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KrigingFactory Class Reference

This class is responsible for generating Kriging Models. More...

Inheritance diagram for KrigingFactory:
Inheritance graph
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Public Member Functions

function KrigingFactory (var varargin)
 Class constructor. More...
 
function getRegressionFunction ()
 TODO. More...
 
function supportsComplexData ()
 TODO. More...
 
function supportsMultipleOutputs ()
 TODO. More...
 
function getBounds ()
 TODO. More...
 
function createRandomModel ()
 TODO. More...
 
function createInitialModels (var number, var wantModels)
 TODO. More...
 
function createModel (var varargin)
 TODO. More...
 
function getObservables ()
 TODO. More...
 
function getModelType ()
 TODO. More...
 
function mutation (var parents, var options, var nvars, var FitnessFcn, var state, var thisScore, var thisPopulation)
 TODO. More...
 
function crossover (var parents, var options, var nvars, var FitnessFcn, var unused, var thisPopulation)
 TODO. More...
 
function isSliceSamplingEnabled ()
 Performs elliptical slice sampling. More...
 
function getConstraintFcn ()
 TODO. More...
 
function getCreationFcn ()
 TODO. More...
 
function getCrossoverFcn ()
 TODO. More...
 
function getMutationFcn ()
 TODO. More...
 
function isCustomMode ()
 TODO. More...
 
function getBatchObservables ()
 TODO. More...
 
function getIndividualSize ()
 TODO. More...
 
function setSamples (var samples, var values)
 TODO. More...
 
function getIntegerParameters ()
 MATLAB GA supports handling parameters as integers, override this function in derived factories when parameters must be handled as integers. More...
 
function getBasicBatchObservables ()
 TODO. More...
 
function createInitialPopulation (var GenomeLength, var FitnessFcn, var options)
 TODO. More...
 
function wrapFunctions ()
 TODO. More...
 
function getSamples ()
 TODO. More...
 
function getDimensions ()
 TODO. More...
 
function getParallelMode ()
 TODO. More...
 
function getMode ()
 TODO. More...
 

Protected Member Functions

function sliceSample (var mleModel)
 Given an individual kriging model, sample the likelihood using slice sampling. More...
 
function performSliceSampling (var hp0, var likelihood)
 Performs standard slice sampling. More...
 

Detailed Description

This class is responsible for generating Kriging Models.

Constructor & Destructor Documentation

function KrigingFactory ( var  varargin)
inline

Class constructor.

Initializes the factory

Returns
instance of the factory
Todo:
this can be changed to IPS once we use proper classes for the BasisFunctions

load coarse model data (assume InitialDesign returns in SUMO space)

Member Function Documentation

function createInitialModels ( var  number,
var  wantModels 
)

TODO.

Return 'number' individuals.

If wantModels is false only return a parameter matrix where each row uniquely represents one model. If wantModels is true an array of model objects is returned.

function createInitialPopulation ( var  GenomeLength,
var  FitnessFcn,
var  options 
)
inherited

TODO.

A function that creates an initial population.

The input arguments to the function are Genomelength : Number of independent variables for the fitness function FitnessFcn : Fitness function options : Options structure The function returns Population, the initial population for the genetic algorithm.

function createModel ( var  varargin)

TODO.

Given an individual representing a model, return a real model.

function createRandomModel ( )
inline

TODO.

function crossover ( var  parents,
var  options,
var  nvars,
var  FitnessFcn,
var  unused,
var  thisPopulation 
)

TODO.

A Simple crossover operator The arguments to the function are.

  • parents ??? Row vector of parents chosen by the selection function
  • options ??? options structure
  • nvars ??? Number of variables
  • FitnessFcn ??? Fitness function
  • unused ??? Placeholder not used
  • thisPopulation ??? Matrix representing the current population. The number of rows of the matrix is Population size and the number of columns is Number of variables.
Todo:
mix basisfunctions with different number of hyperparameters
function getBasicBatchObservables ( )
inherited

TODO.

Generate the observable objects that handle grouped data.

function getBatchObservables ( )
inlineinherited

TODO.

function getBounds ( )
inline

TODO.

function getConstraintFcn ( )
inlineinherited

TODO.

function getCreationFcn ( )
inlineinherited

TODO.

function getCrossoverFcn ( )
inlineinherited

TODO.

function getDimensions ( )
inlineinherited

TODO.

function getIndividualSize ( )
inlineinherited

TODO.

function getIntegerParameters ( )
inlineinherited

MATLAB GA supports handling parameters as integers, override this function in derived factories when parameters must be handled as integers.

function getMode ( )
inlineinherited

TODO.

function getModelType ( )
inline

TODO.

function getMutationFcn ( )
inlineinherited

TODO.

function getObservables ( )

TODO.

function getParallelMode ( )
inlineinherited

TODO.

function getRegressionFunction ( )
inline

TODO.

function getSamples ( )
inlineinherited

TODO.

function isCustomMode ( )
inlineinherited

TODO.

function isSliceSamplingEnabled ( )
inlineinherited

Performs elliptical slice sampling.

Parameters
hp0starting point for the sampling
likelihoodfunction handle providing the log-likelihood
function mutation ( var  parents,
var  options,
var  nvars,
var  FitnessFcn,
var  state,
var  thisScore,
var  thisPopulation 
)

TODO.

The function returns mutationChildren as a matrix whose rows correspond to the children.

The number of columns of the matrix is Number of variables.

Parameters
parentsRow vector of parents chosen by the selection function
optionsOptions structure
nvarsNumber of variables
FitnessFcnFitness function
stateStructure containing information about the current generation.
thisScoreVector of scores of the current population
thisPopulationMatrix of individuals in the current population
function performSliceSampling ( var  hp0,
var  likelihood 
)
protectedinherited

Performs standard slice sampling.

Method implementing standard slice sampling.

Parameters
hp0starting point for the sampling
likelihoodfunction handle providing the log-likelihood
function setSamples ( var  samples,
var  values 
)
inlineinherited

TODO.

function sliceSample ( var  model)
protected

Given an individual kriging model, sample the likelihood using slice sampling.

function supportsComplexData ( )
inline

TODO.

function supportsMultipleOutputs ( )
inline

TODO.

function wrapFunctions ( )
inherited

TODO.

Create anonymous function handles to wrap all operator functions to members of the given obj The genetic operator functions are memberfunctions and thus need to be called with the 'this' object (s).

To make this possible we need to wrap them in an anonymous function. And set them again as function handles.


The documentation for this class was generated from the following files: