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Samples

The syntax for sampling in an interval or region is the following:

sample(n,lb,ub,S::SamplingAlgorithm)

where lb and ub are, respectively, the lower and upper bounds. There are many sampling algorithms to choose from:

  • Grid sample
  • Uniform sample
Surrogates.sample — Method

sample(n,lb,ub,::UniformRandom)

Returns a Tuple containing uniform random numbers.

source
  • Sobol sample
  • Latin Hypercube sample
Surrogates.sample — Method

sample(n,lb,ub,::LatinHypercube)

Returns a Tuple containing LatinHypercube sequences.

source
  • Low Discrepancy sample
Surrogates.sample — Method

sample(n,lb,ub,S::LowDiscrepancySample)

Low discrepancy sample:

  • Dimension 1: Van der Corput sequence
  • Dimension > 1: Halton sequence

If dimension d > 1, all bases must be coprime with each other.

source
  • Sample on section
Missing docstring.

Missing docstring for SectionSample. Check Documenter's build log for details.

Surrogates.sample — Method

sample(n,d,K::SectionSample)

Returns Tuples constrained to a section.

In surrogate-based identification and control, optimization can alternate between unconstrained sampling in the full-dimensional parameter space, and sampling constrained on specific sections (e.g. a planes in a 3D volume),

A SectionSampler allows sampling and optimizing on a subset of 'free' dimensions while keeping 'fixed' ones constrained. The sampler is defined as in e.g.

sectionsampleryis10 = SectionSample([NaN64, NaN64, 10.0, 10.0], Surrogates.UniformSample())

where the first argument is a Vector{T} in which numbers are fixed coordinates and NaNs correspond to free dimensions, and the second argument is a SamplingAlgorithm which is used to sample in the free dimensions.

source

Adding a new sampling method

Adding a new sampling method is a two- step process:

  1. Adding a new SamplingAlgorithm type
  2. Overloading the sample function with the new type.

Example

struct NewAmazingSamplingAlgorithm{OPTIONAL} <: SamplingAlgorithm end

function sample(n,lb,ub,::NewAmazingSamplingAlgorithm)
    if lb is  Number
        ...
        return x
    else
        ...
        return Tuple.(x)
    end
end