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[WIP] Random Feature-based CES #183

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wants to merge 8 commits into from
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[WIP] Random Feature-based CES #183

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odunbar
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@odunbar odunbar commented Sep 27, 2022

Purpose

Adds the ability to use (Scalar-valued) RF with uncertainty in place of GP within CES. using RandomFeatures.jl

TODO

  • higher dim example
  • inteface for passing in hparam algorithm options
  • ...

Current content

  • Interfaces with the currently unregistered RandomFeatures.jl (thus users will need to dev CalibrateEmulateSample.jl and RandomFeatures.jl locally rather than using the package management systems)
  • adds ScalarRandomFeatureInterface as a MachineLearningTool
  • new example examples/Emulator/RandomFeature/optimize_and_plot_RF.jl

RF results

Results show similar means, and RF has smaller (but not dissimilar) uncertainties in forecasts

GP results

from examples/Emulator/GaussianProcess/plot_GP.jl

  • new example examples/Lorenz/Lorenz_example_RF.jl

RF results

We see parameter uncertainties slightly inflated but not too dissimilar compared to GP.

GP results

from examples/Lorenz/Lorenz_example.jl (with GP)

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codecov bot commented Oct 4, 2022

Codecov Report

Base: 88.65% // Head: 65.02% // Decreases project coverage by -23.63% ⚠️

Coverage data is based on head (c8252c1) compared to base (8980d60).
Patch coverage: 0.00% of modified lines in pull request are covered.

Additional details and impacted files
@@             Coverage Diff             @@
##           master     #183       +/-   ##
===========================================
- Coverage   88.65%   65.02%   -23.64%     
===========================================
  Files           4        5        +1     
  Lines         388      529      +141     
===========================================
  Hits          344      344               
- Misses         44      185      +141     
Impacted Files Coverage Δ
src/Emulator.jl 93.63% <ø> (ø)
src/RandomFeature.jl 0.00% <0.00%> (ø)

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@odunbar odunbar deleted the branch master October 18, 2022 23:53
@odunbar odunbar closed this Oct 18, 2022
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