Line data    Source code

       1             : //* This file is part of the MOOSE framework
       2             : //* https://mooseframework.inl.gov
       3             : //*
       4             : //* All rights reserved, see COPYRIGHT for full restrictions
       5             : //* https://github.com/idaholab/moose/blob/master/COPYRIGHT
       6             : //*
       7             : //* Licensed under LGPL 2.1, please see LICENSE for details
       8             : //* https://www.gnu.org/licenses/lgpl-2.1.html
       9             : 
      10             : #pragma once
      11             : 
      12             : #include "GeneralReporter.h"
      13             : #include "PMCMCBase.h"
      14             : #include "LikelihoodFunctionBase.h"
      15             : #include "LikelihoodInterface.h"
      16             : #include "Distribution.h"
      17             : 
      18             : /**
      19             :  * PMCMCDecision will help making sample accept/reject decisions in MCMC
      20             :  * schemes (for e.g., when performing Bayesian inference).
      21             :  */
      22             : class PMCMCDecision : public GeneralReporter, public LikelihoodInterface
      23             : {
      24             : public:
      25             :   static InputParameters validParams();
      26             :   PMCMCDecision(const InputParameters & parameters);
      27        1200 :   virtual void initialize() override {}
      28        1200 :   virtual void finalize() override {}
      29             :   virtual void execute() override;
      30             : 
      31             : protected:
      32             :   /**
      33             :    * Compute the evidence (aka, betterness of the proposed sample vs the previous)
      34             :    * @param evidence The evidence vector to be filled
      35             :    * @param input_matrix The matrix of proposed inputs that are provided
      36             :    */
      37             :   virtual void computeEvidence(std::vector<Real> & evidence,
      38             :                                const DenseMatrix<Real> & input_matrix);
      39             : 
      40             :   /**
      41             :    * Compute the transition probability vector (after the computation of evidence)
      42             :    * @param tv The transition probability vector to be filled
      43             :    * @param evidence The vector of evidences provided
      44             :    */
      45             :   virtual void computeTransitionVector(std::vector<Real> & tv, const std::vector<Real> & evidence);
      46             : 
      47             :   /**
      48             :    * Resample inputs given the transition vector (after transition vector computed)
      49             :    * @param req_inputs The vector of accepted samples to be filled
      50             :    * @param input_matrix The matrix of proposed inputs provided
      51             :    * @param tv The vector of transition probabilities provided
      52             :    * @param parallel_index The current parallel proposal index provided
      53             :    */
      54             :   virtual void nextSamples(std::vector<Real> & req_inputs,
      55             :                            DenseMatrix<Real> & input_matrix,
      56             :                            const std::vector<Real> & tv,
      57             :                            const unsigned int & parallel_index);
      58             : 
      59             :   /**
      60             :    * Compute the next set of seeds to facilitate proposals.
      61             :    * Set to empty in base to permit flexibility for MCMC samplers
      62             :    */
      63        1000 :   virtual void nextSeeds() {}
      64             : 
      65             :   /// Model output value from SubApp
      66             :   const std::vector<Real> & _output_value;
      67             : 
      68             :   /// Transfer the right outputs to the file
      69             :   std::vector<Real> & _outputs_required;
      70             : 
      71             :   /// Model input data that is uncertain
      72             :   std::vector<std::vector<Real>> & _inputs;
      73             : 
      74             :   /// Transition probability matrix
      75             :   std::vector<Real> & _tpm;
      76             : 
      77             :   /// Model variance term
      78             :   std::vector<Real> & _variance;
      79             : 
      80             :   /// Model noise term to pass to Likelihoods object
      81             :   Real & _noise;
      82             : 
      83             :   /// Storage for the likelihood objects to be utilized
      84             :   std::vector<const LikelihoodFunctionBase *> _likelihoods;
      85             : 
      86             :   /// The MCMC sampler
      87             :   Sampler & _sampler;
      88             : 
      89             :   /// MCMC sampler base
      90             :   const PMCMCBase * const _pmcmc;
      91             : 
      92             :   /// Storage for the number of parallel proposals
      93             :   dof_id_type _props;
      94             : 
      95             :   /// Storage for the random numbers for decision making
      96             :   const std::vector<Real> & _rnd_vec;
      97             : 
      98             :   /// Storage for new proposed variance samples
      99             :   const std::vector<Real> & _new_var_samples;
     100             : 
     101             :   /// Storage for the priors
     102             :   const std::vector<const Distribution *> _priors;
     103             : 
     104             :   /// Storage for the prior over the variance
     105             :   const Distribution * _var_prior;
     106             : 
     107             :   /// Storage for the number of experimental configuration values
     108             :   dof_id_type _num_confg_values;
     109             : 
     110             :   /// Storage for the number of experimental configuration parameters
     111             :   dof_id_type _num_confg_params;
     112             : 
     113             :   /// Storage for previous inputs
     114             :   DenseMatrix<Real> _data_prev;
     115             : 
     116             :   /// Storage for previous variances
     117             :   std::vector<Real> _var_prev;
     118             : 
     119             :   /// Storage for previous outputs
     120             :   std::vector<Real> _outputs_prev;
     121             : 
     122             : private:
     123             :   /// Communicator that was split based on samples that have rows
     124             :   libMesh::Parallel::Communicator & _local_comm;
     125             : 
     126             :   /// Ensure that the MCMC algorithm proceeds in a sequential fashion
     127             :   int _check_step;
     128             : };