[ot-users] duplicate with SobolIndicesExperiment

roy roy at cerfacs.fr
Thu Dec 7 10:42:34 CET 2017


Hi Sofiane,

Thanks for the update.

Do you plan to have it implemented on OT? Or should I handle this in my package?

Also, I have a last interrogation. When I create the sample with SobolIndicesExperiment,
I found that Sobol' indices are not always computed correctly. I am not able to provide a MCVE here as
from the sample generation to the computation of the indices, a lot happens. Sorry.
But from my trying, if I set OT’s seed, I get correct results.

So is there a way to ensure that the sample generated by SobolIndicesExperiment will correspond to
what is expected by the indices classes? Seems that there is a randomization effect here.

Thanks again for the support.

Sincerely,

Pamphile ROY


> Le 7 déc. 2017 à 00:39, HADDAD Sofiane <sofiane_haddad at yahoo.fr> a écrit :
> 
> Hi
> 
> You are right  only the case dim=2 has duplicates if compute second order is set tot True.
> I miss it, sorry!
> 
> An enhancement is to generate samples of size N * (dim + 1) in case dim=2 whatever second order is True or False
> 
> Thanks for the report.
> 
> Regards,
> Sofiane
> 
> 
> Le samedi 2 décembre 2017 à 13:25:25 UTC+1, Pamphile ROY <roy at cerfacs.fr> a écrit :
> 
> 
> Hi Sofiane,
> 
> I got it now.
> 
> But if in 2dim this behavior is to be expected, why not doing this internally?
> The root of this was that I have an expensive numerical model. So having to compute twice a sample is not tractable.
> 
> Thanks for your support.
> 
> Sincerely,
> 
> Pamphile ROY
> De: "HADDAD Sofiane" <sofiane_haddad at yahoo.fr>
> À: "users" <users at openturns.org>, "roy" <roy at cerfacs.fr>
> Envoyé: Vendredi 1 Décembre 2017 13:31:14
> Objet: Re: [ot-users] duplicate with SobolIndicesExperiment
> 
> Hi
> 
> There is no problem here
> 
> You can find here how the experiment is defined. As you set second order to True and your sub samples are of size 5, you have (2 * 2 + 2) blocks of size 5 Have a look at SobolIndicesAlgorithm — OpenTURNS documentation <http://openturns.github.io/openturns/latest/user_manual/_generated/openturns.SobolIndicesAlgorithm.html?highlight=sobolindices#openturns.SobolIndicesAlgorithm>
> SobolIndicesAlgorithm — OpenTURNS documentation
>  <http://openturns.github.io/openturns/latest/user_manual/_generated/openturns.SobolIndicesAlgorithm.html?highlight=sobolindices#openturns.SobolIndicesAlgorithm>
> 
> 
> Using this :
> import openturns as ot
> ot.RandomGenerator.SetSeed(0)
> distribution = ot.ComposedDistribution([ot.Uniform(15, 60), ot.Normal(3000, 400)])
> sample = np.array(ot.SobolIndicesAlgorithmImplementation.Generate(distribution, 5, True))
> print(sample.reshape(-1,5,2))
> 
> you will see all matrices defines in link.
> Hope this helps
> 
> Bien cordialement,
> Sofiane HADDAD
> 
> 
> Le mercredi 29 novembre 2017 à 19:30:39 UTC+1, roy <roy at cerfacs.fr> a écrit :
> 
> 
> Hi,
> 
> I am using ot.SobolIndicesExperiment and if I set my input dimension to 2,
> I get some repeated points. From my understanding of the method, this should not be the case.
> Also going with a higher dimension does not do that.
> 
> Am I wrong?
> 
> Here is an example (same behaviour with the old method available in OT 1.9) where I highlighted some duplicate:
> 
> import openturns as ot
> distribution = ot.ComposedDistribution([ot.Uniform(15, 60), ot.Normal(3000, 400)])
> sample = np.array(ot.SobolIndicesAlgorithmImplementation.Generate(distribution, 5, True))
> 
> array([[   29.65970938,  2535.47991432],
>        [   33.01991727,  2559.28624639],
>        [   33.25474751,  2682.95080229],
>        [   32.95380182,  2419.44678937],
>        [   55.23575378,  3039.33121131],
>        [   26.05095231,  3271.18330661],
>        [   41.00594229,  3683.75154513],
>        [   54.81729255,  3428.24812578],
>        [   28.2423326 ,  2797.23010815],
>        [   52.36310769,  2335.65441869],
>        [   26.05095231,  2535.47991432],
>        [   41.00594229,  2559.28624639],
>        [   54.81729255,  2682.95080229],
>        [   28.2423326 ,  2419.44678937],
>        [   52.36310769,  3039.33121131],
>        [   29.65970938,  3271.18330661],
>        [   33.01991727,  3683.75154513],
>        [   33.25474751,  3428.24812578],
>        [   32.95380182,  2797.23010815],
>        [   55.23575378,  2335.65441869],
>        [   29.65970938,  3271.18330661],
>        [   33.01991727,  3683.75154513],
>        [   33.25474751,  3428.24812578],
>        [   32.95380182,  2797.23010815],
>        [   55.23575378,  2335.65441869],
>        [   26.05095231,  2535.47991432],
>        [   41.00594229,  2559.28624639],
>        [   54.81729255,  2682.95080229],
>        [   28.2423326 ,  2419.44678937],
>        [   52.36310769,  3039.33121131]])
> 
> Thanks for your support.
> 
> Sincerely,
> 
> 
> Pamphile ROY
> PhD candidate in Uncertainty Quantification
> CERFACS - Toulouse (31) - France
> +33 (0) 5 61 19 31 57
> +33 (0) 7 86 43 24 22
> 
> _______________________________________________
> OpenTURNS users mailing list
> users at openturns.org <mailto:users at openturns.org>
> http://openturns.org/mailman/listinfo/users <http://openturns.org/mailman/listinfo/users>
> 

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://openturns.org/pipermail/users/attachments/20171207/e7d58c53/attachment.html>


More information about the users mailing list