iam-git / WellMet (public) (License: MIT) (since 2021-08-31) (hash sha1)
WellMet is pure Python framework for spatial structural reliability analysis. Or, more specifically, for "failure probability estimation and detection of failure surfaces by adaptive sequential decomposition of the design domain".

/estimation.py (221ae6f21b8244d7e9ed9863ed8108f9d58317ef) (17034 bytes) (mode 100644) (type blob)

# -*- coding: utf-8 -*-
"""
Created on Fri Oct  4 11:58:08 2019

@author: iam
"""

import numpy as np
import numpy.ma as ma
import scipy.stats as stats

from scipy.spatial import cKDTree
from scipy import interpolate

import collections # for defaultdict

from .IS_stat import IS
from .candybox import CandyBox

# mizí národní slovička :( 
# gradient musí být funkcí!
def progress(estimations, sampled_plan_R, Z, gradient, f_i, nis=500, budget=20000, L2_metric=False):
    failsi = Z < 0
    
    if not 'L2_Voronoi_cKDTree_failure_rate' in estimations:
        
        estimations['L2_Voronoi_cKDTree_failure_rate'] = [[0], [0]]
    for nsim in range(max(estimations['L2_Voronoi_cKDTree_failure_rate'][0])+1, len(sampled_plan_R)+1):
        print("L2_Voronoi_cKDTree_failure_rate, krok: ", nsim)
        if nsim<1:
            continue
        estimations['L2_Voronoi_cKDTree_failure_rate'][0].append(nsim)
        estimations['L2_Voronoi_cKDTree_failure_rate'][1].append(L2_Voronoi_cKDTree_failure_rate(sampled_plan_R[:nsim], failsi[:nsim], gradient, f_i))    
        
    
    if not 'Rbf_approximation' in estimations:
        estimations['Rbf_approximation'] = [[0], [0]]
        estimations['L2_Voronoi_cKDTree_test'] = [[0], [0]]
        
    for nsim in range(max(estimations['Rbf_approximation'][0])+1, len(sampled_plan_R)+1):
        if nsim<=1:
            continue
        print("Rbf_approximation, krok: ", nsim)
        Rbf_approximation, L2_Voronoi_cKDTree_test = L2_Voronoi_cKDTree(sampled_plan_R[:nsim], Z[:nsim], f_i, nis=50000)
        estimations['Rbf_approximation'][0].append(nsim)
        estimations['Rbf_approximation'][1].append(Rbf_approximation)    
        estimations['L2_Voronoi_cKDTree_test'][0].append(nsim)
        estimations['L2_Voronoi_cKDTree_test'][1].append(L2_Voronoi_cKDTree_test)    
        
    
    # za indikatorovou statistiku můžeme třeba považovat 'L1_Voronoi_failure_rate'
    if not 'L1_Voronoi_failure_rate' in estimations:
        estimations['L1_Voronoi_failure_rate'] = [[0], [0]]
    for nsim in range(max(estimations['L1_Voronoi_failure_rate'][0])+1, len(sampled_plan_R)+1):
        if nsim<=2:
            continue
        print("2 point voronoi, krok: ", nsim)
        L1_Voronoi_2_point_estimators = Voronoi_2_point_estimations(sampled_plan_R[:nsim], failsi[:nsim], gradient, f_i, budget=20000, L2_metric=False)
        
        for statistic, value in L1_Voronoi_2_point_estimators.items():
            if not statistic in estimations:
                estimations[statistic] = [[0], [0]]
            
            estimations[statistic][0].append(nsim)
            estimations[statistic][1].append(value)    
    
    
    return estimations






#
# l2 Voronoi cKDTree IS localization
#
 
# Rbf_estimation so far
def L2_Voronoi_cKDTree(sample_box, nis=50000):    
    nsim, nvar = np.shape(sampled_plan_R)
    # Estimation of pf given a list of red and green points (Voronoi)
    
    sampled_plan_R_ma = np.ma.asarray(sampled_plan_R)
    
    # tady bych nedaval Rd 
    #grad = np.abs(gradient([0 for j in range(nvar)]))
    tree = cKDTree(sampled_plan_R)
    

    rbf_func = interpolate.Rbf(sampled_plan_R[:,0],sampled_plan_R[:,1],Z)

    Rbf_estimation = 0 # inicializace
    L2_Voronoi_cKDTree_test = 0
    #failure_points_indexes = np.argwhere(failsi)
    
    points_probabilities = np.empty(nsim) # probabilities of partial (failure) event
    
    # loop over points (need to integrate red regions)
    for i in range(nsim): # loop over failing points only
        
        sampled_plan_R_ma.mask = ma.nomask
        sampled_plan_R_ma[i] = ma.masked
        
        # neosvědčílo se
#==============================================================================
#         delta_Rd_matrix = sampled_plan_Rd_ma - sampled_plan_Rd[i]
#         mindist = [np.min(np.abs(np.where(delta_Rd_matrix[:,j] < 0,delta_Rd_matrix[:,j], f_i[j].std() ))) + np.min(np.abs(np.where(delta_Rd_matrix[:,j] > 0,delta_Rd_matrix[:,j], f_i[j].std() ))) for j in range(nvar)]
#                                          
#         # set the minimum distance as the standard deviation of IS densisty
#         h_i = [stats.norm(sampled_plan_Rd[i,j], mindist[j] ) for j in range(nvar)] #! dosadit  standard deviation pddle chutí
#==============================================================================
        # find distance to the nearest sampling point (from all points)
        mindist = np.min(np.sum(np.square(sampled_plan_R_ma - sampled_plan_R[i]), axis=1))**0.5
                                 
        # set the minimum distance as the standard deviation of IS densisty
        h_i = [stats.norm(sampled_plan_R[i,j], 2*mindist ) for j in range(nvar)] #! dosadit  standard deviation pddle chutí
                                 
        # use IS sampling density with center equal to the current "red" point
                                 
        # select nis = 100 points from IS density and 
        # if the point has its nearest neighbor any red point from the sampled_plan, 
                                 
        h_plan = np.zeros((nis, nvar))
        for j in range(nvar):
            h_plan[:, j] = h_i[j].ppf(np.random.random(nis)) # realizace váhové funkce náhodné veličiny
    
        # Rozptyl corrected IS
        weights_sim = np.prod([f_i[j].pdf(h_plan[:, j]) / h_i[j].pdf(h_plan[:, j]) for j in range(nvar)], axis=0) # [f1/h1, ..., fn/hn]
    
       
    
        dd, ii = tree.query(h_plan)
    
        Vor_mask = np.where(ii==i, True, False)
        
        zm = rbf_func(h_plan[:, 0][Vor_mask], h_plan[:, 1][Vor_mask])        
        
        points_probabilities[i] = np.sum(weights_sim[Vor_mask][zm<0]) / nis
        L2_Voronoi_cKDTree_test += np.sum(weights_sim[Vor_mask]) / nis
    
    
    Rbf_estimation = np.sum(points_probabilities)
    
    return Rbf_estimation, L2_Voronoi_cKDTree_test
    



#
# l2 Voronoi estimation
# 

def L2_Voronoi_cKDTree_failure_rate(sample_box, space='Rn', nis=50000):  
    # Estimation of pf given a list of red and green points (Voronoi)
    #
    sampled_plan_given_space = getattr(sample_box, space)
    sampled_plan_ma = np.ma.asarray(sampled_plan_given_space)
    
    # tady bych dal Rd 
    tree = cKDTree(sampled_plan_given_space)
    
    #nis = 500
    L2_Voronoi_failure_rate = 0 # inicializace
    
    
    points_probabilities = [] # probabilities of partial (failure) event
    
    # loop over points (need to integrate red regions)
    for i in sample_box.failure_points: # loop over failing points only
        
        sampled_plan_ma.mask = ma.nomask
        sampled_plan_ma[i] = ma.masked
        
        # neosvědčílo se
#==============================================================================
#         delta_Rd_matrix = sampled_plan_Rd_ma - sampled_plan_Rd[i]
#         mindist = [np.min(np.abs(np.where(delta_Rd_matrix[:,j] < 0,delta_Rd_matrix[:,j], f_i[j].std() ))) + np.min(np.abs(np.where(delta_Rd_matrix[:,j] > 0,delta_Rd_matrix[:,j], f_i[j].std() ))) for j in range(nvar)]
#                                          
#         # set the minimum distance as the standard deviation of IS densisty
#         h_i = [stats.norm(sampled_plan_Rd[i,j], mindist[j] ) for j in range(nvar)] #! dosadit  standard deviation pddle chutí
#==============================================================================
        # find distance to the nearest sampling point (from all points)
        mindist = np.min(np.sum(np.square(sampled_plan_ma - sampled_plan_given_space[i]), axis=1))**0.5
                                 
        # set the minimum distance as the standard deviation of IS densisty
        h_i = [stats.norm(sampled_plan_given_space[i,j], 2*mindist ) for j in range(sample_box.nvar)] #! dosadit  standard deviation pddle chutí
                                 
        # use IS sampling density with center equal to the current "red" point
                                 
        # select nis = 100 points from IS density and 
        # if the point has its nearest neighbor any red point from the sampled_plan, 
                                 
        h_plan = np.zeros((nis, sample_box.nvar))
        for j in range(sample_box.nvar):
            h_plan[:, j] = h_i[j].ppf(np.random.random(nis)) # realizace váhové funkce náhodné veličiny
    
        # Rozptyl corrected IS
        weights_sim = np.prod([f_i[j].pdf(h_plan[:, j]) / h_i[j].pdf(h_plan[:, j]) for j in range(nvar)], axis=0) # [f1/h1, ..., fn/hn]
    
       
    
        dd, ii = tree.query(h_plan)
    
        Vor_mask = np.where(ii==i, True, False)
        points_probabilities.append(np.sum(weights_sim[Vor_mask]) / nis)
    
    
    L2_Voronoi_failure_rate = np.sum(points_probabilities)
    
    return L2_Voronoi_failure_rate
    
    
    
    
#
# Voronoi 2_point estimation
# 
def Voronoi_2_point_estimation(sample_box, model_space='Rn', sampling_space=None, p_norm=1, gradient=None, budget=20000, callback=None):
    """
    Voronoi_2_point estimations 
    budget=20000
    """
    
    # tak, na rovinu
    # нет ножек - нет мультиков
    if gradient is None:
        return Voronoi_2_point_cKDTree(sample_box, model_space=model_space,sampling_space=sampling_space,\
                                                            p_norm=p_norm, budget=budget, callback=callback)
    if callback is None:
        callback = lambda *_, **__: None
        
    # jsou to informace pro callback 
    estimation={'method': "Voronoi_2_point_estimation",  'p_norm':p_norm, 'nis':nis}
    estimation['model_space'] = model_space
    estimation['sampling_space'] = sampling_space
    
    
    nsim = sample_box.nsim
    nis = max(round(budget/nsim), 100)
    
    # vytahneme ze sample_boxu rozdělení
    f = sample_box.sampled_plan
    
    # já vím, že sample box pokážde failsi přepočítavá
    failsi = sample_box.failsi 
    
    PDF = sample_box.pdf(model_space)
    
    # zde provadím rozdělení na prostor, ve kterém vzorkujem
    # a prostor "modelu", vô ktôrom, v podstatě, měříme vzdaleností
    sampled_plan_model = getattr(sample_box, model_space)
    
    if sampling_space is None:
        sampling_space = model_space
        # sing like sampling
        sampled_plan_sing = sampled_plan_model
    else:
        sampled_plan_sing = getattr(sample_box, sampling_space)
        
    sampled_plan_sing_ma = np.ma.asarray(sampled_plan_sing)
    
    
    
    if sampling_space is None:
        sampling_space = model_space
        # sing like sampling
        sampled_plan_sing = sampled_plan_model
        
    
    
    tree = cKDTree(sampled_plan_model)

    global_stats = collections.defaultdict(int)
    
    
    
    # zde postupně v cyklu prochazíme všemi body (tj. vzorky)
    # a omezujeme se pouse nejbližšími bodíkama
    # tynhlenstím zajišťujeme disjunktnost 
    # a môžeme všechny nasbírané pravděpodobnosti jednoduše sčítat
    for i in range(nsim): # loop over all points, not failing points only
        
        sampled_plan_sing_ma.mask = ma.nomask
        sampled_plan_sing_ma[i] = ma.masked
        
        # zde nepouživám KDTree protože bych pokažde sestavovat strom z rouškováneho pole
        # ale otázky p-normy a směrodatné odchylky zde jsou k velké diskuzi.
        
        # find distance to the nearest sampling point (from all points)
        mindist_sing = np.min(np.sum(np.square(sampled_plan_sing_ma - sampled_plan_sing[i]), axis=1))**0.5
        
        # use IS sampling density with center equal to the current "red" point
        # set the minimum distance as the standard deviation of IS densisty
        h_i = [stats.norm(sampled_plan_sing[i,j], 2*mindist_sing) for j in range(nvar)] #! dosadit  standard deviation podle chutí
        h = f_models.UnCorD(h_i)
        
                                 
        # select nis = 100 points from IS density 
        # sice to má nazev h_plan, ale nese rozdělení a hustoty v f-ku
        h_plan = IS(f, h, space_from_h='R', space_to_f=sampling_space, Nsim=nis) 
        
        # součet váh nemá cenu kontrolovat, jedná tam nebude, nevyjde
        
        """
        # dd  - The distances to the nearest neighbors 
        # ii - The locations of the neighbors in self.data
        # k - The list of k-th nearest neighbors to return. 
        # If k is an integer it is treated as a list of [1, … k] (range(1, k+1)). 
        # Note that the counting starts from 1
        # p - Which Minkowski p-norm to use. 
        # 1 is the sum-of-absolute-values “Manhattan” distance 2 is the usual Euclidean distance 
        # infinity is the maximum-coordinate-difference distance 
        """
        h_plan_model = getattr(h_plan, model_space)
        dd, ii = tree.query(h_plan_model, k=1, p=p_norm)
        
        # nechám s velkým písmenkem
        Vor_mask = np.where(ii==i, True, False)
        h_plan_model_ma = h_plan_model[Vor_mask]
        
        
        
        # kolik bodíků jsou nejbližší k mému vzorečkovi
        # np.empty() implicitně má dtype=float
        # tyhle blbosti ponechám jen kvůli callbackovi
        node_pf_estimations = np.empty(len(h_plan_model_ma))
        node_pf_pure_estimations = np.empty(len(h_plan_model_ma))# pure distance estimation
        node_failsi = np.empty(len(h_plan_model_ma), dtype=np.bool) # for L1 Voronoi
        
        # projdeme přes každej bodíček
        for node_idx in range(len(h_plan_model_ma)):
            # KDTree byl použit jen k rozdělení na disjunktní úseky, veškerej děj se odehravá tu
            # a to je všechno kvůli gradientu
            node = h_plan_model_ma[node_idx]
            # axis=1 - sčítá všechy směry dohromady, vysledkem je 1D pole rozměru nsim 
            inode2points_model_matrix = np.sum(np.abs(((sampled_plan_model - node) * gradient(node))**p_norm), axis=1)
            #print(inode2points_Rd_matrix)
            
            """
            partition - 
            Creates a copy of the array with its elements rearranged in such a way that
             the value of the element in k-th position is in the position it would be in a sorted array. 
             All elements smaller than the k-th element are moved before this element 
             and all equal or greater are moved behind it. The ordering of the elements in the two partitions is undefined.
            """
            idx = np.argpartition(inode2points_model_matrix, 2)
            node_failsi[node_idx] = failsi[idx[0]]
            
                                      
            points_weight = PDF[idx[0]] / inode2points_model_matrix[idx[0]] + PDF[idx[1]] / inode2points_model_matrix[idx[1]]
            points_distances = 1 / inode2points_model_matrix[idx[0]] + 1 / inode2points_model_matrix[idx[1]]
            
            failure_weight  = int(failsi[idx[0]]) * PDF[idx[0]] / inode2points_model_matrix[idx[0]]
            failure_weight += int(failsi[idx[1]]) * PDF[idx[1]] / inode2points_model_matrix[idx[1]]
            
            failure_distance = int(failsi[idx[0]]) / inode2points_model_matrix[idx[0]] + int(failsi[idx[1]]) / inode2points_model_matrix[idx[1]]
            
            
            node_pf_estimations[node_idx] = failure_weight/points_weight
            node_pf_pure_estimations[node_idx] = failure_distance/points_distances
        
        
        
        
        
        cell_stats = dict()
        # musí sa (na konci) rovnat jedne
        # opravdu dělíme nis'em, jako v normálním IS
        # nikoliv počtem příjatých bodíků, 
        # protože průměrná vaha o hodně mene významná metrika
        cell_stats['cell_probability'] = np.sum(h_plan.w[Vor_mask]) / nis
        cell_stats['Voronoi_2_point_upper_bound'] = np.sum(h_plan.w[Vor_mask]*np.ceil(node_pf_estimations)) / nis
        cell_stats['Voronoi_2_point_failure_rate'] = np.sum(h_plan.w[Vor_mask]*node_pf_estimations) / nis
        cell_stats['Voronoi_2_point_pure_failure_rate'] = np.sum(h_plan.w[Vor_mask]*node_pf_pure_estimations) / nis
        cell_stats['Voronoi_2_point_lower_bound'] = np.sum(h_plan.w[Vor_mask]*np.floor(node_pf_estimations)) / nis
        cell_stats['Voronoi_failure_rate'] = np.sum(weights_sim[Vor_mask]*node_failsi) / nis
        
        for key, value in cell_stats:
            global_stats[key] += value
        
        nodes=CandyBox(h_plan[Vor_mask], w=h_plan.w[Vor_mask], node_pf_estimations=node_pf_estimations,\
                                            node_pf_pure_estimations=node_pf_pure_estimations, node_failsi=node_failsi)
        
        # praská
        callback(estimation=estimation, nodes=nodes, cell_stats=cell_stats)

        
    
    return global_stats
    
    
    # dedictvi
#for k in range(len(ii)):
#    points_weigths[ii[k]] = points_weigths[ii[k]] + weights_sim[k] / nis
#    near_neighbors[ii[k]] = near_neighbors[ii[k]] + 1
#    Vor_mask[k] = failsi[ii[k]]    
    


Mode Type Size Ref File
100644 blob 11744 9fdf445de3ce04c9c28d9cf78a18d830b54703ab IS_stat.py
100644 blob 6 0916b75b752887809bac2330f3de246c42c245cd __init__.py
100644 blob 26851 b0ccb9c800e0fd7ecb869b0e052b387f77868382 blackbox.py
100644 blob 7266 441664a465885f76786e9a259015983579217d09 candybox.py
100644 blob 17034 221ae6f21b8244d7e9ed9863ed8108f9d58317ef estimation.py
100644 blob 18416 dc3be53fec074c8de2b32c8ebc5c684e19bcb2b6 f_models.py
100644 blob 28874 d8521ed3cc7d9f32c63335fb60c2df206c14525f g_models.py
100644 blob 2718 5d721d117448dbb96c554ea8f0e4651ffe9ac457 gp_plot.py
100644 blob 10489 1f6dd06a036fdc4ba6a7e6d61ac0b84e8ad3a4c1 mplot.py
100644 blob 896 14e91bd579c101f1c85bc892af0ab1a196a165a0 plot.py
100644 blob 2807 1feb1d43e90e027f35bbd0a6730ab18501cef63a plotly_plot.py
100644 blob 14307 b6a7545356e45f9abd98af3a9411f3e2437d17b0 qt_plot.py
100644 blob 6251 fc18a41a14682b505a10a2947cfd6fdbea4c59cd reader.py
100644 blob 4228 278bfa08534fcbdf58652edf636fb700395a5f1d samplebox.py
100644 blob 5553 bac994ae58f1df80c7f8b3f33955af5402f5a4f3 sball.py
100644 blob 21563 c9f8f898feec1fbcb76061bb3df981ce6e455049 whitebox.py
Hints:
Before first commit, do not forget to setup your git environment:
git config --global user.name "your_name_here"
git config --global user.email "your@email_here"

Clone this repository using HTTP(S):
git clone https://rocketgit.com/user/iam-git/WellMet

Clone this repository using ssh (do not forget to upload a key first):
git clone ssh://rocketgit@ssh.rocketgit.com/user/iam-git/WellMet

Clone this repository using git:
git clone git://git.rocketgit.com/user/iam-git/WellMet

You are allowed to anonymously push to this repository.
This means that your pushed commits will automatically be transformed into a merge request:
... clone the repository ...
... make some changes and some commits ...
git push origin main