#' Create sparse grid GP
#'
#' @param d Input dimension
#' @param xmin Min x values, vector. Must be rep(0,d).
#' @param xmax Max x values, vector. Must be rep(1,d).
#' @param batchsize Number added to design each batch
#' @param nugget Nugget term added to diagonal of correlation matrix,
#' for now only on predictions
#' @param corr Correlation function to use.
#'
#' @return SGGP
#' @export
#'
#' @examples
#' d <- 8
#' SG = SGcreate(d,201)
SGcreate <- function(d, batchsize) {
if (d <= 1) {stop("d must be at least 2")}
# This is list representing our GP object
SG = list()
SG$d <- d
SG$CorrMat <- CorrMatCauchyT
SG$numpara <- SG$CorrMat(0,0,0,return_numpara=TRUE)
SG$theta <- rep(0,d*SG$numpara)
SG$pw <- NULL
# Levels are blocks. Level is like eta from paper.
SG$ML = min(choose(SG$d + 6, SG$d), 10000) #max levels
# What is levelpoint? The current point? This is not used again in this file!
SG$levelpoint = rep(0, SG$ML)
# Track evaluated blocks, aka used levels
SG$uo = matrix(0, nrow = SG$ML, ncol = SG$d) #used levels tracker
# First observation is always (1,1,...,1)
SG$uo[1, ] = rep(1, SG$d) #first observation in middle of space
SG$uoCOUNT = 1 #number of used levels
# Track the blocks that are allowed to be evaluated
SG$po = matrix(0, nrow = 4 * SG$ML, ncol = SG$d) #proposed levels tracker
# Now possible blocks are (2,1,1,1,1), (1,2,1,1,1), (1,1,2,1,1), etc
SG$po[1:SG$d, ] = matrix(1, nrow = SG$d, ncol = SG$d) + diag(SG$d) #one at a time
SG$poCOUNT = SG$d #number of proposed levels
# What are ancestors? Why are we doing this?
# Are ancestors support blocks? Is this for calculating coefficient?
# How any of its ancestors be proposed? They should all be used already?
# Might be transposed??? Is this right?
SG$maxgridsize = 400
SG$pila = matrix(0, nrow = SG$ML, ncol =SG$maxgridsize ) #proposed immediate level ancestors
SG$pala = matrix(0, nrow = SG$ML, ncol =SG$maxgridsize ) #proposedal all level ancestors
SG$uala = matrix(0, nrow = SG$ML, ncol =SG$maxgridsize ) #used all level ancestors
SG$pilaCOUNT = rep(0, SG$ML) #count of number of pila
SG$palaCOUNT = rep(0, SG$ML) #count of number of pala
SG$ualaCOUNT = rep(0, SG$ML) #count of number of uala
SG$pilaCOUNT[1:SG$d] = 1
SG$pila[1:SG$d, 1] = 1
SG$bss = batchsize#1+4*SG$d #must be at least 3*d
SG$sizes = c(1,2,4,4,8,12) # Num of points added to 1D design as you go further in any dimension
SG$maxlevel = length(SG$sizes)
# Proposed grid size? More points further along the blocks?
SG$pogsize = rep(0, 4 * SG$ML)
SG$pogsize[1:SG$poCOUNT] = apply(matrix(SG$sizes[SG$po[1:SG$poCOUNT, ]], SG$poCOUNT, SG$d), 1, prod)
# Selected sample size?
SG$ss = 1
SG$w = rep(0, SG$ML) #keep track of + and - for prediction
SG$w[1] = 1 #keep track of + and - for prediction
SG$uoCOUNT = 1 # Number of used levels
# While number selected + min sample size <= batch size, i.e., still have enough spots for a block
while (SG$bss > (SG$ss + min(SG$pogsize[1:SG$poCOUNT]) - 0.5)) {
SG$uoCOUNT = SG$uoCOUNT + 1 #increment used count
# First d iterations pick the (2,1,1,1,1),(1,2,1,1,1) blocks b/c we need info on each dimension before going adaptive
if (SG$uoCOUNT < (SG$d + 1.5)) {
pstar = 1 #pick a proposed to add
} else{ # The next d iterations randomly pick from the boxes with minimal number of points, not sure this makes sense
if (SG$uoCOUNT < (2 * SG$d + 1.5)) {
pstar = sample(which(SG$pogsize[1:SG$poCOUNT] <= 0.5 + min(SG$pogsize[1:SG$poCOUNT])), 1)
} else{ # After that randomly select from blocks that still fit
pstar = sample(which(SG$pogsize[1:SG$poCOUNT] < min(SG$bss - SG$ss + 0.5,SG$maxgridsize)), 1)
}
}
l0 = SG$po[pstar, ] # Block name e.g. (2,1,1,2)
SG$uo[SG$uoCOUNT, ] = l0 # Store new block
SG$ss = SG$ss + SG$pogsize[pstar] # Update selected sample size
# New ancestors?
new_an = SG$pila[pstar, 1:SG$pilaCOUNT[pstar]]
total_an = new_an
# Loop over ancestors???
for (lcv2 in 1:length(total_an)) {
# If more than one ancestor, update with unique ones.
if (total_an[lcv2] > 1.5) {
total_an = unique(c(total_an, SG$uala[total_an[lcv2], 1:SG$ualaCOUNT[total_an[lcv2]]]))
}
}
# Update storage of ancestors
SG$ualaCOUNT[SG$uoCOUNT] = length(total_an)
SG$uala[SG$uoCOUNT, 1:length(total_an)] = total_an
# Loop over ancestors, update coefficient
for (lcv2 in 1:length(total_an)) {
lo = SG$uo[total_an[lcv2], ]
if (max(abs(lo - l0)) < 1.5) {
SG$w[total_an[lcv2]] = SG$w[total_an[lcv2]] + (-1) ^ abs(round(sum(l0 -
lo)))
}
}
SG$w[SG$uoCOUNT] = SG$w[SG$uoCOUNT] + 1
# Update block tracking
if (pstar < 1.5) { # If you picked the first block, update like this
SG$po[1:(SG$poCOUNT - 1), ] = SG$po[2:SG$poCOUNT, ]
SG$pila[1:(SG$poCOUNT - 1), ] = SG$pila[2:SG$poCOUNT, ]
SG$pilaCOUNT[1:(SG$poCOUNT - 1)] = SG$pilaCOUNT[2:SG$poCOUNT]
SG$pogsize[1:(SG$poCOUNT - 1)] = SG$pogsize[2:SG$poCOUNT]
}
if (pstar > (SG$poCOUNT - 0.5)) { # If you picked the last block, do this
SG$po[1:(SG$poCOUNT - 1), ] = SG$po[1:(pstar - 1), ]
SG$pila[1:(SG$poCOUNT - 1), ] = SG$pila[1:(pstar - 1), ]
SG$pilaCOUNT[1:(SG$poCOUNT - 1)] = SG$pilaCOUNT[1:(pstar - 1)]
SG$pogsize[1:(SG$poCOUNT - 1)] = SG$pogsize[1:(pstar - 1)]
}
if (pstar < (SG$poCOUNT - 0.5) && pstar > 1.5) { # If in between, do this
SG$po[1:(SG$poCOUNT - 1), ] = SG$po[c(1:(pstar - 1), (pstar + 1):SG$poCOUNT), ]
SG$pila[1:(SG$poCOUNT - 1), ] = SG$pila[c(1:(pstar - 1), (pstar +
1):SG$poCOUNT), ]
SG$pilaCOUNT[1:(SG$poCOUNT - 1)] = SG$pilaCOUNT[c(1:(pstar - 1), (pstar +
1):SG$poCOUNT)]
SG$pogsize[1:(SG$poCOUNT - 1)] = SG$pogsize[c(1:(pstar - 1), (pstar +
1):SG$poCOUNT)]
}
# One less option now???
SG$poCOUNT = SG$poCOUNT - 1
# Loop over dimensions WHY???
for (lcv2 in 1:SG$d) {
# The block e.g. (1,2,1,1,3) just selected
lp = l0
lp[lcv2] = lp[lcv2] + 1 # Increase THIS dim by 1. This is a new possibility, are we adding it?
# Check if within some bounds??
if (max(lp) <= SG$maxlevel && SG$poCOUNT < 4*SG$ML) {
# Dimensions which are past first design level
kvals = which(lp > 1.5)
canuse = 1 # ????
ap = rep(0, SG$d) # ????
nap = 0 # ?????
# Loop over dims at 2+ and do what?
for (lcv3 in 1:length(kvals)) {
lpp = lp # The block selected with 1 dim incremented
lpp[kvals[lcv3]] = lpp[kvals[lcv3]] - 1 # ????
ismem = rep(1, SG$uoCOUNT) # Boolean???
# Loop over dimensions
for (lcv4 in 1:SG$d) { # Set to 0 or 1 if all points already selected have same value???????
ismem = ismem * (SG$uo[1:SG$uoCOUNT, lcv4] == lpp[lcv4])
}
# If any are still 1,
if (max(ismem) > 0.5) {
ap[lcv3] = which(ismem > 0.5)
nap = nap + 1 # Count number that are >=1
} else{ # All are 0, so can't use
canuse = 0
}
}
# If it can be used, add to possible blocks
if (canuse > 0.5) {
SG$poCOUNT = SG$poCOUNT + 1
SG$po[SG$poCOUNT, ] = lp
SG$pogsize[SG$poCOUNT] = prod(SG$sizes[lp])
SG$pila[SG$poCOUNT, 1:nap] = ap[1:nap]
SG$pilaCOUNT[SG$poCOUNT] = nap
}
}
}
}
# Create points for design
xb = rep(
c(
3 / 8,
1 / 4,
1 / 8,
7 / 32,
3 / 16,
1 / 2,
5 / 16,
7 / 16,
1 / 16,
3 / 32,
13 / 32,
9 / 32,
5 / 32,
1 / 32,
11 / 32,
15 / 32
),
"each" = 2
)
SG$xb = 0.5 + c(0, xb * rep(c(-1, 1), length(xb) / 2))
SG$xindex = 1:length(xb)
# After this xb is
# [1] 0.50000 0.12500 0.87500 0.25000 0.75000 0.37500 0.62500 0.28125 0.71875 0.31250 0.68750 0.00000 1.00000 0.18750 0.81250
# [16] 0.06250 0.93750 0.43750 0.56250 0.40625 0.59375 0.09375 0.90625 0.21875 0.78125 0.34375 0.65625 0.46875 0.53125 0.15625
# [31] 0.84375 0.03125 0.96875
SG$sizest = cumsum(SG$sizes) # Total number of points in 1D design as you go along axis
SG$gridsizes = matrix(SG$sizes[SG$uo[1:SG$uoCOUNT, ]], SG$uoCOUNT, SG$d)
SG$gridsizest = matrix(SG$sizest[SG$uo[1:SG$uoCOUNT, ]], SG$uoCOUNT, SG$d)
SG$gridsize = apply(SG$gridsizes, 1, prod)
SG$gridsizet = apply(SG$gridsizest, 1, prod)
SG$di = matrix(0, nrow = SG$uoCOUNT, ncol = max(SG$gridsize))
SG$dit = matrix(0, nrow = SG$uoCOUNT, ncol = sum((SG$gridsize)))
SG$design = matrix(0, nrow = sum(SG$gridsize), ncol = SG$d)
SG$designindex = matrix(0, nrow = sum(SG$gridsize), ncol = SG$d) # Use this to track which indices have been used
tv = 0
for (lcv1 in 1:SG$uoCOUNT) {
SG$di[lcv1, 1:SG$gridsize[lcv1]] = (tv + 1):(tv + SG$gridsize[lcv1])
for (lcv2 in 1:SG$d) {
levelnow = SG$uo[lcv1, lcv2]
if (levelnow < 1.5) {
SG$design[(tv + 1):(tv + SG$gridsize[lcv1]), lcv2] = rep(SG$xb[1], SG$gridsize[lcv1])
SG$designindex[(tv + 1):(tv + SG$gridsize[lcv1]), lcv2] = rep(SG$xindex[1], SG$gridsize[lcv1])
} else{
x0 = SG$xb[(SG$sizest[levelnow - 1] + 1):SG$sizest[levelnow]]
xi0 = SG$xindex[(SG$sizest[levelnow - 1] + 1):SG$sizest[levelnow]]
if (lcv2 < 1.5) {
SG$design[(tv + 1):(tv + SG$gridsize[lcv1]), lcv2] = rep(x0, "each" = SG$gridsize[lcv1] /
SG$gridsizes[lcv1, lcv2])
SG$designindex[(tv + 1):(tv + SG$gridsize[lcv1]), lcv2] = rep(xi0, "each" = SG$gridsize[lcv1] /
SG$gridsizes[lcv1, lcv2])
}
if (lcv2 > (SG$d - 0.5)) {
SG$design[(tv + 1):(tv + SG$gridsize[lcv1]), lcv2] = rep(x0, SG$gridsize[lcv1] /
SG$gridsizes[lcv1, lcv2])
SG$designindex[(tv + 1):(tv + SG$gridsize[lcv1]), lcv2] = rep(xi0, SG$gridsize[lcv1] /
SG$gridsizes[lcv1, lcv2])
}
if (lcv2 < (SG$d - 0.5) && lcv2 > 1.5) {
SG$design[(tv + 1):(tv + SG$gridsize[lcv1]), lcv2] = rep(rep(x0, "each" =
prod(SG$gridsizes[lcv1, (lcv2 + 1):SG$d])), prod(SG$gridsizes[lcv1, 1:(lcv2 -
1)]))
SG$designindex[(tv + 1):(tv + SG$gridsize[lcv1]), lcv2] = rep(rep(xi0, "each" =
prod(SG$gridsizes[lcv1, (lcv2 + 1):SG$d])), prod(SG$gridsizes[lcv1, 1:(lcv2 -
1)]))
}
}
}
tvv = 0
if (lcv1 > 1.5) {
for (ances in SG$uala[lcv1, 1:SG$ualaCOUNT[lcv1]]) {
SG$dit[lcv1, (tvv + 1):(tvv + SG$gridsize[ances])] = SG$di[ances, 1:SG$gridsize[ances]]
tvv = tvv + SG$gridsize[ances]
}
SG$dit[lcv1, (tvv + 1):(tvv + SG$gridsize[lcv1])] = SG$di[lcv1, 1:SG$gridsize[lcv1]]
Xset = SG$design[SG$dit[lcv1, 1:SG$gridsizet[lcv1]], ]
reorder = do.call(order, lapply(1:NCOL(Xset), function(kvt)
Xset[, kvt]))
SG$dit[lcv1, 1:SG$gridsizet[lcv1]] = SG$dit[lcv1, reorder]
} else{
SG$dit[lcv1, 1:SG$gridsize[lcv1]] = SG$di[lcv1, 1:SG$gridsize[lcv1]]
}
tv = tv + SG$gridsize[lcv1]
}
return(SG)
}
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