25 #ifndef UQ_MULTI_LEVEL_SAMPLING_LEVEL_OPTIONS_H
26 #define UQ_MULTI_LEVEL_SAMPLING_LEVEL_OPTIONS_H
28 #define LEVEL_REF_ID 0
30 #include <queso/Environment.h>
31 #include <queso/SequenceStatisticalOptions.h>
32 #define UQ_ML_SAMPLING_L_FILENAME_FOR_NO_FILE "."
35 #ifdef ML_CODE_HAS_NEW_RESTART_CAPABILITY
37 #define UQ_ML_SAMPLING_L_CHECKPOINT_OUTPUT_FILE_NAME_ODV UQ_ML_SAMPLING_L_FILENAME_FOR_NO_FILE
39 #define UQ_ML_SAMPLING_L_STOP_AT_END_ODV 0
40 #define UQ_ML_SAMPLING_L_DATA_OUTPUT_FILE_NAME_ODV UQ_ML_SAMPLING_L_FILENAME_FOR_NO_FILE
41 #define UQ_ML_SAMPLING_L_DATA_OUTPUT_ALLOW_ALL_ODV 0
42 #define UQ_ML_SAMPLING_L_DATA_OUTPUT_ALLOWED_SET_ODV ""
43 #define UQ_ML_SAMPLING_L_LOAD_BALANCE_ALGORITHM_ID_ODV 2
44 #define UQ_ML_SAMPLING_L_LOAD_BALANCE_TRESHOLD_ODV 1.
45 #define UQ_ML_SAMPLING_L_MIN_EFFECTIVE_SIZE_RATIO_ODV 0.85
46 #define UQ_ML_SAMPLING_L_MAX_EFFECTIVE_SIZE_RATIO_ODV 0.91
47 #define UQ_ML_SAMPLING_L_SCALE_COV_MATRIX_ODV 1
48 #define UQ_ML_SAMPLING_L_MIN_REJECTION_RATE_ODV 0.50
49 #define UQ_ML_SAMPLING_L_MAX_REJECTION_RATE_ODV 0.75
50 #define UQ_ML_SAMPLING_L_COV_REJECTION_RATE_ODV 0.25
51 #define UQ_ML_SAMPLING_L_MIN_ACCEPTABLE_ETA_ODV 0.
52 #define UQ_ML_SAMPLING_L_TOTALLY_MUTE_ODV 1
53 #define UQ_ML_SAMPLING_L_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV UQ_ML_SAMPLING_L_FILENAME_FOR_NO_FILE
54 #define UQ_ML_SAMPLING_L_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
55 #define UQ_ML_SAMPLING_L_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV UQ_ML_SAMPLING_L_FILENAME_FOR_NO_FILE
56 #define UQ_ML_SAMPLING_L_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
57 #define UQ_ML_SAMPLING_L_INITIAL_POSITION_USE_PREVIOUS_LEVEL_LIKELIHOOD_ODV 0
58 #define UQ_ML_SAMPLING_L_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV UQ_ML_SAMPLING_L_FILENAME_FOR_NO_FILE
59 #define UQ_ML_SAMPLING_L_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
60 #define UQ_ML_SAMPLING_L_LIST_OF_DISABLED_PARAMETERS_ODV ""
61 #define UQ_ML_SAMPLING_L_INITIAL_VALUES_OF_DISABLED_PARAMETERS_ODV ""
62 #define UQ_ML_SAMPLING_L_RAW_CHAIN_SIZE_ODV 100
63 #define UQ_ML_SAMPLING_L_RAW_CHAIN_GENERATE_EXTRA_ODV 0
64 #define UQ_ML_SAMPLING_L_RAW_CHAIN_DISPLAY_PERIOD_ODV 500
65 #define UQ_ML_SAMPLING_L_RAW_CHAIN_MEASURE_RUN_TIMES_ODV 1
66 #define UQ_ML_SAMPLING_L_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV 0
67 #define UQ_ML_SAMPLING_L_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV UQ_ML_SAMPLING_L_FILENAME_FOR_NO_FILE
68 #define UQ_ML_SAMPLING_L_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
69 #define UQ_ML_SAMPLING_L_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV 0
70 #define UQ_ML_SAMPLING_L_RAW_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV ""
71 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
72 #define UQ_ML_SAMPLING_L_RAW_CHAIN_COMPUTE_STATS_ODV 0
74 #define UQ_ML_SAMPLING_L_FILTERED_CHAIN_GENERATE_ODV 0
75 #define UQ_ML_SAMPLING_L_FILTERED_CHAIN_DISCARDED_PORTION_ODV 0.
76 #define UQ_ML_SAMPLING_L_FILTERED_CHAIN_LAG_ODV 1
77 #define UQ_ML_SAMPLING_L_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV UQ_ML_SAMPLING_L_FILENAME_FOR_NO_FILE
78 #define UQ_ML_SAMPLING_L_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
79 #define UQ_ML_SAMPLING_L_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV 0
80 #define UQ_ML_SAMPLING_L_FILTERED_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV ""
81 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
82 #define UQ_ML_SAMPLING_L_FILTERED_CHAIN_COMPUTE_STATS_ODV 0
84 #define UQ_ML_SAMPLING_L_DISPLAY_CANDIDATES_ODV 0
85 #define UQ_ML_SAMPLING_L_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV 1
86 #define UQ_ML_SAMPLING_L_TK_USE_LOCAL_HESSIAN_ODV 0
87 #define UQ_ML_SAMPLING_L_TK_USE_NEWTON_COMPONENT_ODV 1
88 #define UQ_ML_SAMPLING_L_DR_MAX_NUM_EXTRA_STAGES_ODV 0
89 #define UQ_ML_SAMPLING_L_DR_LIST_OF_SCALES_FOR_EXTRA_STAGES_ODV "1."
90 #define UQ_ML_SAMPLING_L_DR_DURING_AM_NON_ADAPTIVE_INT_ODV 1
91 #define UQ_ML_SAMPLING_L_AM_KEEP_INITIAL_MATRIX_ODV 0
92 #define UQ_ML_SAMPLING_L_AM_INIT_NON_ADAPT_INT_ODV 0
93 #define UQ_ML_SAMPLING_L_AM_ADAPT_INTERVAL_ODV 0
94 #define UQ_ML_SAMPLING_L_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV 0
95 #define UQ_ML_SAMPLING_L_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV UQ_ML_SAMPLING_L_FILENAME_FOR_NO_FILE
96 #define UQ_ML_SAMPLING_L_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
97 #define UQ_ML_SAMPLING_L_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV 0
98 #define UQ_ML_SAMPLING_L_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOWED_SET_ODV ""
99 #define UQ_ML_SAMPLING_L_AM_ETA_ODV 1.
100 #define UQ_ML_SAMPLING_L_AM_EPSILON_ODV 1.e-5
101 #define UQ_ML_SAMPLING_L_DO_LOGIT_TRANSFORM 0
143 void print (std::ostream& os)
const;
147 #ifdef ML_CODE_HAS_NEW_RESTART_CAPABILITY
254 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
255 bool m_rawChainComputeStats;
257 SequenceStatisticalOptions* m_rawChainStatisticalOptionsObj;
258 bool m_rawChainStatOptsInstantiated;
282 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
283 bool m_filteredChainComputeStats;
285 SequenceStatisticalOptions* m_filteredChainStatisticalOptionsObj;
286 bool m_filteredChainStatOptsInstantiated;
361 #ifdef ML_CODE_HAS_NEW_RESTART_CAPABILITY
397 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
398 std::string m_option_rawChain_computeStats;
408 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
409 std::string m_option_filteredChain_computeStats;
436 #endif // UQ_MULTI_LEVEL_SAMPLING_LEVEL_OPTIONS_H
std::string m_option_rawChain_generateExtra
void defineMyOptions(po::options_description &optionsDesc) const
Defines the options for the Multilevel generator of samples as the default options.
bool m_totallyMute
Whether or not to be totally mute (no printout message).
double m_minRejectionRate
minimum allowed attempted rejection rate at current level
bool m_tkUseLocalHessian
Whether or not 'proposal' uses local Hessian.
std::string m_option_filteredChain_dataOutputFileName
std::string m_checkpointOutputFileName
Name of checkpoint output file.
std::string m_option_dr_listOfScalesForExtraStages
std::string m_option_dataOutputAllowedSet
std::string m_initialProposalCovMatrixDataInputFileName
Name of input file for initial proposal covariance matrix.
std::string m_option_listOfDisabledParameters
bool m_filteredChainDataOutputAllowAll
Whether or not subEnvs will write to output file for filtered chain.
std::string m_option_rawChain_dataInputFileType
std::string m_option_maxEffectiveSizeRatio
std::string m_option_am_eta
std::string m_option_displayCandidates
bool m_rawChainDataOutputAllowAll
Whether or not subEnvs will write to output file for raw chain.
std::string m_option_rawChain_dataOutputFileName
std::string m_option_minRejectionRate
unsigned int m_rawChainDataOutputPeriod
Period of message display during raw chain generation.
std::string m_rawChainDataInputFileType
Type of input file for raw chain.
std::string m_option_rawChain_dataOutputAllowedSet
std::string m_option_stopAtEnd
std::set< unsigned int > m_filteredChainDataOutputAllowedSet
subEnvs that will write to output file for filtered chain.
bool m_rawChainGenerateExtra
Generate extra information about raw chain.
std::string m_option_rawChain_dataOutputFileType
std::string m_option_filteredChain_lag
std::string m_filteredChainDataOutputFileName
Name of output file for filtered chain.
std::string m_option_initialPositionUsePreviousLevelLikelihood
std::string m_option_rawChain_dataInputFileName
std::string m_str1
subEnvs that will write to generic output file.
std::string m_option_putOutOfBoundsInChain
std::string m_option_tk_useLocalHessian
std::string m_option_am_keepInitialMatrix
unsigned int m_rawChainDisplayPeriod
Period of message display during raw chain generation.
std::string m_rawChainDataOutputFileType
Type of output file for raw chain.
std::string m_filteredChainDataOutputFileType
Type of output file for filtered chain.
std::string m_amAdaptedMatricesDataOutputFileName
Name of output file for 'am' adapted matrices.
bool m_filteredChainGenerate
Whether or not to generate filtered chain.
std::string m_option_rawChain_measureRunTimes
This (virtual) class sets up the environment underlying the use of the QUESO library by an executable...
std::string m_option_am_adaptedMatrices_dataOutputFileType
std::ostream & operator<<(std::ostream &os, const BaseEnvironment &obj)
void print(std::ostream &os) const
It prints the option values.
std::string m_initialPositionDataInputFileType
Type of input file for initial position.
bool m_amKeepInitialMatrix
Whether or not 'am' will keep initial (given) matrix.
std::string m_option_initialProposalCovMatrix_dataInputFileType
std::string m_option_initialPosition_dataInputFileType
std::string m_option_am_adaptedMatrices_dataOutputAllowAll
std::vector< double > m_initialValuesOfDisabledParameters
void getMyOptionValues(po::options_description &optionsDesc)
Gets the sequence options defined to the Multilevel algorithm.
double m_maxRejectionRate
maximum allowed attempted rejection rate at current level.
const BaseEnvironment & m_env
unsigned int m_rawChainSize
Size of raw chain.
bool m_amAdaptedMatricesDataOutputAllowAll
Whether or not subEnvs will write to output file for 'am' adapted matrices.
std::string m_option_am_adaptedMatrices_dataOutputPeriod
double m_maxEffectiveSizeRatio
Maximum allowed effective size ratio wrt previous level.
double m_loadBalanceTreshold
Perform load balancing if load unbalancing ratio > threshold.
std::string m_option_filteredChain_discardedPortion
std::string m_option_filteredChain_dataOutputFileType
std::string m_option_scaleCovMatrix
std::string m_option_minAcceptableEta
unsigned int m_filteredChainLag
Spacing for chain filtering.
std::string m_option_totallyMute
~MLSamplingLevelOptions()
Destructor.
std::string m_option_loadBalanceAlgorithmId
std::string m_option_covRejectionRate
MLSamplingLevelOptions(const BaseEnvironment &env, const char *prefix)
Constructor: reads options from the input file.
std::string m_rawChainDataInputFileName
Name of input file for raw chain.
bool m_initialPositionUsePreviousLevelLikelihood
Use previous level likelihood for initial chain position instead of re-computing it from target pdf...
std::string m_rawChainDataOutputFileName
Name of output file for raw chain.
std::string m_option_rawChain_dataOutputPeriod
std::string m_option_initialValuesOfDisabledParameters
bool m_dataOutputAllowAll
subEnvs that will write to generic output file.
std::string m_option_am_adaptedMatrices_dataOutputAllowedSet
std::string m_option_rawChain_size
std::string m_option_am_adaptInterval
double m_amEta
'am' eta.
double m_amEpsilon
'am' epsilon.
std::string m_option_tk_useNewtonComponent
double m_minEffectiveSizeRatio
Minimum allowed effective size ratio wrt previous level.
unsigned int m_drMaxNumExtraStages
'dr' maximum number of extra stages.
std::string m_option_dr_maxNumExtraStages
std::string m_dataOutputFileName
Name of generic output file.
std::set< unsigned int > m_dataOutputAllowedSet
subEnvs that will write to generic output file.
std::string m_option_dr_duringAmNonAdaptiveInt
po::options_description * m_optionsDesc
std::string m_option_am_epsilon
bool m_scaleCovMatrix
Whether or not scale proposal covariance matrix.
std::string m_option_checkpointOutputFileName
std::string m_initialProposalCovMatrixDataInputFileType
Type of input file for initial proposal covariance matrix.
std::string m_option_loadBalanceTreshold
std::string m_option_rawChain_displayPeriod
std::string m_option_dataOutputFileName
std::set< unsigned int > m_rawChainDataOutputAllowedSet
subEnvs that will write to output file for raw chain.
void scanOptionsValues(const MLSamplingLevelOptions *defaultOptions)
It scans the option values from the options input file.
std::set< unsigned int > m_parameterDisabledSet
std::string m_option_initialPosition_dataInputFileName
bool m_stopAtEnd
Stop at end of such level.
std::string m_option_am_adaptedMatrices_dataOutputFileName
void copyOptionsValues(const MLSamplingLevelOptions &srcOptions)
Copies the option values from srcOptions to this.
std::string m_option_am_initialNonAdaptInterval
std::string m_option_initialProposalCovMatrix_dataInputFileName
unsigned int m_amAdaptInterval
'am' adaptation interval.
std::set< unsigned int > m_amAdaptedMatricesDataOutputAllowedSet
subEnvs that will write to output file for 'am' adapted matrices.
std::string m_option_filteredChain_dataOutputAllowAll
std::string m_option_filteredChain_dataOutputAllowedSet
bool m_putOutOfBoundsInChain
Put 'out of bound' candidates in chain as well.
std::string m_option_dataOutputAllowAll
double m_minAcceptableEta
minimum acceptable eta,
double m_filteredChainDiscardedPortion
Initial discarded portion for chain filtering.
unsigned int m_amAdaptedMatricesDataOutputPeriod
Period for outputing 'am' adapted matrices.
std::string m_option_rawChain_dataOutputAllowAll
std::vector< double > m_drScalesForExtraStages
'dr' list of scales for proposal covariance matrices from 2nd stage on.
std::string m_option_doLogitTransform
std::string m_initialPositionDataInputFileName
Name of input file for initial position.
double m_covRejectionRate
c.o.v. for judging attempted rejection rate at current level.
unsigned int m_loadBalanceAlgorithmId
Perform load balancing with chosen algorithm (0 = no balancing).
std::string m_amAdaptedMatricesDataOutputFileType
Type of output file for 'am' adapted matrices.
bool m_tkUseNewtonComponent
Whether or not 'proposal' uses Newton component.
std::string m_option_filteredChain_generate
bool m_rawChainMeasureRunTimes
Whether or not to measure run times.
bool m_displayCandidates
Display candidates generated in the core MH algorithm.
std::string m_option_help
const BaseEnvironment & env() const
Access to the environment.
std::string m_option_minEffectiveSizeRatio
unsigned int m_amInitialNonAdaptInterval
'am' initial non adaptation interval
This class provides options for each level of the Multilevel sequence generator if no input file is a...
bool m_drDuringAmNonAdaptiveInt
Whether or not 'dr' is used during 'am' non adaptive interval.
std::string m_option_maxRejectionRate
bool m_doLogitTransform
Whether or not a logit transform will be done for bounded domains.