13.6.10. Macro “modelerbuildGPInitPoint.C”

13.6.10.1. Objective

This macro is the one described in Choice of the initial point of the optimisation, that creates a gaussian process, whose training (utf_4D_train.dat) and testing (utf_4D_test.dat) database can both be found in the document folder of the Uranie installation (${URANIESYS}/share/uranie/docUMENTS), and whose starting point, in the parameter space, is specified.

13.6.10.2. Macro Uranie

    // Load observations
    TDataServer *tdsObs = new TDataServer("tdsObs", "observations");

    tdsObs->fileDataRead("utf_4D_train.dat");

    // Construct the GPBuilder
    TGPBuilder *gpb = new TGPBuilder(tdsObs, "x1:x2:x3:x4", "y", "matern3/2");

    // Set the correlation function parameters
    Double_t params[4] = {1.0, 0.25, 0.01, 0.3};
    gpb->getCorrFunction()->setParameters(params);

    // Find the optimal parameters
    gpb->findOptimalParameters("ML",         // optimisation criterion
                               0,            // screening size MUST be equal to 0
                "neldermead", // optimisation algorithm
                500,          // max. number of optimisation iterations
                kFALSE);      // we don't reset the parameters of the GP builder

    // Create the kriging model
    TKriging *krig = gpb->buildGP();

    // Display model information
    krig->printLog();

13.6.10.3. Console

This is the result of the last command:

*******************************
** TKriging::printLog[]
*******************************
 Input Variables:      x1:x2:x3:x4
 Output Variable:      y
 Deterministic trend:  
 Correlation function: URANIE::Modeler::TMatern32CorrFunction
 Correlation length:   normalised   (not normalised)
                       1.6182e+00 (1.6173e+00 )
                       1.4373e+00 (1.4371e+00 )
                       1.5027e+00 (1.5011e+00 )
                       6.7895e+00 (6.7955e+00 )

 Variance of the gaussian process:      70.8914
 RMSE (by Leave One Out):               0.49911
 Q2:                                    0.849842
*******************************