#!/usr/bin/env python
#
# This file is part of TransportMaps.
#
# TransportMaps is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# TransportMaps is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with TransportMaps. If not, see <http://www.gnu.org/licenses/>.
#
# Transport Maps Library
# Copyright (C) 2015-2018 Massachusetts Institute of Technology
# Uncertainty Quantification group
# Department of Aeronautics and Astronautics
#
# Author: Transport Map Team
# Website: transportmaps.mit.edu
# Support: transportmaps.mit.edu/qa/
#
from TransportMaps.Maps import \
MapFactory, MapListFactory
__all__ = [
'SequentialInferenceMapFactory',
'SequentialInferenceMapListFactory',
'IncreasingOrderSequentialInferenceMapListFactory',
'FadingIncreasingOrderSequentialInferenceMapListFactory',
]
[docs]class SequentialInferenceMapFactory(MapFactory):
[docs] def generate(self, nsteps, *args, **kwargs):
r""" [abstract] generates maps.
Args:
nsteps (int): number of sequential steps the maps should for
"""
raise NotImplementedError("To be implemented in sub-classes")
[docs]class SequentialInferenceMapListFactory(MapListFactory, SequentialInferenceMapFactory):
def __init__(self, n_maps, *args, **kwargs):
MapListFactory.__init__(self, n_maps, *args, **kwargs)
[docs] def generate(self, nsteps, *args, **kwargs):
r""" [abstract] generates maps.
Args:
nsteps (int): number of sequential steps the maps should for
"""
raise NotImplementedError("To be implemented in sub-classes")
[docs]class IncreasingOrderSequentialInferenceMapListFactory(SequentialInferenceMapListFactory):
r""" A factory for a list of maps with increasing order.
"""
def __init__(self, max_order, btype='fun'):
super(SequentialInferenceMapListFactory, self).__init__( max_order )
self._max_order = max_order
self._btype = btype
@property
[docs] def max_order(self):
return self._max_order
@property
[docs] def btype(self):
return self._btype
[docs]class FadingIncreasingOrderSequentialInferenceMapListFactory(
IncreasingOrderSequentialInferenceMapListFactory):
r"""
The orders are scaled down using the following formula:
.. math::
q_d = \lfloor q^{1/(1+\alpha d)} \rceil
where :math:`q` is the maximum order in the current map
and :math:`\alpha` tunes the speed at which the order decrease
to :math:`1` with respect to :math:`d`.
With :math:`\alpha=0` the order is not decreased.
Args:
alpha (float): :math:`alpha`
"""
def __init__(self, max_order, btype='fun', alpha=0.):
super(FadingIncreasingOrderSequentialInferenceMapListFactory, self).__init__(
max_order, btype=btype )
self._alpha = alpha
@property
[docs] def alpha(self):
return self._alpha