13.7.12. Macro “modelerbuildSimpleGPEstim.py”

13.7.12.1. 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.

13.7.12.2. Macro Uranie

"""
Example of Gaussian Process building with estimation on another dataset
"""
from URANIE import DataServer, Modeler, Relauncher

# Load observations
tdsObs = DataServer.TDataServer("tdsObs", "observations")
tdsObs.fileDataRead("utf_4D_train.dat")

# Construct the GPBuilder
gpb = Modeler.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 optim iterations

# Construct the kriging model
krig = gpb.buildGP()

# Display model information
krig.printLog()

# Load the data to estimate
tdsEstim = DataServer.TDataServer("tdsEstim", "estimations")
tdsEstim.fileDataRead("utf_4D_test.dat")

# Construction of the launcher
lanceur = Relauncher.TLauncher2(tdsEstim,         # data to estimate
                                krig,             # model used
                                "x1:x2:x3:x4",    # list of the input variables
                                "yEstim:vEstim")  # name of model's outputs

# Launch the estimations
lanceur.solverLoop()

# Display some results
tdsEstim.draw("yEstim:y")

13.7.12.3. Graph

Figure 13.43 Graph of the macro “modelerbuildSimpleGPEstim.py”