Working on an experimental design example in moderate dimensions

Reproducibility/Lipschitz/fig_design.py

@@ -0,0 +1,50 @@
+import numpy as np
+import psdr, psdr.demos
+from psdr.pgf import PGF
+import seaborn as sns
+
+funs = [psdr.demos.OTLCircuit()]
+names = ['OTLCircuit']
+
+algs = [lambda dom, M, L: psdr.random_sample(dom, M), 
+		lambda dom, M, L: psdr.latin_hypercube_maximin(dom, M, maxiter = 1),
+		lambda dom, M, L: psdr.minimax_lloyd(dom, M, L = L)	
+		]
+alg_names = ['random', 'LHS', 'minimax']
+# Number of repetitions
+Ms = [100, 100, 10]
+
+Nsamp = 20
+
+for fun, name in zip(funs, names):
+	# Estimate the Lipschitz matrix
+	np.random.seed(0)
+	X = fun.domain.sample(1000)
+	grads = fun.grad(X)
+
+	lip = psdr.LipschitzMatrix(verbose = True, reltol = 1e-7, abstol = 1e-7, feastol = 1e-7)
+	lip.fit(grads = grads)
+
+	L = lip.L
+
+	# Samples to use when estimating dispersion
+	X0 = psdr.maximin_coffeehouse(fun.domain, 200, L = L, N0 = 10)
+
+	# Now perform designs
+	for alg, alg_name, M in zip(algs, alg_names, Ms):
+		dispersion = []
+		# We can get a very sloppy fit with more points
+		for i in range(M):
+			np.random.seed(i)
+			X = alg(fun.domain, Nsamp, L)
+			dist = psdr.fill_distance_estimate(fun.domain, X, L = L, X0 = X0) 
+			dispersion.append(dist)
+			print(f'{alg_name:20s} : {i:4d} dispersion {dist:10.5e}')
+
+		ax = sns.swarmplot(dispersion)
+		x, y = np.array(ax.collections[0].get_offsets()).T
+		pgf = PGF()
+		pgf.add('x', x)
+		pgf.add('y', y)
+		pgf.write(f'data/fig_design_{name}_{alg_name}.dat')	
+

Reproducibility/Lipschitz/fig_epsilon_rank.py

@@ -7,8 +7,6 @@
 fun = psdr.demos.Borehole()
 
 
-
-
 if False:
 	fun = psdr.demos.HartmannMHD()
 	X = fun.domain.sample_grid(4)