diff --git a/rrompy/reduction_methods/base/generic_approximant.py b/rrompy/reduction_methods/base/generic_approximant.py index fd56144..3db2751 100644 --- a/rrompy/reduction_methods/base/generic_approximant.py +++ b/rrompy/reduction_methods/base/generic_approximant.py @@ -1,928 +1,928 @@ # Copyright (C) 2018 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy 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 RROMPy. If not, see . # from abc import abstractmethod import numpy as np from collections.abc import Iterable from itertools import product as iterprod from copy import deepcopy as copy from os import remove as osrm from rrompy.sampling import (SamplingEngine, SamplingEngineNormalize, SamplingEnginePOD) from rrompy.utilities.base.types import (Np1D, DictAny, HFEng, List, Tuple, ListAny, strLst, paramVal, paramList, sampList) from rrompy.utilities.base.data_structures import purgeDict, getNewFilename from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert, RROMPy_READY, RROMPy_FRAGILE) from rrompy.utilities.base.pickle_utilities import pickleDump, pickleLoad from rrompy.parameter import (emptyParameterList, checkParameter, checkParameterList) from rrompy.sampling import sampleList, emptySampleList from rrompy.utilities.parallel import (bcast, masterCore, listGather, listScatter) __all__ = ['GenericApproximant'] def addNormFieldToClass(self, fieldName): def objFunc(self, mu:paramList, *args, **kwargs) -> Np1D: uV = getattr(self.__class__, "get" + fieldName)(self, mu) kwargs["is_state"] = False val = self.HFEngine.norm(uV, *args, **kwargs) return val setattr(self.__class__, "norm" + fieldName, objFunc) def addNormDualFieldToClass(self, fieldName): def objFunc(self, mu:paramList, *args, **kwargs) -> Np1D: uV = getattr(self.__class__, "get" + fieldName)(self, mu) kwargs["is_state"] = True if "dual" not in kwargs.keys(): kwargs["dual"] = True val = self.HFEngine.norm(uV, *args, **kwargs) return val setattr(self.__class__, "norm" + fieldName, objFunc) def addPlotFieldToClass(self, fieldName): def objFunc(self, mu:paramList, *args, **kwargs): uV = getattr(self.__class__, "get" + fieldName)(self, mu) uV = listScatter(uV)[0].T filesOut = [] if len(uV) > 0: if "name" in kwargs.keys(): nameBase = copy(kwargs["name"]) for j, u in enumerate(uV): if "name" in kwargs.keys(): kwargs["name"] = nameBase + str(j) filesOut += [self.HFEngine.plot(u, *args, **kwargs)] if "name" in kwargs.keys(): kwargs["name"] = nameBase filesOut = listGather(filesOut) if filesOut[0] is None: return None return filesOut setattr(self.__class__, "plot" + fieldName, objFunc) def addPlotDualFieldToClass(self, fieldName): def objFunc(self, mu:paramList, *args, **kwargs): uV = getattr(self.__class__, "get" + fieldName)(self, mu) uV = listScatter(uV)[0].T filesOut = [] if len(uV) > 0: if "name" in kwargs.keys(): nameBase = copy(kwargs["name"]) for j, u in enumerate(uV): if "name" in kwargs.keys(): kwargs["name"] = nameBase + str(j) filesOut += [self.HFEngine.plot(u, *args, **kwargs)] if "name" in kwargs.keys(): kwargs["name"] = nameBase filesOut = listGather(filesOut) if filesOut[0] is None: return None return filesOut setattr(self.__class__, "plot" + fieldName, objFunc) def addOutParaviewFieldToClass(self, fieldName): def objFunc(self, mu:paramVal, *args, **kwargs): if not hasattr(self.HFEngine, "outParaview"): raise RROMPyException(("High fidelity engine cannot output to " "Paraview.")) uV = getattr(self.__class__, "get" + fieldName)(self, mu) uV = listScatter(uV)[0].T filesOut = [] if len(uV) > 0: if "name" in kwargs.keys(): nameBase = copy(kwargs["name"]) for j, u in enumerate(uV): if "name" in kwargs.keys(): kwargs["name"] = nameBase + str(j) filesOut += [self.HFEngine.outParaview(u, *args, **kwargs)] if "name" in kwargs.keys(): kwargs["name"] = nameBase filesOut = listGather(filesOut) if filesOut[0] is None: return None return filesOut setattr(self.__class__, "outParaview" + fieldName, objFunc) def addOutParaviewTimeDomainFieldToClass(self, fieldName): def objFunc(self, mu:paramVal, *args, **kwargs): if not hasattr(self.HFEngine, "outParaviewTimeDomain"): raise RROMPyException(("High fidelity engine cannot output to " "Paraview.")) uV = getattr(self.__class__, "get" + fieldName)(self, mu) uV = listScatter(uV)[0].T filesOut = [] if len(uV) > 0: omega = args.pop(0) if len(args) > 0 else np.real(mu) if "name" in kwargs.keys(): nameBase = copy(kwargs["name"]) filesOut = [] for j, u in enumerate(uV): if "name" in kwargs.keys(): kwargs["name"] = nameBase + str(j) filesOut += [self.HFEngine.outParaviewTimeDomain(u, omega, *args, **kwargs)] if "name" in kwargs.keys(): kwargs["name"] = nameBase filesOut = listGather(filesOut) if filesOut[0] is None: return None return filesOut setattr(self.__class__, "outParaviewTimeDomain" + fieldName, objFunc) class GenericApproximant: """ ABSTRACT ROM approximant computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. full POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of samples current approximant relies upon. Defaults to empty dict. approx_state(optional): Whether to approximate state. Defaults to False. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. trainedModel: Trained model evaluator. mu0: Default parameter. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList{Soft,Critical}. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of samples current approximant relies upon. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: Number of solution snapshots over which current approximant is based upon. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ __all__ += [ftype + dtype for ftype, dtype in iterprod( ["norm", "plot", "outParaview", "outParaviewTimeDomain"], ["HF", "RHS", "Approx", "Res", "Err"])] def __init__(self, HFEngine:HFEng, mu0 : paramVal = None, approxParameters : DictAny = {}, approx_state : bool = False, verbosity : int = 10, timestamp : bool = True): self._preInit() self._mode = RROMPy_READY self.approx_state = approx_state self.verbosity = verbosity self.timestamp = timestamp vbMng(self, "INIT", "Initializing engine of type {}.".format(self.name()), 10) self._HFEngine = HFEngine self.trainedModel = None self.lastSolvedHF = emptyParameterList() self.uHF = emptySampleList() self._addParametersToList(["POD", "scaleFactorDer"], [1, "AUTO"], ["S"], [1.]) if mu0 is None: if hasattr(self.HFEngine, "mu0"): self.mu0 = checkParameter(self.HFEngine.mu0) else: raise RROMPyException(("Center of approximation cannot be " "inferred from HF engine. Parameter " "required")) else: self.mu0 = checkParameter(mu0, self.HFEngine.npar) self.resetSamples() self.approxParameters = approxParameters self._postInit() ### add norm{HF,Err} methods """ Compute norm of * at arbitrary parameter. Args: mu: Target parameter. Returns: Target norm of *. """ for objName in ["HF", "Err"]: addNormFieldToClass(self, objName) ### add norm{RHS,Res} methods """ Compute norm of * at arbitrary parameter. Args: mu: Target parameter. Returns: Target norm of *. """ for objName in ["RHS", "Res"]: addNormDualFieldToClass(self, objName) ### add plot{HF,Approx,Err} methods """ Do some nice plots of * at arbitrary parameter. Args: mu: Target parameter. name(optional): Name to be shown as title of the plots. Defaults to 'u'. what(optional): Which plots to do. If list, can contain 'ABS', 'PHASE', 'REAL', 'IMAG'. If str, same plus wildcard 'ALL'. Defaults to 'ALL'. save(optional): Where to save plot(s). Defaults to None, i.e. no saving. saveFormat(optional): Format for saved plot(s). Defaults to "eps". saveDPI(optional): DPI for saved plot(s). Defaults to 100. show(optional): Whether to show figure. Defaults to True. figspecs(optional key args): Optional arguments for matplotlib figure creation. """ for objName in ["HF", "Approx", "Err"]: addPlotFieldToClass(self, objName) ### add plot{RHS,Res} methods """ Do some nice plots of * at arbitrary parameter. Args: mu: Target parameter. name(optional): Name to be shown as title of the plots. Defaults to 'u'. what(optional): Which plots to do. If list, can contain 'ABS', 'PHASE', 'REAL', 'IMAG'. If str, same plus wildcard 'ALL'. Defaults to 'ALL'. save(optional): Where to save plot(s). Defaults to None, i.e. no saving. saveFormat(optional): Format for saved plot(s). Defaults to "eps". saveDPI(optional): DPI for saved plot(s). Defaults to 100. show(optional): Whether to show figure. Defaults to True. figspecs(optional key args): Optional arguments for matplotlib figure creation. """ for objName in ["RHS", "Res"]: addPlotDualFieldToClass(self, objName) ### add outParaview{HF,RHS,Approx,Res,Err} methods """ Output * to ParaView file. Args: mu: Target parameter. name(optional): Base name to be used for data output. filename(optional): Name of output file. time(optional): Timestamp. what(optional): Which plots to do. If list, can contain 'MESH', 'ABS', 'PHASE', 'REAL', 'IMAG'. If str, same plus wildcard 'ALL'. Defaults to 'ALL'. forceNewFile(optional): Whether to create new output file. filePW(optional): Fenics File entity (for time series). """ for objName in ["HF", "RHS", "Approx", "Res", "Err"]: addOutParaviewFieldToClass(self, objName) ### add outParaviewTimeDomain{HF,RHS,Approx,Res,Err} methods """ Output * to ParaView file, converted to time domain. Args: mu: Target parameter. omega(optional): frequency. timeFinal(optional): final time of simulation. periodResolution(optional): number of time steps per period. name(optional): Base name to be used for data output. filename(optional): Name of output file. forceNewFile(optional): Whether to create new output file. """ for objName in ["HF", "RHS", "Approx", "Res", "Err"]: addOutParaviewTimeDomainFieldToClass(self, objName) def _preInit(self): if not hasattr(self, "depth"): self.depth = 0 else: self.depth += 1 @property def tModelType(self): raise RROMPyException("No trainedModel type assigned.") def initializeModelData(self, datadict): from .trained_model.trained_model_data import TrainedModelData return (TrainedModelData(datadict["mu0"], datadict["mus"], datadict.pop("projMat"), datadict["scaleFactor"], datadict.pop("parameterMap")), ["mu0", "scaleFactor", "mus"]) @property def parameterList(self): """Value of parameterListSoft + parameterListCritical.""" return self.parameterListSoft + self.parameterListCritical def _addParametersToList(self, whatSoft : strLst = [], defaultSoft : ListAny = [], whatCritical : strLst = [], defaultCritical : ListAny = [], toBeExcluded : strLst = []): if not hasattr(self, "parameterToBeExcluded"): self.parameterToBeExcluded = [] self.parameterToBeExcluded = toBeExcluded + self.parameterToBeExcluded if not hasattr(self, "parameterListSoft"): self.parameterListSoft = [] if not hasattr(self, "parameterDefaultSoft"): self.parameterDefaultSoft = {} if not hasattr(self, "parameterListCritical"): self.parameterListCritical = [] if not hasattr(self, "parameterDefaultCritical"): self.parameterDefaultCritical = {} for j, what in enumerate(whatSoft): if what not in self.parameterToBeExcluded: self.parameterListSoft = [what] + self.parameterListSoft self.parameterDefaultSoft[what] = defaultSoft[j] for j, what in enumerate(whatCritical): if what not in self.parameterToBeExcluded: self.parameterListCritical = ([what] + self.parameterListCritical) self.parameterDefaultCritical[what] = defaultCritical[j] def _postInit(self): if self.depth == 0: vbMng(self, "DEL", "Done initializing.", 10) del self.depth else: self.depth -= 1 def name(self) -> str: return self.__class__.__name__ def __str__(self) -> str: return self.name() def __repr__(self) -> str: return self.__str__() + " at " + hex(id(self)) - def setupSampling(self): + def setupSampling(self, reset_samples : bool = True): """Setup sampling engine.""" RROMPyAssert(self._mode, message = "Cannot setup sampling engine.") if not hasattr(self, "_POD") or self._POD is None: return if self.POD == 1: sEng = SamplingEnginePOD elif self.POD == 1/2: sEng = SamplingEngineNormalize else: sEng = SamplingEngine self.samplingEngine = sEng(self.HFEngine, sample_state = self.approx_state, verbosity = self.verbosity) - self.resetSamples() + if reset_samples: self.resetSamples() @property def HFEngine(self): """Value of HFEngine.""" return self._HFEngine @HFEngine.setter def HFEngine(self, HFEngine): raise RROMPyException("Cannot change HFEngine.") @property def mu0(self): """Value of mu0.""" return self._mu0 @mu0.setter def mu0(self, mu0): mu0 = checkParameter(mu0) if not hasattr(self, "_mu0") or mu0 != self.mu0: self.resetSamples() self._mu0 = mu0 @property def npar(self): """Number of parameters.""" return self.mu0.shape[1] def checkParameterList(self, mu:paramList, check_if_single : bool = False) -> paramList: return checkParameterList(mu, self.npar, check_if_single) def mapParameterList(self, *args, **kwargs): return self.HFEngine.mapParameterList(*args, **kwargs) @property def approxParameters(self): """Value of approximant parameters.""" return self._approxParameters @approxParameters.setter def approxParameters(self, approxParams): if not hasattr(self, "approxParameters"): self._approxParameters = {} approxParameters = purgeDict(approxParams, self.parameterList, dictname = self.name() + ".approxParameters", baselevel = 1) keyList = list(approxParameters.keys()) for key in self.parameterListCritical: if key in keyList: setattr(self, "_" + key, self.parameterDefaultCritical[key]) for key in self.parameterListSoft: if key in keyList: setattr(self, "_" + key, self.parameterDefaultSoft[key]) fragile = False for key in self.parameterListCritical: if key in keyList: val = approxParameters[key] else: val = getattr(self, "_" + key, None) if val is None: fragile = True val = self.parameterDefaultCritical[key] if self._mode == RROMPy_FRAGILE: setattr(self, "_" + key, val) self.approxParameters[key] = val else: getattr(self.__class__, key, None).fset(self, val) for key in self.parameterListSoft: if key in keyList: val = approxParameters[key] else: val = getattr(self, "_" + key, None) if val is None: val = self.parameterDefaultSoft[key] if self._mode == RROMPy_FRAGILE: setattr(self, "_" + key, val) self.approxParameters[key] = val else: getattr(self.__class__, key, None).fset(self, val) if fragile: self._mode = RROMPy_FRAGILE @property def POD(self): """Value of POD.""" return self._POD @POD.setter def POD(self, POD): if hasattr(self, "_POD"): PODold = self.POD else: PODold = -1 if POD not in [0, 1/2, 1]: raise RROMPyException("POD must be either 0, 1/2, or 1.") self._POD = POD self._approxParameters["POD"] = self.POD if PODold != self.POD: self.samplingEngine = None self.resetSamples() @property def scaleFactorDer(self): """Value of scaleFactorDer.""" if self._scaleFactorDer == "NONE": return 1. if self._scaleFactorDer == "AUTO": return self.scaleFactor return self._scaleFactorDer @scaleFactorDer.setter def scaleFactorDer(self, scaleFactorDer): if isinstance(scaleFactorDer, (str,)): scaleFactorDer = scaleFactorDer.upper() elif isinstance(scaleFactorDer, Iterable): scaleFactorDer = list(scaleFactorDer) self._scaleFactorDer = scaleFactorDer self._approxParameters["scaleFactorDer"] = self._scaleFactorDer @property def scaleFactorRel(self): """Value of scaleFactorDer / scaleFactor.""" if self._scaleFactorDer == "AUTO": return None try: return np.divide(self.scaleFactorDer, self.scaleFactor) except: raise RROMPyException(("Error in computation of relative scaling " "factor. Make sure that scaleFactor is " "properly initialized.")) from None @property def approx_state(self): """Value of approx_state.""" return self._approx_state @approx_state.setter def approx_state(self, approx_state): if hasattr(self, "_approx_state"): approx_stateold = self.approx_state else: approx_stateold = -1 self._approx_state = approx_state if approx_stateold != self.approx_state: self.resetSamples() @property def S(self): """Value of S.""" return self._S @S.setter def S(self, S): if S <= 0: raise RROMPyException("S must be positive.") if hasattr(self, "_S") and self._S is not None: Sold = self.S else: Sold = -1 self._S = S self._approxParameters["S"] = self.S if Sold != self.S: self.resetSamples() @property def trainedModel(self): """Value of trainedModel.""" return self._trainedModel @trainedModel.setter def trainedModel(self, trainedModel): self._trainedModel = trainedModel if self._trainedModel is not None: self._trainedModel.reset() self.lastSolvedApproxReduced = emptyParameterList() self.lastSolvedApprox = emptyParameterList() self.uApproxReduced = emptySampleList() self.uApprox = emptySampleList() def resetSamples(self): if hasattr(self, "samplingEngine") and self.samplingEngine is not None: self.samplingEngine.resetHistory() else: self.setupSampling() self._mode = RROMPy_READY def plotSamples(self, *args, **kwargs) -> List[str]: """ Do some nice plots of the samples. Returns: Output filenames. """ RROMPyAssert(self._mode, message = "Cannot plot samples.") return self.samplingEngine.plotSamples(*args, **kwargs) def outParaviewSamples(self, *args, **kwargs) -> List[str]: """ Output samples to ParaView file. Returns: Output filenames. """ RROMPyAssert(self._mode, message = "Cannot output samples.") return self.samplingEngine.outParaviewSamples(*args, **kwargs) def outParaviewTimeDomainSamples(self, *args, **kwargs) -> List[str]: """ Output samples to ParaView file, converted to time domain. Returns: Output filenames. """ RROMPyAssert(self._mode, message = "Cannot output samples.") return self.samplingEngine.outParaviewTimeDomainSamples(*args, **kwargs) def setTrainedModel(self, model): """Deepcopy approximation from trained model.""" if hasattr(model, "storeTrainedModel"): verb = model.verbosity model.verbosity = 0 fileOut = model.storeTrainedModel() model.verbosity = verb else: try: fileOut = getNewFilename("trained_model", "pkl") pickleDump(model.data.__dict__, fileOut) except: raise RROMPyException(("Failed to store model data. Parameter " "model must have either " "storeTrainedModel or " "data.__dict__ properties.")) from None self.loadTrainedModel(fileOut) osrm(fileOut) @abstractmethod def setupApprox(self) -> int: """ Setup approximant. (ABSTRACT) Any specialization should include something like self.trainedModel = ... self.trainedModel.data = ... self.trainedModel.data.approxParameters = copy( self.approxParameters) Returns > 0 if error was encountered, < 0 if no computation was necessary. """ if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up {}.". format(self.name()), 5) pass vbMng(self, "DEL", "Done setting up approximant.", 5) return 0 def checkComputedApprox(self) -> bool: """ Check if setup of new approximant is not needed. Returns: True if new setup is not needed. False otherwise. """ return self._mode == RROMPy_FRAGILE or (self.trainedModel is not None and self.trainedModel.data.approxParameters == self.approxParameters and len(self.mus) == len(self.trainedModel.data.mus)) def _pruneBeforeEval(self, mu:paramList, field:str, append:bool, prune:bool) -> Tuple[paramList, Np1D, Np1D, bool]: mu = self.checkParameterList(mu) idx = np.empty(len(mu), dtype = np.int) if prune: jExtra = np.zeros(len(mu), dtype = bool) muExtra = emptyParameterList() lastSolvedMus = getattr(self, "lastSolved" + field) if (len(mu) > 0 and len(mu) == len(lastSolvedMus) and mu == lastSolvedMus): idx = np.arange(len(mu), dtype = np.int) return muExtra, jExtra, idx, True muKeep = copy(muExtra) for j in range(len(mu)): jPos = lastSolvedMus.find(mu[j]) if jPos is not None: idx[j] = jPos muKeep.append(mu[j]) else: jExtra[j] = True muExtra.append(mu[j]) if len(muKeep) > 0 and not append: lastSolvedu = getattr(self, "u" + field) idx[~jExtra] = getattr(self.__class__, "set" + field)(self, muKeep, lastSolvedu[idx[~jExtra]], append) append = True else: jExtra = np.ones(len(mu), dtype = bool) muExtra = mu return muExtra, jExtra, idx, append def _setObject(self, mu:paramList, field:str, object:sampList, append:bool) -> List[int]: newMus = self.checkParameterList(mu) newObj = sampleList(object) if append: getattr(self, "lastSolved" + field).append(newMus) getattr(self, "u" + field).append(newObj) Ltot = len(getattr(self, "u" + field)) return list(range(Ltot - len(newObj), Ltot)) setattr(self, "lastSolved" + field, copy(newMus)) setattr(self, "u" + field, copy(newObj)) return list(range(len(getattr(self, "u" + field)))) def setHF(self, muHF:paramList, uHF:sampleList, append : bool = False) -> List[int]: """Assign high fidelity solution.""" return self._setObject(muHF, "HF", uHF, append) def evalHF(self, mu:paramList, append : bool = False, prune : bool = True) -> List[int]: """ Find high fidelity solution with original parameters and arbitrary parameter. Args: mu: Target parameter. append(optional): Whether to append new HF solutions to old ones. prune(optional): Whether to remove duplicates of already appearing HF solutions. """ muExtra, jExtra, idx, append = self._pruneBeforeEval(mu, "HF", append, prune) if len(muExtra) > 0: vbMng(self, "INIT", "Solving HF model for mu = {}.".format(mu), 15) newuHFs = self.HFEngine.solve(muExtra) vbMng(self, "DEL", "Done solving HF model.", 15) idx[jExtra] = self.setHF(muExtra, newuHFs, append) return list(idx) def setApproxReduced(self, muApproxR:paramList, uApproxR:sampleList, append : bool = False) -> List[int]: """Assign high fidelity solution.""" return self._setObject(muApproxR, "ApproxReduced", uApproxR, append) def evalApproxReduced(self, mu:paramList, append : bool = False, prune : bool = True) -> List[int]: """ Evaluate reduced representation of approximant at arbitrary parameter. Args: mu: Target parameter. append(optional): Whether to append new HF solutions to old ones. prune(optional): Whether to remove duplicates of already appearing HF solutions. """ self.setupApprox() muExtra, jExtra, idx, append = self._pruneBeforeEval(mu, "ApproxReduced", append, prune) if len(muExtra) > 0: newuApproxs = self.trainedModel.getApproxReduced(muExtra) idx[jExtra] = self.setApproxReduced(muExtra, newuApproxs, append) return list(idx) def setApprox(self, muApprox:paramList, uApprox:sampleList, append : bool = False) -> List[int]: """Assign high fidelity solution.""" return self._setObject(muApprox, "Approx", uApprox, append) def evalApprox(self, mu:paramList, append : bool = False, prune : bool = True) -> List[int]: """ Evaluate approximant at arbitrary parameter. Args: mu: Target parameter. append(optional): Whether to append new HF solutions to old ones. prune(optional): Whether to remove duplicates of already appearing HF solutions. """ self.setupApprox() muExtra, jExtra, idx, append = self._pruneBeforeEval(mu, "Approx", append, prune) if len(muExtra) > 0: newuApproxs = self.trainedModel.getApprox(muExtra) idx[jExtra] = self.setApprox(muExtra, newuApproxs, append) return list(idx) def getHF(self, mu:paramList, append : bool = False, prune : bool = True) -> sampList: """ Get HF solution at arbitrary parameter. Args: mu: Target parameter. Returns: HFsolution. """ mu = self.checkParameterList(mu) idx = self.evalHF(mu, append = append, prune = prune) return self.uHF(idx) def getRHS(self, mu:paramList) -> sampList: """ Get linear system RHS at arbitrary parameter. Args: mu: Target parameter. Returns: Linear system RHS. """ return self.HFEngine.residual(mu, None) def getApproxReduced(self, mu:paramList, append : bool = False, prune : bool = True) -> sampList: """ Get approximant at arbitrary parameter. Args: mu: Target parameter. Returns: Reduced approximant. """ mu = self.checkParameterList(mu) idx = self.evalApproxReduced(mu, append = append, prune = prune) return self.uApproxReduced(idx) def getApprox(self, mu:paramList, append : bool = False, prune : bool = True) -> sampList: """ Get approximant at arbitrary parameter. Args: mu: Target parameter. Returns: Approximant. """ mu = self.checkParameterList(mu) idx = self.evalApprox(mu, append = append, prune = prune) return self.uApprox(idx) def getRes(self, mu:paramList) -> sampList: """ Get residual at arbitrary parameter. Args: mu: Target parameter. Returns: Approximant residual. """ if not self.HFEngine.isCEye: raise RROMPyException(("Residual of solution with non-scalar C " "not computable.")) return self.HFEngine.residual(mu, self.getApprox(mu) / self.HFEngine.C) def getErr(self, mu:paramList, append : bool = False, prune : bool = True) -> sampList: """ Get error at arbitrary parameter. Args: mu: Target parameter. Returns: Approximant error. """ return (self.getApprox(mu, append = append, prune =prune) - self.getHF(mu, append = append, prune = prune)) def normApprox(self, mu:paramList) -> float: """ Compute norm of approximant at arbitrary parameter. Args: mu: Target parameter. Returns: Target norm of approximant. """ if not (self.POD == 1 and self.HFEngine.isCEye): return self.HFEngine.norm(self.getApprox(mu), is_state = False) return np.linalg.norm(self.HFEngine.applyC( self.getApproxReduced(mu).data), axis = 0) def recompressApprox(self, collapse : bool = False, tol : float = 0.): """Recompress approximant.""" self.setupApprox() vbMng(self, "INIT", "Recompressing approximant.", 20) self.trainedModel.compress(collapse, tol, self.HFEngine, self.approx_state) vbMng(self, "DEL", "Done recompressing approximant.", 20) def getPoles(self, *args, **kwargs) -> Np1D: """ Obtain approximant poles. Returns: Numpy complex vector of poles. """ self.setupApprox() vbMng(self, "INIT", "Computing poles of model.", 20) poles = self.trainedModel.getPoles(*args, **kwargs) vbMng(self, "DEL", "Done computing poles.", 20) return poles def storeSamples(self, filenameBase : str = "samples", forceNewFile : bool = True) -> str: """Store samples to file.""" filename = filenameBase + "_" + self.name() if forceNewFile: filename = getNewFilename(filename, "pkl")[: - 4] return self.samplingEngine.store(filename, False) def storeTrainedModel(self, filenameBase : str = "trained_model", forceNewFile : bool = True) -> str: """Store trained reduced model to file.""" self.setupApprox() filename = None if masterCore(): vbMng(self, "INIT", "Storing trained model to file.", 20) if forceNewFile: filename = getNewFilename(filenameBase, "pkl") else: filename = "{}.pkl".format(filenameBase) pickleDump(self.trainedModel.data.__dict__, filename) vbMng(self, "DEL", "Done storing trained model.", 20) filename = bcast(filename) return filename def loadTrainedModel(self, filename:str): """Load trained reduced model from file.""" vbMng(self, "INIT", "Loading pre-trained model from file.", 20) datadict = pickleLoad(filename) self.mu0 = datadict["mu0"] self.scaleFactor = datadict["scaleFactor"] self.mus = datadict["mus"] self.trainedModel = self.tModelType() self.trainedModel.verbosity = self.verbosity self.trainedModel.timestamp = self.timestamp data, selfkeys = self.initializeModelData(datadict) for key in selfkeys: setattr(self, key, datadict.pop(key)) approxParameters = datadict.pop("approxParameters") data.approxParameters = copy(approxParameters) for apkey in data.approxParameters.keys(): self._approxParameters[apkey] = approxParameters.pop(apkey) setattr(self, "_" + apkey, self._approxParameters[apkey]) for key in datadict: setattr(data, key, datadict[key]) self.trainedModel.data = data self._mode = RROMPy_FRAGILE vbMng(self, "DEL", "Done loading pre-trained model.", 20) diff --git a/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py b/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py index 1a67e27..30eb70a 100644 --- a/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py +++ b/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py @@ -1,744 +1,729 @@ # Copyright (C) 2018 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy 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 RROMPy. If not, see . # from os import mkdir, remove, rmdir import numpy as np from collections.abc import Iterable from copy import deepcopy as copy from rrompy.reduction_methods.base.generic_approximant import ( GenericApproximant) from rrompy.utilities.base.data_structures import purgeDict, getNewFilename -from rrompy.sampling import (SamplingEngine, SamplingEngineNormalize, - SamplingEnginePOD) from rrompy.utilities.poly_fitting.polynomial import polybases as ppb from rrompy.utilities.poly_fitting.radial_basis import polybases as rbpb from rrompy.utilities.poly_fitting.piecewise_linear import sparsekinds as sk from rrompy.utilities.base.types import Np2D, paramList, List, ListAny from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.numerical.degree import reduceDegreeN -from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert, - RROMPyWarning) +from rrompy.utilities.exception_manager import RROMPyException, RROMPyWarning from rrompy.parameter import checkParameterList from rrompy.utilities.parallel import poolRank, bcast __all__ = ['GenericPivotedApproximantNoMatch', 'GenericPivotedApproximant'] class GenericPivotedApproximantBase(GenericApproximant): def __init__(self, directionPivot:ListAny, *args, storeAllSamples : bool = False, **kwargs): self._preInit() if len(directionPivot) > 1: raise RROMPyException(("Exactly 1 pivot parameter allowed in pole " "matching.")) from rrompy.parameter.parameter_sampling import (EmptySampler as ES, SparseGridSampler as SG) self._addParametersToList(["radialDirectionalWeightsMarginal"], [1.], ["samplerPivot", "SMarginal", "samplerMarginal"], [ES(), 1, SG([[-1.], [1.]])], toBeExcluded = ["sampler"]) self._directionPivot = directionPivot self.storeAllSamples = storeAllSamples super().__init__(*args, **kwargs) self._postInit() - def setupSampling(self): - """Setup sampling engine.""" - RROMPyAssert(self._mode, message = "Cannot setup sampling engine.") - if not hasattr(self, "_POD") or self._POD is None: return - if self.POD == 1: - sEng = SamplingEnginePOD - elif self.POD == 1/2: - sEng = SamplingEngineNormalize - else: - sEng = SamplingEngine - self.samplingEngine = sEng(self.HFEngine, - sample_state = self.approx_state, - verbosity = self.verbosity) + def setupSampling(self): super().setupSampling(False) def initializeModelData(self, datadict): if "directionPivot" in datadict.keys(): from .trained_model.trained_model_pivoted_data import ( TrainedModelPivotedData) return (TrainedModelPivotedData(datadict["mu0"], datadict["mus"], datadict.pop("projMat"), datadict["scaleFactor"], datadict.pop("parameterMap"), datadict["directionPivot"]), ["mu0", "scaleFactor", "directionPivot", "mus"]) else: return super().initializeModelData(datadict) @property def npar(self): """Number of parameters.""" if hasattr(self, "_temporaryPivot"): return self.nparPivot return super().npar def checkParameterListPivot(self, mu:paramList, check_if_single : bool = False) -> paramList: return checkParameterList(mu, self.nparPivot, check_if_single) def checkParameterListMarginal(self, mu:paramList, check_if_single : bool = False) -> paramList: return checkParameterList(mu, self.nparMarginal, check_if_single) def mapParameterList(self, *args, **kwargs): if hasattr(self, "_temporaryPivot"): return self.mapParameterListPivot(*args, **kwargs) return super().mapParameterList(*args, **kwargs) def mapParameterListPivot(self, mu:paramList, direct : str = "F", idx : List[int] = None): if idx is None: idx = self.directionPivot else: idx = [self.directionPivot[j] for j in idx] return super().mapParameterList(mu, direct, idx) def mapParameterListMarginal(self, mu:paramList, direct : str = "F", idx : List[int] = None): if idx is None: idx = self.directionMarginal else: idx = [self.directionMarginal[j] for j in idx] return super().mapParameterList(mu, direct, idx) @property def mu0(self): """Value of mu0.""" if hasattr(self, "_temporaryPivot"): return self.checkParameterListPivot(self._mu0(self.directionPivot)) return self._mu0 @mu0.setter def mu0(self, mu0): GenericApproximant.mu0.fset(self, mu0) @property def mus(self): """Value of mus. Its assignment may reset snapshots.""" return self._mus @mus.setter def mus(self, mus): mus = self.checkParameterList(mus) musOld = copy(self.mus) if hasattr(self, '_mus') else None if (musOld is None or len(mus) != len(musOld) or not mus == musOld): self.resetSamples() self._mus = mus @property def musMarginal(self): """Value of musMarginal. Its assignment may reset snapshots.""" return self._musMarginal @musMarginal.setter def musMarginal(self, musMarginal): musMarginal = self.checkParameterListMarginal(musMarginal) if hasattr(self, '_musMarginal'): musMOld = copy(self.musMarginal) else: musMOld = None if (musMOld is None or len(musMarginal) != len(musMOld) or not musMarginal == musMOld): self.resetSamples() self._musMarginal = musMarginal @property def SMarginal(self): """Value of SMarginal.""" return self._SMarginal @SMarginal.setter def SMarginal(self, SMarginal): if SMarginal <= 0: raise RROMPyException("SMarginal must be positive.") if hasattr(self, "_SMarginal") and self._SMarginal is not None: Sold = self.SMarginal else: Sold = -1 self._SMarginal = SMarginal self._approxParameters["SMarginal"] = self.SMarginal if Sold != self.SMarginal: self.resetSamples() @property def radialDirectionalWeightsMarginal(self): """Value of radialDirectionalWeightsMarginal.""" return self._radialDirectionalWeightsMarginal @radialDirectionalWeightsMarginal.setter def radialDirectionalWeightsMarginal(self, radialDirWeightsMarg): if isinstance(radialDirWeightsMarg, Iterable): radialDirWeightsMarg = list(radialDirWeightsMarg) else: radialDirWeightsMarg = [radialDirWeightsMarg] self._radialDirectionalWeightsMarginal = radialDirWeightsMarg self._approxParameters["radialDirectionalWeightsMarginal"] = ( self.radialDirectionalWeightsMarginal) @property def directionPivot(self): """Value of directionPivot. Its assignment may reset snapshots.""" return self._directionPivot @directionPivot.setter def directionPivot(self, directionPivot): if hasattr(self, '_directionPivot'): directionPivotOld = copy(self.directionPivot) else: directionPivotOld = None if (directionPivotOld is None or len(directionPivot) != len(directionPivotOld) or not directionPivot == directionPivotOld): self.resetSamples() self._directionPivot = directionPivot @property def directionMarginal(self): return [x for x in range(self.HFEngine.npar) \ if x not in self.directionPivot] @property def nparPivot(self): return len(self.directionPivot) @property def nparMarginal(self): return self.npar - self.nparPivot @property def muBounds(self): """Value of muBounds.""" return self.samplerPivot.lims @property def muBoundsMarginal(self): """Value of muBoundsMarginal.""" return self.samplerMarginal.lims @property def sampler(self): """Proxy of samplerPivot.""" return self._samplerPivot @property def samplerPivot(self): """Value of samplerPivot.""" return self._samplerPivot @samplerPivot.setter def samplerPivot(self, samplerPivot): if 'generatePoints' not in dir(samplerPivot): raise RROMPyException("Pivot sampler type not recognized.") if hasattr(self, '_samplerPivot') and self._samplerPivot is not None: samplerOld = self.samplerPivot self._samplerPivot = samplerPivot self._approxParameters["samplerPivot"] = self.samplerPivot if not 'samplerOld' in locals() or samplerOld != self.samplerPivot: self.resetSamples() @property def samplerMarginal(self): """Value of samplerMarginal.""" return self._samplerMarginal @samplerMarginal.setter def samplerMarginal(self, samplerMarginal): if 'generatePoints' not in dir(samplerMarginal): raise RROMPyException("Marginal sampler type not recognized.") if (hasattr(self, '_samplerMarginal') and self._samplerMarginal is not None): samplerOld = self.samplerMarginal self._samplerMarginal = samplerMarginal self._approxParameters["samplerMarginal"] = self.samplerMarginal if not 'samplerOld' in locals() or samplerOld != self.samplerMarginal: self.resetSamples() def computeScaleFactor(self): """Compute parameter rescaling factor.""" self.scaleFactorPivot = .5 * np.abs(( self.mapParameterListPivot(self.muBounds[0]) - self.mapParameterListPivot(self.muBounds[1]))[0]) self.scaleFactorMarginal = .5 * np.abs(( self.mapParameterListMarginal(self.muBoundsMarginal[0]) - self.mapParameterListMarginal(self.muBoundsMarginal[1]))[0]) self.scaleFactor = np.empty(self.npar) self.scaleFactor[self.directionPivot] = self.scaleFactorPivot self.scaleFactor[self.directionMarginal] = self.scaleFactorMarginal def _setupTrainedModel(self, pMat:Np2D, pMatUpdate : bool = False, forceNew : bool = False): pMatEff = self.HFEngine.applyC(pMat) if self.approx_state else pMat if forceNew or self.trainedModel is None: self.trainedModel = self.tModelType() self.trainedModel.verbosity = self.verbosity self.trainedModel.timestamp = self.timestamp datadict = {"mu0": self.mu0, "mus": copy(self.mus), "projMat": pMatEff, "scaleFactor": self.scaleFactor, "parameterMap": self.HFEngine.parameterMap, "directionPivot": self.directionPivot} self.trainedModel.data = self.initializeModelData(datadict)[0] else: self.trainedModel = self.trainedModel if pMatUpdate: self.trainedModel.data.projMat = np.hstack( (self.trainedModel.data.projMat, pMatEff)) else: self.trainedModel.data.projMat = copy(pMatEff) self.trainedModel.data.mus = copy(self.mus) self.trainedModel.data.musMarginal = copy(self.musMarginal) def normApprox(self, mu:paramList) -> float: _PODOld, self._POD = self.POD, 0 result = super().normApprox(mu) self._POD = _PODOld return result @property def storedSamplesFilenames(self) -> List[str]: if not hasattr(self, "_sampleBaseFilename"): return [] return [self._sampleBaseFilename + "{}_{}.pkl" .format(idx + 1, self.name()) for idx in range(len(self.musMarginal))] def purgeStoredSamples(self): if not hasattr(self, "_sampleBaseFilename"): return for file in self.storedSamplesFilenames: remove(file) rmdir(self._sampleBaseFilename[: -8]) def storeSamples(self, idx : int = None): """Store samples to file.""" if not hasattr(self, "_sampleBaseFilename"): filenameBase = None if poolRank() == 0: foldername = getNewFilename(self.name(), "samples") mkdir(foldername) filenameBase = foldername + "/sample_" self._sampleBaseFilename = bcast(filenameBase, force = True) if idx is not None: super().storeSamples(self._sampleBaseFilename + str(idx + 1), False) def loadTrainedModel(self, filename:str): """Load trained reduced model from file.""" super().loadTrainedModel(filename) self._musMarginal = self.trainedModel.data.musMarginal class GenericPivotedApproximantNoMatch(GenericPivotedApproximantBase): """ ROM pivoted approximant (without pole matching) computation for parametric problems (ABSTRACT). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1. Defaults to empty dict. approx_state(optional): Whether to approximate state. Defaults to False. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ @property def tModelType(self): from .trained_model.trained_model_pivoted_rational_nomatch import ( TrainedModelPivotedRationalNoMatch) return TrainedModelPivotedRationalNoMatch def _finalizeMarginalization(self): self.trainedModel.setupMarginalInterp( [self.radialDirectionalWeightsMarginal]) self.trainedModel.data.approxParameters = copy(self.approxParameters) def _poleMatching(self): vbMng(self, "INIT", "Compressing poles.", 10) self.trainedModel.initializeFromRational() vbMng(self, "DEL", "Done compressing poles.", 10) class GenericPivotedApproximant(GenericPivotedApproximantBase): """ ROM pivoted approximant (with pole matching) computation for parametric problems (ABSTRACT). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; allowed values include 'MONOMIAL_*', 'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1. Defaults to empty dict. approx_state(optional): Whether to approximate state. Defaults to False. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeight': weight for pole matching optimization; - 'sharedRatio': required ratio of marginal points to share resonance; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; . 'nNeighborsMarginal': number of marginal nearest neighbors; . 'polydegreetypeMarginal': type of polynomial degree for marginal; . 'interpRcondMarginal': tolerance for marginal interpolation; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights. - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeight: Weight for pole matching optimization. sharedRatio: Required ratio of marginal points to share resonance. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator. polybasisMarginal: Type of polynomial basis for marginal interpolation. paramsMarginal: Dictionary of parameters for marginal interpolation. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(["matchingWeight", "sharedRatio", "polybasisMarginal", "paramsMarginal"], [1., 1., "MONOMIAL", {}]) self.parameterMarginalList = ["MMarginal", "nNeighborsMarginal", "polydegreetypeMarginal", "interpRcondMarginal", "radialDirectionalWeightsMarginalAdapt"] super().__init__(*args, **kwargs) self._postInit() @property def tModelType(self): from .trained_model.trained_model_pivoted_rational import ( TrainedModelPivotedRational) return TrainedModelPivotedRational @property def matchingWeight(self): """Value of matchingWeight.""" return self._matchingWeight @matchingWeight.setter def matchingWeight(self, matchingWeight): self._matchingWeight = matchingWeight self._approxParameters["matchingWeight"] = self.matchingWeight @property def sharedRatio(self): """Value of sharedRatio.""" return self._sharedRatio @sharedRatio.setter def sharedRatio(self, sharedRatio): if sharedRatio > 1.: RROMPyWarning("Shared ratio too large. Clipping to 1.") sharedRatio = 1. elif sharedRatio < 0.: RROMPyWarning("Shared ratio too small. Clipping to 0.") sharedRatio = 0. self._sharedRatio = sharedRatio self._approxParameters["sharedRatio"] = self.sharedRatio @property def polybasisMarginal(self): """Value of polybasisMarginal.""" return self._polybasisMarginal @polybasisMarginal.setter def polybasisMarginal(self, polybasisMarginal): try: polybasisMarginal = polybasisMarginal.upper().strip().replace(" ", "") if polybasisMarginal not in ppb + rbpb + ["NEARESTNEIGHBOR"] + sk: raise RROMPyException( "Prescribed marginal polybasis not recognized.") self._polybasisMarginal = polybasisMarginal except: RROMPyWarning(("Prescribed marginal polybasis not recognized. " "Overriding to 'MONOMIAL'.")) self._polybasisMarginal = "MONOMIAL" self._approxParameters["polybasisMarginal"] = self.polybasisMarginal @property def paramsMarginal(self): """Value of paramsMarginal.""" return self._paramsMarginal @paramsMarginal.setter def paramsMarginal(self, paramsMarginal): paramsMarginal = purgeDict(paramsMarginal, self.parameterMarginalList, dictname = self.name() + ".paramsMarginal", baselevel = 1) keyList = list(paramsMarginal.keys()) if not hasattr(self, "_paramsMarginal"): self._paramsMarginal = {} if "MMarginal" in keyList: MMarg = paramsMarginal["MMarginal"] elif ("MMarginal" in self.paramsMarginal and not hasattr(self, "_MMarginal_isauto")): MMarg = self.paramsMarginal["MMarginal"] else: MMarg = "AUTO" if isinstance(MMarg, str): MMarg = MMarg.strip().replace(" ","") if "-" not in MMarg: MMarg = MMarg + "-0" self._MMarginal_isauto = True self._MMarginal_shift = int(MMarg.split("-")[-1]) MMarg = 0 if MMarg < 0: raise RROMPyException("MMarginal must be non-negative.") self._paramsMarginal["MMarginal"] = MMarg if "nNeighborsMarginal" in keyList: self._paramsMarginal["nNeighborsMarginal"] = max(1, paramsMarginal["nNeighborsMarginal"]) elif "nNeighborsMarginal" not in self.paramsMarginal: self._paramsMarginal["nNeighborsMarginal"] = 1 if "polydegreetypeMarginal" in keyList: try: polydegtypeM = paramsMarginal["polydegreetypeMarginal"]\ .upper().strip().replace(" ","") if polydegtypeM not in ["TOTAL", "FULL"]: raise RROMPyException(("Prescribed polydegreetypeMarginal " "not recognized.")) self._paramsMarginal["polydegreetypeMarginal"] = polydegtypeM except: RROMPyWarning(("Prescribed polydegreetypeMarginal not " "recognized. Overriding to 'TOTAL'.")) self._paramsMarginal["polydegreetypeMarginal"] = "TOTAL" elif "polydegreetypeMarginal" not in self.paramsMarginal: self._paramsMarginal["polydegreetypeMarginal"] = "TOTAL" if "interpRcondMarginal" in keyList: self._paramsMarginal["interpRcondMarginal"] = ( paramsMarginal["interpRcondMarginal"]) elif "interpRcondMarginal" not in self.paramsMarginal: self._paramsMarginal["interpRcondMarginal"] = -1 if "radialDirectionalWeightsMarginalAdapt" in keyList: self._paramsMarginal["radialDirectionalWeightsMarginalAdapt"] = ( paramsMarginal["radialDirectionalWeightsMarginalAdapt"]) elif "radialDirectionalWeightsMarginalAdapt" not in self.paramsMarginal: self._paramsMarginal["radialDirectionalWeightsMarginalAdapt"] = [ -1., -1.] self._approxParameters["paramsMarginal"] = self.paramsMarginal def _setMMarginalAuto(self): if (self.polybasisMarginal not in ppb + rbpb or "MMarginal" not in self.paramsMarginal or "polydegreetypeMarginal" not in self.paramsMarginal): raise RROMPyException(("Cannot set MMarginal if " "polybasisMarginal does not allow it.")) self.paramsMarginal["MMarginal"] = max(0, reduceDegreeN( len(self.musMarginal), len(self.musMarginal), self.nparMarginal, self.paramsMarginal["polydegreetypeMarginal"]) - self._MMarginal_shift) vbMng(self, "MAIN", ("Automatically setting MMarginal to {}.").format( self.paramsMarginal["MMarginal"]), 25) def purgeparamsMarginal(self): self.paramsMarginal = {} paramsMbadkeys = [] if self.polybasisMarginal in ppb + rbpb + sk: paramsMbadkeys += ["nNeighborsMarginal"] if self.polybasisMarginal not in rbpb: paramsMbadkeys += ["radialDirectionalWeightsMarginalAdapt"] if self.polybasisMarginal in ["NEARESTNEIGHBOR"] + sk: paramsMbadkeys += ["MMarginal", "polydegreetypeMarginal", "interpRcondMarginal"] if hasattr(self, "_MMarginal_isauto"): del self._MMarginal_isauto if hasattr(self, "_MMarginal_shift"): del self._MMarginal_shift for key in paramsMbadkeys: if key in self._paramsMarginal: del self._paramsMarginal[key] self._approxParameters["paramsMarginal"] = self.paramsMarginal def _finalizeMarginalization(self): vbMng(self, "INIT", "Checking shared ratio.", 10) msg = self.trainedModel.checkSharedRatio(self.sharedRatio) vbMng(self, "DEL", "Done checking." + msg, 10) if self.polybasisMarginal in rbpb + ["NEARESTNEIGHBOR"]: self.computeScaleFactor() rDWMEff = np.array([w * f for w, f in zip( self.radialDirectionalWeightsMarginal, self.scaleFactorMarginal)]) if self.polybasisMarginal in ppb + rbpb + sk: interpPars = [self.polybasisMarginal] if self.polybasisMarginal in ppb + rbpb: if self.polybasisMarginal in rbpb: interpPars += [rDWMEff] interpPars += [self.verbosity >= 5, self.paramsMarginal["polydegreetypeMarginal"] == "TOTAL"] if self.polybasisMarginal in ppb: interpPars += [{}] else: # if self.polybasisMarginal in rbpb: interpPars += [{"optimizeScalingBounds":self.paramsMarginal[ "radialDirectionalWeightsMarginalAdapt"]}] interpPars += [ {"rcond":self.paramsMarginal["interpRcondMarginal"]}] extraPar = hasattr(self, "_MMarginal_isauto") else: # if self.polybasisMarginal in sk: idxEff = [x for x in range(self.samplerMarginal.npoints) if not hasattr(self.trainedModel, "_idxExcl") or x not in self.trainedModel._idxExcl] extraPar = self.samplerMarginal.depth[idxEff] else: # if self.polybasisMarginal == "NEARESTNEIGHBOR": interpPars = [self.paramsMarginal["nNeighborsMarginal"], rDWMEff] extraPar = None self.trainedModel.setupMarginalInterp(self, interpPars, extraPar) self.trainedModel.data.approxParameters = copy(self.approxParameters) def _poleMatching(self): vbMng(self, "INIT", "Compressing and matching poles.", 10) self.trainedModel.initializeFromRational(self.matchingWeight, self.HFEngine, False) vbMng(self, "DEL", "Done compressing and matching poles.", 10) def setupApprox(self, *args, **kwargs) -> int: if self.checkComputedApprox(): return -1 self.purgeparamsMarginal() return super().setupApprox(*args, **kwargs) diff --git a/rrompy/reduction_methods/standard/greedy/generic_greedy_approximant.py b/rrompy/reduction_methods/standard/greedy/generic_greedy_approximant.py index 24a3468..0f27748 100644 --- a/rrompy/reduction_methods/standard/greedy/generic_greedy_approximant.py +++ b/rrompy/reduction_methods/standard/greedy/generic_greedy_approximant.py @@ -1,645 +1,645 @@ # Copyright (C) 2018 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy 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 RROMPy. If not, see . # from abc import abstractmethod from copy import deepcopy as copy import numpy as np from matplotlib import pyplot as plt from rrompy.hfengines.base.linear_affine_engine import checkIfAffine from rrompy.reduction_methods.standard.generic_standard_approximant import ( GenericStandardApproximant) from rrompy.utilities.base.types import (Np1D, Np2D, Tuple, List, normEng, paramVal, paramList, sampList) from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.numerical import dot from rrompy.utilities.expression import expressionEvaluator from rrompy.solver import normEngine from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert, RROMPyWarning) from rrompy.sampling.sample_list import sampleList from rrompy.parameter import emptyParameterList, parameterList from rrompy.utilities.parallel import masterCore __all__ = ['GenericGreedyApproximant'] def localL2Distance(mus:Np2D, badmus:Np2D) -> Np2D: return np.linalg.norm(np.tile(mus[..., np.newaxis], [1, 1, len(badmus)]) - badmus[..., np.newaxis].T, axis = 1) def pruneSamples(mus:paramList, badmus:paramList, tol : float = 1e-8) -> Np1D: """Remove from mus all the elements which are too close to badmus.""" if isinstance(mus, (parameterList, sampleList)): mus = mus.data if isinstance(badmus, (parameterList, sampleList)): badmus = badmus.data if len(badmus) == 0: return np.arange(len(mus)) proximity = np.min(localL2Distance(mus, badmus), axis = 1) return np.where(proximity <= tol)[0] class GenericGreedyApproximant(GenericStandardApproximant): """ ROM greedy interpolant computation for parametric problems (ABSTRACT). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': number of starting training points; - 'sampler': sample point generator; - 'greedyTol': uniform error tolerance for greedy algorithm; defaults to 1e-2; - 'collinearityTol': collinearity tolerance for greedy algorithm; defaults to 0.; - 'maxIter': maximum number of greedy steps; defaults to 1e2; - 'nTestPoints': number of test points; defaults to 5e2; - 'trainSetGenerator': training sample points generator; defaults to sampler. Defaults to empty dict. approx_state(optional): Whether to approximate state. Defaults to False. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. mus: Array of snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'greedyTol': uniform error tolerance for greedy algorithm; - 'collinearityTol': collinearity tolerance for greedy algorithm; - 'maxIter': maximum number of greedy steps; - 'nTestPoints': number of test points; - 'trainSetGenerator': training sample points generator. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of samples current approximant relies upon; - 'sampler': sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: number of test points. sampler: Sample point generator. greedyTol: Uniform error tolerance for greedy algorithm. collinearityTol: Collinearity tolerance for greedy algorithm. maxIter: maximum number of greedy steps. nTestPoints: number of starting training points. trainSetGenerator: training sample points generator. muBounds: list of bounds for parameter values. samplingEngine: Sampling engine. estimatorNormEngine: Engine for estimator norm computation. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(["greedyTol", "collinearityTol", "maxIter", "nTestPoints", "trainSetGenerator"], [1e-2, 0., 1e2, 5e2, "AUTO"]) super().__init__(*args, **kwargs) self._postInit() @property def greedyTol(self): """Value of greedyTol.""" return self._greedyTol @greedyTol.setter def greedyTol(self, greedyTol): if greedyTol < 0: raise RROMPyException("greedyTol must be non-negative.") if hasattr(self, "_greedyTol") and self.greedyTol is not None: greedyTolold = self.greedyTol else: greedyTolold = -1 self._greedyTol = greedyTol self._approxParameters["greedyTol"] = self.greedyTol if greedyTolold != self.greedyTol: self.resetSamples() @property def collinearityTol(self): """Value of collinearityTol.""" return self._collinearityTol @collinearityTol.setter def collinearityTol(self, collinearityTol): if collinearityTol < 0: raise RROMPyException("collinearityTol must be non-negative.") if (hasattr(self, "_collinearityTol") and self.collinearityTol is not None): collinearityTolold = self.collinearityTol else: collinearityTolold = -1 self._collinearityTol = collinearityTol self._approxParameters["collinearityTol"] = self.collinearityTol if collinearityTolold != self.collinearityTol: self.resetSamples() @property def maxIter(self): """Value of maxIter.""" return self._maxIter @maxIter.setter def maxIter(self, maxIter): if maxIter <= 0: raise RROMPyException("maxIter must be positive.") if hasattr(self, "_maxIter") and self.maxIter is not None: maxIterold = self.maxIter else: maxIterold = -1 self._maxIter = maxIter self._approxParameters["maxIter"] = self.maxIter if maxIterold != self.maxIter: self.resetSamples() @property def nTestPoints(self): """Value of nTestPoints.""" return self._nTestPoints @nTestPoints.setter def nTestPoints(self, nTestPoints): if nTestPoints <= 0: raise RROMPyException("nTestPoints must be positive.") if not np.isclose(nTestPoints, np.int(nTestPoints)): raise RROMPyException("nTestPoints must be an integer.") nTestPoints = np.int(nTestPoints) if hasattr(self, "_nTestPoints") and self.nTestPoints is not None: nTestPointsold = self.nTestPoints else: nTestPointsold = -1 self._nTestPoints = nTestPoints self._approxParameters["nTestPoints"] = self.nTestPoints if nTestPointsold != self.nTestPoints: self.resetSamples() @property def trainSetGenerator(self): """Value of trainSetGenerator.""" return self._trainSetGenerator @trainSetGenerator.setter def trainSetGenerator(self, trainSetGenerator): if (isinstance(trainSetGenerator, (str,)) and trainSetGenerator.upper() == "AUTO"): trainSetGenerator = self.sampler if 'generatePoints' not in dir(trainSetGenerator): raise RROMPyException("trainSetGenerator type not recognized.") if (hasattr(self, '_trainSetGenerator') and self.trainSetGenerator not in [None, "AUTO"]): trainSetGeneratorOld = self.trainSetGenerator self._trainSetGenerator = trainSetGenerator self._approxParameters["trainSetGenerator"] = self.trainSetGenerator if (not 'trainSetGeneratorOld' in locals() or trainSetGeneratorOld != self.trainSetGenerator): self.resetSamples() def resetSamples(self): """Reset samples.""" super().resetSamples() self._mus = emptyParameterList() def initEstimatorNormEngine(self, normEngn : normEng = None): """Initialize estimator norm engine.""" if (normEngn is not None or not hasattr(self, "estimatorNormEngine") or self.estimatorNormEngine is None): if normEngn is None: if self.approx_state: if not hasattr(self.HFEngine, "energyNormDualMatrix"): self.HFEngine.buildEnergyNormDualForm() estimatorEnergyMatrix = self.HFEngine.energyNormDualMatrix else: estimatorEnergyMatrix = self.HFEngine.outputNormMatrix else: if hasattr(normEngn, "buildEnergyNormDualForm"): if not hasattr(normEngn, "energyNormDualMatrix"): normEngn.buildEnergyNormDualForm() estimatorEnergyMatrix = normEngn.energyNormDualMatrix else: estimatorEnergyMatrix = normEngn self.estimatorNormEngine = normEngine(estimatorEnergyMatrix) def _affineResidualMatricesContraction(self, rb:Np2D, rA : Np2D = None) \ -> Tuple[Np1D, Np1D, Np1D]: self.assembleReducedResidualBlocks(full = rA is not None) # 'ij,jk,ik->k', resbb, radiusb, radiusb.conj() ff = np.sum(self.trainedModel.data.resbb.dot(rb) * rb.conj(), axis = 0) if rA is None: return ff # 'ijk,jkl,il->l', resAb, radiusA, radiusb.conj() Lf = np.sum(np.tensordot(self.trainedModel.data.resAb, rA, 2) * rb.conj(), axis = 0) # 'ijkl,klt,ijt->t', resAA, radiusA, radiusA.conj() LL = np.sum(np.tensordot(self.trainedModel.data.resAA, rA, 2) * rA.conj(), axis = (0, 1)) return ff, Lf, LL def getErrorEstimatorAffine(self, mus:Np1D) -> Np1D: """Standard residual estimator.""" checkIfAffine(self.HFEngine, "apply affinity-based error estimator") self.HFEngine.buildA() self.HFEngine.buildb() mus = self.checkParameterList(mus) tMverb, self.trainedModel.verbosity = self.trainedModel.verbosity, 0 uApproxRs = self.getApproxReduced(mus).data self.trainedModel.verbosity = tMverb muTestEff = self.mapParameterList(mus) radiusA = np.empty((len(self.HFEngine.thAs), len(mus)), dtype = np.complex) radiusb = np.empty((len(self.HFEngine.thbs), len(mus)), dtype = np.complex) for j, thA in enumerate(self.HFEngine.thAs): radiusA[j] = expressionEvaluator(thA[0], muTestEff) for j, thb in enumerate(self.HFEngine.thbs): radiusb[j] = expressionEvaluator(thb[0], muTestEff) radiusA = np.expand_dims(uApproxRs, 1) * radiusA ff, Lf, LL = self._affineResidualMatricesContraction(radiusb, radiusA) err = np.abs((LL - 2. * np.real(Lf) + ff) / ff) ** .5 return err def errorEstimator(self, mus:Np1D, return_max : bool = False) -> Np1D: setupOK = self.setupApproxLocal() if setupOK > 0: err = np.empty(len(mus)) err[:] = np.nan if not return_max: return err return err, [- setupOK], np.nan mus = self.checkParameterList(mus) vbMng(self.trainedModel, "INIT", "Evaluating error estimator at mu = {}.".format(mus), 10) err = self.getErrorEstimatorAffine(mus) vbMng(self.trainedModel, "DEL", "Done evaluating error estimator", 10) if not return_max: return err idxMaxEst = [np.argmax(err)] return err, idxMaxEst, err[idxMaxEst] def _isLastSampleCollinear(self) -> bool: """Check collinearity of last sample.""" if self.collinearityTol <= 0.: return False if self.POD == 1: reff = self.samplingEngine.Rscale[:, -1] else: RROMPyWarning(("Repeated orthogonalization of the samples for " "collinearity check. Consider setting POD to " "True.")) if not hasattr(self, "_PODEngine"): from rrompy.sampling import PODEngine self._PODEngine = PODEngine(self.HFEngine) reff = self._PODEngine.generalizedQR(self.samplingEngine.samples, only_R = True, is_state = True)[:, -1] cLevel = np.abs(reff[-1]) / np.linalg.norm(reff) cLevel = np.inf if np.isclose(cLevel, 0.) else cLevel ** -1. vbMng(self, "MAIN", "Collinearity indicator {:.4e}.".format(cLevel), 3) return cLevel > self.collinearityTol def plotEstimator(self, est:Np1D, idxMax:List[int], estMax:List[float]): if (not (np.any(np.isnan(est)) or np.any(np.isinf(est))) and masterCore()): fig = plt.figure(figsize = plt.figaspect(1. / self.npar)) for jpar in range(self.npar): ax = fig.add_subplot(1, self.npar, 1 + jpar) musre = np.array(self.muTest.re.data) errCP = copy(est) idx = np.delete(np.arange(self.npar), jpar) while len(musre) > 0: if self.npar == 1: currIdx = np.arange(len(musre)) else: currIdx = np.where(np.isclose(np.sum( np.abs(musre[:, idx] - musre[0, idx]), 1), 0.))[0] ax.semilogy(musre[currIdx, jpar], errCP[currIdx], 'k', linewidth = 1) musre = np.delete(musre, currIdx, 0) errCP = np.delete(errCP, currIdx) ax.semilogy([self.muBounds.re(0, jpar), self.muBounds.re(-1, jpar)], [self.greedyTol] * 2, 'r--') ax.semilogy(self.mus.re(jpar), 2. * self.greedyTol * np.ones(len(self.mus)), '*m') if len(idxMax) > 0 and estMax is not None: ax.semilogy(self.muTest.re(idxMax, jpar), estMax, 'xr') ax.set_xlim(*list(self.sampler.lims.re(jpar))) ax.grid() plt.tight_layout() plt.show() def greedyNextSample(self, muidx:int, plotEst : str = "NONE")\ -> Tuple[Np1D, int, float, paramVal]: """Compute next greedy snapshot of solution map.""" RROMPyAssert(self._mode, message = "Cannot add greedy sample.") mus = copy(self.muTest[muidx]) self.muTest.pop(muidx) for j, mu in enumerate(mus): vbMng(self, "MAIN", ("Adding sample point no. {} at {} to training " "set.").format(len(self.mus) + 1, mu), 3) self.mus.append(mu) self._S = len(self.mus) self._approxParameters["S"] = self.S if (self.samplingEngine.nsamples <= len(mus) - j - 1 or not np.allclose(mu, self.samplingEngine.mus[j - len(mus)])): self.samplingEngine.nextSample(mu) if self._isLastSampleCollinear(): vbMng(self, "MAIN", ("Collinearity above tolerance detected. Starting " "preemptive greedy loop termination."), 3) self._collinearityFlag = 1 errorEstTest = np.empty(len(self.muTest)) errorEstTest[:] = np.nan return errorEstTest, [-1], np.nan, np.nan errorEstTest, muidx, maxErrorEst = self.errorEstimator(self.muTest, True) if plotEst == "ALL": self.plotEstimator(errorEstTest, muidx, maxErrorEst) return errorEstTest, muidx, maxErrorEst, self.muTest[muidx] def _preliminaryTraining(self): """Initialize starting snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") if self.samplingEngine.nsamples > 0: return self.resetSamples() self.computeScaleFactor() self.samplingEngine.scaleFactor = self.scaleFactorDer self.mus = self.trainSetGenerator.generatePoints(self.S) while len(self.mus) > self.S: self.mus.pop() muTestBase = self.sampler.generatePoints(self.nTestPoints, False) idxPop = pruneSamples(self.mapParameterList(muTestBase), self.mapParameterList(self.mus), 1e-10 * self.scaleFactor[0]) muTestBase.pop(idxPop) muLast = copy(self.mus[-1]) self.mus.pop() if len(self.mus) > 0: vbMng(self, "MAIN", ("Adding first {} sample point{} at {} to training " "set.").format(self.S - 1, "" + "s" * (self.S > 2), self.mus), 3) self.samplingEngine.iterSample(self.mus) self._S = len(self.mus) self._approxParameters["S"] = self.S self.muTest = emptyParameterList() self.muTest.reset((len(muTestBase) + 1, self.mus.shape[1])) self.muTest[: -1] = muTestBase.data self.muTest[-1] = muLast.data @abstractmethod def setupApproxLocal(self) -> int: if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up local approximant.", 5) pass vbMng(self, "DEL", "Done setting up local approximant.", 5) return 0 def setupApprox(self, plotEst : str = "NONE") -> int: """Compute greedy snapshots of solution map.""" if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") vbMng(self, "INIT", "Starting computation of snapshots.", 3) self._collinearityFlag = 0 self._preliminaryTraining() muidx, self.firstGreedyIter = [len(self.muTest) - 1], True errorEstTest, maxErrorEst = [np.inf], np.inf max2ErrorEst, trainedModelOld = np.inf, None while self.firstGreedyIter or (len(self.muTest) > 0 and (maxErrorEst is None or max2ErrorEst > self.greedyTol) and self.samplingEngine.nsamples < self.maxIter): muTestOld, errorEstTestOld = self.muTest, errorEstTest muidxOld, maxErrorEstOld = muidx, maxErrorEst errorEstTest, muidx, maxErrorEst, mu = self.greedyNextSample(muidx, plotEst) if maxErrorEst is not None and (np.any(np.isnan(maxErrorEst)) or np.any(np.isinf(maxErrorEst))): if self._collinearityFlag == 0 and not self.firstGreedyIter: RROMPyWarning(("Instability in a posteriori " "estimator. Starting preemptive greedy " "loop termination.")) self.muTest, errorEstTest = muTestOld, errorEstTestOld if self.firstGreedyIter and muidx[0] < 0: self.trainedModel = None raise RROMPyException(("Instability in approximant " "computation. Aborting greedy " "iterations.")) self._S = trainedModelOld.data.approxParameters["S"] self._approxParameters["S"] = self.S while self.samplingEngine.nsamples > self.S: self.samplingEngine.popSample() while len(self.mus) > self.S: self.mus.pop(-1) muidx, maxErrorEst = muidxOld, maxErrorEstOld break if maxErrorEst is not None: max2ErrorEst = np.max(maxErrorEst) vbMng(self, "MAIN", ("Uniform testing error estimate " "{:.4e}.").format(max2ErrorEst), 3) if self.firstGreedyIter: trainedModelOld = copy(self.trainedModel) else: trainedModelOld.data = copy(self.trainedModel.data) self.firstGreedyIter = False vbMng(self, "DEL", ("Done computing snapshots (final snapshot count: " - "{}).").format(self.S), 3) + "{}).").format(len(self.mus)), 3) if (maxErrorEst is None or max2ErrorEst <= self.greedyTol or np.any(np.isnan(maxErrorEst)) or np.any(np.isinf(maxErrorEst))): while self.samplingEngine.nsamples > self.S: self.samplingEngine.popSample() while len(self.mus) > self.S: self.mus.pop(-1) else: while len(self.mus) < self.S: self.mus.append(self.samplingEngine.mus[len(self.mus)]) self.setupApproxLocal() if plotEst == "LAST": self.plotEstimator(errorEstTest, muidx, maxErrorEst) return 0 def assembleReducedResidualGramian(self, pMat:sampList): """ Build residual gramian of reduced linear system through projections. """ self.initEstimatorNormEngine() if (not hasattr(self.trainedModel.data, "gramian") or self.trainedModel.data.gramian is None): gramian = self.estimatorNormEngine.innerProduct(pMat, pMat) else: Sold = self.trainedModel.data.gramian.shape[0] S = len(self.mus) if Sold > S: gramian = self.trainedModel.data.gramian[: S, : S] else: idxOld = list(range(Sold)) idxNew = list(range(Sold, S)) gramian = np.empty((S, S), dtype = np.complex) gramian[: Sold, : Sold] = self.trainedModel.data.gramian gramian[: Sold, Sold :] = ( self.estimatorNormEngine.innerProduct(pMat(idxNew), pMat(idxOld))) gramian[Sold :, : Sold] = gramian[: Sold, Sold :].T.conj() gramian[Sold :, Sold :] = ( self.estimatorNormEngine.innerProduct(pMat(idxNew), pMat(idxNew))) self.trainedModel.data.gramian = gramian def assembleReducedResidualBlocksbb(self, bs:List[Np1D]): """ Build blocks (of type bb) of reduced linear system through projections. """ self.initEstimatorNormEngine() nbs = len(bs) if (not hasattr(self.trainedModel.data, "resbb") or self.trainedModel.data.resbb is None): resbb = np.empty((nbs, nbs), dtype = np.complex) for i in range(nbs): Mbi = bs[i] resbb[i, i] = self.estimatorNormEngine.innerProduct(Mbi, Mbi) for j in range(i): Mbj = bs[j] resbb[i, j] = self.estimatorNormEngine.innerProduct(Mbj, Mbi) for i in range(nbs): for j in range(i + 1, nbs): resbb[i, j] = resbb[j, i].conj() self.trainedModel.data.resbb = resbb def assembleReducedResidualBlocksAb(self, As:List[Np2D], bs:List[Np1D], pMat:sampList): """ Build blocks (of type Ab) of reduced linear system through projections. """ self.initEstimatorNormEngine() nAs = len(As) nbs = len(bs) S = len(self.mus) if (not hasattr(self.trainedModel.data, "resAb") or self.trainedModel.data.resAb is None): if isinstance(pMat, (parameterList, sampleList)): pMat = pMat.data resAb = np.empty((nbs, S, nAs), dtype = np.complex) for j in range(nAs): MAj = dot(As[j], pMat) for i in range(nbs): Mbi = bs[i] resAb[i, :, j] = self.estimatorNormEngine.innerProduct(MAj, Mbi) else: Sold = self.trainedModel.data.resAb.shape[1] if Sold == S: return if Sold > S: resAb = self.trainedModel.data.resAb[:, : S, :] else: if isinstance(pMat, (parameterList, sampleList)): pMat = pMat.data resAb = np.empty((nbs, S, nAs), dtype = np.complex) resAb[:, : Sold, :] = self.trainedModel.data.resAb for j in range(nAs): MAj = dot(As[j], pMat[:, Sold :]) for i in range(nbs): Mbi = bs[i] resAb[i, Sold :, j] = ( self.estimatorNormEngine.innerProduct(MAj, Mbi)) self.trainedModel.data.resAb = resAb def assembleReducedResidualBlocksAA(self, As:List[Np2D], pMat:sampList): """ Build blocks (of type AA) of reduced linear system through projections. """ self.initEstimatorNormEngine() nAs = len(As) S = len(self.mus) if (not hasattr(self.trainedModel.data, "resAA") or self.trainedModel.data.resAA is None): if isinstance(pMat, (parameterList, sampleList)): pMat = pMat.data resAA = np.empty((S, nAs, S, nAs), dtype = np.complex) for i in range(nAs): MAi = dot(As[i], pMat) resAA[:, i, :, i] = ( self.estimatorNormEngine.innerProduct(MAi, MAi)) for j in range(i): MAj = dot(As[j], pMat) resAA[:, i, :, j] = ( self.estimatorNormEngine.innerProduct(MAj, MAi)) for i in range(nAs): for j in range(i + 1, nAs): resAA[:, i, :, j] = resAA[:, j, :, i].T.conj() else: Sold = self.trainedModel.data.resAA.shape[0] if Sold == S: return if Sold > S: resAA = self.trainedModel.data.resAA[: S, :, : S, :] else: if isinstance(pMat, (parameterList, sampleList)): pMat = pMat.data resAA = np.empty((S, nAs, S, nAs), dtype = np.complex) resAA[: Sold, :, : Sold, :] = self.trainedModel.data.resAA for i in range(nAs): MAi = dot(As[i], pMat) resAA[: Sold, i, Sold :, i] = ( self.estimatorNormEngine.innerProduct(MAi[:, Sold :], MAi[:, : Sold])) resAA[Sold :, i, : Sold, i] = resAA[: Sold, i, Sold :, i].T.conj() resAA[Sold :, i, Sold :, i] = ( self.estimatorNormEngine.innerProduct(MAi[:, Sold :], MAi[:, Sold :])) for j in range(i): MAj = dot(As[j], pMat) resAA[: Sold, i, Sold :, j] = ( self.estimatorNormEngine.innerProduct(MAj[:, Sold :], MAi[:, : Sold])) resAA[Sold :, i, : Sold, j] = ( self.estimatorNormEngine.innerProduct(MAj[:, : Sold], MAi[:, Sold :])) resAA[Sold :, i, Sold :, j] = ( self.estimatorNormEngine.innerProduct(MAj[:, Sold :], MAi[:, Sold :])) for i in range(nAs): for j in range(i + 1, nAs): resAA[: Sold, i, Sold :, j] = ( resAA[Sold :, j, : Sold, i].T.conj()) resAA[Sold :, i, : Sold, j] = ( resAA[: Sold, j, Sold :, i].T.conj()) resAA[Sold :, i, Sold :, j] = ( resAA[Sold :, j, Sold :, i].T.conj()) self.trainedModel.data.resAA = resAA def assembleReducedResidualBlocks(self, full : bool = False): """Build affine blocks of affine decomposition of residual.""" if full: checkIfAffine(self.HFEngine, "assemble reduced residual blocks") else: checkIfAffine(self.HFEngine, "assemble reduced RHS blocks", True) self.HFEngine.buildb() self.assembleReducedResidualBlocksbb(self.HFEngine.bs) if full: pMat = self.samplingEngine.projectionMatrix self.HFEngine.buildA() self.assembleReducedResidualBlocksAb(self.HFEngine.As, self.HFEngine.bs, pMat) self.assembleReducedResidualBlocksAA(self.HFEngine.As, pMat) diff --git a/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py b/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py index d1a0787..2991119 100644 --- a/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py +++ b/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py @@ -1,537 +1,544 @@ # Copyright (C) 2018 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy 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 RROMPy. If not, see . # from copy import deepcopy as copy import numpy as np from rrompy.hfengines.base.linear_affine_engine import checkIfAffine from .generic_greedy_approximant import GenericGreedyApproximant from rrompy.utilities.poly_fitting.polynomial import (polybases, polyfitname, PolynomialInterpolator as PI, polyvander) from rrompy.utilities.numerical import dot from rrompy.utilities.numerical.degree import totalDegreeN from rrompy.utilities.expression import expressionEvaluator from rrompy.reduction_methods.standard import RationalInterpolant from rrompy.utilities.base.types import Np1D, Tuple, paramVal, List from rrompy.utilities.base.verbosity_depth import (verbosityManager as vbMng, getVerbosityDepth, setVerbosityDepth) from rrompy.utilities.poly_fitting import customFit from rrompy.utilities.exception_manager import (RROMPyWarning, RROMPyException, RROMPyAssert, RROMPy_FRAGILE) from rrompy.sampling import sampleList, emptySampleList __all__ = ['RationalInterpolantGreedy'] class RationalInterpolantGreedy(GenericGreedyApproximant, RationalInterpolant): """ ROM greedy rational interpolant computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': number of starting training points; - 'sampler': sample point generator; - 'greedyTol': uniform error tolerance for greedy algorithm; defaults to 1e-2; - 'collinearityTol': collinearity tolerance for greedy algorithm; defaults to 0.; - 'maxIter': maximum number of greedy steps; defaults to 1e2; - 'nTestPoints': number of test points; defaults to 5e2; - 'trainSetGenerator': training sample points generator; defaults to sampler; - 'polybasis': type of basis for interpolation; defaults to 'MONOMIAL'; - 'errorEstimatorKind': kind of error estimator; available values include 'AFFINE', 'DISCREPANCY', 'LOOK_AHEAD', 'LOOK_AHEAD_RES', 'LOOK_AHEAD_OUTPUT', and 'NONE'; defaults to 'NONE'; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in main folder for meaning); defaults to 'NORM'; - 'interpRcond': tolerance for interpolation; defaults to None; - 'robustTol': tolerance for robust rational denominator management; defaults to 0. Defaults to empty dict. approx_state(optional): Whether to approximate state. Defaults and must be True. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. mus: Array of snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'greedyTol': uniform error tolerance for greedy algorithm; - 'collinearityTol': collinearity tolerance for greedy algorithm; - 'maxIter': maximum number of greedy steps; - 'nTestPoints': number of test points; - 'trainSetGenerator': training sample points generator; - 'errorEstimatorKind': kind of error estimator; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for interpolation; - 'robustTol': tolerance for robust rational denominator management. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of samples current approximant relies upon; - 'sampler': sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: number of test points. sampler: Sample point generator. greedyTol: uniform error tolerance for greedy algorithm. collinearityTol: Collinearity tolerance for greedy algorithm. maxIter: maximum number of greedy steps. nTestPoints: number of starting training points. trainSetGenerator: training sample points generator. robustTol: tolerance for robust rational denominator management. errorEstimatorKind: kind of error estimator. functionalSolve: Strategy for minimization of denominator functional. interpRcond: tolerance for interpolation. robustTol: tolerance for robust rational denominator management. muBounds: list of bounds for parameter values. samplingEngine: Sampling engine. estimatorNormEngine: Engine for estimator norm computation. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ _allowedEstimatorKinds = ["AFFINE", "DISCREPANCY", "LOOK_AHEAD", "LOOK_AHEAD_RES", "LOOK_AHEAD_OUTPUT", "NONE"] def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(["errorEstimatorKind"], ["DISCREPANCY"], toBeExcluded = ["M", "N", "polydegreetype", "radialDirectionalWeights"]) super().__init__(*args, **kwargs) if not self.approx_state and self.errorEstimatorKind not in [ "LOOK_AHEAD", "LOOK_AHEAD_OUTPUT", "NONE"]: raise RROMPyException(("Must compute greedy approximation of " "state, unless error estimator allows " "otherwise.")) self._postInit() @property def approx_state(self): """Value of approx_state.""" return self._approx_state @approx_state.setter def approx_state(self, approx_state): RationalInterpolant.approx_state.fset(self, approx_state) if (not self.approx_state and hasattr(self, "_errorEstimatorKind") and self.errorEstimatorKind not in [ "LOOK_AHEAD", "LOOK_AHEAD_OUTPUT", "NONE"]): raise RROMPyException(("Must compute greedy approximation of " "state, unless error estimator allows " "otherwise.")) @property def E(self): """Value of E.""" self._E = self.sampleBatchIdx - 1 return self._E @E.setter def E(self, E): RROMPyWarning(("E is used just to simplify inheritance, and its value " "cannot be changed from that of sampleBatchIdx - 1.")) def _setMAuto(self): self.M = self.E def _setNAuto(self): self.N = self.E @property def polydegreetype(self): """Value of polydegreetype.""" return "TOTAL" @polydegreetype.setter def polydegreetype(self, polydegreetype): RROMPyWarning(("polydegreetype is used just to simplify inheritance, " "and its value cannot be changed from 'TOTAL'.")) @property def polybasis(self): """Value of polybasis.""" return self._polybasis @polybasis.setter def polybasis(self, polybasis): try: polybasis = polybasis.upper().strip().replace(" ","") if polybasis not in polybases: raise RROMPyException("Sample type not recognized.") self._polybasis = polybasis except: RROMPyWarning(("Prescribed polybasis not recognized. Overriding " "to 'MONOMIAL'.")) self._polybasis = "MONOMIAL" self._approxParameters["polybasis"] = self.polybasis @property def errorEstimatorKind(self): """Value of errorEstimatorKind.""" return self._errorEstimatorKind @errorEstimatorKind.setter def errorEstimatorKind(self, errorEstimatorKind): errorEstimatorKind = errorEstimatorKind.upper() if errorEstimatorKind not in self._allowedEstimatorKinds: RROMPyWarning(("Error estimator kind not recognized. Overriding " "to 'NONE'.")) errorEstimatorKind = "NONE" self._errorEstimatorKind = errorEstimatorKind self._approxParameters["errorEstimatorKind"] = self.errorEstimatorKind if (self.errorEstimatorKind not in [ "LOOK_AHEAD", "LOOK_AHEAD_OUTPUT", "NONE"] and hasattr(self, "_approx_state") and not self.approx_state): raise RROMPyException(("Must compute greedy approximation of " "state, unless error estimator allows " "otherwise.")) def _polyvanderAuxiliary(self, mus, deg, *args): return polyvander(mus, deg, *args) def getErrorEstimatorDiscrepancy(self, mus:Np1D) -> Np1D: """Discrepancy-based residual estimator.""" checkIfAffine(self.HFEngine, "apply discrepancy-based error estimator") mus = self.checkParameterList(mus) muCTest = self.trainedModel.centerNormalize(mus) tMverb, self.trainedModel.verbosity = self.trainedModel.verbosity, 0 QTest = self.trainedModel.getQVal(mus) QTzero = np.where(QTest == 0.)[0] if len(QTzero) > 0: RROMPyWarning(("Adjusting estimator to avoid division by " "numerically zero denominator.")) QTest[QTzero] = np.finfo(np.complex).eps / (1. + self.N) self.HFEngine.buildA() self.HFEngine.buildb() nAs, nbs = self.HFEngine.nAs, self.HFEngine.nbs muTrainEff = self.mapParameterList(self.mus) muTestEff = self.mapParameterList(mus) PTrain = self.trainedModel.getPVal(self.mus).data.T QTrain = self.trainedModel.getQVal(self.mus) QTzero = np.where(QTrain == 0.)[0] if len(QTzero) > 0: RROMPyWarning(("Adjusting estimator to avoid division by " "numerically zero denominator.")) QTrain[QTzero] = np.finfo(np.complex).eps / (1. + self.N) PTest = self.trainedModel.getPVal(mus).data self.trainedModel.verbosity = tMverb radiusAbTrain = np.empty((self.S, nAs * self.S + nbs), dtype = np.complex) radiusA = np.empty((self.S, nAs, len(mus)), dtype = np.complex) radiusb = np.empty((nbs, len(mus)), dtype = np.complex) for j, thA in enumerate(self.HFEngine.thAs): idxs = j * self.S + np.arange(self.S) radiusAbTrain[:, idxs] = expressionEvaluator(thA[0], muTrainEff, (self.S, 1)) * PTrain radiusA[:, j] = PTest * expressionEvaluator(thA[0], muTestEff, (len(mus),)) for j, thb in enumerate(self.HFEngine.thbs): idx = nAs * self.S + j radiusAbTrain[:, idx] = QTrain * expressionEvaluator(thb[0], muTrainEff, (self.S,)) radiusb[j] = QTest * expressionEvaluator(thb[0], muTestEff, (len(mus),)) QRHSNorm2 = self._affineResidualMatricesContraction(radiusb) vanTrain = self._polyvanderAuxiliary(self._musUniqueCN, self.E, self.polybasis0, self._derIdxs, self._reorder) interpPQ = customFit(vanTrain, radiusAbTrain, rcond = self.interpRcond) vanTest = self._polyvanderAuxiliary(muCTest, self.E, self.polybasis0) DradiusAb = vanTest.dot(interpPQ) radiusA = (radiusA - DradiusAb[:, : - nbs].reshape(len(mus), -1, self.S).T) radiusb = radiusb - DradiusAb[:, - nbs :].T ff, Lf, LL = self._affineResidualMatricesContraction(radiusb, radiusA) err = np.abs((LL - 2. * np.real(Lf) + ff) / QRHSNorm2) ** .5 return err def getErrorEstimatorLookAhead(self, mus:Np1D, what : str = "") -> Tuple[Np1D, List[int]]: """Residual estimator based on look-ahead idea.""" errTest, QTest, idxMaxEst = self._EIMStep(mus) _approx_state_old = self.approx_state if what == "OUTPUT" and _approx_state_old: self._approx_state = False self.initEstimatorNormEngine() self._approx_state = _approx_state_old mu_muTestSample = mus[idxMaxEst] app_muTestSample = self.getApproxReduced(mu_muTestSample) if self._mode == RROMPy_FRAGILE: if what == "RES" and not self.HFEngine.isCEye: raise RROMPyException(("Cannot compute LOOK_AHEAD_RES " "estimator in fragile mode for " "non-scalar C.")) app_muTestSample = dot(self.trainedModel.data.projMat[:, : app_muTestSample.shape[0]], app_muTestSample) else: app_muTestSample = dot(self.samplingEngine.projectionMatrix, app_muTestSample) if what == "RES": errmu = self.HFEngine.residual(mu_muTestSample, app_muTestSample, post_c = False) solmu = self.HFEngine.residual(mu_muTestSample, None, post_c = False) else: for j, mu in enumerate(mu_muTestSample): uEx = self.samplingEngine.nextSample(mu) if j == 0: solmu = emptySampleList() solmu.reset((len(uEx), len(mu_muTestSample)), dtype = uEx.dtype) solmu[j] = uEx if what == "OUTPUT" and self.approx_state: solmu = sampleList(self.HFEngine.applyC(solmu)) app_muTestSample = sampleList(self.HFEngine.applyC( app_muTestSample)) errmu = solmu - app_muTestSample errsamples = (self.estimatorNormEngine.norm(errmu) / self.estimatorNormEngine.norm(solmu)) musT = copy(self.mus) musT.append(mu_muTestSample) musT = self.trainedModel.centerNormalize(musT) musC = self.trainedModel.centerNormalize(mus) errT = np.zeros((len(musT), len(mu_muTestSample)), dtype = np.complex) errT[np.arange(len(self.mus), len(musT)), np.arange(len(mu_muTestSample))] = errsamples * QTest[idxMaxEst] vanT = self._polyvanderAuxiliary(musT, self.E + 1, self.polybasis) fitOut = customFit(vanT, errT, full = True, rcond = self.interpRcond) vbMng(self, "MAIN", ("Fitting {} samples with degree {} through {}... Conditioning " "of LS system: {:.4e}.").format(len(vanT), self.E + 1, polyfitname(self.polybasis), fitOut[1][2][0] / fitOut[1][2][-1]), 15) vanC = self._polyvanderAuxiliary(musC, self.E + 1, self.polybasis) err = np.sum(np.abs(vanC.dot(fitOut[0])), axis = -1) / QTest return err, idxMaxEst def getErrorEstimatorNone(self, mus:Np1D) -> Np1D: """EIM-based residual estimator.""" err = np.max(self._EIMStep(mus, True), axis = 1) err *= self.greedyTol / np.mean(err) return err def _EIMStep(self, mus:Np1D, only_one : bool = False) -> Tuple[Np1D, Np1D, List[int]]: """Residual estimator based on look-ahead idea.""" mus = self.checkParameterList(mus) tMverb, self.trainedModel.verbosity = self.trainedModel.verbosity, 0 QTest = self.trainedModel.getQVal(mus) QTzero = np.where(QTest == 0.)[0] if len(QTzero) > 0: RROMPyWarning(("Adjusting estimator to avoid division by " "numerically zero denominator.")) QTest[QTzero] = np.finfo(np.complex).eps / (1. + self.N) QTest = np.abs(QTest) muCTest = self.trainedModel.centerNormalize(mus) muCTrain = self.trainedModel.centerNormalize(self.mus) self.trainedModel.verbosity = tMverb vanTest = self._polyvanderAuxiliary(muCTest, self.E, self.polybasis) vanTestNext = self._polyvanderAuxiliary(muCTest, self.E + 1, self.polybasis)[:, vanTest.shape[1] :] idxsTest = np.arange(vanTestNext.shape[1]) basis = np.zeros((len(idxsTest), 0), dtype = float) idxMaxEst = [] while len(idxsTest) > 0: vanTrial = self._polyvanderAuxiliary(muCTrain, self.E, self.polybasis) vanTrialNext = self._polyvanderAuxiliary(muCTrain, self.E + 1, self.polybasis)[:, vanTrial.shape[1] :] vanTrial = np.hstack((vanTrial, vanTrialNext.dot(basis).reshape( len(vanTrialNext), basis.shape[1]))) valuesTrial = vanTrialNext[:, idxsTest] vanTestEff = np.hstack((vanTest, vanTestNext.dot(basis).reshape( len(vanTestNext), basis.shape[1]))) vanTestNextEff = vanTestNext[:, idxsTest] coeffTest = np.linalg.solve(vanTrial, valuesTrial) errTest = (np.abs(vanTestNextEff - vanTestEff.dot(coeffTest)) / np.expand_dims(QTest, 1)) if only_one: return errTest idxMaxErr = np.unravel_index(np.argmax(errTest), errTest.shape) idxMaxEst += [idxMaxErr[0]] muCTrain.append(muCTest[idxMaxErr[0]]) basis = np.pad(basis, [(0, 0), (0, 1)], "constant") basis[idxsTest[idxMaxErr[1]], -1] = 1. idxsTest = np.delete(idxsTest, idxMaxErr[1]) return errTest, QTest, idxMaxEst def errorEstimator(self, mus:Np1D, return_max : bool = False) -> Np1D: """Standard residual-based error estimator.""" setupOK = self.setupApproxLocal() if setupOK > 0: err = np.empty(len(mus)) err[:] = np.nan if not return_max: return err return err, [- setupOK], np.nan mus = self.checkParameterList(mus) vbMng(self.trainedModel, "INIT", "Evaluating error estimator at mu = {}.".format(mus), 10) if self.errorEstimatorKind == "AFFINE": err = self.getErrorEstimatorAffine(mus) else: self._setupInterpolationIndices() if self.errorEstimatorKind == "DISCREPANCY": err = self.getErrorEstimatorDiscrepancy(mus) elif self.errorEstimatorKind[: 10] == "LOOK_AHEAD": err, idxMaxEst = self.getErrorEstimatorLookAhead(mus, self.errorEstimatorKind[11 :]) else: #if self.errorEstimatorKind == "NONE": err = self.getErrorEstimatorNone(mus) vbMng(self.trainedModel, "DEL", "Done evaluating error estimator", 10) if not return_max: return err if self.errorEstimatorKind[: 10] != "LOOK_AHEAD": idxMaxEst = np.empty(self.sampleBatchSize, dtype = int) errCP = copy(err) for j in range(self.sampleBatchSize): k = np.argmax(errCP) idxMaxEst[j] = k if j + 1 < self.sampleBatchSize: musZero = self.trainedModel.centerNormalize(mus, mus[k]) errCP *= np.linalg.norm(musZero.data, axis = 1) return err, idxMaxEst, err[idxMaxEst] def plotEstimator(self, *args, **kwargs): super().plotEstimator(*args, **kwargs) if self.errorEstimatorKind == "NONE": vbMng(self, "MAIN", ("Warning! Error estimator has been arbitrarily normalized " "before plotting."), 15) def greedyNextSample(self, *args, **kwargs) -> Tuple[Np1D, int, float, paramVal]: """Compute next greedy snapshot of solution map.""" RROMPyAssert(self._mode, message = "Cannot add greedy sample.") self.sampleBatchIdx += 1 self.sampleBatchSize = totalDegreeN(self.npar - 1, self.sampleBatchIdx) err, muidx, maxErr, muNext = super().greedyNextSample(*args, **kwargs) if maxErr is not None and (np.any(np.isnan(maxErr)) or np.any(np.isinf(maxErr))): self.sampleBatchIdx -= 1 self.sampleBatchSize = totalDegreeN(self.npar - 1, self.sampleBatchIdx) if (self.errorEstimatorKind == "NONE" and not np.isnan(maxErr) and not np.isinf(maxErr)): maxErr = None return err, muidx, maxErr, muNext def _setSampleBatch(self, maxS:int): self.sampleBatchIdx, self.sampleBatchSize, S = -1, 0, 0 nextBatchSize = 1 while S + nextBatchSize <= maxS: self.sampleBatchIdx += 1 self.sampleBatchSize = nextBatchSize S += self.sampleBatchSize nextBatchSize = totalDegreeN(self.npar - 1, self.sampleBatchIdx + 1) return S def _preliminaryTraining(self): """Initialize starting snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") if self.samplingEngine.nsamples > 0: return self._S = self._setSampleBatch(self.S) super()._preliminaryTraining() self.M, self.N = ("AUTO",) * 2 def setupApproxLocal(self) -> int: """Compute rational interpolant.""" if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") self.verbosity -= 10 vbMng(self, "INIT", "Setting up local approximant.", 5) pMat = self.samplingEngine.projectionMatrix if self.trainedModel is not None: pMat = pMat[:, len(self.trainedModel.data.mus) :] self._setupTrainedModel(pMat, self.trainedModel is not None) self.catchInstability = 2 vbDepth = getVerbosityDepth() unstable = 0 if self.E > 0: try: Q = self._setupDenominator() except RROMPyException as RE: if RE.critical: raise RE from None setVerbosityDepth(vbDepth) RROMPyWarning("Downgraded {}: {}".format(RE.__class__.__name__, RE)) unstable = 1 else: Q = PI() Q.coeffs = np.ones((1,) * self.npar, dtype = np.complex) Q.npar = self.npar Q.polybasis = self.polybasis if not unstable: self.trainedModel.data.Q = copy(Q) try: P = copy(self._setupNumerator()) except RROMPyException as RE: if RE.critical: raise RE from None setVerbosityDepth(vbDepth) RROMPyWarning("Downgraded {}: {}".format(RE.__class__.__name__, RE)) unstable = 1 if not unstable: self.trainedModel.data.P = copy(P) self.trainedModel.data.approxParameters = copy( self.approxParameters) vbMng(self, "DEL", "Done setting up local approximant.", 5) self.catchInstability = 0 self.verbosity += 10 return unstable def setupApprox(self, plotEst : str = "NONE") -> int: val = super().setupApprox(plotEst) if val == 0: + if (self.errorEstimatorKind[:10] == "LOOK_AHEAD" + and len(self.mus) < self.samplingEngine.nsamples): + while len(self.mus) < self.samplingEngine.nsamples: + self.mus.append(self.samplingEngine.mus[len(self.mus)]) + self.trainedModel = None + self._S = self._setSampleBatch(len(self.mus) + 1) + self.setupApproxLocal() self._setupRational(self.trainedModel.data.Q, self.trainedModel.data.P) self.trainedModel.data.approxParameters = copy( self.approxParameters) return val def loadTrainedModel(self, filename:str): """Load trained reduced model from file.""" super().loadTrainedModel(filename) self._setSampleBatch(self.S + 1) diff --git a/rrompy/utilities/numerical/point_distances.py b/rrompy/utilities/numerical/point_distances.py index ac31169..6e353fa 100644 --- a/rrompy/utilities/numerical/point_distances.py +++ b/rrompy/utilities/numerical/point_distances.py @@ -1,77 +1,77 @@ # Copyright (C) 2018 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy 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 RROMPy. If not, see . # import numpy as np from rrompy.utilities.base.types import Np1D, Np2D, HFEng __all__ = ['distanceMatrix', 'vectorAngleMatrix', 'chordalMetricMatrix', 'chordalMetricAngleMatrix'] def distanceMatrix(x:Np2D, y : Np2D = None, npar : int = None, magnitude : bool = True, weights : Np1D = None) -> Np2D: if npar is None: npar = x.shape[1] if x.ndim > 1 else 1 if y is None: y = x if x.ndim != 3 or x.shape[1] != npar: x = x.reshape(-1, 1, npar) if y.ndim != 2 or y.shape[1] != npar: y = y.reshape(-1, npar) dist = np.repeat(x, len(y), axis = 1) - y if weights is not None: dist *= np.array(weights).flatten() if magnitude: if dist.shape[2] == 1: dist = np.abs(dist)[..., 0] else: dist = np.sum(np.abs(dist) ** 2., axis = 2) ** .5 return dist def vectorAngleMatrix(X:Np2D, Y:Np2D, HFEngine : HFEng = None, is_state : bool = True, radius : float = None) -> Np2D: if HFEngine is None: innerT = np.real(Y.T.conj().dot(X)) norm2X = np.sum(np.abs(X) ** 2., axis = 0) norm2Y = np.sum(np.abs(Y) ** 2., axis = 0) else: innerT = np.real(HFEngine.innerProduct(X, Y, is_state = is_state)) norm2X = HFEngine.norm(X, is_state = is_state) ** 2. norm2Y = HFEngine.norm(Y, is_state = is_state) ** 2. xInf = np.where(np.isclose(norm2X, 0.))[0] yInf = np.where(np.isclose(norm2Y, 0.))[0] if radius is None: radius = np.mean(norm2Y) ** .5 dist2T = (np.tile(norm2Y.reshape(-1, 1), len(norm2X)) + norm2X.reshape(1, -1) - 2 * innerT) dist2T[:, xInf], dist2T[yInf, :] = 1., 1. dist2T[np.ix_(yInf, xInf)] = 0. dist2T[dist2T < 0.] = 0. return radius * ((dist2T / (norm2X + radius ** 2.)).T / (norm2Y + radius ** 2.)) ** .5 def chordalMetricMatrix(x:Np1D, y:Np1D, radius : float = 1.) -> Np2D: x, y = np.array(x), np.array(y) xInf, yInf = np.where(np.isinf(x))[0], np.where(np.isinf(y))[0] x[xInf], y[yInf] = 0., 0. - distT = distanceMatrix(x, y) + distT = distanceMatrix(y, x) distT[:, xInf], distT[yInf, :] = 1., 1. distT[np.ix_(yInf, xInf)] = 0. return radius * ((distT / (np.abs(x) ** 2. + radius ** 2.) ** .5).T / (np.abs(y) ** 2. + radius ** 2.) ** .5) def chordalMetricAngleMatrix(x:Np1D, y:Np1D, w : float = 0, X : Np2D = None, Y : Np2D = None, HFEngine : HFEng = None, is_state : bool = True) -> Np2D: dist = chordalMetricMatrix(x, y) if w == 0: return dist distAdj = vectorAngleMatrix(X, Y, HFEngine, is_state) return (dist + w * distAdj) / (1. + w)