[ot-users] gPC generation: seperate training set calculations and generation of the polynomial

François Sanson frcs.sanson at gmail.com
Wed Jan 25 11:08:51 CET 2017

Hello everyone,
I am new to OT and I would like to make a polynomial approximation of an
expensive function. For that I would like first to evaluate the function at
the colocation points and then train my polynomial.
In the example in OT, those two steps are not separated. However is there a
way to run them separately ?
Alternatively, assuming I already have the training set (colocation points
and the corresponding function value) is it possible to train the
polynomial with OT winthout having OT to evaluate the expensive function
(with the function FunctionalChaosAlgorithm.run()) ?

Thanks a lot

Francois Sanson
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