Add partial derivatives w.r.t. parameters #748

TiKeil · 2019-08-14T09:38:57Z

This pull request adds a basic version of parameters derivatives to pymor.

Parameters package:
- ParameterFunctionalInterface has now a partial_derivative method that returns a new ParameterFunctional representing the derivative to a specific component and coordinate of the parameter
- For this pull request, it is only possible to differentiate ProjectionParameterFunctional and ExpressionParameterFunctional. For the latter the user has to provide a dict that contains all partial derivatives of the given Parameter. An assertion on the size of this dict might be useful. All shapes of parameters are possible ( scalar, vector and matrix)
Operators package:
- I added a mu_derivative method to the OperatorInterface and thus also to OperatorBase. This method returns a new Operator representing the old Operator differentiated to a certain component and coordinate of the parameter.
- For this pull request, I only implement the mu_derivative to LincombOperator. This function returns a new LincombOperator with the differentiated ParameterFunctional. Note that this only makes sense mathematically if the operators of the LincombOperator are not parametric. Product rules are not implmented, yet.
The names of the methods and members are just in a first-choice fashion. I am very open for other suggestions
I added a small test to the pymortests where I show the usage of the new functions. I did not use pytest or something else yet. Is that required?
There are multiple things to do that I left for future work for now:

a) implement a numeric version of the partial derivative of the parameters
b) Use sympy to get automatic expressions for the derivative.
c) Add partial derivative for ProductParameterFunctional and ConjugateParameterFunctional
d) Add mu_derivative for more Operators

Comments and tips are very welcome

renefritze

The different sections here could be better reflected as test functions. This would make error reporting through pytest follow your intent of issue separation here. Those test functions are also easy to evolve into accepting parameterized input from data generating fixtures.

Edit: Oops, this should ofc be a comment on the new file under src/pymortests/

codecov · 2019-08-14T11:08:05Z

Codecov Report

Merging #748 into master will increase coverage by 0.02%.
The diff coverage is 80.55%.

Impacted Files	Coverage Δ
src/pymor/operators/basic.py	`62.77% <25%> (-0.86%)`	⬇️
src/pymor/operators/interfaces.py	`69.23% <66.66%> (-0.13%)`	⬇️
src/pymor/parameters/interfaces.py	`79.16% <66.66%> (-1.79%)`	⬇️
src/pymor/parameters/functionals.py	`91.83% <84.31%> (-8.17%)`	⬇️
src/pymor/operators/constructions.py	`85.42% <90.9%> (+0.1%)`	⬆️

codecov · 2019-08-14T11:08:05Z

Codecov Report

Merging #748 into master will increase coverage by 0.05%.
The diff coverage is 84.21%.

Impacted Files	Coverage Δ
src/pymor/operators/basic.py	`62.77% <25%> (-0.86%)`	⬇️
src/pymor/operators/interfaces.py	`69.23% <66.66%> (-0.13%)`	⬇️
src/pymor/parameters/functionals.py	`93.61% <86.36%> (-6.39%)`	⬇️
src/pymor/operators/constructions.py	`85.39% <90%> (+0.08%)`	⬆️
src/pymor/parameters/interfaces.py	`86.11% <93.33%> (+5.15%)`	⬆️

TiKeil · 2019-08-14T11:09:40Z

I updated the tests following the comment from @renefritze

sdrave

Apart from some minor issues, this is looking very nice already! I would say this can be merged after resolving these issues.

src/pymor/operators/interfaces.py

src/pymor/operators/basic.py

src/pymor/operators/constructions.py

src/pymor/parameters/functionals.py

src/pymortests/mu_derivatives.py

TiKeil · 2019-08-26T14:46:01Z

I pushed changes proposed by @sdrave .

I also added ConstantParameterFunctional. It only takes a constant_value and returns this value no matter what the parameter is. Furthermore I allow all types of constant values. Moreover this functional has no parameter_type and thus the user can evaluate this functional with every mu. Any objections for that?

Otherwise, this PR can be merged.

Edit: I rebased on master

src/pymor/operators/basic.py

src/pymor/parameters/functionals.py

TiKeil · 2019-08-27T14:03:46Z

I have pushed new changes according to the requests of @sdrave.
I added a function _check_and_parse_input in order to be able to check the input of d_mu for every ParameterFunctional. This can be used for every ParameterFunctional now.

sdrave

You should also add yourself to AUTHORS.md.

src/pymor/operators/interfaces.py

src/pymor/parameters/functionals.py

src/pymor/parameters/interfaces.py

sdrave · 2019-08-27T20:47:51Z

Moreover this functional has no parameter_type and thus the user can evaluate this functional with every mu. Any objections for that?

No objections.

…itrary shape

This function checks whether component is in parameter type and checks whether index has correct shape and items

TiKeil · 2019-08-28T12:20:45Z

I think this can be merged in case there are no other objections.

renefritze requested changes Aug 14, 2019

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sdrave requested changes Aug 16, 2019

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TiKeil force-pushed the parameter_derivatives branch from e949380 to ddac947 Compare August 26, 2019 15:19

TiKeil mentioned this pull request Aug 26, 2019

Rename parameter coordinates to index #756

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renefritze approved these changes Aug 27, 2019

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sdrave reviewed Aug 27, 2019

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Tim Keil added 13 commits August 28, 2019 11:32

[parameters] add partial derivative to ParameterFunctionalInterface

c3b829f

[operators] Add mu_derivative to LincombOperator

0cea00c

[pymortest] add small test for mu_derivatives

aa7ee1f

[pymortests] update mu_derivative test for pytest

dcbb977

[parameters/functionals] Add ConstantParameterFunctional

e1c371c

[parameters/functionals] simplify code and enable numpy arrays of arb…

33eb81e

…itrary shape

[pymor] minor fixes and name changes

648e092

[pymortests/mu_derivative] update tests

4abdce1

[pymor/operators] remove try except

ea385d8

minor things

f225d68

[parameters] Add _check_and_parse_input function

f3f39ff

This function checks whether component is in parameter type and checks whether index has correct shape and items

update AUTHORS.md

20c1c3f

[src/pymor] minor updates

59e24d8

TiKeil force-pushed the parameter_derivatives branch from a6e9916 to 59e24d8 Compare August 28, 2019 09:52

sdrave added this to the 2019.2 milestone Aug 28, 2019

sdrave added the generic-objects label Aug 28, 2019

sdrave added interfaces pr:new-feature Introduces a new feature labels Aug 28, 2019

sdrave approved these changes Aug 28, 2019

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sdrave changed the title ~~Add partial derivatives of parameters~~ Add partial derivatives w.r.t. parameters Aug 28, 2019

sdrave merged commit 58add64 into pymor:master Aug 28, 2019

TiKeil mentioned this pull request Jan 8, 2020

Add second order partial derivatives w.r.t. parameters #840

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Add partial derivatives w.r.t. parameters #748

Add partial derivatives w.r.t. parameters #748

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Add partial derivatives w.r.t. parameters #748

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