.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "auto_data_analysis/graphics/plot_sensitivity_par_coo_ishigami.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_auto_data_analysis_graphics_plot_sensitivity_par_coo_ishigami.py: Visualize sensitivity ===================== .. GENERATED FROM PYTHON SOURCE LINES 7-29 The parallel coordinates graph enables to visualize all the combinations of the input variables which lead to a specific range of the output variable. It is a very simple and cheap tool to visualize sensitivity from the raw data. Let us consider a model :math:`f: \mathbb{R}^n \longrightarrow \mathbb{R}`, where :math:`f(\underline{X}) = Y`. The graph requires to have an input sample :math:`X_s` and an output sample :math:`Y_s`. The first figure draws such a graph: each column represents one component :math:`X_i` of the input vector :math:`\underline{X}`. The last column represents the scalar output variable :math:`Y`. For each point :math:`\underline{X}^j`, each component :math:`X_i^j` is noted on its respective axe and the last mark is the one which corresponds to the associated :math:`Y^j`. A line joins all the marks. Thus, each point of the sample corresponds to a particular line on the graph. The scale of the axes are quantile based: each axe runs between 0 and 1 and each value is represented by its quantile with respect to its marginal empirical distribution. It is interesting to select, among those lines, the ones which correspond to a specific range of the output variable. These particular lines are colored differently. This specific range is defined in the quantile based scale of :math:`Y` or in its specific scale. In that second case, the range is automatically converted into a quantile based scale range. .. GENERATED FROM PYTHON SOURCE LINES 31-35 .. code-block:: Python from openturns.usecases.ishigami_function import IshigamiModel import openturns as ot import openturns.viewer as otv .. GENERATED FROM PYTHON SOURCE LINES 36-37 We load the :ref:`Ishigami model` from the `usecases` module : .. GENERATED FROM PYTHON SOURCE LINES 37-43 .. code-block:: Python im = IshigamiModel() # the Ishigami function model = im.model # the input distribution inputDist = im.distribution .. GENERATED FROM PYTHON SOURCE LINES 44-45 We create a random vector from out input distribution : .. GENERATED FROM PYTHON SOURCE LINES 45-47 .. code-block:: Python inputVector = ot.RandomVector(inputDist) .. GENERATED FROM PYTHON SOURCE LINES 48-49 And we create the output random vector :math:`Y = model(X)` : .. GENERATED FROM PYTHON SOURCE LINES 49-51 .. code-block:: Python output = ot.CompositeRandomVector(model, inputVector) .. GENERATED FROM PYTHON SOURCE LINES 52-53 We generate an input sample of size :math:`N` : .. GENERATED FROM PYTHON SOURCE LINES 53-56 .. code-block:: Python N = 1000 X = inputVector.getSample(N) .. GENERATED FROM PYTHON SOURCE LINES 57-58 We evaluate the associated output sample : .. GENERATED FROM PYTHON SOURCE LINES 58-61 .. code-block:: Python Y = model(X) Y.setDescription("Y") .. GENERATED FROM PYTHON SOURCE LINES 62-63 We display the minimum, maximum and value of the 90% quantile of :math:`Y` : .. GENERATED FROM PYTHON SOURCE LINES 63-65 .. code-block:: Python print(Y.getMin(), Y.getMax(), Y.computeQuantilePerComponent(0.9)) .. rst-class:: sphx-glr-script-out .. code-block:: none [-9.7203] [16.672] [7.69383] .. GENERATED FROM PYTHON SOURCE LINES 66-77 Value based scale to describe the Y range ----------------------------------------- Say we are interested in the higher values of the output :math:`Y`. A first approach is to highlight peculiar lines for which :math:`Y \in [a,b]` with the bounds :math:`a` and :math:`b` well chosen. For example, values greater than 85% of the maximum : - :math:`a = 0.85 \max(Y)` ; - :math:`b = \max(Y)` ; .. GENERATED FROM PYTHON SOURCE LINES 77-88 .. code-block:: Python minValue = 0.85 * Y.getMax()[0] maxValue = Y.getMax()[0] # We deactivate the default quantile scale. quantileScale = False graph = ot.VisualTest.DrawParallelCoordinates( X, Y, minValue, maxValue, "red", quantileScale ) graph.setLegendPosition("lower right") view = otv.View(graph) .. image-sg:: /auto_data_analysis/graphics/images/sphx_glr_plot_sensitivity_par_coo_ishigami_001.svg :alt: Parallel coordinates - [Y] vs [X1,X2,X3] :srcset: /auto_data_analysis/graphics/images/sphx_glr_plot_sensitivity_par_coo_ishigami_001.svg :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 89-92 Here we would like to conclude that the highest values of :math:`Y` are obtained from a specific input as the highlighted lines clearly follow one only path. However, this approach is too naive and specific to the input sample. Indeed, if we set the lower bound to 80% of the maximum : .. GENERATED FROM PYTHON SOURCE LINES 94-103 .. code-block:: Python minValue = 0.80 * Y.getMax()[0] maxValue = Y.getMax()[0] quantileScale = False graph = ot.VisualTest.DrawParallelCoordinates( X, Y, minValue, maxValue, "red", quantileScale ) graph.setLegendPosition("lower right") view = otv.View(graph) .. image-sg:: /auto_data_analysis/graphics/images/sphx_glr_plot_sensitivity_par_coo_ishigami_002.svg :alt: Parallel coordinates - [Y] vs [X1,X2,X3] :srcset: /auto_data_analysis/graphics/images/sphx_glr_plot_sensitivity_par_coo_ishigami_002.svg :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 104-105 A new path is then available ! That is the reason why we chose a quantile based ranking as the value based parallel plot involves a bit of guessing. .. GENERATED FROM PYTHON SOURCE LINES 108-113 Rank based scale to describe the Y range --------------------------------------------------- In this paragraph we use quantile based bounds. We are still interested in the highest values of :math:`Y` more specifically the 95% quantile : .. GENERATED FROM PYTHON SOURCE LINES 115-125 .. code-block:: Python minValue = 0.95 maxValue = 1.0 # a quantileScale is used, default behaviour quantileScale = True graph = ot.VisualTest.DrawParallelCoordinates( X, Y, minValue, maxValue, "red", quantileScale ) graph.setLegendPosition("lower right") view = otv.View(graph) .. image-sg:: /auto_data_analysis/graphics/images/sphx_glr_plot_sensitivity_par_coo_ishigami_003.svg :alt: Parallel coordinates - [Y] vs [X1,X2,X3] :srcset: /auto_data_analysis/graphics/images/sphx_glr_plot_sensitivity_par_coo_ishigami_003.svg :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 126-128 The parallel coordinates plot obtained is helpful : we see peculiar values for each marginal. .. GENERATED FROM PYTHON SOURCE LINES 130-148 Recall that the Ishigami model is given by .. math:: f(X) = \sin(X_1) + 7 \sin^2(X_2) + 0.1 X_3^4 \sin(X_1) with each marginal of :math:`X=(X_1, X_2, X_3)` uniform in :math:`]-\pi,\pi[`. Then the highest values of :math:`Y=f(X)` are obtained when each term is near its peak : - the :math:`\sin(X_1)` term around :math:`X_1 = \frac{\pi}{2}` ; - the :math:`7 \sin^2(X_2)` term around :math:`X_2 = -\frac{\pi}{2}` and :math:`X_2 = \frac{\pi}{2}` ; - the :math:`X_3^4 \sin(X_1)` term around :math:`X_1 = \frac{\pi}{2}` and :math:`X_3 = \{ -\pi, \pi \}`. These values can be seen on the parallel plot as for each marginal there is a cluster around respectively 1, 2 and 2 values for :math:`X_1`, :math:`X_2` and :math:`X_3`. This amounts to 4 different values 'realizing' the maximum and we can observe 4 distinct paths on the parallel plot as well. .. GENERATED FROM PYTHON SOURCE LINES 150-154 We can also guess the independence of marginals when looking at paths between :math:`X_2` and :math:`X_3`. For any given cluster value of :math:`X_2` on the graph there are as many paths to a high value of :math:`X_3` as to a small value. A dependence between these two marginals would have presented unbalanced paths. .. GENERATED FROM PYTHON SOURCE LINES 156-161 When the parallel plot brings nothing ------------------------------------- To conclude our tour on the parallel plot we look at the 50% quantile : that is values around the mean : .. GENERATED FROM PYTHON SOURCE LINES 163-172 .. code-block:: Python minValue = 0.48 maxValue = 0.52 quantileScale = True graph = ot.VisualTest.DrawParallelCoordinates( X, Y, minValue, maxValue, "red", quantileScale ) graph.setLegendPosition("upper right") view = otv.View(graph) .. image-sg:: /auto_data_analysis/graphics/images/sphx_glr_plot_sensitivity_par_coo_ishigami_004.svg :alt: Parallel coordinates - [Y] vs [X1,X2,X3] :srcset: /auto_data_analysis/graphics/images/sphx_glr_plot_sensitivity_par_coo_ishigami_004.svg :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 173-178 We cannot extract any useful information from this parallel plot. In fact it is the expected behaviour as mean values should be attained from various combinations of# the input variables. The parallel coordinates graph is a cheap tool and highly useful to explore more extreme values! .. GENERATED FROM PYTHON SOURCE LINES 180-181 Display figures .. GENERATED FROM PYTHON SOURCE LINES 181-182 .. code-block:: Python otv.View.ShowAll() .. _sphx_glr_download_auto_data_analysis_graphics_plot_sensitivity_par_coo_ishigami.py: .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-example .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_sensitivity_par_coo_ishigami.ipynb ` .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_sensitivity_par_coo_ishigami.py ` .. container:: sphx-glr-download sphx-glr-download-zip :download:`Download zipped: plot_sensitivity_par_coo_ishigami.zip `