scratch/OldScratch/Old_scratch_122018/mainfile3.R

In CollinErickson/CGGP: Composite Grid Gaussian Processes

rm(list = ls())

source("../R/SGcreate.R")
source("../R/CorrMatern32.R")
source("../R/SGGPlik.R")
source("../R/SGGPappendstuff.R")
source("../R/SGGPpredstuff.R")

borehole <- function(x) {
  rw <- x[, 1] * (0.15 - 0.05) + 0.05
  r <-  x[, 2] * (50000 - 100) + 100
  Tu <- x[, 3] * (115600 - 63070) + 63070
  Hu <- x[, 4] * (1110 - 990) + 990
  Tl <- x[, 5] * (116 - 63.1) + 63.1
  Hl <- x[, 6] * (820 - 700) + 700
  L <-  x[, 7] * (1680 - 1120) + 1120
  Kw <- x[, 8] * (12045 - 9855) + 9855
  
  m1 <- 2 * pi * Tu * (Hu - Hl)
  m2 <- log(r / rw)
  m3 <- 1 + 2 * L * Tu / (m2 * rw ^ 2 * Kw) + Tu / Tl
  return(m1 / m2 / m3)
}

piston <- function(xx)
{
  M  <- xx[,1]*30 + 30
  S  <- xx[,2]*0.015 + 0.005
  V0 <- xx[,3]*0.008 + 0.002
  k  <- xx[,4]*4000 + 1000
  P0 <- xx[,5]*20000+90000
  Ta <- xx[,6]*6 + 290
  T0 <- xx[,7]*20 + 340
  
  Aterm1 <- P0 * S
  Aterm2 <- 19.62 * M
  Aterm3 <- -k*V0 / S
  A <- Aterm1 + Aterm2 + Aterm3
  
  Vfact1 <- S / (2*k)
  Vfact2 <- sqrt(A^2 + 4*k*(P0*V0/T0)*Ta)
  V <- Vfact1 * (Vfact2 - A)
  
  fact1 <- M
  fact2 <- k + (S^2)*(P0*V0/T0)*(Ta/(V^2))
  
  C <- 2 * pi * sqrt(fact1/fact2)
  return(C)
}


wingweight <- function(xx)
{
  Sw      <- xx[,1]*50+150
  Wfw     <- xx[,2]*80+220
  A       <- xx[,3]*4 + 6
  LamCaps <- (xx[,4]*20-10)*pi/180
  q       <- xx[,5]*(45-16)+16
  lam     <- xx[,6]*0.5+0.5
  tc      <- xx[,7]*0.1+0.08
  Nz      <- xx[,8]*3.5 + 2.5
  Wdg     <- xx[,9]*800+1700
  Wp      <- xx[,10]*(0.08-0.025)+0.025
  
  fact1 <- 0.036 * Sw^0.758 * Wfw^0.0035
  fact2 <- (A / ((cos(LamCaps))^2))^0.6
  fact3 <- q^0.006 * lam^0.04
  fact4 <- (100*tc / cos(LamCaps))^(-0.3)
  fact5 <- (Nz*Wdg)^0.49
  
  term1 <- Sw * Wp
  
  y <- fact1*fact2*fact3*fact4*fact5 + term1
  return(y)
}

otlcircuit <- function(xx)
{
  Rb1  <- xx[,1]*100+50
  Rb2  <- xx[,2]*45 + 25
  Rf   <- xx[,3]*2.5 + 0.5
  Rc1  <- xx[,4]*1.3 + 1.2
  Rc2  <- xx[,5]*.95 + .25
  beta <- xx[,6]*250+50
  
  Vb1 <- 12*Rb2 / (Rb1+Rb2)
  term1a <- (Vb1+0.74) * beta * (Rc2+9)
  term1b <- beta*(Rc2+9) + Rf
  term1 <- term1a / term1b
  
  term2a <- 11.35 * Rf
  term2b <- beta*(Rc2+9) + Rf
  term2 <- term2a / term2b
  
  term3a <- 0.74 * Rf * beta * (Rc2+9)
  term3b <- (beta*(Rc2+9)+Rf) * Rc1
  term3 <- term3a / term3b
  
  Vm <- term1 + term2 + term3
  return(Vm)
}

# d = 10
# testf<-function (x) {  return(wingweight(x))} 

 d = 8
testf<-function (x) {  return(borehole(x))} 

# d = 7
# testf<-function (x) {  return(piston(x))} 

# d = 6
# testf<-function (x) {  return(otlcircuit(x))} 
  

N <- 5001
Npred <- 1000
#install.packages(c("lhs"))
library("lhs")

Xp = randomLHS(Npred, d)
Yp = testf(Xp)


x =randomLHS(N, d)
y= testf(x)

SG = SGcreate(rep(0, d), rep(1, d),1001) #create the design.  it has so many entries because i am sloppy
Y = testf(SG$design) #the design is $design, simple enough, right?
logthetaest = logthetaMLE(SG,Y)
thetaest <- exp(logthetaest)

for(c in 1:round((N-201)/200)){
  print(logthetaest)
  print(c)
  SG=SGappend(SG,200,theta=thetaest) #add 200 points to the design based on thetahat
  Y = testf(SG$design)
  if( c< 10 ){  #eventually we stop estimating theta because it takes awhile and the estimates dont change that much
    logthetaest = logthetaMLE(SG,Y) #estimate the parameter (SG structure is important)
    thetaest <- exp(logthetaest)
  }
}
Y = testf(SG$design)
logthetaest = logthetaMLE(SG,Y,tol = 1e-3) #do one final parameter estimation,  this should be speed up, but I was lazy

#install.packages("matrixStats")
# library("matrixStats")
#
library(tictoc)

A = tic()
GP = SGGPpred(Xp,SG,Y,logtheta=pmin(logthetaest,2)) #build a full emulator
toc()

library(Rcpp)

cppFunction("
            NumericVector MEEAGA(NumericMatrix Fmat, NumericMatrix I, NumericVector w, NumericVector S, int uc, int L, int d){
            double V = 1;
            
            for (int k = 0; k <= (L-1); k++) {
            for (int i = 0; i <= (uc-1); i++) {
            V=1;
            for (int j = 0; j <= (d-1); j++){
            V = V*(1-Fmat(I(i,j)-1,k));
            }
            S(k) += -w(i)*V;
            } 
            }
            return S;
            }")

cppFunction("
            NumericMatrix DouBS(NumericMatrix A, NumericVector B, int n,  int m){
            
            NumericMatrix x(n,m);
            NumericMatrix y(n,m);
            
            for(int h = 0; h < m; h++)
            {
            for ( int i = 0; i < n; i++)
            {
            x(i,h) = B(i,h);
            for ( int k = i-1; k >=0; k-- ) x(i,h) -= A(k,i) * x(k,h);
            x(i,h) /= A(i,i);
            }

            
            for ( int i = n - 1; i >= 0; i-- )
            {
            y(i,h) = x(i,h);
            for ( int k = i + 1; k < n; k++ ) y(i,h) -= A(i,k) * y(k,h);
            y(i,h) /= A(i,i);
            }
            }
            
            return y;
            }")


cppFunction("
            NumericVector kronDBS(NumericVector A, NumericVector B, NumericVector p, int Al, int Bl,  int d){
            
            int sv = 0;
            
            NumericVector x(Bl);
            NumericVector y(Bl);

            sv = Al;
            for(int dim = d-1; dim>=0;dim--){
            sv = sv-p(dim)*p(dim);
            int p0 = p(dim);
            int n0 = Bl/p0;
            
            for(int h = 0; h < n0; h++)
            {
            for ( int i = 0; i < p0; i++)
            {
            x(h*p0+i) = B(h*p0+i);
            for ( int k = i-1; k >=0; k-- ) x(h*p0+i) -= A(sv+i*p0+k) * x(h*p0+k);
            x(h*p0+i) /= A(sv+i*p0+i);
            }
            
            for ( int i = p0-1; i >=0; i--)
            {
            y(h*p0+i) = x(h*p0+i);
            for ( int k=i+1; k < p0; k++) y(h*p0+i) -= A(sv+k*p0+i) *y(h*p0+k);
            y(h*p0+i) /= A(sv+i*p0+i);
            }
            }
            
            int c = 0;
            
            for ( int i = 0; i < p0; i++)
            {
            for(int h = 0; h < n0; h++)
            {
            B(c) = y(h*p0+i);
            c+=1;
            }
            }
            }
            
            return B;
            } ")



source("SGGP_predspeed_test.R")
source("lik_speed_test.R")

A = tic()
GP = SGGPpred2(Xp,SG,Y,logtheta=pmin(logthetaest,2))  #build a full emulator
toc()

A = tic()
GP2 = SGGPpred(Xp,SG,Y,logtheta=pmin(logthetaest,2))  #build a full emulator
toc()

sum(abs(Yp-GP$mean)^2)
sum(abs(Yp-GP2$mean)^2)

sum(abs(Yp-GP$mean)^2/GP$var+log(GP$var))
sum(abs(Yp-GP2$mean)^2/GP$var+log(GP2$var))