Response surface: Functional chaos expansion

Functional chaos algorithm

FunctionalChaosAlgorithm(*args)

Functional chaos algorithm.

experimental.LeastSquaresExpansion(*args)

L2 approximation on an orthonormal basis using least-squares and a fixed basis.

experimental.IntegrationExpansion(*args)

L2 approximation on an orthonormal basis using least-squares and a fixed basis.

Construction of the truncated multivariate orthogonal basis

AdaptiveStrategy(*args)

Base class for the construction of the truncated multivariate orthogonal basis.

CleaningStrategy(*args)

Cleaning truncation strategy.

FixedStrategy(*args)

Fixed truncation strategy.

Computation of the polynomial chaos coefficients

ProjectionStrategy(*args)

Base class for the evaluation strategies of the approximation coefficients.

IntegrationStrategy(*args)

Integration strategy for the approximation coefficients.

LeastSquaresStrategy(*args)

Least squares strategy for the approximation coefficients.

ApproximationAlgorithm(*args)

Approximation algorithm.

PenalizedLeastSquaresAlgorithmFactory(*args)

Penalized least squares algorithm factory.

PenalizedLeastSquaresAlgorithm(*args)

Penalized least squares algorithm.

LeastSquaresMetaModelSelectionFactory(*args)

Least squares metamodel selection factory.

LeastSquaresMetaModelSelection(*args)

Least squares metamodel selection factory.

BasisSequenceFactory(*args)

Basis sequence factory.

LARS(*args)

Least Angle Regression.

FittingAlgorithm(*args)

Fitting algorithm.

CorrectedLeaveOneOut(*args)

Corrected leave one out.

KFold(*args)

K-fold.

DesignProxy(*args)

Design matrix cache.

Least Squares problem resolution

Refer to Least squares problems numerical methods.

LeastSquaresMethod(*args)

Base class for least square solvers.

CholeskyMethod(*args)

Least squares solver using Cholesky decomposition.

SVDMethod(*args)

Least squares solver using SVD decomposition.

QRMethod(*args)

Least squares solver using the QR decomposition.

SparseMethod(*args)

Least squares solver using a sparse representation.

Results

FunctionalChaosRandomVector(*args)

Functional chaos random vector.

FunctionalChaosResult(*args)

Functional chaos result.

FunctionalChaosSobolIndices(*args)

Sensitivity analysis based on functional chaos expansion.

Functional chaos on fields

experimental.FieldToPointFunctionalChaosAlgorithm(*args)

Functional metamodel algorithm based on chaos decomposition.

experimental.FieldFunctionalChaosResult(*args)

Functional metamodel result.

experimental.FieldFunctionalChaosSobolIndices(*args)

Sobol indices from a functional decomposition.