Construct a `PolynomialModel' object. More...

Inheritance diagram for PolynomialModel:

Public Member Functions
function	PolynomialModel (var varargin)

function	complexity ()

function	constructInModelSpace (var samples, var values)
	Build a polynomial model through the samples and values degrees: a structure returning the order in which degrees of freedom are selected. More...

function	evaluateInModelSpace (var points)
	Evaluate discrete points, given by the M times dim array points. More...

function	getDescription ()
	Return a user friendly description of the model. More...

function	getExpressionInModelSpace (var outputIndex)
	Returns the closed formula (as a string) for this rational function. More...

function	getOrder ()
	Return the order of the polynomial. More...

function	getNestedModel ()

function	basicPlotModel ()
	This is a basic/default implementation called by plotModel.m, if subclasses want more fancy features they should override plotModel and not basicPlotModel. More...

function	init (var samples, var values)
	This base class method simply sets all the necessary fields (dimension, samples, values, id, ...) More...

function	construct (var samples, var values)
	Constructs the model given the samples and values in simulator space. More...

function	update (var samples, var values)
	Update the model with new data without fully retraining the model. More...

function	getDimensions ()
	Return the input and output dimensions of the model. More...

function	getExpression (var outputIndex)
	This function first converts the inputs to model space [-1,1] range using the transformation functions and then passes on these functions to the model-space expression. More...

function	getId ()
	Returns the id of this model. More...

function	getGrid ()
	Returns a set of samples evaluated on a dense grid to be used for evaluation of the model. More...

function	equals (var m, var threshold)
	A grid based equality method. More...

function	evaluate (var points)
	Evaluation at a set of points. More...

function	evaluateDerivative (var points, var outputIndex)
	Approximate the derivative at the given points in simulator space. More...

function	evaluateBatch (var points, var batchSize)
	Evaluate a large set of samples in smaller batchs. More...

function	evaluateInModelSpaceBatch (var points, var batchSize)
	Evaluate a large set of samples in smaller batchs. More...

function	setTransformationValues (var transf)
	Set the simulator to model and model to simulator transformation functions for this model. More...

function	getTransformationFunctions ()
	Get the simulator to model and model to simulator transformation functions for this model. More...

function	getTransformationValues ()

function	setMeasureScores (var scores)
	Sets scores of this model. More...

function	getMeasureScores ()
	Returns the structure containing the detailed measure scores for each output. More...

function	getSamples ()
	Returns the set of samples (in simulator space) on which this model was built. More...

function	getSamplesInModelSpace ()
	Returns the set of samples on which this model was built (in model space! so in [-1 1]) More...

function	getValues ()
	Returns the set of values in the samples on which this model was built. More...

function	setScore (var score)
	Set the global score for this model. More...

function	getScore ()
	Return the global score of the model. More...

function	getBounds ()
	Return the lower and upper bounds (in the original simulator space) of each model input. More...

function	getInputNames ()
	Get the names of the input parameters. More...

function	getOutputNames ()
	Get the names of the output parameters. More...

function	setMode (var mode)

function	getMode ()

function	setTrainingTime (var trainingTime)

function	getTrainingTime ()

function	getType ()

function	getVersionId ()

function	display ()

function	plotModel ()
	Plots the model on the given domain (default: [-1 1]). More...

function	plotSobolIndices (var varargin)
	Plots the first order total Sobol indices in a pie chart. More...

function	evaluateDerivativeInModelSpace (var points, var outputIndex)
	Approximate the derivative at the given points in model space. More...

function	updateInModelSpace (var samples, var values)
	Update the model with new data without fully retraining the model. More...

function	getSensitivityIndices (var order, var type, var method)

function	setInputNames (var names)
	Set the names of the input parameters. More...

function	setOutputNames (var names)
	Set the names of the output parameters. More...

Static Public Member Functions
static function	getPlotDefaults ()

static function	loadobj (var this)

Detailed Description

Construct a `PolynomialModel' object.

Simply fits a polynomial of degree 'degree' using (generalized) least squares

Constructor & Destructor Documentation

function PolynomialModel ( var varargin )

inline

Member Function Documentation

function basicPlotModel ( )

inherited

This is a basic/default implementation called by plotModel.m, if subclasses want more fancy features they should override plotModel and not basicPlotModel.

Todo:: not sure why this would be needed

function complexity ( )

inline

function construct	(	var	samples,
		var	values
	)

inherited

Constructs the model given the samples and values in simulator space.

This function scales the data to model space and calls constructInModelSpace()

function constructInModelSpace	(	var	samples,
		var	values
	)

Build a polynomial model through the samples and values degrees: a structure returning the order in which degrees of freedom are selected.

function display ( )

inlineinherited

function equals	(	var	m,
		var	threshold
	)

inherited

A grid based equality method.

Evaluates 'm' and 'this' on a grid and returns true if the mean relative error is <= threshold

function evaluate ( var points )

inherited

Evaluation at a set of points.

function evaluateBatch	(	var	points,
		var	batchSize
	)

inherited

Evaluate a large set of samples in smaller batchs.

Todo:: some duplicate code, see evaluateInModelSpaceBatch

function evaluateDerivative	(	var	points,
		var	outputIndex
	)

inherited

Approximate the derivative at the given points in simulator space.

This function transforms the points to model space and calls evaluateDerivativeInModelSpace

function evaluateDerivativeInModelSpace	(	var	points,
		var	outputIndex
	)

inherited

Approximate the derivative at the given points in model space.

It will return the gradient in each dimension. This is just a very simple implementation based on a simple symmetric approximation. Note that models can override this with more efficient implementations. For example Rational/Polynomial models would be able to provide exact derivatives. The same goes for Kriging models.

For a good tutorial/intro on gradients see: http://www-math.mit.edu/18.013A/HTML/chapter07/contents.html

function evaluateInModelSpace ( var points )

Evaluate discrete points, given by the M times dim array points.

function evaluateInModelSpaceBatch	(	var	points,
		var	batchSize
	)

inherited

Evaluate a large set of samples in smaller batchs.

function getBounds ( )

inherited

Return the lower and upper bounds (in the original simulator space) of each model input.

function getDescription ( )

Return a user friendly description of the model.

function getDimensions ( )

inherited

Return the input and output dimensions of the model.

function getExpression ( var outputIndex )

inherited

This function first converts the inputs to model space [-1,1] range using the transformation functions and then passes on these functions to the model-space expression.

function getExpressionInModelSpace ( var outputIndex )

Returns the closed formula (as a string) for this rational function.

function getGrid ( )

inherited

Returns a set of samples evaluated on a dense grid to be used for evaluation of the model.

Recycles previously evaluated grids.

function getId ( )

inherited

Returns the id of this model.

Id's are defined in the construct function, so that a model that is reconstructed gets a new unique id.

function getInputNames ( )

inherited

Get the names of the input parameters.

function getMeasureScores ( )

inherited

Returns the structure containing the detailed measure scores for each output.

function getMode ( )

inlineinherited

function getNestedModel ( )

inlineinherited

function getOrder ( )

Return the order of the polynomial.

function getOutputNames ( )

inherited

Get the names of the output parameters.

static function getPlotDefaults ( )

inlinestaticinherited

function getSamples ( )

inherited

Returns the set of samples (in simulator space) on which this model was built.

function getSamplesInModelSpace ( )

inherited

Returns the set of samples on which this model was built (in model space! so in [-1 1])

function getScore ( )

inherited

Return the global score of the model.

function getSensitivityIndices	(	var	order,
		var	type,
		var	method
	)

inherited

function getTrainingTime ( )

inlineinherited

function getTransformationFunctions ( )

inherited

Get the simulator to model and model to simulator transformation functions for this model.

Return values

inFunc	simulator -> model space
outFunc	model -> simulator space

function getTransformationValues ( )

inlineinherited

function getType ( )

inlineinherited

function getValues ( )

inherited

Returns the set of values in the samples on which this model was built.

function getVersionId ( )

inlineinherited

function init	(	var	samples,
		var	values
	)

inherited

This base class method simply sets all the necessary fields (dimension, samples, values, id, ...)

static function loadobj ( var this )

inlinestaticinherited

function plotModel ( )

inherited

Plots the model on the given domain (default: [-1 1]).

Slice plots are made for dimensions larger than 2. Dimensions higher than 5 are clamped to 0. Subclasses may override this method if they wish to allow for model specific plotting. This implementation simply calls basicPlotModel. The default plot options can be found by calling the static member function getPlotDefaults().

Calling syntax: fighandle = plotModel(model,[output number],[options structure])

function plotSobolIndices ( var varargin )

inherited

Plots the first order total Sobol indices in a pie chart.

function setInputNames ( var names )

inherited

Set the names of the input parameters.

function setMeasureScores ( var scores )

inherited

Sets scores of this model.

function setMode ( var mode )

inlineinherited

function setOutputNames ( var names )

inherited

Set the names of the output parameters.

function setScore ( var score )

inherited

Set the global score for this model.

function setTrainingTime ( var trainingTime )

inlineinherited

function setTransformationValues ( var transf )

inherited

Set the simulator to model and model to simulator transformation functions for this model.

function update	(	var	samples,
		var	values
	)

inherited

Update the model with new data without fully retraining the model.

This is useful for model types that support on-line learning This base class implementation simply calls construct. It is up to the model type to give a more efficient implementation

function updateInModelSpace	(	var	samples,
		var	values
	)

inherited

Update the model with new data without fully retraining the model.

This is useful for model types that support on-line learning This base class implementation simply calls constructInModelSpace. It is up to the model type to give a more efficient implementation

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

src/matlab/models/@PolynomialModel/PolynomialModel.m
src/matlab/models/@PolynomialModel/constructInModelSpace.m
src/matlab/models/@PolynomialModel/evaluateInModelSpace.m
src/matlab/models/@PolynomialModel/getDescription.m
src/matlab/models/@PolynomialModel/getExpressionInModelSpace.m
src/matlab/models/@PolynomialModel/getOrder.m

Public Member Functions

Static Public Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation