SharedSurfpackApproxData Class Reference

Derived approximation class for Surfpack approximation classes. Interface between Surfpack and Dakota. More...

Inheritance diagram for SharedSurfpackApproxData:

Public Member Functions
	SharedSurfpackApproxData ()
	default constructor
	SharedSurfpackApproxData (const String &approx_type, const UShortArray &approx_order, size_t num_vars, short data_order, short output_level)
	alternate constructor More...
	SharedSurfpackApproxData (ProblemDescDB &problem_db, size_t num_vars)
	standard constructor: Surfpack surface of appropriate type will be created More...
	~SharedSurfpackApproxData ()
	destructor
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	active_model_key (const Pecos::ActiveKey &key)
	activate an approximation state based on its multi-index key
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 short	discrepancy_reduction () const
	return the discrepancy type for approximations that support MLMF
virtual void	build ()
	builds the shared approximation data from scratch
virtual void	rebuild ()
	rebuilds the shared approximation data incrementally
virtual void	pop (bool save_surr_data)
	back out the previous increment to the shared approximation data
virtual bool	push_available ()
	queries availability of pushing data associated with a trial set
virtual size_t	push_index (const Pecos::ActiveKey &key)
	return index for restoring trial set within stored data sets
virtual void	pre_push ()
	push a previous state of the shared approximation data
virtual void	post_push ()
	clean up popped bookkeeping following push
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	pre_combine ()
	aggregate the shared approximation data from current and stored states
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 bool	advancement_available ()
	queries availability of advancing the approximation resolution
virtual void	increment_order ()
	increments polynomial expansion order (PCE, FT)
virtual void	decrement_order ()
	decrements polynomial expansion order (PCE, FT)
virtual void	construct_basis (const Pecos::MultivariateDistribution &mv_dist)
	construct the shared basis for an expansion-based approximation
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	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)
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

Private Member Functions
void	add_sd_to_surfdata (const Pecos::SurrogateDataVars &sdv, const Pecos::SurrogateDataResp &sdr, short fail_code, SurfData &surf_data)
	add Pecos::SurrogateData::SurrogateData{Vars,Resp} to SurfData, accounting for buildDataOrder available
void	copy_matrix (const RealSymMatrix &rsm, SurfpackMatrix< Real > &surfpack_matrix)
	copy RealSymMatrix to SurfpackMatrix (Real type only)
template<typename RealArrayType >
void	merge_variable_arrays (const RealVector &cv, const IntVector &div, const RealVector &drv, RealArrayType &ra)
	merge cv, div, and drv vectors into a single ra array
template<typename RealArrayType >
void	sdv_to_realarray (const Pecos::SurrogateDataVars &sdv, RealArrayType &ra)
	aggregate {continuous,discrete int,discrete real} variables from SurrogateDataVars into ra
template<typename RealArrayType >
void	vars_to_realarray (const Variables &vars, RealArrayType &ra)
	aggregate {active,all} {continuous,discrete int,discrete real} variables into pre-sized array
template<typename RealArrayType >
void	active_vars_to_realarray (const Variables &vars, RealArrayType &ra)
	aggregate active {continuous,discrete int,discrete real} variables into pre-sized array
template<typename RealArrayType >
void	all_vars_to_realarray (const Variables &vars, RealArrayType &ra)
	aggregate all {continuous,discrete int,discrete real} variables into pre-sized array
StringArray	variable_labels (const Variables &vars) const
	retrieve the active or all labels over which the surrogate was built
void	validate_metrics (const std::set< std::string > &allowed_metrics)
	validate metric names and cross validation options
unsigned	compute_folds ()
	compute number of folds from numFols/percentFold
void	map_variable_labels (const Variables &dfsm_vars, const StringArray &approx_labels)
	validate imported labels and initialize map if needed
template<typename RealArrayType >
RealArrayType	imported_eval_vars (const Variables &vars)
	when importing, take all view of vars and permute as needed

Private Attributes
std::vector< size_t >	varsMapIndices
	If populated, reorder variables when evaluating surrogate these are indices into the Model's vars so approx_eval[i] = [model_vars[ind[i]]].
unsigned short	approxOrder
	order of polynomial approximation
StringArray	diagnosticSet
	set of diagnostic metrics
bool	crossValidateFlag
	whether to perform cross validation
unsigned	numFolds
	number of folds for CV
Real	percentFold
	percentage of data for CV
bool	pressFlag
	whether to perform PRESS

Friends
class	SurfpackApproximation
class	VPSApproximation
class	SurrogatesBaseApprox
class	SurrogatesGPApprox
class	SurrogatesPolyApprox

Additional Inherited Members
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 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())

Detailed Description

Derived approximation class for Surfpack approximation classes. Interface between Surfpack and Dakota.

The SharedSurfpackApproxData class is the interface between Dakota and Surfpack. Based on the information in the ProblemDescDB that is passed in through the constructor, SharedSurfpackApproxData builds a Surfpack Surface object that corresponds to one of the following data-fitting techniques: polynomial regression, kriging, artificial neural networks, radial basis function network, or multivariate adaptaive regression splines (MARS).

Constructor & Destructor Documentation

SharedSurfpackApproxData() [1/2]

SharedSurfpackApproxData	(	const String &	approx_type,
		const UShortArray &	approx_order,
		size_t	num_vars,
		short	data_order,
		short	output_level
	)

alternate constructor

On-the-fly constructor which uses mostly Surfpack model defaults.

References Dakota::abort_handler(), SharedSurfpackApproxData::approxOrder, and SharedApproxData::approxType.

SharedSurfpackApproxData() [2/2]

SharedSurfpackApproxData	(	ProblemDescDB &	problem_db,
		size_t	num_vars
	)

standard constructor: Surfpack surface of appropriate type will be created

Initialize the embedded Surfpack surface object and configure it using the specifications from the input file. Data for the surface is created later.

References SharedSurfpackApproxData::approxOrder, SharedApproxData::approxType, ProblemDescDB::get_short(), and ProblemDescDB::get_string().

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

• SharedSurfpackApproxData.hpp
• SharedSurfpackApproxData.cpp