romtools.workflows.sampling_with_holdout
Implementation of basic sampling workflow with a holdout set. Given a parameter space $\mathcal{D}$, and a holdout set size N, we run N FOM samples and then iteratively build up the ROM until the error in a QoI over the holdout set is below a specified tolerance.
1# 2# ************************************************************************ 3# 4# ROM Tools and Workflows 5# Copyright 2019 National Technology & Engineering Solutions of Sandia,LLC 6# (NTESS) 7# 8# Under the terms of Contract DE-NA0003525 with NTESS, the 9# U.S. Government retains certain rights in this software. 10# 11# ROM Tools and Workflows is licensed under BSD-3-Clause terms of use: 12# 13# Redistribution and use in source and binary forms, with or without 14# modification, are permitted provided that the following conditions 15# are met: 16# 17# 1. Redistributions of source code must retain the above copyright 18# notice, this list of conditions and the following disclaimer. 19# 20# 2. Redistributions in binary form must reproduce the above copyright 21# notice, this list of conditions and the following disclaimer in the 22# documentation and/or other materials provided with the distribution. 23# 24# 3. Neither the name of the copyright holder nor the names of its 25# contributors may be used to endorse or promote products derived 26# from this software without specific prior written permission. 27# 28# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS 29# "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT 30# LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS 31# FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE 32# COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, 33# INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES 34# (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR 35# SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) 36# HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, 37# STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING 38# IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 39# POSSIBILITY OF SUCH DAMAGE. 40# 41# Questions? Contact Eric Parish (ejparis@sandia.gov) 42# 43# ************************************************************************ 44# 45 46''' 47Implementation of basic sampling workflow with a holdout set. 48Given a parameter space $\\mathcal{D}$, and a holdout set size N, 49we run N FOM samples and then iteratively build up the ROM until 50the error in a QoI over the holdout set is below a specified tolerance. 51''' 52 53from romtools.workflows.sampling_with_holdout.sampling_with_holdout import *