New save or load functions for the surrogate models using pickle

smt/surrogate_models/genn.py

@@ -12,6 +12,7 @@
 from jenn.model import NeuralNet
 
 from smt.surrogate_models.surrogate_model import SurrogateModel
+from smt.utils import persistence
 
 # The missing type
 SMTrainingPoints = Dict[Union[int, None], Dict[int, List[np.ndarray]]]
@@ -212,6 +213,13 @@ def _train(self):
         )
         self.model.fit(X, Y, J, **kwargs)
 
+    def save(self, filename):
+        persistence.save(self, filename)
+
+    @staticmethod
+    def load(filename):
+        return persistence.load(filename)
+
     def _predict_values(self, x):
         return self.model.predict(x.T).T
 

smt/surrogate_models/gpx.py

@@ -162,14 +162,14 @@ def predict_variance_gradients(self, x):
         Returns all variance gradients at the given x points as a [n, nx] matrix"""
         return self._gpx.predict_var_gradients(x)
 
-    def save(self, filepath):
+    def save(self, filename):
         """Save the trained model in the given filepath
 
         Arguments
         ---------
             filename (string): path to the json file
         """
-        self._gpx.save(filepath)
+        self._gpx.save(filename)
 
     @staticmethod
     def load(filepath):

smt/surrogate_models/krg_based.py

@@ -15,6 +15,7 @@
 
 from smt.sampling_methods import LHS
 from smt.surrogate_models.surrogate_model import SurrogateModel
+from smt.utils import persistence
 
 from smt.kernels import (
     SquarSinExp,
@@ -1870,6 +1871,13 @@ def _predict_variances(
         s2[s2 < 0.0] = 0.0
         return s2
 
+    def save(self, filename):
+        persistence.save(self, filename)
+
+    @staticmethod
+    def load(filename):
+        return persistence.load(filename)
+
     def _predict_variance_derivatives(self, x, kx):
         """
         Provide the derivatives of the variance of the model at a set of points

smt/surrogate_models/ls.py

@@ -12,6 +12,7 @@
 from sklearn import linear_model
 
 from smt.surrogate_models.surrogate_model import SurrogateModel
+from smt.utils import persistence
 from smt.utils.caching import cached_operation
 
 
@@ -99,3 +100,10 @@ def _predict_derivatives(self, x, kx):
         n_eval, n_features_x = x.shape
         y = np.ones((n_eval, self.ny)) * self.mod.coef_[:, kx]
         return y
+
+    def save(self, filename):
+        persistence.save(self, filename)
+
+    @staticmethod
+    def load(filename):
+        return persistence.load(filename)

smt/surrogate_models/qp.py

@@ -12,6 +12,7 @@
 import scipy
 
 from smt.surrogate_models.surrogate_model import SurrogateModel
+from smt.utils import persistence
 from smt.utils.caching import cached_operation
 from smt.utils.misc import standardization
 
@@ -162,3 +163,10 @@ def _predict_values(self, x):
         y = (self.y_mean + self.y_std * y_).ravel()
         y = y.reshape((x.shape[0], self.ny))
         return y
+
+    def save(self, filename):
+        persistence.save(self, filename)
+
+    @staticmethod
+    def load(filename):
+        return persistence.load(filename)

smt/surrogate_models/surrogate_model.py

@@ -570,3 +570,9 @@ def _check_xdim(self, x):
         """Raise a ValueError if x dimension is not consistent with surrogate model training data dimension.
         This method is used as a guard in preamble of predict methods"""
         check_nx(self.nx, x)
+
+    def save(self, filename):
+        """
+        Implemented by surrogate models to save the surrogate object in a file
+        """
+        raise NotImplementedError("save() has to be implemented by the given surrogate")

smt/surrogate_models/tests/test_save_load.py

@@ -0,0 +1,87 @@
+import os
+import unittest
+import numpy as np
+
+from smt.problems import Sphere
+from smt.sampling_methods import LHS
+from smt.surrogate_models import KRG, LS, KPLS, GEKPLS, KPLSK, MGP, QP, SGP, GENN
+
+
+class TestSaveLoad(unittest.TestCase):
+    def test_save_load_GEKPLS(self):
+        filename = "sm_save_test"
+        fun = Sphere(ndim=2)
+
+        sampling = LHS(xlimits=fun.xlimits, criterion="m")
+        xt = sampling(20)
+        yt = fun(xt)
+
+        for i in range(2):
+            yd = fun(xt, kx=i)
+            yt = np.concatenate((yt, yd), axis=1)
+
+        X = np.arange(fun.xlimits[0, 0], fun.xlimits[0, 1], 0.25)
+        Y = np.arange(fun.xlimits[1, 0], fun.xlimits[1, 1], 0.25)
+        X, Y = np.meshgrid(X, Y)
+        Z1 = np.zeros((X.shape[0], X.shape[1]))
+        Z2 = np.zeros((X.shape[0], X.shape[1]))
+
+        sm = GEKPLS(print_global=False)
+        sm.set_training_values(xt, yt[:, 0])
+        for i in range(2):
+            sm.set_training_derivatives(xt, yt[:, 1 + i].reshape((yt.shape[0], 1)), i)
+        sm.train()
+        for i in range(X.shape[0]):
+            for j in range(X.shape[1]):
+                Z1[i, j] = sm.predict_values(
+                    np.hstack((X[i, j], Y[i, j])).reshape((1, 2))
+                ).item()
+        sm.save(filename)
+
+        sm2 = GEKPLS.load(filename)
+        self.assertIsNotNone(sm2)
+
+        for i in range(X.shape[0]):
+            for j in range(X.shape[1]):
+                Z2[i, j] = sm2.predict_values(
+                    np.hstack((X[i, j], Y[i, j])).reshape((1, 2))
+                ).item()
+
+        np.testing.assert_allclose(Z1, Z2)
+
+        os.remove(filename)
+
+    def test_save_load_surrogates(self):
+        surrogates = [KRG, KPLS, KPLSK, MGP, SGP, QP, GENN, LS]
+        rng = np.random.RandomState(1)
+        N_inducing = 30
+        num = 100
+
+        xt = np.array([0.0, 1.0, 2.0, 3.0, 4.0])
+        yt = np.array([0.0, 1.0, 1.5, 0.9, 1.0])
+        x = np.linspace(0.0, 4.0, num).reshape(-1, 1)
+
+        for surrogate in surrogates:
+            filename = "sm_save_test"
+
+            sm = surrogate(print_global=False)
+            sm.set_training_values(xt, yt)
+
+            if surrogate == SGP:
+                sm.Z = 2 * rng.rand(N_inducing, 1) - 1
+                sm.set_inducing_inputs(Z=sm.Z)
+
+            sm.train()
+            y1 = sm.predict_values(x)
+            sm.save(filename)
+
+            sm2 = surrogate.load(filename)
+            y2 = sm2.predict_values(x)
+
+            np.testing.assert_allclose(y1, y2)
+
+            os.remove(filename)
+
+
+if __name__ == "__main__":
+    unittest.main()

smt/utils/persistence.py

@@ -0,0 +1,13 @@
+import pickle
+
+
+def save(self, filename):
+    with open(filename, "wb") as file:
+        pickle.dump(self, file)
+
+
+def load(filename):
+    sm = None
+    with open(filename, "rb") as file:
+        sm = pickle.load(file)
+    return sm