Variable Fidelity Surrogate Tutorial

With the variable fidelity surrogate, we can specify two different surrogates: one for high-fidelity data and one for low-fidelity data. By default, the first half of the samples are considered high-fidelity and the second half low-fidelity.

using Surrogates
using Plots

n = 100
lower_bound = 1.0
upper_bound = 6.0
x = sample(n, lower_bound, upper_bound, SobolSample())
f = x -> 1 / 3 * x
y = f.(x)
plot(x, y, seriestype = :scatter, label = "Sampled points",
    xlims = (lower_bound, upper_bound), legend = :top)
plot!(f, label = "True function", xlims = (lower_bound, upper_bound), legend = :top)

varfid = VariableFidelitySurrogate(x, y, lower_bound, upper_bound)

(::VariableFidelitySurrogate{Vector{Float64}, Vector{Float64}, Float64, Float64, Int64, RadialBasis{Surrogates.var"#1#2", Int64, Vector{Float64}, Vector{Float64}, Float64, Float64, LinearAlgebra.Transpose{Float64, Vector{Float64}}, Float64, Bool}, RadialBasis{Surrogates.var"#3#4", Int64, Vector{Float64}, Vector{Float64}, Float64, Float64, LinearAlgebra.Transpose{Float64, Vector{Float64}}, Float64, Bool}}) (generic function with 1 method)

plot(x, y, seriestype = :scatter, label = "Sampled points",
    xlims = (lower_bound, upper_bound), legend = :top)
plot!(f, label = "True function", xlims = (lower_bound, upper_bound), legend = :top)
plot!(
    varfid, label = "Surrogate function", xlims = (lower_bound, upper_bound), legend = :top)