romtools.workflows.inverse.eki_bound_transforms

Bound-handling adapters for EKI and MF-EKI.

The historical EKI implementations operate directly on their input parameter ensemble. This module adds the same clip/transform choice used by VI without duplicating the EKI algorithms. In transform mode, the legacy drivers see an unconstrained optimizer-coordinate ensemble while FOM/ROM interfaces, restart files, and returned samples remain in physical coordinates.

Functions

mf_eki_with_auto_rom(model, parameter_space, ...)	Run automatic-ROM MF-EKI with clipping or transformed bounds.
run_eki(model, parameter_space, ...[, ...])	Run EKI with historical clipping or an unconstrained bound transform.
run_mf_eki(model, rom_model_builder, ...[, ...])	Run MF-EKI with historical clipping or an unconstrained bound transform.

romtools.workflows.inverse.eki_bound_transforms.mf_eki_with_auto_rom(model, parameter_space, observations, observations_covariance, parameter_mins=None, parameter_maxes=None, absolute_work_dir=None, fom_ensemble_size=10, rom_extra_ensemble_size=30, rom_tolerance=0.005, use_updated_rom_in_update_on_rebuild=False, initial_step_size=0.05, regularization_parameter=0.0001, step_size_growth_factor=1.25, step_size_decay_factor=2.0, max_step_size_decrease_trys=5, relaxation_parameter=1.05, error_norm_tolerance=1e-05, delta_params_tolerance=0.001, rejuvenation_strategy='none', rejuvenation_interval=5, rejuvenation_inflation=1.1, rejuvenation_prior_weight=0.0025, max_rejuvenations=3, rejuvenation_cooldown=10, max_rom_training_history=1, rom_substep_start_iteration=0, rom_substep_end_iteration=None, num_rom_substeps=0, max_iterations=50, random_seed=1, fom_evaluation_concurrency=1, rom_evaluation_concurrency=1, restart_file=None, rom_type='gp', rom_args=None, dispatcher=None, *, bounded_parameter_handling='clip', transform_interior_margin=0.0, transform_map='sigmoid', absolute_eki_directory=None)

Run automatic-ROM MF-EKI with clipping or transformed bounds.

Parameters:

• model (QoiModel)

• parameter_space (ParameterSpace)

• observations (ndarray)

• observations_covariance (ndarray)

• parameter_mins (ndarray)

• parameter_maxes (ndarray)

• absolute_work_dir (str)

• fom_ensemble_size (int)

• rom_tolerance (float)

• use_updated_rom_in_update_on_rebuild (bool)

• initial_step_size (float)

• regularization_parameter (float)

• step_size_growth_factor (float)

• step_size_decay_factor (float)

• max_step_size_decrease_trys (int)

• relaxation_parameter (float)

• error_norm_tolerance (float)

• delta_params_tolerance (float)

• rejuvenation_strategy (str)

• rejuvenation_interval (int)

• rejuvenation_inflation (float)

• rejuvenation_prior_weight (float)

• max_rejuvenations (int)

• rejuvenation_cooldown (int)

• max_rom_training_history (int)

• rom_substep_start_iteration (int)

• rom_substep_end_iteration (int | None)

• num_rom_substeps (int)

• max_iterations (int)

• random_seed (int)

• fom_evaluation_concurrency (int)

• rom_evaluation_concurrency (int)

• restart_file (str)

• rom_type (str)

• rom_args (dict | None)

• dispatcher (BaseDispatcher | None)

• bounded_parameter_handling (str)

• transform_interior_margin (float)

• transform_map (str)

• absolute_eki_directory (str)

romtools.workflows.inverse.eki_bound_transforms.run_eki(model, parameter_space, observations, observations_covariance, parameter_mins=None, parameter_maxes=None, absolute_work_dir=None, ensemble_size=30, initial_step_size=0.05, regularization_parameter=0.0001, step_size_growth_factor=1.25, step_size_decay_factor=2.0, max_step_size_decrease_trys=5, relaxation_parameter=1.05, error_norm_tolerance=1e-05, delta_params_tolerance=0.001, rejuvenation_strategy='none', rejuvenation_interval=5, rejuvenation_inflation=1.1, rejuvenation_prior_weight=0.0025, max_rejuvenations=3, rejuvenation_cooldown=10, max_iterations=50, random_seed=1, evaluation_concurrency=1, restart_file=None, dispatcher=None, *, bounded_parameter_handling='clip', transform_interior_margin=0.0, transform_map='sigmoid', absolute_eki_directory=None)

Run EKI with historical clipping or an unconstrained bound transform.

Parameters:

• model (QoiModel)

• parameter_space (ParameterSpace)

• observations (ndarray)

• observations_covariance (ndarray)

• parameter_mins (ndarray)

• parameter_maxes (ndarray)

• absolute_work_dir (str)

• ensemble_size (int)

• initial_step_size (float)

• regularization_parameter (float)

• step_size_growth_factor (float)

• step_size_decay_factor (float)

• max_step_size_decrease_trys (int)

• relaxation_parameter (float)

• error_norm_tolerance (float)

• delta_params_tolerance (float)

• rejuvenation_strategy (str)

• rejuvenation_interval (int)

• rejuvenation_inflation (float)

• rejuvenation_prior_weight (float)

• max_rejuvenations (int)

• rejuvenation_cooldown (int)

• max_iterations (int)

• random_seed (int)

• dispatcher (BaseDispatcher | None)

• bounded_parameter_handling (str)

• transform_interior_margin (float)

• transform_map (str)

• absolute_eki_directory (str)

romtools.workflows.inverse.eki_bound_transforms.run_mf_eki(model, rom_model_builder, parameter_space, observations, observations_covariance, parameter_mins=None, parameter_maxes=None, absolute_work_dir=None, fom_ensemble_size=10, rom_extra_ensemble_size=30, rom_tolerance=0.005, use_updated_rom_in_update_on_rebuild=True, initial_step_size=0.1, regularization_parameter=0.0001, step_size_growth_factor=1.25, step_size_decay_factor=2.0, max_step_size_decrease_trys=5, relaxation_parameter=1.05, error_norm_tolerance=1e-05, delta_params_tolerance=0.001, rejuvenation_strategy='none', rejuvenation_interval=5, rejuvenation_inflation=1.1, rejuvenation_prior_weight=0.0025, max_rejuvenations=3, rejuvenation_cooldown=10, max_rom_training_history=1, rom_substep_start_iteration=0, rom_substep_end_iteration=None, num_rom_substeps=0, max_iterations=50, random_seed=1, fom_evaluation_concurrency=1, rom_evaluation_concurrency=1, restart_file=None, dispatcher=None, *, bounded_parameter_handling='clip', transform_interior_margin=0.0, transform_map='sigmoid', absolute_eki_directory=None)

Run MF-EKI with historical clipping or an unconstrained bound transform.

Parameters:

• model (QoiModel)

• rom_model_builder (QoiModelBuilderWithTrainingData)

• parameter_space (ParameterSpace)

• observations (ndarray)

• observations_covariance (ndarray)

• parameter_mins (ndarray)

• parameter_maxes (ndarray)

• absolute_work_dir (str)

• fom_ensemble_size (int)

• rom_tolerance (float)

• use_updated_rom_in_update_on_rebuild (bool)

• initial_step_size (float)

• regularization_parameter (float)

• step_size_growth_factor (float)

• step_size_decay_factor (float)

• max_step_size_decrease_trys (int)

• relaxation_parameter (float)

• error_norm_tolerance (float)

• delta_params_tolerance (float)

• rejuvenation_strategy (str)

• rejuvenation_interval (int)

• rejuvenation_inflation (float)

• rejuvenation_prior_weight (float)

• max_rejuvenations (int)

• rejuvenation_cooldown (int)

• max_rom_training_history (int)

• rom_substep_start_iteration (int)

• rom_substep_end_iteration (int | None)

• num_rom_substeps (int)

• max_iterations (int)

• random_seed (int)

• fom_evaluation_concurrency (int)

• rom_evaluation_concurrency (int)

• restart_file (str)

• dispatcher (BaseDispatcher | None)

• bounded_parameter_handling (str)

• transform_interior_margin (float)

• transform_map (str)

• absolute_eki_directory (str)