From 0a4d15fea2e07cf65b2ade32b767270e78c62e59 Mon Sep 17 00:00:00 2001 From: relf Date: Fri, 13 Oct 2023 13:36:48 +0200 Subject: [PATCH] Black formatting --- smt/applications/mfk.py | 24 ++++---- smt/applications/mixed_integer.py | 12 +++- .../tests/test_mfk_mfkpls_mixed.py | 3 - smt/surrogate_models/krg_based.py | 55 ++++++++++++------- 4 files changed, 56 insertions(+), 38 deletions(-) diff --git a/smt/applications/mfk.py b/smt/applications/mfk.py index c8634037c..b6bf8538e 100644 --- a/smt/applications/mfk.py +++ b/smt/applications/mfk.py @@ -318,7 +318,7 @@ def _new_train_iteration(self, lvl): self.optimal_noise = self.options["noise0"] * np.ones(self.nt_all[lvl]) for i in range(self.nt_all[lvl]): diff = self.y_norma[self.index_unique == i] - y_norma_unique[i] - if np.sum(diff ** 2) != 0.0: + if np.sum(diff**2) != 0.0: self.optimal_noise[i] = np.std(diff, ddof=1) ** 2 self.optimal_noise = self.optimal_noise / self.nt_reps self.optimal_noise_all[lvl] = self.optimal_noise @@ -327,7 +327,7 @@ def _new_train_iteration(self, lvl): self.X_norma_all[lvl] = self.X_norma self.y_norma_all[lvl] = self.y_norma else: - self.optimal_noise = self.options["noise0"] / self.y_std ** 2 + self.optimal_noise = self.options["noise0"] / self.y_std**2 self.optimal_noise_all[lvl] = self.optimal_noise # Calculate matrix of distances D between samples @@ -532,7 +532,6 @@ def _predict_intermediate_values(self, X, lvl, descale=True): # Calculate recursively kriging mean and variance at level i for i in range(1, lvl): - g = self._regression_types[self.options["rho_regr"]](X) if self.is_continuous: @@ -726,12 +725,12 @@ def predict_variances_all_levels(self, X, is_acting=None): G = self.optimal_par[0]["G"] u_ = solve_triangular(G.T, f.T - np.dot(Ft.T, r_t), lower=True) - sigma2 = self.optimal_par[0]["sigma2"] / self.y_std ** 2 + sigma2 = self.optimal_par[0]["sigma2"] / self.y_std**2 MSE[:, 0] = sigma2 * ( # 1 + self.optimal_noise_all[0] - (r_t ** 2).sum(axis=0) + (u_ ** 2).sum(axis=0) 1 - - (r_t ** 2).sum(axis=0) - + (u_ ** 2).sum(axis=0) + - (r_t**2).sum(axis=0) + + (u_**2).sum(axis=0) ) # Calculate recursively kriging variance at level i @@ -789,7 +788,6 @@ def predict_variances_all_levels(self, X, is_acting=None): cat_kernel=self.options["categorical_kernel"], x=X, ).reshape(n_eval, self.nt_all[i]) - f = np.vstack((g.T * mu[:, i - 1], f0.T)) @@ -800,7 +798,7 @@ def predict_variances_all_levels(self, X, is_acting=None): beta = self.optimal_par[i]["beta"] # scaled predictor - sigma2 = self.optimal_par[i]["sigma2"] / self.y_std ** 2 + sigma2 = self.optimal_par[i]["sigma2"] / self.y_std**2 q = self.q_all[i] u_ = solve_triangular(G.T, f - np.dot(Ft.T, r_t), lower=True) sigma2_rho = np.dot( @@ -818,21 +816,21 @@ def predict_variances_all_levels(self, X, is_acting=None): # sigma2_rho * MSE[:, i - 1] +Q_ / (2 * (self.nt_all[i] - p - q)) # * (1 + self.optimal_noise_all[i] - (r_t ** 2).sum(axis=0)) - * (1 - (r_t ** 2).sum(axis=0)) - + sigma2 * (u_ ** 2).sum(axis=0) + * (1 - (r_t**2).sum(axis=0)) + + sigma2 * (u_**2).sum(axis=0) ) else: MSE[:, i] = sigma2 * ( # 1 + self.optimal_noise_all[i] - (r_t ** 2).sum(axis=0) + (u_ ** 2).sum(axis=0) 1 - - (r_t ** 2).sum(axis=0) - + (u_ ** 2).sum(axis=0) + - (r_t**2).sum(axis=0) + + (u_**2).sum(axis=0) ) # + sigma2_rho * MSE[:, i - 1] if self.options["propagate_uncertainty"]: MSE[:, i] = MSE[:, i] + sigma2_rho * MSE[:, i - 1] # scaled predictor - MSE *= self.y_std ** 2 + MSE *= self.y_std**2 return MSE, sigma2_rhos diff --git a/smt/applications/mixed_integer.py b/smt/applications/mixed_integer.py index 940afca8b..e9076c274 100644 --- a/smt/applications/mixed_integer.py +++ b/smt/applications/mixed_integer.py @@ -79,7 +79,10 @@ class MixedIntegerSurrogateModel(SurrogateModel): """ def __init__( - self, design_space, surrogate, input_in_folded_space=True, + self, + design_space, + surrogate, + input_in_folded_space=True, ): """ Parameters @@ -177,7 +180,9 @@ class MixedIntegerKrigingModel(KrgBased): """ def __init__( - self, surrogate, input_in_folded_space=True, + self, + surrogate, + input_in_folded_space=True, ): """ Parameters @@ -330,7 +335,8 @@ def build_kriging_model(self, surrogate): """ surrogate.options["design_space"] = self._design_space return MixedIntegerKrigingModel( - surrogate=surrogate, input_in_folded_space=self._work_in_folded_space, + surrogate=surrogate, + input_in_folded_space=self._work_in_folded_space, ) def build_surrogate_model(self, surrogate): diff --git a/smt/applications/tests/test_mfk_mfkpls_mixed.py b/smt/applications/tests/test_mfk_mfkpls_mixed.py index 9428b4bc1..ccbb5587f 100644 --- a/smt/applications/tests/test_mfk_mfkpls_mixed.py +++ b/smt/applications/tests/test_mfk_mfkpls_mixed.py @@ -51,7 +51,6 @@ class TestMFKmixed(unittest.TestCase): - # useful functions (g and h) def g_ZDT(self, x): x0 = x[0] @@ -400,7 +399,6 @@ def run_mfk_mixed_example(self): # ------------------------------------------------------------------------------ for krg_method in KRG_METHODS: - if "mfk" in krg_method: # if multifi compute LF validation data n_train_LF = 40 # training set size IF MULTIFI sampling = MixedIntegerSamplingMethod(LHS, ds, criterion="ese") @@ -729,7 +727,6 @@ def run_mfkpls_mixed_example(self): # ------------------------------------------------------------------------------ for krg_method in KRG_METHODS: - if "mfk" in krg_method: # if multifi compute LF validation data n_train_LF = 40 # training set size IF MULTIFI sampling = MixedIntegerSamplingMethod(LHS, ds, criterion="ese") diff --git a/smt/surrogate_models/krg_based.py b/smt/surrogate_models/krg_based.py index a26e0be26..e9b311a73 100644 --- a/smt/surrogate_models/krg_based.py +++ b/smt/surrogate_models/krg_based.py @@ -110,7 +110,10 @@ def _initialize(self): declare( "hierarchical_kernel", MixHrcKernelType.ALG_KERNEL, - values=[MixHrcKernelType.ALG_KERNEL, MixHrcKernelType.ARC_KERNEL,], + values=[ + MixHrcKernelType.ALG_KERNEL, + MixHrcKernelType.ARC_KERNEL, + ], desc="The kernel to use for mixed hierarchical inputs. Only for non continuous Kriging", ) declare( @@ -307,9 +310,11 @@ def _new_train(self): self.optimal_noise = np.array(self.options["noise0"]) elif self.options["use_het_noise"]: # hetGP works with unique design variables when noise variance are not given - (self.X_norma, index_unique, nt_reps,) = np.unique( - self.X_norma, return_inverse=True, return_counts=True, axis=0 - ) + ( + self.X_norma, + index_unique, + nt_reps, + ) = np.unique(self.X_norma, return_inverse=True, return_counts=True, axis=0) self.nt = self.X_norma.shape[0] # computing the mean of the output per unique design variable (see Binois et al., 2018) @@ -320,7 +325,7 @@ def _new_train(self): self.optimal_noise = self.options["noise0"] * np.ones(self.nt) for i in range(self.nt): diff = self.y_norma[index_unique == i] - y_norma_unique[i] - if np.sum(diff ** 2) != 0.0: + if np.sum(diff**2) != 0.0: self.optimal_noise[i] = np.std(diff, ddof=1) ** 2 self.optimal_noise = self.optimal_noise / nt_reps self.y_norma = y_norma_unique @@ -537,7 +542,12 @@ def _matrix_data_corr( ) else: d = componentwise_distance( - dx, corr, nx, power, theta=None, return_derivative=False, + dx, + corr, + nx, + power, + theta=None, + return_derivative=False, ) if cat_kernel in [MixIntKernelType.GOWER, MixIntKernelType.CONT_RELAX]: r = _correlation_types[corr](theta, d) @@ -793,11 +803,11 @@ def _reduced_likelihood_function(self, theta): if self.name in ["MFK", "MFKPLS", "MFKPLSK"]: p = self.p q = self.q - sigma2 = (rho ** 2.0).sum(axis=0) / (self.nt - p - q) + sigma2 = (rho**2.0).sum(axis=0) / (self.nt - p - q) reduced_likelihood_function_value = -(self.nt - p - q) * np.log10( sigma2.sum() ) - self.nt * np.log10(detR) - par["sigma2"] = sigma2 * self.y_std ** 2.0 + par["sigma2"] = sigma2 * self.y_std**2.0 par["beta"] = beta par["gamma"] = linalg.solve_triangular(C.T, rho) par["C"] = C @@ -919,7 +929,7 @@ def _reduced_likelihood_gradient(self, theta): - gamma.T.dot(dmu) - np.dot(gamma.T, dR.dot(gamma)) ) - * self.y_std ** 2.0 + * self.y_std**2.0 ) dsigma_all.append(dsigma_2) @@ -1096,7 +1106,7 @@ def _reduced_likelihood_hessian(self, theta): dsigma2detadomega = ( (1 / self.nt) * (sigma_arg_1 + sigma_arg_2 + sigma_arg_3 + sigma_arg_4) - * self.y_std ** 2.0 + * self.y_std**2.0 ) # Compute Hessian @@ -1419,7 +1429,7 @@ def _predict_variances(self, x: np.ndarray, is_acting=None) -> np.ndarray: - self._regression_types[self.options["poly"]](X_cont).T, ) A = self.optimal_par["sigma2"] - B = 1.0 - (rt ** 2.0).sum(axis=0) + (u ** 2.0).sum(axis=0) + B = 1.0 - (rt**2.0).sum(axis=0) + (u**2.0).sum(axis=0) MSE = np.einsum("i,j -> ji", A, B) # Mean Squared Error might be slightly negative depending on # machine precision: force to zero! @@ -1543,14 +1553,14 @@ def grad_minus_reduced_likelihood_function(theta): else: def minus_reduced_likelihood_function(log10t): - return -self._reduced_likelihood_function(theta=10.0 ** log10t)[0] + return -self._reduced_likelihood_function(theta=10.0**log10t)[0] def grad_minus_reduced_likelihood_function(log10t): log10t_2d = np.atleast_2d(log10t).T res = ( -np.log(10.0) - * (10.0 ** log10t_2d) - * (self._reduced_likelihood_gradient(10.0 ** log10t_2d)[0]) + * (10.0**log10t_2d) + * (self._reduced_likelihood_gradient(10.0**log10t_2d)[0]) ) return res @@ -1649,7 +1659,10 @@ def grad_minus_reduced_likelihood_function(log10t): [theta0, np.log10(np.array([self.noise0]).flatten())] ) theta0_rand = np.concatenate( - [theta0_rand, np.log10(np.array([self.noise0]).flatten()),] + [ + theta0_rand, + np.log10(np.array([self.noise0]).flatten()), + ] ) for i in range(len(self.noise0)): @@ -1697,7 +1710,7 @@ def grad_minus_reduced_likelihood_function(log10t): optimal_theta_res = optimal_theta_res_loop elif self.options["hyper_opt"] == "TNC": - theta_all_loops = 10 ** theta_all_loops + theta_all_loops = 10**theta_all_loops for theta0_loop in theta_all_loops: optimal_theta_res_loop = optimize.minimize( minus_reduced_likelihood_function, @@ -1717,7 +1730,7 @@ def grad_minus_reduced_likelihood_function(log10t): optimal_theta = optimal_theta_res["x"] if self.name not in ["MGP"]: - optimal_theta = 10 ** optimal_theta + optimal_theta = 10**optimal_theta optimal_rlf_value, optimal_par = self._reduced_likelihood_function( theta=optimal_theta @@ -1796,7 +1809,7 @@ def grad_minus_reduced_likelihood_function(log10t): return best_optimal_rlf_value, best_optimal_par, best_optimal_theta if self.options["corr"] == "squar_exp": - self.options["theta0"] = (theta * self.coeff_pls ** 2).sum(1) + self.options["theta0"] = (theta * self.coeff_pls**2).sum(1) else: self.options["theta0"] = (theta * np.abs(self.coeff_pls)).sum(1) @@ -1838,7 +1851,11 @@ def _check_param(self): n_comp = self.options["n_comp"] if "n_comp" in self.options else None n_param = compute_n_param( - self.design_space, self.options["categorical_kernel"], d, n_comp, mat_dim, + self.design_space, + self.options["categorical_kernel"], + d, + n_comp, + mat_dim, ) self.options["theta0"] *= np.ones(n_param)