Add Design of Experiments #93
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reworked responsesurface demo and test unfinished
request review. Added some documentation for responsesurface and polyharmonic spline.
for error if degree is negative
and face centered central composite designs demonstrated in responsesurface demo file.
Codecov ReportPatch coverage:
Additional details and impacted files@@ Coverage Diff @@
## master #93 +/- ##
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- Coverage 98.83% 98.68% -0.15%
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Files 22 23 +1
Lines 684 835 +151
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+ Hits 676 824 +148
- Misses 8 11 +3
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Please move the |
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FractionalFactorial and BoxBehnken are now implemented. Can be tested by (un)commenting and manipulating the respective lines of code in ...demo/metamodels/responsesurface.jl |
implemented Central Composite(inscribed and face centered)
added tests for Central Composite
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It turns out the mapping through standard normal space etc. is not the way to go. With the design of experiments we just want to cover the input space and don't care about the exact distributions. So we are going to do the following: For finite bounds we just scale and shift the values between the bounds of the distribution. For example, for a This way, no mappings through the @mlsuh Can you adapt the |
src/simulations/doe.jl
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| return vcat(two_lvl_points, axial_points) | ||
| end | ||
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| function doe_samples(_::PlackettBurman, rvs::Int) |
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Please don't commit work in progress functions.
src/simulations/doe.jl
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| return reduce(vcat, bounds.(jd.marginals, σ)) | ||
| end | ||
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| function sample(inputs::Array{<:UQInput}, design::AbstractDesignOfExperiments, σ::Int=1) |
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The sigma should be a parameter of the individual structs of the designs, not the sample function.
src/simulations/doe.jl
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| end | ||
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| function bounds(r::RandomVariable, σ::Int) | ||
| ub = support(r.dist).ub |
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ub = isinf(ub) ? ub : std(rv) * sigma
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what about ub = isinf(maximum(rv)) ? std(rv) * sigma : maximum(rv)?
So, one line and no refactoring of ub but with tradeoff of extra call of maximum(rv).
src/simulations/doe.jl
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| lb = -std(r.dist) * σ | ||
| end | ||
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| return [ub lb] |
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Nice work @mlsuh! |
Adds a number of design of experiments to use with the
ResponseSurface.The documentation and demo files include an example where the Himmelblau function is approximated.