MonteCarloLHS

class MonteCarloLHS(*args)

Monte Carlo LHS optimization.

Performs the optimization of an LHS using Monte Carlo simulations.

Parameters:
lhsDesignLHSExperiment

Factory that generate designs

Nint

Number of simulations

spaceFillingSpaceFilling, optional

Criterion to be optimized, default is SpaceFillingMinDist

Notes

MonteCarloLHS generates N LHS designs and returns the optimal one with respect to a space-filling criterion. Unlike SimulatedAnnealingLHS it does not apply cell swaps directly so the design may not change that much if the shuffle property of the LHSExperiment is disabled.

Examples

>>> import openturns as ot
>>> dimension = 3
>>> size = 100
>>> # Build standard randomized LHS algorithm
>>> distribution = ot.ComposedDistribution([ot.Uniform(0.0, 1.0)]*dimension)
>>> lhs = ot.LHSExperiment(distribution, size)
>>> lhs.setAlwaysShuffle(True) # randomized
>>> # Defining space fillings
>>> spaceFilling = ot.SpaceFillingC2()
>>> # RandomBruteForce MonteCarlo with N designs (LHS with C2 optimization)
>>> N = 10000
>>> optimalLHSAlgorithm = ot.MonteCarloLHS(lhs, N, spaceFilling)

Methods

generate()

Generate points according to the type of the experiment.

generateWithWeights()

Generate points and their associated weight according to the type of the experiment.

getClassName()

Accessor to the object's name.

getDistribution()

Accessor to the distribution.

getId()

Accessor to the object's id.

getLHS()

Return the LHS design.

getName()

Accessor to the object's name.

getResult()

Result accessor.

getShadowedId()

Accessor to the object's shadowed id.

getSize()

Accessor to the size of the generated sample.

getSpaceFilling()

Return the space-filling criterion to be optimized.

getVisibility()

Accessor to the object's visibility state.

hasName()

Test if the object is named.

hasUniformWeights()

Ask whether the experiment has uniform weights.

hasVisibleName()

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.
__init__(*args)
generate()

Generate points according to the type of the experiment.

Returns:
sampleSample

Points (\Xi_i)_{i \in I} which constitute the design of experiments with card I = size. The sampling method is defined by the nature of the weighted experiment.

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:
sampleSample

The points which constitute the design of experiments. The sampling method is defined by the nature of the experiment.

weightsPoint of size cardI

Weights (\omega_i)_{i \in I} associated with the points. By default, all the weights are equal to 1/cardI.

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:
distributionDistribution

Distribution used to generate the set of input data.

getId()

Accessor to the object’s id.

Returns:
idint

Internal unique identifier.

getLHS()

Return the LHS design.

Returns:
valueLHSExperiment

Result the factory that builds initial design to be optimized

getName()

Accessor to the object’s name.

Returns:
namestr

The name of the object.

getResult()

Result accessor.

Returns:
valueLHSResult

Result of generation that contains the optimal design, some criteria and history

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 cardI of points constituting the design of experiments.

getSpaceFilling()

Return the space-filling criterion to be optimized.

Returns:
valueSpaceFilling

Criterion function to be optimized

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.

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:
distributionDistribution

Distribution used to generate the set of input data.

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 cardI of points constituting the design of experiments.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters:
visiblebool

Visibility flag.