Adding ability to define test space through convex hull (#18)

* Track losses during training

* Add convex hull parameter space option

* Documentation in numpy style

examples/burgers1d.yml

@@ -41,6 +41,27 @@ parameter_space:
   test_space:
     type: grid
 
+## An example if we want to provide training points on exterior 
+## of region and train in convex hull of training points
+# parameter_space:
+#   parameters:
+#     - name: a
+#       min: 0.7
+#       max: 0.9
+#       test_space_type: list
+#       sample_size: 21
+#       list: [0.70, 0.725, 0.75, 0.800, 0.85, 0.90]
+#       log_scale: false
+#     - name: w
+#       min: 0.9
+#       max: 1.1
+#       test_space_type: list
+#       sample_size: 21
+#       list: [0.90, 0.970, 1.00, 0.925, 0.98, 1.10]
+#       log_scale: false
+#   test_space:
+#     type: hull
+
 latent_space:
   type: ae
   ae:

src/lasdi/gplasdi.py

@@ -163,6 +163,11 @@ def train(self):
         n_train = ps.n_train()
         ld = self.latent_dynamics
 
+        self.training_loss = []
+        self.ae_loss = []
+        self.ld_loss = []
+        self.coef_loss = []
+
         '''
             determine number of iterations.
             Perform n_iter iterations until overall iterations hit max_iter.
@@ -184,6 +189,11 @@ def train(self):
 
             loss = loss_ae + self.ld_weight * loss_ld / n_train + self.coef_weight * loss_coef / n_train
 
+            self.training_loss.append(loss.item())
+            self.ae_loss.append(loss_ae.item())
+            self.ld_loss.append(loss_ld.item())
+            self.coef_loss.append(loss_coef.item())
+
             loss.backward()
             self.optimizer.step()
 
@@ -267,7 +277,8 @@ def export(self):
         dict_ = {'X_train': self.X_train, 'X_test': self.X_test, 'lr': self.lr, 'n_iter': self.n_iter,
                  'n_samples' : self.n_samples, 'best_coefs': self.best_coefs, 'max_iter': self.max_iter,
                  'max_iter': self.max_iter, 'ld_weight': self.ld_weight, 'coef_weight': self.coef_weight,
-                 'restart_iter': self.restart_iter, 'timer': self.timer.export(), 'optimizer': self.optimizer.state_dict()
+                 'restart_iter': self.restart_iter, 'timer': self.timer.export(), 'optimizer': self.optimizer.state_dict(),
+                 'training_loss' : self.training_loss, 'ae_loss' : self.ae_loss, 'ld_loss' : self.ld_loss, 'coeff_loss' : self.coef_loss
                  }
         return dict_
 
@@ -280,4 +291,4 @@ def load(self, dict_):
         self.optimizer.load_state_dict(dict_['optimizer'])
         if (self.device != 'cpu'):
             optimizer_to(self.optimizer, self.device)
-        return
+        return

src/lasdi/param.py

@@ -1,4 +1,5 @@
 import numpy as np
+from scipy.spatial import Delaunay
 from .inputs import InputParser
 
 def get_1dspace_from_list(config):
@@ -40,12 +41,18 @@ def __init__(self, config):
         for param in self.param_list:
             self.param_name += [param['name']]
 
-        self.train_space = self.createInitialTrainSpace(self.param_list)
-        self.n_init = self.train_space.shape[0]
-
         test_space_type = parser.getInput(['test_space', 'type'], datatype=str)
         if (test_space_type == 'grid'):
+            self.train_space = self.createInitialTrainSpace(self.param_list)
+            self.n_init = self.train_space.shape[0]
+
             self.test_grid_sizes, self.test_meshgrid, self.test_space = self.createTestGridSpace(self.param_list)
+        if (test_space_type == 'hull'):
+            assert self.n_param >=2, 'Must have at least 2 parameters if test_space is \'hull\' '
+            self.train_space = self.createInitialTrainSpaceForHull(self.param_list)
+            self.n_init = self.train_space.shape[0]
+
+            self.test_grid_sizes, self.test_meshgrid, self.test_space = self.createTestHullSpace(self.param_list)
 
         return
 
@@ -66,6 +73,38 @@ def createInitialTrainSpace(self, param_list):
         mesh_grids = self.createHyperMeshGrid(paramRanges)
         return self.createHyperGridSpace(mesh_grids)
 
+    def createInitialTrainSpaceForHull(self, param_list):
+        '''
+            Concatenates the provided lists of training points into a 2D array.
+
+            Arguments
+            ---------
+            param_list : :obj:`list(dict)`
+                A list of parameter dictionaries
+    
+            Returns
+            -------
+            mesh_grids : :obj:`numpy.array`
+                np.array of size [d, k], where d is the number of points provided on the exterior of
+                the training space and k is the number of parameters (k == len(param_list)).
+        '''
+
+        paramRanges = []
+
+        for k, param in enumerate(param_list):
+
+            _, paramRange = getParam1DSpace['list'](param)
+            paramRanges += [paramRange]
+
+            if k > 0:
+                assert (len(paramRanges[k])==len(paramRanges[k - 1])), (f'Training parameters {k} and {k-1} have '
+                                                            'different lengths. All training parameters '
+                                                            'must have same length when test_space is \'hull\'.')
+
+
+        mesh_grids = np.vstack((paramRanges)).T
+        return mesh_grids
+
     def createTestGridSpace(self, param_list):
         paramRanges = []
         gridSizes = []
@@ -78,6 +117,72 @@ def createTestGridSpace(self, param_list):
         mesh_grids = self.createHyperMeshGrid(paramRanges)
         return gridSizes, mesh_grids, self.createHyperGridSpace(mesh_grids)
 
+    def createTestGridSpaceForHull(self, param_list):
+        '''
+            Builds an initial uniform grid for the testing parameters when the test_space is 'hull'. 
+
+            Arguments
+            ---------
+            param_list : :obj:`list(dict)`
+                A list of parameter dictionaries
+    
+            Returns
+            -------
+            gridSizes : :obj:`list(int)`
+                A list containing the number of elements on the grid in each parameter.
+            mesh_grids : :obj:`numpy.array`
+                tuple of numpy nd arrays, corresponding to each parameter.
+                Dimension of the array equals to the number of parameters.
+            param_grid : :obj:`numpy.array`
+                numpy 2d array of size (grid size x number of parameters).
+        '''
+
+        paramRanges = []
+        gridSizes = []
+
+        for param in param_list:
+            Nx, paramRange = getParam1DSpace['uniform'](param)
+            gridSizes += [Nx]
+            paramRanges += [paramRange]
+
+        mesh_grids = self.createHyperMeshGrid(paramRanges)
+        return gridSizes, mesh_grids, self.createHyperGridSpace(mesh_grids)
+
+    def createTestHullSpace(self, param_list):
+        '''
+            This function builds an initial uniform grid for the testing parameters, and then
+            returns any testing points which are within the convex hull of the provided
+            training parameters.
+
+            Arguments
+            ---------
+            param_list : :obj:`list(dict)`
+                A list of parameter dictionaries
+    
+            Returns
+            -------
+            gridSizes : :obj:`list(int)`
+                A list containing the number of elements on the grid in each parameter.
+            mesh_grids : :obj:`numpy.array`
+                tuple of numpy nd arrays, corresponding to each parameter.
+                Dimension of the array equals to the number of parameters.
+            test_space : :obj:`numpy.array`
+                numpy 2d array of size [d, k], where d is the number of testing points within
+                convex hull of the training space and k is the number of parameters (k == len(param_list)).
+        '''
+
+        # Get the initial uniform grid over the training parameters
+        gridSizes, mesh_grids, test_space = self.createTestGridSpaceForHull(param_list)
+
+        # Mesh the training space. This will be slow in higher dimensions
+        cloud = Delaunay(self.train_space)
+        # Determine which test points are contained in the convex hull of training points
+        mask = cloud.find_simplex(test_space)>=0
+        # Only keep testing points in the convex hull of training points
+        test_space = test_space[mask]
+
+        return gridSizes, mesh_grids, test_space
+
     def getParameter(self, param_vector):
         '''
             convert numpy array parameter vector to a dict.