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odunbar committed Aug 1, 2024
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Expand Up @@ -189,27 +189,30 @@ Sampled Emulated Sobol Indices (# obs 300, noise var 0.01)

## Sobol G-function results

To emulate the Sobol function, a similar setup is created to that of Ishigami, and the code follows similarly
Rather than a table though, plots are produced of the Sobol function values.
To emulate the Sobol function, a similar code script is used to set up the Ishigami emulation. The primary change is that the input dimension is now a user parameter `n_dimension` that can be adjusted, and some reasonable defaults are set within the script. As an output, plots are produced of the Sobol function values, and slices through the function.

For example, repeating the scalar random feature emulation task 30 times produces (1.) A slice of the function in the (up-to) three most sensitive dimensions from one realization, and (2.) The sensitivities' variability to each dimension averaged over the realizations.
For example, we repeat the scalar random feature emulation task 30 times over different training realizations.

For three input dimensions one obtains
For three input dimensions, one obtains the following plot of the analytic indices (`X-true`), qMC-approximated with true function (`X-approx`), and the 95% confidence interval of the qMC-approximated with emulator (`X-emulate`).

```@raw html
<img src="../../../assets/GFunction_sens_RF-scalar_3.png" width="600">
```

One also obtains the slices through the emulated G-function, with red being the training points and blue being the prediction

```@raw html
<img src="../../../assets/GFunction_slices_RF-scalar_3.png" width="600">
```

For ten input dimensions one obtains
For ten input dimensions one obtains similar plots

```@raw html
<img src="../../../assets/GFunction_sens_RF-scalar_10.png" width="600">
```

Here we plot only slices through the three most sensitive dimensions

```@raw html
<img src="../../../assets/GFunction_slices_RF-scalar_10.png" width="600">
```
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