dgpsi (version 2.4.0)

prune: Static pruning of a DGP emulator

Description

This function implements the static pruning of a DGP emulator.

Usage

prune(object, control = list(), verb = TRUE)

Value

An updated object that could be an instance of gp, dgp, or bundle (of GP emulators) class.

Arguments

object

an instance of the dgp class that is generated by dgp() with struc = NULL.

control

a list that can supply the following two components to control the static pruning of the DGP emulator:

• min_size, the minimum number of design points required to trigger the pruning. Defaults to 10 times of the input dimensions.

• threshold, the R2 value above which a GP node is considered redundant and removable. Defaults to 0.97.

verb

a bool indicating if the trace information will be printed during the function execution. Defaults to TRUE.

Details

See further examples and tutorials at https://mingdeyu.github.io/dgpsi-R/.

Examples

if (FALSE) {

# load the package and the Python env
library(dgpsi)

# construct the borehole function over a hypercube
f <- function(x){
  x[,1] <- (0.15 - 0.5) * x[,1] + 0.5
  x[,2] <- exp((log(50000) - log(100)) * x[,2] + log(100))
  x[,3] <- (115600 - 63070) *x[,3] + 63070
  x[,4] <- (1110 - 990) * x[,4] + 990
  x[,5] <- (116 - 63.1) * x[,5] + 63.1
  x[,6] <- (820 - 700) * x[,6] + 700
  x[,7] <- (1680 - 1120) * x[,7] + 1120
  x[,8] <- (12045 - 9855) * x[,8] + 9855
  y <- apply(x, 1, RobustGaSP::borehole)
}

# set a random seed
set_seed(999)

# generate training data
X <- maximinLHS(80, 8)
Y <- f(X)

# generate validation data
validate_x <- maximinLHS(500, 8)
validate_y <- f(validate_x)

# training a DGP emulator with anisotropic squared exponential kernels
m <- dgp(X, Y, share = F)

# OOS validation of the DGP emulator
plot(m, validate_x, validate_y)

# prune the emulator until no more GP nodes are removable
m <- prune(m)

# OOS validation of the resulting emulator
plot(m, validate_x, validate_y)
}