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New GSA example for emulator testing. Sobol G function #292

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merged 11 commits into from
Aug 6, 2024
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@odunbar odunbar commented Mar 22, 2024

Purpose

Construct figures used for the examples in the preprint https://arxiv.org/abs/2407.00584

Content

  • good defaults for Scalar and Vector Random Feature examples
  • Overhaul and update of all Emulator/ examples
  • addition of GSA example of the Sobol G-function, where users can vary the dimensionality and sensitivities
  • G-function docs
  • add ability to toggle it as the shrinkage/nice_cov RF optimizer option (shrinkage default)

  • I have read and checked the items on the review checklist.

@odunbar odunbar force-pushed the orad/G-function branch 2 times, most recently from 39e02d7 to c649aaa Compare July 11, 2024 13:42
@odunbar odunbar force-pushed the orad/G-function branch 3 times, most recently from 90adbe5 to 228c98f Compare July 31, 2024 21:29
odunbar and others added 4 commits August 1, 2024 16:49
* bugfix repeated calls, by skipping build

* typo in test

plots, repeats, more tweaks

format

varying dimension is easier

ens propto dim

adds recompute_cov and inflation/localization for scalar RF

different plots and configs with localization etc.

exp to fit paper results

add statsbase

add plotting when no repeats

add coeffs, hardcode some restart options in scalar RF

add coeffs, hardcode some restart options in scalar RF

kron add regularization matrix

save states and replotting from file

prior plots for l63

added save+plot for GFunc

add prior case

add save+plot to ishigami

updated plotting for EDMF

remove coeffs from loss again

JLD2 in projects

config update

format

tests passing

add info statement

resolve merge artifacts/formatting?
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codecov bot commented Aug 2, 2024

Codecov Report

Attention: Patch coverage is 89.79592% with 5 lines in your changes missing coverage. Please review.

Project coverage is 88.66%. Comparing base (acf1051) to head (97fcb50).
Report is 19 commits behind head on main.

Files Patch % Lines
src/RandomFeature.jl 89.47% 4 Missing ⚠️
src/VectorRandomFeature.jl 80.00% 1 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main     #292      +/-   ##
==========================================
+ Coverage   88.17%   88.66%   +0.48%     
==========================================
  Files           8        8              
  Lines        1184     1217      +33     
==========================================
+ Hits         1044     1079      +35     
+ Misses        140      138       -2     

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@odunbar odunbar merged commit 986a370 into main Aug 6, 2024
8 of 9 checks passed
@odunbar odunbar changed the title WIP: New GSA example for emulator testing. Sobol G function New GSA example for emulator testing. Sobol G function Aug 6, 2024
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