.. _releasenotes-63: """""""""""""""""""""""" Version 6.3 (2015/11/16) """""""""""""""""""""""" **Highlights** - Numerous algorithmic and usability enhancements to Bayesian calibration capabilities. - Gaussian process models now exportable in human-readable format. - Incremental LHS now works for all discrete variable types including histograms and discrete sets. Support for string variables was also extended to the JEGA, COLIN, and NOMAD optimizers. - Updated training materials made available in the Community->Training section of the Dakota website. - Improvements in computation and consistency of reporting of PDFs and CDFs across UQ methods. - New interface keyword ‘labeled’ enables more rigorous results file validation and error reporting. **Uncertainty Quantification (UQ)** - UQ Statistics: - Improved computation of PDF values and empirical histogram generation in sampling methods (also PCE/SC and L/G reliability, IS, POF). - Generalize nonD stats compute/print to accommodate response and variable ensembles - Local reliability: improved computation of importance factors. **Optimization and Calibration** - Increased support for discrete variables - All types of discrete variables (integer, real, string) now mapped through to and optimized over by all evolutionary algorithms (soga, moga, coliny_ea) and asynchronous pattern search (asynch_pattern_search) - Experimental branch-and-bound capability added to optimize over mixed continuous-discrete variables when discrete variables can be relaxed - Consistent support for multiple experiments across least squares calibration, optimizer, and Bayesian methods. Significant refactor of data and scaling transformations to allow options to work in combination with each other. - Bayesian calibration algorithms and architecture: - Surrogate adaptive preconditioned MCMC using Hessian (or gradient) of simulation or emulator - New Hessian preconditioning based on eigenvalue truncation - MAP pre-solve option using deterministic optimizer, including for error hyper-parameters - QUESO now works in when invoking Dakota in serial or parallel execution - Significant improvements to file I/O and final results reporting, including ability to perform forward UQ based on a posterior chain. - Consistent support for PCE regression with least interpolation across Bayesian methods - Observation errors - When providing experimental data, users can also specify the covariance of the associated observation error process - Users may calibrate one or more hyper-parameters multiplying the covariance of the error, where error model hyper-parameters have inverse gamma prior - Update to QUESO v0.54 - Field data use in calibration: - Changed the way coordinates are read for simulation field responses to be similar to the way they are specified for experimental field data - Now, specify “read_field_coordinates” to read the coordinate file for simulation data, with the file name in the format of “response_descriptor.coords.” - Improved error handling when reading covariance data for the errors in experimental observations **Methods (general)** - Implemented new Bootstrap process and the Luo/Li 2015 “ladle” diagnostic to help automatically decide how many principal directions to include in the reduced space model. Added a new simple verification problem with a known randomly generated subspace of user-controlled size. - Incremental LHS now works for all discrete variable types including histograms and discrete sets. Leverages new RandomVariable capabilities in Pecos. - Voronoi Decomposition: - Improved domain decomposition capabilities of global surrogate models. Models based on polynomial regression can now use an integer basis order (0, 1, 2, 3 …) as well as classically defined keywords (linear, quadratic, cubic). - Domain-decomposed global surrogate models can now take advantage of derivatives' information (gradients/Hessians), if available. **Framework** *Input/Output* - Global I/O generalizations to distinguish point sets: import_build_points_file (training points upon which to build an approximation), export_approx_points_file (prediction points from an approximation or surrogate model), import_challenge_points_file (points at which to evaluate the surrogate model) - Clarify and standardize existing I/O for NonDBayesCalibration - Remove special option for surrogate point export - Add support for build point import to PCE and SC, consistent with GP - Ensure consistency in PCE spec among QUESO, DREAM, WASABI - Exports acceptance chain in user space - Additional chain statistics added - QUESO output directory renamed to QuesoDiagnostics and better described - Forward propagation of arbitrary sample sets - File import_approx_points_file added for PCE/SC allowing evaluation of user-specified point sets on the surrogate model - Added format support and test coverage in PCE/SC *Variables* Add new RandomVariable components in Pecos to manage probability distributions. Use the new code to improve incremental LHS and to use log prior values and Hessians in QUESO Bayesian calibration. *Build System / TPLs* - LHS: fix compile error on array sizes, fix bug in RNG precision - Surfpack Boost serialization bug with newer compilers. - Suppress Boost signals deprecation warning in Acro **User Experience** - Top-level method controls (such as max_iterations, convergence_tolerance) are now properly associated in dakota.xml with the methods that support them, reducing user input errors/surprises. Reference manual now generated directly from dakota.xml, including flowing default values and more helpful alternation group labels. - Surrogate Model Export - Can now export surfpack gaussian process models in “algebraic” format (augmenting existing ability to export polynomials, neural networks, and radial basis functions) - Full support for output options with filename to text, binary, algebraic file/console - Update training materials (slides, examples, exercises) to reflect a more analyst-centric view and to address difficulties encountered by new users. Added training materials to the Dakota website. - Improved validation of results files - Increased clarity of results file-related error messages - New interface keyword ‘labeled’ enables stricter checking and more verbose error reporting for results files; Requires that function values be correctly labeled with their descriptors - Variable and response descriptors no longer permitted to contain whitespace or to resemble floating point numbers - ENH: dprepro allows c-style format specifiers on a per-tag basis - Removed duplicate user manual tests and automatically generate user manual examples in the User's Manual. **Miscellaneous Enhancements** *Architecture* - ENH: String variables now available in direct interface, together with a textbook string variables tester - ENH: Work directories are now uniquely tagged to work with concurrent methods in MPI mode - ENH: Acro and DDACE cmake config files moved to new directory to better integrate with CASL VERA *Examples / Tests* - Improvements to built-in test drivers - Bayes linear tester for testing correctness of inferred posterior parameter distributions. - Flexibility in cantilever testers, added two higher dimensional rosenbrock: generalized (sums of coupled 2-D Rosenbrock functions in the objective) and extended (sums of uncoupled 2-D Rosenbrock functions). - Damped harmonic oscillator test driver: Returns an analytical time-dependent solution of a damped harmonic oscillator. The problem takes as input 1-6 random variables and returns the solution at a pre-specified number of equidistant time points. - text_book function extended to accept an arbitrary number of discrete string variables. - 1D (spatial) diffusion equation with random coefficients. The problem takes as input d>1 random variables which are coefficients of a KLE like diffusivity field and returns the spatial solution at a pre-specified number of equidistant spatial locations. - Improvements to cross-platform test performance - Changed 30 tests from fork/system to direct interface to reduce testing time and cross-platform differences - Removed 36 duplicate user manual tests - 58 cross-platform improvements and 26 small regressions in eval counts **Miscellaneous Bug Fixes** - BUG: COBYLA optimization was ignoring max fn evals - BUG: COLINY Beta supports integer domains - BUG: patches Teuchos SerialSymDenseMatrix copy constructor - BUG: communicator init/set/free would fail when numerical sample integration requested, but no levels specified. - BUG: Variable scaling now works with multistart methods. - BUG: DDACE and post=run needn't require a seed; verified all post-run **Known Limitations**