GPMSAOptions.h

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//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008,2009,2010,2011,2012,2013 The PECOS Development Team
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the Version 2.1 GNU Lesser General
// Public License as published by the Free Software Foundation.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc. 51 Franklin Street, Fifth Floor,
// Boston, MA  02110-1301  USA
//
//-----------------------------------------------------------------------el-

#include <queso/Environment.h>
#include <queso/SharedPtr.h>

#ifndef QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
#include <queso/BoostInputOptionsParser.h>
#include <queso/ScopedPtr.h>
#endif  // QUESO_DISABLE_BOOST_PROGRAM_OPTIONS

#ifndef UQ_GPMSA_OPTIONS_H
#define UQ_GPMSA_OPTIONS_H

namespace QUESO {

class GPMSAOptions
{
public:
  GPMSAOptions(const BaseEnvironment& env, const char* prefix);

  GPMSAOptions();

  void set_prefix(const char* prefix);

  void set_defaults();

  void parse(const BaseEnvironment& env, const char* prefix);

  virtual ~GPMSAOptions();

  void print(std::ostream& os) const;

  std::string m_prefix;

  std::string m_help;

  //  emulator output.  If this number is set to be zero (as it is by
  //  default), then the number of basis vectors will be determined at
  //  run time to preserve some minimum fraction of the variance in
  //  simulation output.
  int m_maxEmulatorBasisVectors;

  //  capture with the emulator basis.  By default this is 1.0, i.e.
  //  100%, in which case there will be one basis vector for each
  //  dimension in the simulation output space.
  //
  //  Currently the only supported value is 1.0
  double m_emulatorBasisVarianceToCapture;

  //  the supplied data, for uncertain parameter i.
  //
  //  Normalized values will range from 0 to 1.
  void set_autoscale_minmax_uncertain_parameter(unsigned int i);

  //  the supplied data, for scenario parameter i.
  //
  //  Normalized values will range from 0 to 1.
  void set_autoscale_minmax_scenario_parameter(unsigned int i);

  //  the supplied data, for all input uncertain parameters, all input
  //  scenario parameters, and all output values.
  //
  //  Normalized values will range from 0 to 1.
  void set_autoscale_minmax();

  //  supplied data, for uncertain parameter i.
  //
  //  Normalized values will have mean 0 and standard deviation 1.
  void set_autoscale_meanvar_uncertain_parameter(unsigned int i);

  //  supplied data, for scenario parameter i.
  //
  //  Normalized values will have mean 0 and standard deviation 1.
  void set_autoscale_meanvar_scenario_parameter(unsigned int i);

  //  supplied data, for all input uncertain parameters, all input
  //  scenario parameters, and all output values.
  //
  //  Normalized values will have mean 0 and standard deviation 1.
  void set_autoscale_meanvar();

  //  the physical parameter range (range_min, range_max) which should
  //  be rescaled to (0,1)
  //
  //  If no value is set and no automatic normalization is specified,
  //  a default of (0,1) will be used; i.e. no normalization.
  //
  //  This option is mutually exclusive with the above automatic
  //  scaling options; trying to use both is a runtime error.
  void set_uncertain_parameter_scaling(unsigned int i,
                                       double range_min,
                                       double range_max);

  //  experimental inputs, of the physical parameter range (range_min,
  //  range_max) which should be rescaled to (0,1)
  //
  //  If no value is set and no automatic normalization is specified,
  //  a default of (0,1) will be used; i.e. no normalization.
  //
  //  This option is mutually exclusive with the above automatic
  //  scaling options; trying to use both is a runtime error.
  void set_scenario_parameter_scaling(unsigned int i,
                                      double range_min,
                                      double range_max);

  //  experimental outputs, of the physical output range (range_min,
  //  range_max) which should be rescaled to (0,1)
  //
  //  If no value is set and no automatic normalization is specified,
  //  a default of (0,1) will be used; i.e. no normalization.
  //
  //  This option is mutually exclusive with the above automatic
  //  scaling options; trying to use both is a runtime error.
  void set_output_scaling(unsigned int i,
                          double range_min,
                          double range_max);

  //  which should be rescaled to (0,1), based on our autoscaling option
  //  settings.
  template <typename V>
  void set_final_scaling
    (const std::vector<typename SharedPtr<V>::Type> & m_simulationScenarios,
     const std::vector<typename SharedPtr<V>::Type> & m_simulationParameters,
     const std::vector<typename SharedPtr<V>::Type> & m_simulationOutputs,
     const std::vector<typename SharedPtr<V>::Type> & m_experimentScenarios,
     const std::vector<typename SharedPtr<V>::Type> & m_experimentOutputs);

  //  specified scenario parameter.
  double normalized_scenario_parameter(unsigned int i,
                                       double physical_param) const;

  //  specified uncertain parameter.
  double normalized_uncertain_parameter(unsigned int i,
                                        double physical_param) const;

  double m_emulatorPrecisionShape;

  double m_emulatorPrecisionScale;

  //  lambda_y rather than a fixed multiplier of 1.
  //
  // False by default.
  bool m_calibrateObservationalPrecision;

  double m_observationalPrecisionShape;

  double m_observationalPrecisionScale;


  double m_emulatorCorrelationStrengthAlpha;

  double m_emulatorCorrelationStrengthBeta;

  double m_discrepancyPrecisionShape;

  double m_discrepancyPrecisionScale;

  double m_discrepancyCorrelationStrengthAlpha;

  double m_discrepancyCorrelationStrengthBeta;

  const BaseEnvironment& env() const;

  double m_emulatorDataPrecisionShape;

  double m_emulatorDataPrecisionScale;

  friend std::ostream & operator<<(std::ostream& os, const GPMSAOptions & obj);

private:
  const BaseEnvironment * m_env;

#ifndef QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
  QUESO::ScopedPtr<BoostInputOptionsParser>::Type m_parser;
#endif  // QUESO_DISABLE_BOOST_PROGRAM_OPTIONS

  // True if the specified autoscaling should be done for all inputs
  bool m_autoscaleMinMaxAll;
  bool m_autoscaleMeanVarAll;

  // True if the specified autoscaling should be done for the specific
  // uncertain input parameter index
  std::set<unsigned int> m_autoscaleMinMaxUncertain;
  std::set<unsigned int> m_autoscaleMeanVarUncertain;

  // True if the specified autoscaling should be done for the specific
  // scenario input parameter index
  std::set<unsigned int> m_autoscaleMinMaxScenario;
  std::set<unsigned int> m_autoscaleMeanVarScenario;

  // The point in each uncertain input parameter range (typically min
  // or mean) corresponding to a normalized parameter of 0
  std::vector<double> m_uncertainScaleMin;

  // The width of the physical uncertain input parameter range
  // (typically max minus min or standard deviation) corresponding to
  // a normalized width of 1
  std::vector<double> m_uncertainScaleRange;

  // The point in each input scenario parameter range (typically min
  // or mean) corresponding to a normalized parameter of 0
  std::vector<double> m_scenarioScaleMin;

  // The width of the physical input scenario parameter range
  // (typically max minus min or standard deviation) corresponding to
  // a normalized width of 1
  std::vector<double> m_scenarioScaleRange;

  std::string m_option_help;
  std::string m_option_maxEmulatorBasisVectors;
  std::string m_option_emulatorBasisVarianceToCapture;
  std::string m_option_emulatorPrecisionShape;
  std::string m_option_emulatorPrecisionScale;
  std::string m_option_calibrateObservationalPrecision;
  std::string m_option_observationalPrecisionShape;
  std::string m_option_observationalPrecisionScale;
  std::string m_option_emulatorCorrelationStrengthAlpha;
  std::string m_option_emulatorCorrelationStrengthBeta;
  std::string m_option_discrepancyPrecisionShape;
  std::string m_option_discrepancyPrecisionScale;
  std::string m_option_discrepancyCorrelationStrengthAlpha;
  std::string m_option_discrepancyCorrelationStrengthBeta;
  std::string m_option_emulatorDataPrecisionShape;
  std::string m_option_emulatorDataPrecisionScale;

  std::string m_option_autoscaleMinMaxAll;
  std::string m_option_autoscaleMeanVarAll;

  void checkOptions();
};

}  // End namespace QUESO

#endif // UQ_GPMSA_OPTIONS_H