13.6.12. Macro “modelerbuildSimpleGPEstim.C”

13.6.12.1. Objective

This macro is the one described in Prediction of a new data set, one-by-one approach, to create and use a simple 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). It uses the simple one-by-one approch described in the [Bla17] for completness.

13.6.12.2. Macro Uranie

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

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

    // Construct the GPBuilder
    TGPBuilder *gpb = new TGPBuilder(tdsObs,            // observations data 
                   "x1:x2:x3:x4",     // list of input variables
                   "y",               // output variable
                   "matern3/2");       // name of the correlation function

    // Search for the optimal hyper-parameters
    gpb->findOptimalParameters("ML",            // optimisation criterion 
                 100,             // screening design size
                 "neldermead",    // optimisation algorithm
                 500);            // max. number of optimisation iterations

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

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

    // Load the data to estimate
    tdsEstim->fileDataRead("utf_4D_test.dat");

    // Construction of the launcher
    TLauncher2 *lanceur = new TLauncher2(tdsEstim,          // data to estimate
                       krig,              // model used for the estimation
                       "x1:x2:x3:x4",     // list of the input variables
                       "yEstim:vEstim");  // name given to the model's outputs 

    // Launch the estimations
    lanceur->solverLoop();

    // Display some results
    tdsEstim->draw("yEstim:y");

13.6.12.3. Graph

Figure 13.43 Graph of the macro “modelerbuildSimpleGPEstim.C”