romtools.workflows.inverse.run_eki#
- romtools.workflows.inverse.run_eki(model, parameter_space, observations, observations_covariance, parameter_mins=None, parameter_maxes=None, absolute_eki_directory='/home/runner/work/rom-tools-and-workflows/rom-tools-and-workflows/work/', ensemble_size=30, 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=1e-06, max_iterations=50, random_seed=1, evaluation_concurrency=1, restart_file=None)[source]#
Run a single-fidelity ensemble Kalman inversion (EKI) workflow.
This routine iteratively updates a parameter ensemble to match observations using model evaluations and a Kalman-style update. It supports adaptive step sizing, restart files, and concurrent sample evaluation.
- Parameters:
model (QoiModel) – QoiModel to evaluate at ensemble samples.
parameter_space (ParameterSpace) – ParameterSpace used to draw the initial ensemble.
observations (ndarray) – Observed QoI vector.
observations_covariance (ndarray) – Observation covariance matrix.
parameter_mins (ndarray) – Optional lower bounds on parameters.
parameter_maxes (ndarray) – Optional upper bounds on parameters.
absolute_eki_directory (str) – Absolute path to the working directory for runs.
ensemble_size (int) – Number of ensemble members.
initial_step_size (float) – Initial step size for the update.
regularization_parameter (float) – Tikhonov regularization parameter.
step_size_growth_factor (float) – Growth factor when a step is accepted.
step_size_decay_factor (float) – Decay factor when a step is rejected.
max_step_size_decrease_trys (int) – Max consecutive step reductions before exit.
relaxation_parameter (float) – Error reduction factor for step acceptance.
error_norm_tolerance (float) – Stop when mean error norm falls below this value.
delta_params_tolerance (float) – Stop when parameter update norm falls below this value.
max_iterations (int) – Maximum number of EKI iterations.
random_seed (int) – RNG seed for initial sampling.
evaluation_concurrency – Concurrent model evaluations per iteration.
restart_file – Optional restart file path.
- Returns:
Tuple of (parameter_samples, qois) from the final iteration.