5) >>> sample, weights = myExperiment.generateWithWeights() >>> print(sample) [ X0 X1 ] 0 : [ 0.608202 -1.26617 ] 1 : [ -0.438266 1.20548 ] 2 : [ -2.18139 0.350042 ] 3 : [ -0.355007 1.43725 ] 4 : [ 0.810668 0.793156 ] >>> print(weights) [0.2,0.2,0.2,0.2,0.2]
- getClassName()¶
Accessor to the object’s name.
- Returns:
- class_namestr
The object class name (object.__class__.__name__).
- getDistribution()¶
Accessor to the distribution.
- Returns:
- distribution
Distribution
Distribution used to generate the set of input data.
- 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.
- getShadowedId()¶
Accessor to the object’s shadowed id.
- Returns:
- idint
Internal unique identifier.
- getSize()¶
Accessor to the size of the generated sample.
- Returns:
- sizepositive int
Number of points constituting the design of experiments.
- getVisibility()¶
Accessor to the object’s visibility state.
- Returns:
- visiblebool
Visibility flag.
- getWeightedExperimentCollection()¶
Get the marginals of the experiment.
- Returns:
- colllist of
WeightedExperiment
List of the marginals of the experiment.
- colllist of
- hasName()¶
Test if the object is named.
- Returns:
- hasNamebool
True if the name is not empty.
- hasUniformWeights()¶
Ask whether the experiment has uniform weights.
- Returns:
- hasUniformWeightsbool
Whether the experiment has uniform weights.
- hasVisibleName()¶
Test if the object has a distinguishable name.
- Returns:
- hasVisibleNamebool
True if the name is not empty and not the default one.
- isRandom()¶
Accessor to the randomness of quadrature.
- Parameters:
- isRandombool
Is true if the design of experiments is random. Otherwise, the design of experiment is assumed to be deterministic.
- setDistribution(distribution)¶
Accessor to the distribution.
- Parameters:
- distribution
Distribution
Distribution used to generate the set of input data.
- distribution
- setName(name)¶
Accessor to the object’s name.
- Parameters:
- namestr
The name of the object.
- setShadowedId(id)¶
Accessor to the object’s shadowed id.
- Parameters:
- idint
Internal unique identifier.
- setSize(size)¶
Accessor to the size of the generated sample.
- Parameters:
- sizepositive int
Number of points constituting the design of experiments.
- setVisibility(visible)¶
Accessor to the object’s visibility state.
- Parameters:
- visiblebool
Visibility flag.
- setWeightedExperimentCollection(coll)¶
Set the marginals of the experiment.
- Parameters:
- colllist of
WeightedExperiment
List of the marginals of the experiment.
- colllist of