SharedC3ApproxData Class Reference

Derived approximation class for global basis polynomials. More...

Inheritance diagram for SharedC3ApproxData:

Public Member Functions
	SharedC3ApproxData ()
	default constructor
	SharedC3ApproxData (ProblemDescDB &problem_db, size_t num_vars)
	standard ProblemDescDB-driven constructor
	SharedC3ApproxData (const String &approx_type, const UShortArray &approx_order, size_t num_vars, short data_order, short output_level)
	on-the-fly constructor (no problem DB)
	~SharedC3ApproxData ()
	destructor
size_t	regression_size ()
	return number of FT unknowns using start_rank(), max_rank(), start_orders(), max_order()
size_t	max_rank_regression_size ()
	return number of FT unknowns using maximum rank, start_orders(), max_order()
size_t	max_order_regression_size ()
	return number of FT unknowns using start_rank(), max_rank(), and maximum basis order
size_t	max_regression_size ()
	return number of FT unknowns using maxima for rank and basis order
void	set_parameter (String var, const UShortArray &val)
	set UShortArray attribute value based on identifier string
void	set_parameter (String var, unsigned short val)
	set unsigned short attribute value based on identifier string
void	set_parameter (String var, size_t val)
	set size_t attribute value based on identifier string
void	set_parameter (String var, bool val)
	set bool attribute value based on identifier string
void	set_parameter (String var, short val)
	set short attribute value based on identifier string
void	set_parameter (String var, double val)
	set double attribute value based on identifier string
void	set_parameter (String var, int val)
	set int attribute value based on identifier string
void	set_active_parameter (String var, const UShortArray &val)
	set active UShortArray attribute value based on identifier string
void	set_active_parameter (String var, unsigned short val)
	set active unsigned short attribute value based on identifier string
void	set_active_parameter (String var, size_t val)
	set active size_t attribute value based on identifier string
void	set_active_parameter (String var, int val)
	set active int attribute value based on identifier string
const UShortArray &	start_orders () const
	return active start value for basis order
UShortArray &	start_orders ()
	return active start value for basis order (mutable)
unsigned short	max_order () const
	return active maximum value for basis order
unsigned short &	max_order ()
	return active maximum value for basis order (mutable)
size_t	start_rank () const
	return active start value for expansion rank
size_t &	start_rank ()
	return active start value for expansion rank (mutable)
size_t	max_rank () const
	return active maximum value for expansion rank
size_t &	max_rank ()
	return active maximum value for expansion rank (mutable)
size_t	max_cross_validation_rank_candidates () const
	return maxCVRankCandidates
unsigned short	max_cross_validation_order_candidates () const
	return maxCVOrderCandidates
void	assign_start_ranks (SizetVector &start_ranks) const
void	update_basis ()
	update oneApproxOpts with active basis orders after an order change
void	update_basis (const UShortArray &start_orders, unsigned short max_order)
	update oneApproxOpts with passed basis orders after an order change
void	update_basis (size_t v, unsigned short start_order, unsigned short max_order)
	update oneApproxOpts for variable v with passed basis orders
Public Member Functions inherited from SharedApproxData
	SharedApproxData ()
	default constructor More...
	SharedApproxData (ProblemDescDB &problem_db, size_t num_vars)
	standard constructor for envelope More...
	SharedApproxData (const String &approx_type, const UShortArray &approx_order, size_t num_vars, short data_order, short output_level)
	alternate constructor for envelope More...
	SharedApproxData (const SharedApproxData &approx)
	copy constructor More...
virtual	~SharedApproxData ()
	destructor
SharedApproxData	operator= (const SharedApproxData &approx)
	assignment operator
virtual void	clear_model_keys ()
	reset initial state by clearing all model keys for an approximation
virtual void	integration_iterator (const Iterator &iterator)
	set integration driver for structured grid approximations
virtual void	rebuild ()
	rebuilds the shared approximation data incrementally
virtual void	pre_push ()
	push a previous state of the shared approximation data
virtual size_t	finalize_index (size_t i, const Pecos::ActiveKey &key)
	return index of i-th trial set within restorable bookkeeping sets
virtual void	pre_finalize ()
	finalize the shared approximation data following a set of increments
virtual void	post_finalize ()
	clean up popped bookkeeping following aggregation
virtual void	clear_inactive ()
	clear inactive approximation data
virtual void	post_combine ()
	clean up stored data sets after aggregation
virtual void	combined_to_active (bool clear_combined=true)
	promote aggregated data sets to active state
virtual void	update_basis_distribution_parameters (const Pecos::MultivariateDistribution &mvd)
	propagate updates to random variable distribution parameters to a polynomial basis
virtual void	configuration_options (const Pecos::ExpansionConfigOptions &ec_options)
	set ExpansionConfigOptions instance as a group specification
virtual void	configuration_options (const Pecos::BasisConfigOptions &bc_options)
	set BasisConfigOptions instance as a group specification
virtual void	configuration_options (const Pecos::RegressionConfigOptions &rc_options)
	set BasisConfigOptions instance as a group specification
virtual void	refinement_statistics_mode (short stats_mode)
	assign mode for statistics roll-up: {ACTIVE,COMBINED}_EXPANSION_STATS
virtual const Pecos::BitArrayULongMap &	sobol_index_map () const
	return set of Sobol indices that have been requested (e.g., as constrained by throttling) and are computable by a (sparse) expansion of limited order
const Pecos::ActiveKey &	active_model_key () const
	return active multi-index key
void	discrepancy_emulation_mode (short mode)
	set discrepancy emulation mode for approximating response differences
short	discrepancy_emulation_mode () const
	return discrepancy emulation mode for approximating response differences
bool	formulation_updated () const
	query whether the form of an approximation has been updated
void	formulation_updated (bool update)
	assign the status of approximation formulation updates
void	set_bounds (const RealVector &c_l_bnds, const RealVector &c_u_bnds, const IntVector &di_l_bnds, const IntVector &di_u_bnds, const RealVector &dr_l_bnds, const RealVector &dr_u_bnds)
	set approximation lower and upper bounds (currently only used by graphics)
std::shared_ptr< SharedApproxData >	data_rep () const
	returns dataRep for access to derived class member functions that are not mapped to the top SharedApproxData level

Static Public Member Functions
static size_t	regression_size (size_t num_v, size_t rank, size_t max_rank, const UShortArray &orders, unsigned short max_order)
	return number of FT unknowns given scalars: num vars, rank, order More...

Protected Member Functions
void	active_model_key (const Pecos::ActiveKey &key)
	activate an approximation state based on its multi-index key
void	construct_basis (const Pecos::MultivariateDistribution &mv_dist)
	construct the shared basis for an expansion-based approximation
short	discrepancy_reduction () const
	return the discrepancy type for approximations that support MLMF
void	random_variables_key (const BitArray &random_vars_key)
	assign key identifying a subset of variables that are to be treated as random for statistical purposes (e.g. expectation)
void	build ()
	builds the shared approximation data from scratch
void	increment_order ()
	increments polynomial expansion order (PCE, FT)
void	decrement_order ()
	decrements polynomial expansion order (PCE, FT)
void	pop (bool save_surr_data)
	back out the previous increment to the shared approximation data
bool	push_available ()
	queries availability of pushing data associated with a trial set
size_t	push_index (const Pecos::ActiveKey &key)
	return index for restoring trial set within stored data sets
void	post_push ()
	clean up popped bookkeeping following push
void	pre_combine ()
	aggregate the shared approximation data from current and stored states
bool	advancement_available ()
	queries availability of advancing the approximation resolution
void	max_rank_advancement (bool r_advance)
void	max_order_advancement (bool o_advance)
bool	increment_max_rank ()
bool	increment_max_order ()
Protected Member Functions inherited from SharedApproxData
	SharedApproxData (BaseConstructor, ProblemDescDB &problem_db, size_t num_vars)
	constructor initializes the base class part of letter classes (BaseConstructor overloading avoids infinite recursion in the derived class constructors - Coplien, p. 139) More...
	SharedApproxData (NoDBBaseConstructor, const String &approx_type, size_t num_vars, short data_order, short output_level)
	constructor initializes the base class part of letter classes (BaseConstructor overloading avoids infinite recursion in the derived class constructors - Coplien, p. 139) More...

Protected Attributes
std::vector< OneApproxOpts * >	oneApproxOpts
	one-D approximation options (basis type, poly order, etc.)
MultiApproxOpts *	multiApproxOpts
	n-D approximation options, augmenting one-D options
bool	respScaling
	option to scale response data prior to regression
UShortArray	startOrders
	starting user specification for polynomial orders (from start_order scalar plus anisotropic dimension preference)
std::map< Pecos::ActiveKey, UShortArray >	startOrdersMap
	starting values for polynomial order (prior to adaptive refinement); for each model key, there is an array of polynomial orders per variable
unsigned short	kickOrder
	user specification for increment in order used within adapt_order
unsigned short	maxOrder
	maximum value for polynomial order from user spec
std::map< Pecos::ActiveKey, unsigned short >	maxOrderMap
	user specification for maximum order used within adapt_order; usually a scalar specification but can be adapted per model key for MAX_{ORDER,RANK_ORDER}_ADVANCEMENT refine types
bool	adaptOrder
	C3 FT can support CV over polynomial order in addition to adapt_rank.
UShortArray	combinedOrders
	polynomial basis order for combined expansion for each variable core
size_t	startRank
	starting user specification for rank (not augmented by dimension preference); Note: rank sequence spec is managed externally and becomes reflected in startRank model index mapping
std::map< Pecos::ActiveKey, size_t >	startRankMap
	starting values for rank (note: adapt_rank currently covers refinement); for each model index key, there is a scalar starting rank (recovered rank in C3FnrainPtrs can vary per core/variable and per QoI)
size_t	kickRank
	user specification for increment in rank used within adapt_rank
size_t	maxRank
	scalar user specification for maximum allowable rank when adapting
std::map< Pecos::ActiveKey, size_t >	maxRankMap
	user specification for maximum rank used within adapt_rank; usually a scalar specification but can be adapted per model key for MAX_{RANK,RANK_ORDER}_ADVANCEMENT refine types
bool	adaptRank
	internal C3 adaptation that identifies the best rank representation for a set of sample data based on cross validation
short	regressType
	type of regression solver for forming FT approximation
double	regressRegParam
	penalty parameter if regularized regression
double	solverTol
	tolerance on regression solver
double	solverRoundingTol
	tolerance for rounding (performing a truncation operation on a FT expansion) within the regression solver
double	statsRoundingTol
	tolerance for rounding (performing a truncation operation on a FT expansion) when post-processing an expansion: computing products for moments, combining expansions with c3axpy, etc.
size_t	maxSolverIterations
	maximum number of iterations for regression solver
int	crossMaxIter
	maximum number of iterations for (future) cross iteration solver
int	randomSeed
	C3 regression solver employs a random seed.
short	combineType
	type of discrepancy calculation: additive, multiplicative, or both
short	discrepReduction
	type of multilevel discrepancy emulation: distinct or recursive
short	allocControl
	type of multilevel strategy for sample allocation: ESTIMATOR_VARIANCE, RANK_SAMPLING, GREEDY
short	c3AdvancementType
	type of advancement strategy used in uniform refinement: {START_ORDER,START_RANK,MAX_ORDER,MAX_RANK,MAX_RANK_ORDER}_ADVANCEMENT
std::map< Pecos::ActiveKey, bool >	c3MaxRankAdvance
	flag indicating availability of rank advancement (accumulated from C3Approximation::advancement_available())
std::map< Pecos::ActiveKey, bool >	c3MaxOrderAdvance
	flag indicating availability of order advancement (accumulated from C3Approximation::advancement_available())
unsigned short	maxCVOrderCandidates
	restrict the number of candidates within cross validation for order (by increasing start order when needed as max order is advanced)
size_t	maxCVRankCandidates
	restrict the number of candidates within cross validation for rank (by increasing start rank when needed as max rank is advanced)
SizetArray	randomIndices
	indices for random subset when approximating in all-variables mode
std::map< Pecos::ActiveKey, size_t >	poppedCounts
	number of instances within the popped arrays (mostly a placeholder for supporting push_available())
Protected Attributes inherited from SharedApproxData
size_t	numVars
	number of variables in the approximation
String	approxType
	approximation type identifier
short	buildDataOrder
	order of the data used for surrogate construction, in ActiveSet request vector 3-bit format. More...
short	outputLevel
	output verbosity level: {SILENT,QUIET,NORMAL,VERBOSE,DEBUG}_OUTPUT
Pecos::ActiveKey	activeKey
	key indicating the active model or model-pair used for approximation data
short	discrepEmulationMode
	approach for emulating response differences: {DEFAULT,DISTINCT,RECURSIVE}_EMULATION
String	modelExportPrefix
	Prefix for model export files.
unsigned short	modelExportFormat
	Bitmapped format request for exported models.
RealVector	approxCLowerBnds
	approximation continuous lower bounds (used by 3D graphics and Surfpack KrigingModel)
RealVector	approxCUpperBnds
	approximation continuous upper bounds (used by 3D graphics and Surfpack KrigingModel)
IntVector	approxDILowerBnds
	approximation continuous lower bounds
IntVector	approxDIUpperBnds
	approximation continuous upper bounds
RealVector	approxDRLowerBnds
	approximation continuous lower bounds
RealVector	approxDRUpperBnds
	approximation continuous upper bounds
std::map< Pecos::ActiveKey, bool >	formUpdated
	tracker for changes in order,rank configuration since last build (used by DataFitSurrModel::rebuild_approximation())

Friends
class	C3Approximation

Detailed Description

Derived approximation class for global basis polynomials.

The SharedC3ApproxData class provides a global approximation based on basis polynomials. This includes orthogonal polynomials used for polynomial chaos expansions and interpolation polynomials used for stochastic collocation.

Member Function Documentation

regression_size()

size_t regression_size ( size_t  num_v, size_t  rank, size_t  max_rank, const UShortArray &  orders, unsigned short  max_order  )

inlinestatic

return number of FT unknowns given scalars: num vars, rank, order

simplified estimation for scalar-valued rank and order (e.g., from start rank/order user specification) inline size_t SharedC3ApproxData:: regression_size(size_t num_v, size_t rank, size_t order) { Each dimension has its own rank within the product of function cores. This fn estimates for the case where rank and order are either constant across dimensions or averaged into a scalar.

the first and last core contribute p*r terms the middle cores contribute r*r*p terms

size_t p = order+1.; switch (num_v) { case 1: return p; break; // collapses to a 1D PCE case 2: return 2.*p*rank; break; // first and last core, no middle default: return p*rank*(2. + (num_v-2)*rank); break; // first,last,middle } } simplified estimation for scalar-valued rank and vector-valued order (e.g., from start rank/start order/dimension pref user specification)

References SharedC3ApproxData::max_order(), and SharedC3ApproxData::max_rank().

---

The documentation for this class was generated from the following files:

• SharedC3ApproxData.hpp
• SharedC3ApproxData.cpp