romtools.workflows.inverse.full_covariance_auto_mf_vi#

Auto-ROM convenience wrapper for full-covariance MF-VI.

Functions

mf_vi_with_auto_rom(model, ...[, ...])

Run full-covariance MF-VI with a built-in adaptive surrogate builder.
romtools.workflows.inverse.full_covariance_auto_mf_vi.mf_vi_with_auto_rom(model, prior_parameter_space, observations, observations_covariance, parameter_mins=None, parameter_maxes=None, initial_variational_parameter_space=None, restart_file=None, optimizer_method='gradient', optimizer_config=None, line_search_method='stochastic_nonmonotone', line_search_config=None, absolute_work_dir=None, fom_sample_size=10, rom_extra_sample_size=30, rom_tolerance=0.005, max_rom_training_history=1, random_seed=1, sampling_method='mc', fom_evaluation_concurrency=1, rom_evaluation_concurrency=1, covariance_regularization=1e-08, restart_files_to_keep=10, correlation_estimator='in_sample', correlation_k_folds=5, elbo_scaling_factor='diag_mean', elbo_relative_tolerance=None, baseline_method=None, use_mfmc_control_variate=True, mfmc_control_variate_mode='componentwise', rom_base_sampling_strategy='coupled', bounded_parameter_handling='transform', transform_interior_margin=1e-08, transform_map='sigmoid', min_physical_variational_std_fraction=1e-08, rom_type='gp', rom_args=None, dispatcher=None, *, absolute_vi_directory=None, score_function_entropy_strategy='analytic', variational_distribution='full_covariance', max_covariance_log_step=1.0, create_run_directories=True, sample_reuse_config=None, rom_substep_start_iteration=0, rom_substep_end_iteration=None, num_rom_substeps=0)[source]#

Run full-covariance MF-VI with a built-in adaptive surrogate builder.

Parameters:

  • model (QoiModel)

  • observations (ndarray)

  • observations_covariance (ndarray)

  • parameter_mins (ndarray)

  • parameter_maxes (ndarray)

  • restart_file (str)

  • optimizer_method (str)

  • line_search_method (str)

  • absolute_work_dir (str)

  • fom_sample_size (int)

  • rom_extra_sample_size (int)

  • rom_tolerance (float)

  • max_rom_training_history (int)

  • random_seed (int)

  • sampling_method (str)

  • covariance_regularization (float)

  • restart_files_to_keep (int)

  • correlation_estimator (str)

  • correlation_k_folds (int)

  • elbo_relative_tolerance (float)

  • baseline_method (str)

  • use_mfmc_control_variate (bool)

  • mfmc_control_variate_mode (str)

  • rom_base_sampling_strategy (str)

  • bounded_parameter_handling (str)

  • transform_interior_margin (float)

  • transform_map (str)

  • min_physical_variational_std_fraction (float)

  • rom_type (str)

  • rom_args (dict | None)

  • dispatcher (BaseDispatcher | None)

  • absolute_vi_directory (str)

  • score_function_entropy_strategy (str)

  • variational_distribution (str)

  • max_covariance_log_step (float)

  • create_run_directories (bool)

  • rom_substep_start_iteration (int)

  • num_rom_substeps (int)