Sinusoidal example #287
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Sinusoidal example #287
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…usoidal example. This example is 2d->2d for a model of a sinusoid that depends on 2 parameters (amplitude, vertical shift) and given a system where we make noisy observations of its range and mean position.
New files in example:
* Setup script (functions defined for the true model)
* Calibrate (using ensemble kalman inversion)
* Emulate (using GP, RF and emulator validation plots)
* Sample (with mcmc and plotting 2d posteriors).
New docs under page Simple example walkthrough: a walkthrough of these scripts with plots for each step.
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… in src/examples/Sinusoid/, so now the docs page can be run and is reproducible. This also changed a few numbers slightly that were initially run through the examples pages rather than the docs pages. * `rng` is now saved into `.jld2` files at the end of the example scripts and then opened at the start of the next script, so entire workflow agrees with results of running snippets from the docs pages. * I increased the nugget term from 1e-12 to 1e-9 to help stability and consistency. * Added missing imports Statistics and Distributions in docs and in example file. * `emulator` -> `emulator_gp` in docs page * defined `init_sample` and other variables that go into the random features emulator in docs page.
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odunbar
approved these changes
Mar 22, 2024
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Could you remove the rng stuff in the documentation page. It's nice to have it in the examples/Sinusoid files for reproducibility, but I personally think it just adds mess to the docs explanation.
Once this is done, LGTM!
Althought the PR seems to be logging a lot of changes on main as coming from this PR - perhaps that will update when the PR is no longer a draft...
odunbar
approved these changes
Mar 22, 2024
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This will close issue #283 on reproducibility of sinusoid example
Content
rngsaved and re-opened between each script (calibrate.jl,emulate.jl,sample.jl) so that running the example scripts gives same results as running the tutorial. This changed some of the plots and numbers.StatisticsandDistributionsaddedinit_sample,input_dim, ...) and typoemulator->emulator_gp.See preview here