gemseo-multi-fidelity 0.0.1__py3-none-any.whl

gemseo_multi_fidelity/core/stop_criteria.py

@@ -0,0 +1,201 @@
+# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
+#
+# This program is free software; you can redistribute it and/or
+# modify it under the terms of the GNU Lesser General Public
+# License version 3 as published by the Free Software Foundation.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+# Lesser General Public License for more details.
+#
+# You should have received a copy of the GNU Lesser General Public License
+# along with this program; if not, write to the Free Software Foundation,
+# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
+
+# Copyright (c) 2018 AIRBUS OPERATIONS
+
+#
+# Contributors:
+#    INITIAL AUTHORS - API and implementation and/or documentation
+#      :author: Romain Olivanti
+#    OTHER AUTHORS   - MACROSCOPIC CHANGES
+"""Stopping criteria."""
+
+from __future__ import annotations
+
+from typing import TYPE_CHECKING
+
+from gemseo_multi_fidelity.core.criticality import crit_out_1
+
+if TYPE_CHECKING:
+    from numpy.typing import NDArray
+
+    from gemseo_multi_fidelity.core.boxed_domain import BoxedDomain
+
+
+def check_positive_float(value: float) -> float:
+    """Convenience function to check if value is a positive float.
+
+    Args:
+        value: The value to check.
+
+    Returns:
+        The checked value.
+    """
+    if not isinstance(value, float):
+        msg = f"{value} not a float"
+        raise TypeError(msg)
+    if not value > 0.0:
+        msg = "{} not > 0."
+        raise ValueError(msg)
+    return value
+
+
+class MaxIterCriterion:
+    """Simple maximum iteration criterion."""
+
+    def __init__(self, max_iter: int) -> None:
+        """Constructor.
+
+        Args:
+            max_iter: The maximum number of iterations.
+        """
+        self._curr_it = 0
+        self._max_it = int(max_iter)
+
+    @property
+    def curr_it(self) -> int:
+        """Get the current iteration.
+
+        Returns:
+            The current number of iterations used.
+        """
+        return self._curr_it
+
+    def must_stop(self, x_vect=None) -> bool:
+        """Check if a stop is triggered by the criterion.
+
+        Returns:
+            ``True`` if a stop is triggered by the criterion, ``False`` otherwise.
+        """
+        self._curr_it += 1
+        return self._curr_it > self._max_it
+
+
+class ProjGradCriterion:
+    """Projected gradient criterion class."""
+
+    def __init__(self, domain: BoxedDomain, grad_tol: float, bound_tol: float) -> None:
+        """Constructor.
+
+        Args:
+            domain: The domain of the optimization.
+            grad_tol: The projected gradient tolerance.
+            bound_tol: The tolerance on the problem bounds.
+        """
+        self._grad_tol = None
+        self._bound_tol = None
+        self.domain = domain
+
+        self.grad_tol = grad_tol
+        self.bound_tol = bound_tol
+
+    @property
+    def grad_tol(self) -> float:
+        """Get the projected gradient tolerance.
+
+        Returns:
+            The projected gradient tolerance.
+        """
+        return self._grad_tol
+
+    @grad_tol.setter
+    def grad_tol(self, grad_tol: float) -> None:
+        """Set the projected gradient tolerance.
+
+        Args:
+            grad_tol: The projected gradient tolerance.
+        """
+        self._grad_tol = check_positive_float(grad_tol)
+
+    @property
+    def bound_tol(self) -> float:
+        """Get the bound tolerance.
+
+        Returns:
+            The bound tolerance.
+        """
+        return self._bound_tol
+
+    @bound_tol.setter
+    def bound_tol(self, bound_tol) -> None:
+        """Set the projected gradient tolerance.
+
+        Args:
+            bound_tol: The tolerance on the problem bounds.
+        """
+        self._bound_tol = check_positive_float(bound_tol)
+
+    def must_stop(self, x_vect: NDArray, grad: NDArray) -> bool:
+        """Check if a stop is triggered by the criterion.
+
+        Args:
+            x_vect: The current point.
+            grad: The current gradient.
+
+        Returns:
+            ``True`` if a stop is triggered by the criterion, ``False`` otherwise.
+        """
+        return (
+            crit_out_1(x_vect, grad, self.domain, self._grad_tol, self._bound_tol)
+            < self._grad_tol
+        )
+
+
+class DecrCriterion:
+    """Decrease criterion class."""
+
+    def __init__(self, decr_tol: float, n_under=1) -> None:
+        """Constructor.
+
+        Args:
+            decr_tol: The decrease tolerance.
+            n_under: The number of decrease below the tolerance to trigger the stop.
+        """
+        self._decr_tol = None
+        self.n_under_crit = n_under
+        self._curr_n_under = 0
+        self.decr_tol = decr_tol
+
+    @property
+    def decr_tol(self) -> float:
+        """Get the decrease tolerance.
+
+        Returns:
+            The decrease tolerance.
+        """
+        return self._decr_tol
+
+    @decr_tol.setter
+    def decr_tol(self, decr_tol) -> None:
+        """Set the decrease tolerance.
+
+        Args:
+            decr_tol: The decrease tolerance.
+        """
+        self._decr_tol = check_positive_float(decr_tol)
+
+    def must_stop(self, decr: float) -> bool:
+        """Check if a stop is triggered by the criterion.
+
+        Args:
+            decr: The current decrease.
+
+        Returns:
+            ``True`` if a stop is triggered by the criterion, ``False`` otherwise.
+        """
+        if 0.0 < decr < self.decr_tol:
+            self._curr_n_under += 1
+
+        return self._curr_n_under >= self.n_under_crit

gemseo_multi_fidelity/core/strict_chain.py

@@ -0,0 +1,75 @@
+# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
+#
+# This program is free software; you can redistribute it and/or
+# modify it under the terms of the GNU Lesser General Public
+# License version 3 as published by the Free Software Foundation.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+# Lesser General Public License for more details.
+#
+# You should have received a copy of the GNU Lesser General Public License
+# along with this program; if not, write to the Free Software Foundation,
+# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
+
+# Copyright (c) 2019 AIRBUS OPERATIONS
+
+#
+# Contributors:
+#    INITIAL AUTHORS - API and implementation and/or documentation
+#      :author: Romain Olivanti
+#    OTHER AUTHORS   - MACROSCOPIC CHANGES
+"""Strict MDO chain."""
+
+from __future__ import annotations
+
+from gemseo.core.chains.chain import MDOChain
+
+
+class StrictChain(MDOChain):
+    """Strict MDO chain class.
+
+    Chain which does not store the local_data of each discipline in self.local_data.
+    Only the intermediary outputs update self.local_data.
+    """
+
+    default_grammar_type = "JSONGrammar"
+    """The default grammar type."""
+
+    def _initialize_grammars(self) -> None:
+        """Initialize grammars.
+
+        Defines the input and output grammars from the disciplines' ones.
+        """
+        self.io.input_grammar.clear()
+        self.io.output_grammar.clear()
+        self.io.input_grammar.update(self.disciplines[0].input_grammar)
+        self.io.output_grammar.update(self.disciplines[-1].output_grammar)
+
+    # def initialize_grammars(self):
+    #     """Defines all inputs and outputs of the chain. Inputs are restricted
+    #     to the ones of the first discipline, and the outputs to the ones of the
+    #     last discipline."""
+    #     self.input_grammar.clear()
+    #     self.output_grammar.clear()
+    #     self.input_grammar.update(self.disciplines[0].input_grammar)
+    #     self.output_grammar.update(self.disciplines[-1].output_grammar)
+    #
+    #     # Delete the required properties from the input grammar of the chain.
+    #     # TODO verify ok-ness
+    #     #for name in self.input_grammar.schema_dict.get("required", []):
+    #         #self.input_grammar.remove_item(name)
+    #     self.input_grammar.required_names.clear()
+    #
+    #     #self.input_grammar._update_properties()
+
+    def _execute(self) -> None:
+        """Run the chain."""
+        for discipline in self.disciplines:
+            discipline.execute(self.io.data)
+            # Erase all local data
+            self.io.data = {}
+            # Only store the outputs of the previous discipline in self.local_data
+            outputs = discipline.get_output_data()
+            self.io.data.update(outputs)

gemseo_multi_fidelity/core/utils_model_quality.py

@@ -0,0 +1,74 @@
+# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
+#
+# This program is free software; you can redistribute it and/or
+# modify it under the terms of the GNU Lesser General Public
+# License version 3 as published by the Free Software Foundation.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+# Lesser General Public License for more details.
+#
+# You should have received a copy of the GNU Lesser General Public License
+# along with this program; if not, write to the Free Software Foundation,
+# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
+
+# Copyright (c) 2019 AIRBUS OPERATIONS
+
+#
+# Contributors:
+#    INITIAL AUTHORS - API and implementation and/or documentation
+#      :author: Romain Olivanti
+#    OTHER AUTHORS   - MACROSCOPIC CHANGES
+"""Model quality utilities."""
+
+from __future__ import annotations
+
+import logging
+
+from numpy import finfo
+
+MACHINE_EPS = finfo(float).eps
+LOGGER = logging.getLogger(__name__)
+
+
+def compute_accuracy_ratio(real_decr: float, pred_decr: float) -> float:
+    """Compute the accuracy ratio.
+
+    Computes the accuracy ratio real_decrease / predicted decrease in a safe manner.
+    It can be used to assess the quality of a model.
+
+    Args:
+        real_decr: The real decrease.
+        pred_decr: The predicted decrease.
+
+    Returns:
+        The accuracy ratio.
+    """
+    # Current ratio
+    if abs(pred_decr) < MACHINE_EPS:
+        # The sign is not guaranteed
+        msg = "Safeguard model accuracy: "
+        if abs(real_decr) < MACHINE_EPS:
+            if pred_decr == 0.0 and real_decr == 0.0:
+                # Exactly zero, no progress can be achieved
+                msg += "no improvement"
+                ratio = -1.0
+            else:
+                # Real inaccuracy, hazardous to perform the standard computation.
+                # The best option is to force the success
+                msg += "both the predicted and real decrease are close "
+                msg += "to the machine precision"
+                ratio = 1.0
+        else:
+            # The sign of the model decrease is not guaranteed, and it underpredicts the
+            # real decrease / increase
+            # Force failure
+            msg = "only the predicted decrease is close to the "
+            msg += "machine precision"
+            ratio = -1.0
+        LOGGER.info(msg)
+    else:
+        # Standard computation
+        ratio = real_decr / pred_decr
+    return ratio

gemseo_multi_fidelity/corrections/__init__.py

@@ -0,0 +1,16 @@
+# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
+#
+# This program is free software; you can redistribute it and/or
+# modify it under the terms of the GNU Lesser General Public
+# License version 3 as published by the Free Software Foundation.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+# Lesser General Public License for more details.
+#
+# You should have received a copy of the GNU Lesser General Public License
+# along with this program; if not, write to the Free Software Foundation,
+# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
+
+"""Corrections."""

gemseo_multi_fidelity/corrections/add_corr_function.py

@@ -0,0 +1,80 @@
+# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
+#
+# This program is free software; you can redistribute it and/or
+# modify it under the terms of the GNU Lesser General Public
+# License version 3 as published by the Free Software Foundation.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+# Lesser General Public License for more details.
+#
+# You should have received a copy of the GNU Lesser General Public License
+# along with this program; if not, write to the Free Software Foundation,
+# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
+
+# Copyright (c) 2019 AIRBUS OPERATIONS
+
+#
+# Contributors:
+#    INITIAL AUTHORS - API and implementation and/or documentation
+#      :author: Romain Olivanti
+#    OTHER AUTHORS   - MACROSCOPIC CHANGES
+"""Additive correction."""
+
+from __future__ import annotations
+
+from typing import TYPE_CHECKING
+
+from gemseo_multi_fidelity.core.corr_function import MDOCorrectedFunction
+
+if TYPE_CHECKING:
+    from numpy.typing import NDArray
+
+
+class MDOAddCorrFunc(MDOCorrectedFunction):
+    """Additive correction."""
+
+    def _build_func_pointers(self) -> None:
+        # Rather simple here, benefit from GEMSEO overloading
+        add_func = self._orig_func + self._corr_model.function
+        self.expr = add_func.expr
+
+        def func(x_vect: NDArray) -> NDArray:
+            if self._corr_model.is_set:
+                out = add_func.func(x_vect)
+            else:
+                out = self._orig_func.func(x_vect)
+            return out
+
+        self.func = func
+
+        if self._orig_func.has_jac:
+
+            def jac(x_vect):
+                if self._corr_model.is_set:
+                    out = add_func.jac(x_vect)
+                else:
+                    out = self._orig_func.jac(x_vect)
+                return out
+
+            self.jac = jac
+
+    def _compute_correction(
+        self,
+        x_ref: NDArray,
+        val_ref: NDArray,
+        grad_ref: NDArray = None,
+        hess_ref: NDArray = None,
+    ) -> tuple[NDArray, NDArray, NDArray]:
+        # Simple difference
+        val_corr = val_ref - self._orig_func.evaluate(x_ref)
+        grad_corr = None
+        hess_corr = None
+
+        if grad_ref is not None:
+            grad_corr = grad_ref - self._orig_func.jac(x_ref)
+        if hess_ref is not None:
+            hess_corr = hess_ref - self._orig_func.hess(x_ref)
+
+        return val_corr, grad_corr, hess_corr

gemseo_multi_fidelity/corrections/correction_factory.py

@@ -0,0 +1,65 @@
+# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
+#
+# This program is free software; you can redistribute it and/or
+# modify it under the terms of the GNU Lesser General Public
+# License version 3 as published by the Free Software Foundation.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+# Lesser General Public License for more details.
+#
+# You should have received a copy of the GNU Lesser General Public License
+# along with this program; if not, write to the Free Software Foundation,
+# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
+
+# Copyright (c) 2018 AIRBUS OPERATIONS
+
+#
+# Contributors:
+#    INITIAL AUTHORS - API and implementation and/or documentation
+#      :author: Romain Olivanti
+#    OTHER AUTHORS   - MACROSCOPIC CHANGES
+"""A factory to create a corrected function from its name."""
+
+from __future__ import annotations
+
+from typing import TYPE_CHECKING
+from typing import ClassVar
+
+from gemseo_multi_fidelity.corrections.add_corr_function import MDOAddCorrFunc
+from gemseo_multi_fidelity.corrections.mul_corr_function import MDOMulCorrFunc
+
+if TYPE_CHECKING:
+    from gemseo_multi_fidelity.core.corr_function import MDOCorrectedFunction
+
+
+class CorrectionFactory:
+    """Correction Factory."""
+
+    ADD_CORR = "additive"
+    MUL_CORR = "multiplicative"
+
+    AVAILABLE_CORRS: ClassVar[list] = [ADD_CORR, MUL_CORR]
+    """Available corrections."""
+
+    def create(self, name: str, *args, **kwargs) -> MDOCorrectedFunction:
+        """Create a corrected function from its name.
+
+        Args:
+            name: The name of the corrected function to use.
+            *args: The positional arguments to build the corrected function instance.
+            **kwargs: The keywords arguments to build the corrected function instance.
+
+        Returns:
+            The corrected function.
+        """
+        if name == self.ADD_CORR:
+            klass = MDOAddCorrFunc
+        elif name == self.MUL_CORR:
+            klass = MDOMulCorrFunc
+        else:
+            msg = f"{name} not in {self.AVAILABLE_CORRS}"
+            raise ValueError(msg)
+
+        return klass(*args, **kwargs)

gemseo_multi_fidelity/corrections/mul_corr_function.py

@@ -0,0 +1,86 @@
+# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
+#
+# This program is free software; you can redistribute it and/or
+# modify it under the terms of the GNU Lesser General Public
+# License version 3 as published by the Free Software Foundation.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+# Lesser General Public License for more details.
+#
+# You should have received a copy of the GNU Lesser General Public License
+# along with this program; if not, write to the Free Software Foundation,
+# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
+
+# Copyright (c) 2019 AIRBUS OPERATIONS
+
+#
+# Contributors:
+#    INITIAL AUTHORS - API and implementation and/or documentation
+#      :author: Romain Olivanti
+#    OTHER AUTHORS   - MACROSCOPIC CHANGES
+"""Multiplicative correction."""
+
+from __future__ import annotations
+
+from typing import TYPE_CHECKING
+
+from numpy import einsum
+
+from gemseo_multi_fidelity.core.corr_function import MDOCorrectedFunction
+
+if TYPE_CHECKING:
+    from numpy.typing import NDArray
+
+
+class MDOMulCorrFunc(MDOCorrectedFunction):
+    """Multiplicative correction."""
+
+    def _build_func_pointers(self) -> None:
+        # Rather simple here, benefit from GEMSEO overloading
+        mul_func = self._orig_func * self._corr_model.function
+        self.expr = mul_func.expr
+
+        def func(x_vect: NDArray) -> NDArray:
+            if self._corr_model.is_set:
+                out = mul_func.func(x_vect)
+            else:
+                out = self._orig_func.func(x_vect)
+            return out
+
+        self.func = func
+
+        if self._orig_func.has_jac:
+
+            def jac(x_vect):
+                if self._corr_model.is_set:
+                    out = mul_func.jac(x_vect)
+                else:
+                    out = self._orig_func.jac(x_vect)
+                return out
+
+            self.jac = jac
+
+    def _compute_correction(
+        self,
+        x_ref: NDArray,
+        val_ref: NDArray,
+        grad_ref: NDArray = None,
+        hess_ref: NDArray = None,
+    ) -> tuple[NDArray, NDArray, NDArray]:
+        val_func = self._orig_func(x_ref)
+        val_corr = val_ref / val_func
+        grad_corr = None
+        hess_corr = None
+
+        if grad_ref is not None:
+            grad_func = self._orig_func.jac(x_ref)
+            grad_corr = (grad_ref - val_corr * grad_func) / val_func
+            if hess_ref is not None:
+                tmp = einsum("i,j->ij", grad_func, grad_corr)
+                hess_corr = (
+                    hess_ref - tmp - tmp.T - self._orig_func.hess(x_ref) * val_corr
+                ) / val_func
+
+        return val_corr, grad_corr, hess_corr

gemseo_multi_fidelity/drivers/__init__.py

@@ -0,0 +1,16 @@
+# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
+#
+# This program is free software; you can redistribute it and/or
+# modify it under the terms of the GNU Lesser General Public
+# License version 3 as published by the Free Software Foundation.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+# Lesser General Public License for more details.
+#
+# You should have received a copy of the GNU Lesser General Public License
+# along with this program; if not, write to the Free Software Foundation,
+# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
+
+"""Drivers."""

gemseo_multi_fidelity/drivers/mf_algo_factory.py

@@ -0,0 +1,38 @@
+# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
+#
+# This program is free software; you can redistribute it and/or
+# modify it under the terms of the GNU Lesser General Public
+# License version 3 as published by the Free Software Foundation.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+# Lesser General Public License for more details.
+#
+# You should have received a copy of the GNU Lesser General Public License
+# along with this program; if not, write to the Free Software Foundation,
+# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
+
+# Copyright (c) 2019 AIRBUS OPERATIONS
+
+#
+# Contributors:
+#    INITIAL AUTHORS - API and implementation and/or documentation
+#      :author: Romain Olivanti
+#    OTHER AUTHORS   - MACROSCOPIC CHANGES
+#      :author: Francois Gallard - portage to GEMSEO 6
+"""Multi-fidelity algorithms factory."""
+
+from __future__ import annotations
+
+from gemseo.algos.base_algo_factory import BaseAlgoFactory
+
+from gemseo_multi_fidelity.drivers.mf_driver_lib import MFDriverLibrary
+
+
+class MFAlgoFactory(BaseAlgoFactory):
+    """Multi-fidelity driver factory."""
+
+    _CLASS = MFDriverLibrary
+
+    _PACKAGE_NAMES = ("gemseo_multi_fidelity.drivers",)