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Commit a1ac5a19 authored by Miroslav Shaltev's avatar Miroslav Shaltev
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separate sgtelib

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configure.ac
+ 3
− 1
View file @ a1ac5a19
AC_INIT(nomad, 3.7.2, miroslav.shaltev@shaltev.de) AC_INIT(nomad, 3.8.1, miroslav.shaltev@shaltev.de)
AC_PREREQ([2.63]) AC_PREREQ([2.63])
AC_CONFIG_HEADERS([config.h]) AC_CONFIG_HEADERS([config.h])
...@@ -51,6 +51,8 @@ if test "x$mpi" = "xtrue"; then ...@@ -51,6 +51,8 @@ if test "x$mpi" = "xtrue"; then
fi fi
NOMAD_ENABLE_MODULE([MPI],[mpi]) NOMAD_ENABLE_MODULE([MPI],[mpi])
PKG_CHECK_MODULES(SGTELIB, sgtelib)
AC_PROG_CPP AC_PROG_CPP
AC_CONFIG_FILES([Makefile src/Makefile docs/Makefile nomad.pc nomadmpi.pc]) AC_CONFIG_FILES([Makefile src/Makefile docs/Makefile nomad.pc nomadmpi.pc])
AC_OUTPUT AC_OUTPUT
ext/sgtelib/example/X.txt deleted 100644 → 0
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X = [ 0 25 ;
0 50 ;
0 55 ;
0 57 ;
0 83 ;
0 92 ;
1 47 ;
1 48 ;
1 66 ;
1 75 ;
1 93 ;
1 96 ;
2 5 ;
2 8 ;
2 13 ;
2 25 ;
2 55 ;
2 57 ;
2 70 ;
2 75 ;
3 12 ;
3 34 ;
3 47 ;
3 62 ;
3 76 ;
3 84 ;
3 93 ;
4 1 ;
4 15 ;
4 20 ;
4 28 ;
4 29 ;
4 34 ;
4 35 ;
4 53 ;
4 78 ;
4 81 ;
4 89 ;
5 14 ;
5 16 ;
5 22 ;
5 24 ;
5 26 ;
5 38 ;
5 51 ;
5 59 ;
5 68 ;
]
ext/sgtelib/example/XX.txt deleted 100644 → 0
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XX = [
1 2.2 ;
2 1.5 ;
2 1.2 ;
4 3.4 ;
];
ext/sgtelib/example/Z.txt deleted 100644 → 0
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Z = [ 0 ;
0 ;
0 ;
0 ;
0 ;
0 ;
2209 ;
3481 ;
4356 ;
5625 ;
8649 ;
9216 ;
-50 ;
-128 ;
-338 ;
-1250 ;
-6050 ;
-6498 ;
-9800 ;
-11250 ;
432 ;
3468 ;
6627 ;
11532 ;
17328 ;
21168 ;
25947 ;
-4 ;
-900 ;
-1600 ;
-3136 ;
-3364 ;
-4624 ;
-4900 ;
-11236 ;
-24336 ;
-26244 ;
-31684 ;
980 ;
1280 ;
2420 ;
2880 ;
3380 ;
7220 ;
13005 ;
17405 ;
23120 ;
];
ext/sgtelib/example/ZZ.txt deleted 100644 → 0
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ZZ=[
2.5 ;
3.4 ;
3.5 ;
5.5 ;
];
ext/sgtelib/example/comparison/main_metrics_comparison.m deleted 100644 → 0
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View file @ 6644564d
close all
clear all
clc
output_dir = '.';
input_file = 'output_hartman3.txt';
output_file = [output_dir 'metric_comparison_hartman3.pdf'];
plot_metrics_comparison(input_file,output_file);
close all;
input_file = 'output_hartman6.txt';
output_file = [output_dir 'metric_comparison_hartman6.pdf'];
plot_metrics_comparison(input_file,output_file);
close all;
input_file = 'output_braninhoo.txt';
output_file = [output_dir 'metric_comparison_braninhoo.pdf'];
plot_metrics_comparison(input_file,output_file);
close all;
input_file = 'output_camelback.txt';
output_file = [output_dir 'metric_comparison_camelback.pdf'];
plot_metrics_comparison(input_file,output_file);
close all;
input_file = 'output_rosenbrock.txt';
output_file = [output_dir 'metric_comparison_rosenbrock.pdf'];
plot_metrics_comparison(input_file,output_file);
close all;
ext/sgtelib/example/comparison/plot_metrics_comparison.m deleted 100644 → 0
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function plot_metrics_comparison(input_file,output_file)
% output_dir = '/home/bastien/Bureau/MUSU/MUSU_2015_01_01_WorkingPaper/figs/';
% input_file = 'output_hartman6.txt';
% output_dir = '/home/bastien/Bureau/MUSU/PAPER_OrderErrorForEnsembles/figs/';
% output_file = [output_dir 'metric_comparison_hartman6.pdf'];
%close all
texOptions = {'fontname','times','fontsize',14};
m_order = [1 2 3 4];
model_list = cell(0);
metric_list = cell(0);
tab = [];
fid = fopen(input_file);
line = fgetl(fid);
while ischar(line)
if isempty(line)
line = fgetl(fid);
continue;
end
line = cleanSpaces(line);
w = getWords(line);
if isempty(w{end})
w(end)=[];
end
if strcmp(w{1},'metrics')
w(1) = [];
vs = zeros(1,length(w));
for i = 1:length(w)
vs(1,i) = str2num(w{i});
end
tab = [tab ; vs];
% disregard data and delete last model
if max(vs)<-1
model_list(end) = [];
tab(end,:) = [];
end
elseif strcmp(w{1},'list_metrics')
w(1) = [];
metric_list = w;
disp(metric_list);
elseif strcmp(w{1},'output')
% nothing
elseif strcmp(w{1},'TYPE')
disp('=================')
line
line = cleanSpaces(line);
line
line = strrep(line,'TYPE','');
line = strrep(line,'DEGREE','');
line = strrep(line,'KERNEL_COEF -1','OPT');
line = strrep(line,'KERNEL_COEF','');
line = strrep(line,'KERNEL_','');
line = strrep(line,'D1','');
line = strrep(line,'WEIGHT','');
line = strrep(line,'METRIC','');
line = strrep(line,'ENSEMBLE','Ens.');
line = strrep(line,'OPTIM','Optim.');
line = strrep(line,'SELECT','Select');
line = strrep(line,'RIDGE 0.001','Ridge 1e-3');
line = strrep(line,'RIDGE 0','');
line = cleanSpaces(line);
line = strrep(line,'RBFI I','RBFI PolyH. ');
line = strrep(line,'PRESET',' ');
line = cleanSpaces(line);
model_list{end+1} = line;
else
disp(line)
error('line not recognized');
end
line = fgetl(fid);
end
fclose(fid);
% Count
NM = length(metric_list);
NS = length(model_list);
% Reorder
metric_list = metric_list(m_order);
tab = tab(:,m_order);
% Build fancy names
metric_fancy_names = metric_list;
metric_fancy_names = strrep(metric_fancy_names,'LOO','RMSE');
metric_fancy_names = strrep(metric_fancy_names,'RMSECV','PRESS');
metric_fancy_names = strrep(metric_fancy_names,'OETP','OE');
xmin = zeros(1,NM);
xmax = zeros(1,NM);
for nm=1:NM
e = tab(:,nm);
xmin(nm) = min(e(e>0));
if any(e==0)
xmin(nm) = xmin(nm)/10;
end
xmax(nm) = max(e);
end
xmin = 10.^floor(log10(xmin));
xmax = 10.^ceil (log10(xmax));
%
%
% xmin(:) = 0.0;
% xmax(:) = 1;
MODEL_TYPES = {'PRS','KS','RBFI','LOWESS','Ens.'};
%MODEL_TYPES = {'PRS','KS','RBFI','RBFI PolyH'};
%figure('color','w','position',[959 19 932 945]);
%figure('color','w','position',[949 483 932 481]);
%figure('color','w','position',[793 14 648 770]);
%figure('color','w','position',[509 574 932 210]);
figure('color','w','position',[586 408 847 374]);
set(gcf,'units','normalized');
coladd = 2.5
height = 0.85;
width = 0.7;
for nm=1:NM
% ORder
t = tab(:,nm)
[t,t] = sort(t);
t(t) = (1:length(t))
pos = [ (nm+coladd-1)/(NM+coladd) (1-height)/2 width/(NM+coladd) height];
subplot('position',pos); hold on;
for ns=1:NS
w = getWords(model_list{ns});
c = -1;
for i=1:length(MODEL_TYPES)
if ~isempty(strfind(model_list{ns},MODEL_TYPES{i}))
c = i;
end
end
if c==-1
w{1}
MODEL_TYPES
error('not recognised...');
end
c = get_color(c+1,length(MODEL_TYPES)+1);
c = 1-0.7*(1-c);
fill([xmin(nm)*[1 1] tab(ns,nm)*[1 1]],ns+[-0.4 +0.4 +0.4 -0.4],c);
text(0.75,ns,num2str(t(ns)));
%text(0.75,ns, num2str(t(ns)));
end
set(gca,'units','normalized');
title(metric_fancy_names{nm},texOptions{:});
if nm==1
disp('Modify ytick');
set(gca,'ytick',(1:NS),'yticklabel',model_list,texOptions{:});
else
set(gca,'ytick',[],'yticklabel',[],texOptions{:});
end
%set(gca,'xscale','log');
%xlim([xmin(nm) xmax(nm)]);
%set(gca,'xtick',[xmin(nm) xmax(nm)]);
set(gca,'ydir','reverse','xgrid','on','xminorgrid','off','box','on');
ylim([0.5 NS+0.5]);
end
export_fig([output_file],'-pdf');
output_file = strrep(output_file,'.pdf','_correlation.tex');
fid = fopen(output_file,'w');
newline = char(10);
s = '\begin{tabular}{| c ||';
for i=1:NM
s = [s ' c |'];
end
fwrite(fid,[s '}' newline]);
fwrite(fid,['\hline' newline]);
s = '';
for i=1:NM
s = [s ' & ' metric_fancy_names{i} ];
end
fwrite(fid,[s ' \\' newline]);
fwrite(fid,['\hline\hline' newline]);
for i=1:NM
mi = tab(:,i);
fwrite(fid,[metric_fancy_names{i} newline]);
for j=1:NM
if j>=i
mj = tab(:,j);
c = corr([mi mj]);
c = c(2,1);
c = 0.01*round(c*100);
s = num2str(c);
if abs(c)~=1 && c~=0 && 10*c==round(10*c)
s = [s '0'];
if isempty(find(s=='.'))
error('PROBLEM...');
end
end
else
s = ' ';
end
if j==NM
s = [s ' \\'];
end
fwrite(fid,[ ' & ' s newline]);
end
fwrite(fid,['\hline' newline]);
end
fwrite(fid,'\end{tabular}');
fclose(fid);
%edit(output_file);
ext/sgtelib/example/comparison/sgtelib_example_compare_models_1D.m deleted 100644 → 0
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close all
%clear all
clc
disp('=========== EXPLORER =============');
addpath('../Matlab_Server');
! make -j 4
model=cell(0,1);
model{end+1} = 'TYPE LOWESS SHAPE_COEF -1 PRESET DEN '
model{end+1} = 'TYPE LOWESS SHAPE_COEF -1 PRESET DGN '
texOptions = {'fontname','times','fontsize',14};
disp('=========== START =============');
% GOOD!!
X = randn(50,1);
Z = sin(2*pi*X)+0.1*randn(size(X));
Z = cos(pi*X).*sign(X);
%figure('color','w','position',[1466 527 455 437]); hold on;
figure('color','w','position',[198 95 933 639]); hold on;
pointer(1) = plot(X,Z,'ok','linewidth',2);
NN = 1000;
zoom = 1.0;
XX = sort([linspace(zoom*min(X),zoom*max(X),NN)' ; X ]);
%XX = 0.5;
metric = inf*ones(length(model),2);
for i=1:length(model)
disp('Model : ');
model{i}
disp('Init');
sgtelib_server_start(model{i},true)
sgtelib_server_ping;
disp('Data');
sgtelib_server_newdata(X,Z);
disp('Predict');
[ZZ,std,ei,cdf] = sgtelib_server_predict(XX);
metric(i,1) = sgtelib_server_metric('RMSECV');
metric(i,2) = sgtelib_server_metric('OECV');
marker = '';%get_marker(i,length(model));
pointer(i+1) = plot(XX,ZZ,['-' marker],'color',get_color(i+1,length(model)+1));
sgtelib_server_stop;
end
legend_txt = {'Training points'};
for i=1:length(model)
name = model{i};
name = strrep(name,'TYPE ENSEMBLE WEIGHT SELECT METRIC','Select');
name = strrep(name,'RMSECV','PRESS');
name = strrep(name,'KERNEL_COEF ',' $\lambda$=');
name = strrep(name,'TYPE',' ');
name = strrep(name,'DEGREE','Degree');
name = strrep(name,'RIDGE 0.001','Ridge 1e-3');
name = strrep(name,'RIDGE 0.0',' ');
name = strrep(name,'SHAPE_COEF',' ');
name = strrep(name,'PRESET',' ');
name = strrep(name,'Degree 2',' ');
name = cleanSpaces(name);
legend_txt{i+1} = name;
end
legend(pointer,legend_txt,'location','best','interpreter','latex');
%shift_legend_size([-0.15 0 +0.1 0]);
%axis([0 +1 -1.5 +1.5])
xlabel('x',texOptions{:});
ylabel('y',texOptions{:});
set(gca,texOptions{:});
output_dir = './';
output_file = [output_dir 'plot_function_2.pdf'];
export_fig([output_file],'-pdf');
for i=1:length(model)
disp(legend_txt{i+1});
s = ' ';
s = [s num2str(metric(i,1),8)];
s(20) = ' ';
s = [s num2str(metric(i,2),8)];
disp(s);
end
\ No newline at end of file
ext/sgtelib/example/sgtelib_example_SurrogateBasedOptim.m deleted 100644 → 0
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close all
clear all
clc
disp('=========== EXPLORER =============');
addpath('../Matlab_Server');
WRITE = false;
! make -j 4
model = 'TYPE KRIGING'
sgtelib_server_start(model)
disp('=========== START =============');
sgtelib_server_ping;
f = @(x) sin(5*x) + 1.5*x + x.^2;
xmin = -2;
xmax = +1.5;
zmin = -3;
zmax = +5;
X = [ -2 ; -1 ; 0.5 ; 1.5 ];
Z = f(X);
XX = linspace(xmin,xmax,1000)';
ZZtrue = f(XX);
figure('color','w'); hold on;
pointer = [];
leg_txt = cell(0);
k = 0;
pointer(1) = plot(XX,ZZtrue,'--b');
leg_txt{1} = 'True function f(x) (unknown)';
legend(pointer,leg_txt,'location','northwest'); legend('boxoff');
axis([xmin xmax zmin zmax]);
xlabel('x')
drawnow
if WRITE
export_fig(['SurrogateBasedOptim_A' sprintf('%02d',k) '.pdf'],'-pdf'); k=k+1;
end
pointer(2) = plot(X,Z,'ok');
leg_txt{2} = 'Observations';
legend(pointer,leg_txt,'location','northwest'); legend('boxoff');
axis([xmin xmax zmin zmax]);
drawnow
if WRITE
export_fig(['SurrogateBasedOptim_A' sprintf('%02d',k) '.pdf'],'-pdf'); k=k+1;
end
set(legend,'box','off')
sgtelib_server_newdata(X,Z);
for ii=1:8
[ZZ,std,ei,cdf] = sgtelib_server_predict(XX);
pointer(3) = plot(XX,ZZ,'r');
if ii==1
leg_txt{3} = 'Surrogate model';
else
leg_txt{3} = 'Updated surrogate model';
end
legend(pointer,leg_txt,'location','northwest'); legend('boxoff');
axis([xmin xmax zmin zmax]);
drawnow
if WRITE
export_fig(['SurrogateBasedOptim_A' sprintf('%02d',k) '.pdf'],'-pdf'); k=k+1;
end
[ZZmin,imin] = min(ZZ);
XXmin = XX(imin);
pointer(4) = plot(XXmin,ZZmin,'or');
leg_txt{4} = ['Candidate: x=' num2str(XXmin,3) ];
legend(pointer,leg_txt,'location','northwest'); legend('boxoff');
axis([xmin xmax zmin zmax]);
drawnow
if WRITE
export_fig(['SurrogateBasedOptim_A' sprintf('%02d',k) '.pdf'],'-pdf'); k=k+1;
end
Xnew = XXmin;
Znew = f(Xnew);
pointer(5) = plot(Xnew,Znew,'ob');
leg_txt{5} = ['True value of candidate: f(' num2str(XXmin,3) ') = ' num2str(Znew,3)];
legend(pointer,leg_txt,'location','northwest'); legend('boxoff');
axis([xmin xmax zmin zmax]);
drawnow
if WRITE
export_fig(['SurrogateBasedOptim_A' sprintf('%02d',k) '.pdf'],'-pdf'); k=k+1;
end
delete(pointer(3:5));
pointer(3:5) = [];
leg_txt(3:5) = [];
plot(Xnew,Znew,'ko');
sgtelib_server_newdata(Xnew,Znew);
end
sgtelib_server_stop;
ext/sgtelib/example/sgtelib_example_SurrogateBasedOptim_EI.m deleted 100644 → 0
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close all
clear all
clc
disp('=========== EXPLORER =============');
addpath('../Matlab_Server');
WRITE = false;
! make -j 4
model = 'TYPE KRIGING'
sgtelib_server_start(model);
disp('=========== START =============');
sgtelib_server_ping;
f = @(x) sin(8*x) + 1.5*x + x.^2 ;
xmin = -2;
xmax = +1.5;
zmin = -3;
zmax = +5;
X = [ -2 ; -1.4 ; -0.6 ; 0.8; 1.5 ];
Z = f(X);
Zmin = min(Z);
XX = linspace(xmin,xmax,1000)';
ZZtrue = f(XX);
figure('color','w'); hold on;
pointer = [];
leg_txt = cell(0);
k = 0;
pointer(1) = plot(XX,ZZtrue,'--b');
leg_txt{1} = 'True function f(x) (unknown)';
legend(pointer,leg_txt,'location','northwest'); legend('boxoff');
axis([xmin xmax zmin zmax]);
xlabel('x')
drawnow
if WRITE
export_fig(['SurrogateBasedOptim_B' sprintf('%02d',k) '.pdf'],'-pdf'); k=k+1;
end
pointer(2) = plot(X,Z,'ok');
leg_txt{2} = 'Observations';
legend(pointer,leg_txt,'location','northwest'); legend('boxoff');
axis([xmin xmax zmin zmax]);
drawnow
if WRITE
export_fig(['SurrogateBasedOptim_B' sprintf('%02d',k) '.pdf'],'-pdf'); k=k+1;
end
set(legend,'box','off')
sgtelib_server_newdata(X,Z);
for ii=1:50
[ZZ,std,ei,cdf] = sgtelib_server_predict(XX);
pointer(3) = plot(XX,ZZ,'r');
if ii==1
leg_txt{3} = 'Surrogate model';
else
leg_txt{3} = 'Updated surrogate model';
end
std = std/max(std);
pointer_sup(1) = plot(XX,ZZ+std,'--r');
pointer_sup(2) = plot(XX,ZZ-std,'--r');
drawnow
u = (Zmin-ZZ)./std;
ei = std.*( u.*normcdf(u)+normpdf(u) );
if max(ei)>0
ei = ei/max(ei);
end
pointer(4) = plot(XX,ei,'k');
leg_txt{4} = 'Expected Improvement';
legend(pointer,leg_txt,'location','northwest'); legend('boxoff');
axis([xmin xmax zmin zmax]);
drawnow
if WRITE
export_fig(['SurrogateBasedOptim_B' sprintf('%02d',k) '.pdf'],'-pdf'); k=k+1;
end
pause(0.3)
if min(ei)==max(ei)
break;
end
[eimin,imin] = max(ei);
XXmin = XX(imin);
drawnow
pointer(5) = plot(XXmin,eimin,'ok');
leg_txt{5} = ['Candidate: x=' num2str(XXmin,3) ];
legend(pointer,leg_txt,'location','northwest'); legend('boxoff');
axis([xmin xmax zmin zmax]);
drawnow
if WRITE
export_fig(['SurrogateBasedOptim_B' sprintf('%02d',k) '.pdf'],'-pdf'); k=k+1;
end
Xnew = XXmin;
Znew = f(Xnew);
Zmin = min(Zmin,Znew);
pointer(6) = plot(Xnew,Znew,'ob');
leg_txt{6} = ['True value of candidate: f(' num2str(XXmin,3) ') = ' num2str(Znew,3)];
legend(pointer,leg_txt,'location','northwest'); legend('boxoff');
axis([xmin xmax zmin zmax]);
drawnow
if WRITE
export_fig(['SurrogateBasedOptim_B' sprintf('%02d',k) '.pdf'],'-pdf'); k=k+1;
end
delete(pointer(3:6));
delete(pointer_sup);
pointer(3:6) = [];
leg_txt(3:6) = [];
plot(Xnew,Znew,'ko');
sgtelib_server_newdata(Xnew,Znew);
drawnow
pause(0.3);
end
sgtelib_server_stop;
ext/sgtelib/example/sgtelib_example_plot1D.m deleted 100644 → 0
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View file @ 6644564d
close all
clear all
clc
model = 'TYPE ENSEMBLE WEIGHT OPTIM METRIC OECV';
sgtelib_server_start(model,true)
sgtelib_server_ping;
P = 100;
X = sort(randn(P,1));
Z(:,1) = X.^2-X-3;
Z(:,2) = sign(X).*cos(X) + 0.1*randn(size(X));
Z(:,3) = mod(round(X),2)-0.5;
M = size(Z,2);
sgtelib_server_newdata(X,Z);
PP = 1000;
XX = sort([linspace(min(X)-1,max(X)+1,PP)' ; X]);
figure;
hold on;
for i=1:M
plot(X,Z(:,i),'o','color',get_color(i,M));
end
[ZZ,std,ei,cdf] = sgtelib_server_predict(XX);
disp('metrics...')
sgtelib_server_metric('RMSE')
sgtelib_server_metric('RMSECV')
sgtelib_server_metric('OECV')
for i=1:M
plot(XX,ZZ(:,i),'-','color',get_color(i,M),'linewidth',2);
plot(XX,ZZ(:,i)+std(:,i),'--','color',get_color(i,M));
plot(XX,ZZ(:,i)-std(:,i),'--','color',get_color(i,M));
end
% plot(xlim,[0 0],'--k');
% disp('Get CV values');
% [Zh,Sh,Zv,Sv] = sgtelib_server_cv;
% for i=1:M
% plot(X,Zv(:,i),'o','color',get_color(i,M));
% for j=1:P
% plot(X(j)*[1 1],Zv(j,i)+Sv(j,i)*[-1 +1],'-','color',get_color(i,M));
% end
% end
% disp('Plot EFI');
% figure;
% efi = ei(:,1).*prod(cdf(:,2:end),2);
% efi = max(1e-16,efi);
% plot(XX,efi,'g');
% set(gca,'yscale','log')
ext/sgtelib/example/sgtelib_example_plot2D_cat.m deleted 100644 → 0
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View file @ 6644564d
close all
%clear all
clc
disp('=========== EXPLORER =============');
model = 'TYPE ENSEMBLE WEIGHT SELECT METRIC OECV DISTANCE OPTIM'
model = 'TYPE KS DISTANCE OPTIM'
model = 'TYPE ENSEMBLE WEIGHT SELECT METRIC OECV DISTANCE OPTIM'
%model = 'TYPE PRS_CAT DEGREE 3'
%model = 'TYPE RBF DISTANCE OPTIM'
model = 'TYPE LOWESS DISTANCE OPTIM'
f = @(x) x(:,2).^2 .* x(:,1) .* ( 2*mod(x(:,1),2)-1 )
% f = @(x) 40*(x(:,1)==0)+...
% 35*(x(:,2)==0)+...
% 35*cos(x(:,1)/4)+...
% 30*sin(x(:,2)/9);
% Data points
x1max = 5;
x2max = 100;
p = 50;
X = [round(rand(p,1)*x1max) round(rand(p,1)*x2max) ];
X = unique(X,'rows');
Z = f(X);
sgtelib_server_start(model,true)
sgtelib_server_ping;
sgtelib_server_newdata(X,Z);
% Prediction
[x1,x2] = meshgrid( (0:x1max) , (0:x2max) );
XX = [x1(:) x2(:)];
[ZZ,std,ei,cdf] = sgtelib_server_predict(XX);
ZZ = reshape(ZZ,x2max+1,x1max+1);
figure('color','w'); hold on;
surf(x1,x2,ZZ,'facealpha',0.5);
plot3(X(:,1),X(:,2),Z,'ko','linewidth',3,'markersize',5);
dv = max(Z)-min(Z);
zlim([min(Z)-dv/3,max(Z)+dv/3]);
set(gca,'view',[116 50]);
xlabel('x1');
ylabel('x2');
sgtelib_server_stop;
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close all
clear all
clc
disp('=========== EXPLORER =============');
! make -j 4
model = 'TYPE LOWESS DISTANCE OPTIM KERNEL_SHAPE OPTIM KERNEL_TYPE OPTIM RIDGE OPTIM METRIC OECV'
model = 'TYPE KRIGING DISTANCE NORM2_IS0 METRIC OECV'
% creation of model
sgtelib_server_start(model,true)
sgtelib_server_ping;
% Test function
%f = @(x) cos(sqrt(0.5*x(:,1))).*cos(0.1*x(:,2));
f = @(x) 40*(x(:,1)==0)+...
35*(x(:,2)==0)+...
35*cos(x(:,1)/4)+...
30*sin(x(:,2)/9);
% Dimension
N = 2;
% Number of sampling points along each dimension
PP1 = 25;
PP2 = 20;
% Bounds along each dimension
x1min = 0;
x1max = +30;
x2min = 0;
x2max = +30;
% Create data
scale_x1 = linspace(x1min,x1max,PP1)
scale_x2 = linspace(x2min,x2max,PP2)
[x1,x2] = meshgrid( scale_x1 , scale_x2 );
XX = [x1(:) x2(:)];
PP = (PP1)*(PP2);
ZZ = f(XX);
% Selection of some training points
P = 30;
i = randperm(PP);
i = i(1:P);
X = XX(i,:);
Z = ZZ(i,:);
% Sending data
sgtelib_server_newdata(X,Z);
% Prediction
[ZZ,std,ei,cdf] = sgtelib_server_predict(XX);
figure
subplot(2,2,1);hold on;
plot3(X(:,1),X(:,2),Z,'k.');
surf(x1,x2,reshape(f(XX),PP2,PP1));
set(gca,'view',[-37.5000 30.0000]);
set(gca,'ydir','normal')
xlabel('Real Z');
xlim([min(scale_x1) max(scale_x1)]);
ylim([min(scale_x2) max(scale_x2)]);
%zlim([-2 +2]);
subplot(2,2,2);hold on;
plot3(X(:,1),X(:,2),Z,'k.');
surf(x1,x2,reshape(ZZ,PP2,PP1));
set(gca,'view',[-37.5000 30.0000]);
xlabel('Zh');
xlim([min(scale_x1) max(scale_x1)]);
ylim([min(scale_x2) max(scale_x2)]);
%zlim([-2 +2]);
subplot(2,2,3);hold on;
imagesc(scale_x1,scale_x2,reshape(f(XX),PP2,PP1));
set(gca,'ydir','normal');
plot(X(:,1),X(:,2),'k.');
axis([min(scale_x1) max(scale_x1) min(scale_x2) max(scale_x2)])
subplot(2,2,4);hold on;
imagesc(scale_x1,scale_x2,reshape(ZZ,PP2,PP1));
set(gca,'ydir','normal');
plot(X(:,1),X(:,2),'k.');
axis([min(scale_x1) max(scale_x1) min(scale_x2) max(scale_x2)])
disp('metric:')
sgtelib_server_metric('AOECV')
sgtelib_server_stop;
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close all
clear all
clc
disp('=========== EXPLORER =============');
! make -j 4
%model = 'TYPE PRS'
model = 'TYPE ENSEMBLE DISTANCE OPTIM WEIGHT SELECT '
model = 'TYPE KRIGING DISTANCE OPTIM METRIC OECV'
%model = 'TYPE ENSEMBLE WEIGHT SELECT METRIC OECV DISTANCE OPTIM PRESET SUPER1'
%model = 'TYPE LOWESS KERNEL_TYPE OPTIM DISTANCE OPTIM'
%model = 'TYPE KS DISTANCE IS0'
%model = 'TYPE ENSEMBLE WEIGHT SELECT METRIC OECV DISTANCE IS0 PRESET SUPER1'
f = @(x) 40*(x(:,1)==0)+...
35*(x(:,2)==0)+...
35*cos(x(:,1)/4)+...
30*sin(x(:,2)/9);
% Data points
x1max = 30;
x2max = 35;
p1 = 5;
p2 = 12;
p = 10;
X = [
zeros(p1,1) round(rand(p1,1)*x2max) ;...
round(rand(p2,1 )*x1max) zeros(p2,1) ;...
round(rand(p,1)*x1max) round(rand(p,1)*x2max) ];
X = unique(X,'rows');
Z = f(X);
sgtelib_server_start(model,true)
sgtelib_server_ping;
sgtelib_server_newdata(X,Z);
% Prediction
[x1,x2] = meshgrid( (0:x1max) , (0:x2max) );
XX = [x1(:) x2(:)];
[ZZ,std,ei,cdf] = sgtelib_server_predict(XX);
ZZ = reshape(ZZ,x2max+1,x1max+1);
figure('color','w'); hold on;
surf(x1,x2,ZZ,'facealpha',0.5);
plot3(X(:,1),X(:,2),Z,'ko','linewidth',3,'markersize',5);
dv = max(Z)-min(Z);
zlim([min(Z)-dv/3,max(Z)+dv/3]);
set(gca,'view',[116 50]);
xlabel('x1');
ylabel('x2');
sgtelib_server_stop;
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close all
clear all
clc
disp('=========== EXPLORER =============');
! make -j 4
model = 'TYPE ENSEMBLE PRESET SUPER1 WEIGHT SELECT METRIC RMSE '
f = @(x) cos(sqrt(4*x(:,1))).*cos(3*x(:,2))+(x(:,1)>0.5)+(x(:,2)>0.5);
% Number of data points
P = 50;
% Data points
X = rand(P,2);
Z = f(X);
% Create model
PP = 50;
[x1,x2] = meshgrid( linspace(0,1,PP) , linspace(0,1,PP) );
XX = [x1(:) x2(:)];
sgtelib_server_start(model,true)
sgtelib_server_ping;
sgtelib_server_newdata(X,Z);
[ZZ,std,ei,cdf] = sgtelib_server_predict(XX);
figure('color','w'); hold on;
surf(x1,x2,reshape(ZZ,PP,PP));
plot3(X(:,1),X(:,2),Z,'ko','linewidth',3,'markersize',5);
set(gca,'view',[-36 66]);
sgtelib_server_stop;
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close all
clear all
clc
disp('=========== EXPLORER =============');
%rand('twister',3)
! make -j 4
model = 'TYPE PRS DEGREE 2 RIDGE 0.01'
%model = 'TYPE RBF DISTANCE_TYPE NORM2_IS0 KERNEL_COEF 2 KERNEL_TYPE D2'
%model = 'TYPE KS DISTANCE_TYPE NORM2_IS0 KERNEL_COEF 10 KERNEL_TYPE D2'
%model = 'TYPE ENSEMBLE WEIGHT SELECT METRIC RMSECV'
model = 'TYPE ENSEMBLE WEIGHT SELECT METRIC OECV'
% model = 'TYPE KS'
% model = 'TYPE LOWESS'
%f = @(x) sum(x.^2,2);
N = 10;
P = 100;
M = 1;
X = randn(P,N);
Z = randn(P,M);
toBeDelData;
M = size(Z,2);
PP = 100;
dx = 0.1;
XX = zeros(PP,N);
for i=2:PP
r = randn(1,N);
r = dx*r/norm(r);
XX(i,:) = XX(i-1,:)+r;
end
sgtelib_server_start(model,true)
sgtelib_server_ping;
sgtelib_server_newdata(X,Z);
[ZZmodel,std,ei,cdf] = sgtelib_server_predict(XX);
m = sgtelib_server_metric('RMSECV')
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function [Zh,Sh,Zv,Sv] = sgtelib_server_cv
% sgtelib_server_ping;
% Remove flags
system('rm -f flag_cv_* 2>/dev/null');
% Create flag
system('touch flag_cv_transmit');
% Wait for reception flag
sgtelib_server_wait_file('flag_cv_finished');
% Read Output file
[Zh,Sh,Zv,Sv] = sgtelib_server_read_matrix('flag_cv_finished');
% Remove all flags
system('rm -f flag_cv_* 2>/dev/null');
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close all
clear all
% Start server
model = 'TYPE PRS DEGREE 2';
model = 'TYPE ENSEMBLE METRIC LINV WEIGHTS OPTIM'
sgtelib_server_start('TYPE PRS DEGREE 2',true)
% Test if server is ok and ready
sgtelib_server_ping;
% Build data points
N = 2;
M = 1;
P = 100;
X = rand(P,N);
Z = rand(P,M);
% Feed server
sgtelib_server_newdata(X,Z);
% Prediction points
PXX = 1000;
XX = rand(PXX,N);
%Prediction
[ZZ,std,ei,cdf] = sgtelib_server_predict(XX);
% Plot
figure; hold on;
plot3(X(:,1),X(:,2),Z,'*k');
plot3(XX(:,1),XX(:,2),ZZ,'or')
% Stop server
sgtelib_server_stop;
\ No newline at end of file
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function M = sgtelib_server_info
% sgtelib_server_ping;
% Remove flags
system('rm -f flag_info_* 2>/dev/null');
% Write infoion point
system('touch flag_info_transmit');
% Wait for reception flag
sgtelib_server_wait_file('flag_info_finished');
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function M = sgtelib_server_metric(metric_str)
% sgtelib_server_ping;
% Remove flags
system('rm -f flag_metric_* 2>/dev/null');
% Write metricion point
system(['echo ' metric_str ' >> flag_metric_create']);
% Create flag
system('mv flag_metric_create flag_metric_transmit');
% Wait for reception flag
sgtelib_server_wait_file('flag_metric_finished');
% Read Output file
M = importdata('flag_metric_finished');
% Remove all flags
system('rm -f flag_metric_* 2>/dev/null');
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