Hi Sofiane, Thanks for the update.
Do you plan to have it implemented on OT? Or should I handle this in my package? Also, I have a last interrogation. When I create the sample with SobolIndicesExperiment, I found that Sobol' indices are not always computed correctly. I am not able to provide a MCVE here as from the sample generation to the computation of the indices, a lot happens. Sorry. But from my trying, if I set OT’s seed, I get correct results. So is there a way to ensure that the sample generated by SobolIndicesExperiment will correspond to what is expected by the indices classes? Seems that there is a randomization effect here. Thanks again for the support. Sincerely, Pamphile ROY > Le 7 déc. 2017 à 00:39, HADDAD Sofiane <[email protected]> a écrit : > > Hi > > You are right only the case dim=2 has duplicates if compute second order is > set tot True. > I miss it, sorry! > > An enhancement is to generate samples of size N * (dim + 1) in case dim=2 > whatever second order is True or False > > Thanks for the report. > > Regards, > Sofiane > > > Le samedi 2 décembre 2017 à 13:25:25 UTC+1, Pamphile ROY <[email protected]> a > écrit : > > > Hi Sofiane, > > I got it now. > > But if in 2dim this behavior is to be expected, why not doing this internally? > The root of this was that I have an expensive numerical model. So having to > compute twice a sample is not tractable. > > Thanks for your support. > > Sincerely, > > Pamphile ROY > De: "HADDAD Sofiane" <[email protected]> > À: "users" <[email protected]>, "roy" <[email protected]> > Envoyé: Vendredi 1 Décembre 2017 13:31:14 > Objet: Re: [ot-users] duplicate with SobolIndicesExperiment > > Hi > > There is no problem here > > You can find here how the experiment is defined. As you set second order to > True and your sub samples are of size 5, you have (2 * 2 + 2) blocks of size > 5 Have a look at SobolIndicesAlgorithm — OpenTURNS documentation > <http://openturns.github.io/openturns/latest/user_manual/_generated/openturns.SobolIndicesAlgorithm.html?highlight=sobolindices#openturns.SobolIndicesAlgorithm> > SobolIndicesAlgorithm — OpenTURNS documentation > > <http://openturns.github.io/openturns/latest/user_manual/_generated/openturns.SobolIndicesAlgorithm.html?highlight=sobolindices#openturns.SobolIndicesAlgorithm> > > > Using this : > import openturns as ot > ot.RandomGenerator.SetSeed(0) > distribution = ot.ComposedDistribution([ot.Uniform(15, 60), ot.Normal(3000, > 400)]) > sample = > np.array(ot.SobolIndicesAlgorithmImplementation.Generate(distribution, 5, > True)) > print(sample.reshape(-1,5,2)) > > you will see all matrices defines in link. > Hope this helps > > Bien cordialement, > Sofiane HADDAD > > > Le mercredi 29 novembre 2017 à 19:30:39 UTC+1, roy <[email protected]> a écrit : > > > Hi, > > I am using ot.SobolIndicesExperiment and if I set my input dimension to 2, > I get some repeated points. From my understanding of the method, this should > not be the case. > Also going with a higher dimension does not do that. > > Am I wrong? > > Here is an example (same behaviour with the old method available in OT 1.9) > where I highlighted some duplicate: > > import openturns as ot > distribution = ot.ComposedDistribution([ot.Uniform(15, 60), ot.Normal(3000, > 400)]) > sample = > np.array(ot.SobolIndicesAlgorithmImplementation.Generate(distribution, 5, > True)) > > array([[ 29.65970938, 2535.47991432], > [ 33.01991727, 2559.28624639], > [ 33.25474751, 2682.95080229], > [ 32.95380182, 2419.44678937], > [ 55.23575378, 3039.33121131], > [ 26.05095231, 3271.18330661], > [ 41.00594229, 3683.75154513], > [ 54.81729255, 3428.24812578], > [ 28.2423326 , 2797.23010815], > [ 52.36310769, 2335.65441869], > [ 26.05095231, 2535.47991432], > [ 41.00594229, 2559.28624639], > [ 54.81729255, 2682.95080229], > [ 28.2423326 , 2419.44678937], > [ 52.36310769, 3039.33121131], > [ 29.65970938, 3271.18330661], > [ 33.01991727, 3683.75154513], > [ 33.25474751, 3428.24812578], > [ 32.95380182, 2797.23010815], > [ 55.23575378, 2335.65441869], > [ 29.65970938, 3271.18330661], > [ 33.01991727, 3683.75154513], > [ 33.25474751, 3428.24812578], > [ 32.95380182, 2797.23010815], > [ 55.23575378, 2335.65441869], > [ 26.05095231, 2535.47991432], > [ 41.00594229, 2559.28624639], > [ 54.81729255, 2682.95080229], > [ 28.2423326 , 2419.44678937], > [ 52.36310769, 3039.33121131]]) > > Thanks for your support. > > Sincerely, > > > Pamphile ROY > PhD candidate in Uncertainty Quantification > CERFACS - Toulouse (31) - France > +33 (0) 5 61 19 31 57 > +33 (0) 7 86 43 24 22 > > _______________________________________________ > OpenTURNS users mailing list > [email protected] <mailto:[email protected]> > http://openturns.org/mailman/listinfo/users > <http://openturns.org/mailman/listinfo/users> >
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