Eta optimization plot

sandialabs · May 15, 2023 · c0369d7 · c0369d7
1 parent 9e768e3
commit c0369d7
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Showing 2 changed files with 21 additions and 6 deletions.
diff --git a/PyUQTk/PyPCE/pce_tools.py b/PyUQTk/PyPCE/pce_tools.py
@@ -373,7 +373,7 @@ def UQTkRegression(pc_model,f_evaluations, samplepts):
 ################################################################################
 def UQTkBCS(pc_model, xdata, ydata, niter, eta, ntry=5, eta_folds=5,\
  mindex_growth='nonconservative', regparams=None, sigma2=1e-8, trval_frac=None,\
- npccut=None, pcf_thr=None, verbose=0):
+ npccut=None, pcf_thr=None, verbose=0, eta_plot=False):
  """
  Obtain PC coefficients by Bayesian compressive sensing
 
@@ -410,6 +410,7 @@ def UQTkBCS(pc_model, xdata, ydata, niter, eta, ntry=5, eta_folds=5,\
  pcf_thr: Minimum value (magnitude) for PC coefficients, for pruning low PC coefficients 'by hand'
  default is None
  verbose: Flag for optional print statements
+ eta_plot Flag for saving a plot of etas vs. RMSE
 
  Output:
  pc_model_final: PC object with basis expanded by the iterations
@@ -429,7 +430,7 @@ def UQTkBCS(pc_model, xdata, ydata, niter, eta, ntry=5, eta_folds=5,\
  RMSE_eta_tr=[]
  elif (type(eta)==np.ndarray or type(eta)==list):
  # the eta with the lowest RMSE is selected from etas
- eta_opt = UQTkOptimizeEta(pc_model, ydata, xdata, eta, niter, eta_folds)
+ eta_opt = UQTkOptimizeEta(pc_model, ydata, xdata, eta, niter, eta_folds, eta_plot)
  if verbose:
  print("Optimal eta is", eta_opt)
  else: