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Gauss quadrature subsampling #89

Merged
merged 14 commits into from
Dec 10, 2021
Merged

Gauss quadrature subsampling #89

merged 14 commits into from
Dec 10, 2021

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akilnarayan
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@akilnarayan akilnarayan commented Oct 22, 2021

New features and syntax

  • separated sampling from training
  • PolynomialChaosExpansion accepts
    • list of distributions as input
    • integer order parameter for TotalDegreeIndexing
  • new sampling methods
    • tensor-product Gauss quadrature
    • induced sampling from a tensorized GQ mesh
  • new visualization tools. See demos/build_pce.py for a demo

Akil Narayan and others added 2 commits October 19, 2021 18:24
- separated sampling from training
- PolynomialChaosExpansion accepts
  + list of distributions as input
  + integer order parameter for TotalDegreeIndexing
- new sampling methods
  + tensor-product Gauss quadrature
  + induced sampling from a tensorized GQ mesh
@akilnarayan akilnarayan changed the title Multi gauss quad Gauss quadrature subsampling Oct 22, 2021
@akilnarayan akilnarayan marked this pull request as ready for review November 5, 2021 02:44
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@dcwhite dcwhite left a comment

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Looks great! The suggestions all just remove commented-out code.

UncertainSCI/distributions.py Outdated Show resolved Hide resolved
UncertainSCI/pce.py Outdated Show resolved Hide resolved
tests/test_pce.py Outdated Show resolved Hide resolved
@akilnarayan
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Ok, those fixes are great. I committed. Let me know if there are other issues.

@akilnarayan akilnarayan merged commit 90d4975 into master Dec 10, 2021
@jessdtate jessdtate deleted the multi-gauss-quad branch March 3, 2022 20:14
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3 participants