Callbacks

Each UQ method can call a function after a sweep. This callback function returns a boolean. If it returns True, the sweep is over. Otherwise, sweep parameters can be changed and the sweep continued. The same thing could be done with a script, but the callback function makes it more convenient.

A good example of this is examples/iter/rosen_sm.py

from puq import *

# Example callback that causes the sweep
# to repeat until a specific condition is met.
def callback(sw, hf):
    rmsep = hdf.get_response(hf,'z').rmse()[1]
    print 'callback: rmse=%s%%' % rmsep

    # iterate until error < 1%
    if rmsep > 1:
        sw.psweep.extend()
        return False
    return True

def run():
    # Declare our parameters here. Both are uniform on [-2, 2]
    x = UniformParameter('x', 'x', min=-2, max=2)
    y = UniformParameter('y', 'y', min=-2, max=2)

    # Create a host
    host = InteractiveHost()

    # Declare a UQ method.
    uq = Smolyak([x,y], level=1, iteration_cb=callback)

    # Our test program
    prog = TestProgram('./rosen_prog.py', desc='Rosenbrock Function')

    return Sweep(uq, host, prog)

~/puq/examples/iter> puq start rosen_sm
Saving run to sweep_46691621.hdf5

Processing <HDF5 dataset "z": shape (5,), type "<f8">
    Surface   = -1.99999999999997*x + 669.0
    RMSE      = 6.84e+02 (4.26e+01 %)

SENSITIVITY:
Var      u*            dev
-----------------------------
x    3.2080e+03    3.2080e+03
y    8.0000e+02    8.0000e+02
callback: rmse=42.5626179426%
Extending Smolyak to level 2

Processing <HDF5 dataset "z": shape (13,), type "<f8">
    Surface   = 300.99999999956*x**2 - 1.59872115546023e-14*x*y ...
    RMSE      = 7.40e+02 (2.05e+01 %)

SENSITIVITY:
Var      u*            dev
-----------------------------
x    3.9402e+03    5.2374e+03
y    2.0828e+03    1.8510e+03
callback: rmse=20.4983861252%
Extending Smolyak to level 3

Processing <HDF5 dataset "z": shape (29,), type "<f8">
    Surface   = 3.10862446895043e-13*x**3 - 199.999999998686*x**2*y ...
    RMSE      = 2.40e+02 (6.66e+00 %)

SENSITIVITY:
Var      u*            dev
-----------------------------
x    4.8307e+03    6.5106e+03
y    2.0022e+03    1.7623e+03
callback: rmse=6.66126889943%
Extending Smolyak to level 4

Processing <HDF5 dataset "z": shape (65,), type "<f8">
    Surface   = 100.000000001004*x**4 - 8.16013923099492e-14*x**3*y ...
    RMSE      = 9.29e-09 (2.57e-10 %)

SENSITIVITY:
Var      u*            dev
-----------------------------
x    5.0835e+03    6.9637e+03
y    1.9661e+03    1.7441e+03
callback: rmse=2.57395820254e-10%