Optimization Under Uncertainty (#18)

* test for branch

* test for branch

* existing unit tests pass, we need new ones ofcourse

* fixed an initialization specification that was breaking a unit test

* working on adding control jacobian sampling capabilities

* parameter dimension needs to be set in all cases

* parameter rank instead of rank

* working on the pull request a bit more, a little bit more work needed then some stress testing

* error tests not implemented yet for control problems, this is a more laborious and orthogonal effort. it will be made into an issue.

* nevermind I modified all of the error tests to accomodate control variable. Have not tested it yet

* adding mass and stiffness matrix saving method

* asci character issue

* directory name already known etc

* thanks dc for spotting the error

* stiffness and mass matrices need to get the mesh constructor communicator

* mass and stiffness matrices should only be computed on rank 0

* updating the active subspace to have custom naming, now gonna loop around AS batch size

* also just changing the naming convention for AS to always include the size

* updating kle projector

* typo in accessing collective

* adding meanJTJ wrapper to compute AS from sample data

* removing wild imports, should temporarily fix the NullCollective issue for KLE specifically

* removed np.int from collective, which is deprecated from newer numpy versions. Same as int.

* changed wildcard hippylib imports

* trying to remove wild imports in as projector class

* param list in in hp

* removed path modifications from cMinimization

* infinite loop

* another infinite loop. thanks for catching bassel

* addressing DCs comments

---------

Co-authored-by: dcluo <dc.luo@outlook.com>

Author: tomoleary

hippyflow/collectives/collective.py

@@ -87,7 +87,7 @@ def allReduce(self, v, op):
             self._allReduce_array(v_array, op)
             return v_array[0]
 
-        elif type(v) in [int, np.int, np.int32]:
+        elif type(v) in [int, np.int32]:
             v_array = np.array([v], dtype=np.int32)
             self._allReduce_array(v_array, op)
             return v_array[0]
@@ -126,7 +126,7 @@ def bcast(self, v, root = 0):
         broadcasted lives.
         """
 
-        if type(v) in [float, np.float64,int, np.int, np.int32]:
+        if type(v) in [float, np.float64, int, np.int32]:
             v_array = np.array([v])
             self.comm.Bcast(v_array,root = root)
             return v_array[0]

hippyflow/modeling/KLEProjector.py

@@ -14,10 +14,12 @@
 import dolfin as dl
 import numpy as np
 import os
-from hippylib import *
 from mpi4py import MPI 
 import time
 
+import hippylib as hp
+
+from ..collectives.collective import NullCollective
 from ..collectives.collectiveOperator import CollectiveOperator
 from ..collectives.comm_utils import checkMeshConsistentPartitioning
 from .jacobian import *
@@ -30,16 +32,14 @@ def KLEParameterList():
 	This function implements the parameter list for the KLE object
 	"""
 	parameters = {}
-	parameters['sample_per_process'] 	= [100, 'Number of samples per process']
 	parameters['error_test_samples'] 		= [50, 'Number of samples for error test']
-	parameters['rank'] 				 	= [128, 'Rank of subspace']
-	parameters['oversampling'] 		 	= [10, 'Oversampling parameter for randomized algorithms']
-	parameters['verbose']				= [True, 'Boolean for printing']
-
+	parameters['rank'] 				 		= [128, 'Rank of subspace']
+	parameters['oversampling'] 		 		= [10, 'Oversampling parameter for randomized algorithms']
+	parameters['verbose']					= [True, 'Boolean for printing']
 	parameters['output_directory']			= [None,'output directory for saving arrays and plots']
 	parameters['plot_label_suffix']			= ['', 'suffix for plot label']
 
-	return ParameterList(parameters)
+	return hp.ParameterList(parameters)
 
 class MRinvM:
 	"""
@@ -106,10 +106,10 @@ def random_input_projector(self):
 		"""
 		m_KLE = dl.Vector(self.mesh_constructor_comm)
 		self.prior.M.init_vector(m_KLE,0)
-		Omega = MultiVector(m_KLE,self.parameters['rank'] + self.parameters['oversampling'])
+		Omega = hp.MultiVector(m_KLE,self.parameters['rank'] + self.parameters['oversampling'])
 
 		if self.collective.rank() == 0:
-			parRandom.normal(1.,Omega)
+			hp.parRandom.normal(1.,Omega)
 			Omega.orthogonalize()
 		else:
 			Omega.zero()
@@ -133,22 +133,22 @@ def construct_input_subspace(self,M_orthogonal = True):
 
 		m_KLE = dl.Vector(self.mesh_constructor_comm)
 		KLE_Operator.init_vector(m_KLE,0)
-		Omega = MultiVector(m_KLE,self.parameters['rank'] + self.parameters['oversampling'])
+		Omega = hp.MultiVector(m_KLE,self.parameters['rank'] + self.parameters['oversampling'])
 
 		if self.collective.rank() == 0:
-			parRandom.normal(1.,Omega)
+			hp.parRandom.normal(1.,Omega)
 		else:
 			Omega.zero()
 
 		self.collective.bcast(Omega,root = 0)
 
 		if M_orthogonal:
-			self.d_KLE, self.V_KLE = doublePassG(KLE_Operator,\
+			self.d_KLE, self.V_KLE = hp.doublePassG(KLE_Operator,\
 				self.prior.M, self.prior.Msolver, Omega,self.parameters['rank'],s=1)
 			self.M_orthogonal = True
 		else:
-			RsolverOperator = Solver2Operator(self.prior.Rsolver)
-			self.d_KLE, self.V_KLE = doublePass(RsolverOperator, Omega,self.parameters['rank'],s=1)
+			RsolverOperator = hp.Solver2Operator(self.prior.Rsolver)
+			self.d_KLE, self.V_KLE = hp.doublePass(RsolverOperator, Omega,self.parameters['rank'],s=1)
 			self.M_orthogonal = False
 
 		self._subspace_construction_time = time.time() - t0
@@ -202,15 +202,15 @@ def test_errors(self, ranks = [None],cut_off = 1e-12):
 		projection_vector = dl.Vector(self.mesh_constructor_comm)
 		self.prior.init_vector(projection_vector,0)
 
-		LocalParameters = MultiVector(projection_vector,self.parameters['error_test_samples'])
+		LocalParameters = hp.MultiVector(projection_vector,self.parameters['error_test_samples'])
 		LocalParameters.zero()
 		# Generate samples
 		for i in range(self.parameters['error_test_samples']):
 			t0 = time.time()
-			parRandom.normal(1,self.noise)
+			hp.parRandom.normal(1,self.noise)
 			self.prior.sample(self.noise,LocalParameters[i])
 
-		LocalErrors = MultiVector(projection_vector,self.parameters['error_test_samples'])
+		LocalErrors = hp.MultiVector(projection_vector,self.parameters['error_test_samples'])
 
 
 		for rank_index,rank in enumerate(ranks):
@@ -227,7 +227,7 @@ def test_errors(self, ranks = [None],cut_off = 1e-12):
 			if self.M_orthogonal:
 				InputProjectorOperator = PriorPreconditionedProjector(V_KLE,self.prior.M, input_init_vector_lambda)
 			else:
-				InputProjectorOperator = LowRankOperator(np.ones_like(d_KLE),V_KLE, input_init_vector_lambda)
+				InputProjectorOperator = hp.LowRankOperator(np.ones_like(d_KLE),V_KLE, input_init_vector_lambda)
 
 			rel_errors = np.zeros(LocalErrors.nvec())
 			for i in range(LocalErrors.nvec()):